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The Calendar Effects of the Idiosyncratic Volatility Puzzle : A Tale of Two D…
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Chordia, TarunCao, JieZhan, Xintong

The idiosyncratic volatility (IVOL) anomaly exhibits strong calendar effects. The negative relation between IVOL and the next-month return obtains mainly in the third week of the month. The IVOL-re…

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Index Option Trading Activity and Market Returns
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Subrahmanyam, AvanidharChordia, Tarun

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Transaction Costs, Portfolio Characteristics, and Mutual Fund Performance
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Jiang, LeiChordia, TarunBusse, Jeffrey A.Tang, Yuehua

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Order Flow Volatility and Equity Costs of Capital
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Subrahmanyam, AvanidharChordia, TarunJianfeng HuQing Tong


Hasil Pencarian

Ditemukan 4 dari pencarian Anda melalui kata kunci: Pengarang : Chordia, Tarun
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