| Commonality in liquidity T Chordia, R Roll, A Subrahmanyam Journal of financial economics 56 (1), 3-28, 2000 | 2567 | 2000 |
| Market liquidity and trading activity T Chordia, R Roll, A Subrahmanyam The journal of finance 56 (2), 501-530, 2001 | 2308 | 2001 |
| Alternative factor specifications, security characteristics, and the cross-section of expected stock returns MJ Brennan, T Chordia, A Subrahmanyam Journal of financial Economics 49 (3), 345-373, 1998 | 2237 | 1998 |
| Momentum, Business Cycle, and Time‐varying Expected Returns T Chordia, L Shivakumar The journal of Finance 57 (2), 985-1019, 2002 | 1503 | 2002 |
| Liquidity and market efficiency T Chordia, R Roll, A Subrahmanyam Journal of financial Economics 87 (2), 249-268, 2008 | 1435 | 2008 |
| Order imbalance, liquidity, and market returns T Chordia, R Roll, A Subrahmanyam Journal of Financial economics 65 (1), 111-130, 2002 | 1404 | 2002 |
| Trading activity and expected stock returns T Chordia, A Subrahmanyam, VR Anshuman Journal of financial Economics 59 (1), 3-32, 2001 | 1368 | 2001 |
| An empirical analysis of stock and bond market liquidity T Chordia, A Sarkar, A Subrahmanyam The Review of Financial Studies 18 (1), 85-129, 2005 | 1314 | 2005 |
| Trading volume and cross‐autocorrelations in stock returns T Chordia, B Swaminathan The Journal of Finance 55 (2), 913-935, 2000 | 1102 | 2000 |
| Order imbalance and individual stock returns: Theory and evidence T Chordia, A Subrahmanyam Journal of Financial Economics 72 (3), 485-518, 2004 | 790 | 2004 |
| Asset pricing models and financial market anomalies D Avramov, T Chordia The Review of Financial Studies 19 (3), 1001-1040, 2006 | 728 | 2006 |
| Liquidity and autocorrelations in individual stock returns D Avramov, T Chordia, A Goyal The Journal of finance 61 (5), 2365-2394, 2006 | 695 | 2006 |
| Recent trends in trading activity and market quality T Chordia, R Roll, A Subrahmanyam Journal of Financial Economics 101 (2), 243-263, 2011 | 634 | 2011 |
| Earnings and price momentum T Chordia, L Shivakumar Journal of financial economics 80 (3), 627-656, 2006 | 629 | 2006 |
| Evidence on the speed of convergence to market efficiency T Chordia, R Roll, A Subrahmanyam Journal of financial economics 76 (2), 271-292, 2005 | 626 | 2005 |
| Have capital market anomalies attenuated in the recent era of high liquidity and trading activity? T Chordia, A Subrahmanyam, Q Tong Journal of Accounting and Economics 58 (1), 41-58, 2014 | 622 | 2014 |
| Momentum and credit rating D Avramov, T Chordia, G Jostova, A Philipov The journal of Finance 62 (5), 2503-2520, 2007 | 597 | 2007 |
| Anomalies and financial distress D Avramov, T Chordia, G Jostova, A Philipov Journal of Financial Economics 108 (1), 139-159, 2013 | 485 | 2013 |
| The structure of mutual fund charges T Chordia Journal of financial Economics 41 (1), 3-39, 1996 | 485 | 1996 |
| The impact of trades on daily volatility D Avramov, T Chordia, A Goyal The Review of Financial Studies 19 (4), 1241-1277, 2006 | 407 | 2006 |
