Have capital market anomalies attenuated in the recent era of high liquidity and trading activity?

Chordia, Tarun, Subrahmanyam, Avanidhar and Tong, Qing 2014, Have capital market anomalies attenuated in the recent era of high liquidity and trading activity?, Journal of Accounting and Economics, vol. 58, no. 1, pp. 41-58, doi: 10.1016/j.jacceco.2014.06.001.

Attached Files
Name Description MIMEType Size Downloads

Title Have capital market anomalies attenuated in the recent era of high liquidity and trading activity?
Author(s) Chordia, Tarun
Subrahmanyam, Avanidhar
Tong, Qing
Journal name Journal of Accounting and Economics
Volume number 58
Issue number 1
Start page 41
End page 58
Total pages 18
Publisher Elsevier
Place of publication Amsterdam, The Netherlands.
Publication date 2014-08
ISSN 0165-4101
Keyword(s) cross-section of stock returns
anomalies
market efficiency
Language eng
DOI 10.1016/j.jacceco.2014.06.001
Field of Research 1402 Applied Economics
1501 Accounting, Auditing And Accountability
Socio Economic Objective 0 Not Applicable
HERDC Research category C1.1 Refereed article in a scholarly journal
Copyright notice ©2014 Elsevier
Persistent URL http://hdl.handle.net/10536/DRO/DU:30094008

Document type: Journal Article
Collections: Department of Finance
2018 ERA Submission
Connect to link resolver
 
Unless expressly stated otherwise, the copyright for items in DRO is owned by the author, with all rights reserved.

Versions
Version Filter Type
Citation counts: TR Web of Science Citation Count  Cited 0 times in TR Web of Science
Scopus Citation Count Cited 46 times in Scopus
Google Scholar Search Google Scholar
Access Statistics: 12 Abstract Views, 2 File Downloads  -  Detailed Statistics
Created: Mon, 10 Apr 2017, 16:54:21 EST

Every reasonable effort has been made to ensure that permission has been obtained for items included in DRO. If you believe that your rights have been infringed by this repository, please contact drosupport@deakin.edu.au.