| Investor psychology and security market under‐and overreactions K Daniel, D Hirshleifer, A Subrahmanyam the Journal of Finance 53 (6), 1839-1885, 1998 | 8115 | 1998 |
| Market microstructure and asset pricing: On the compensation for illiquidity in stock returns MJ Brennan, A Subrahmanyam Journal of financial economics 41 (3), 441-464, 1996 | 2486 | 1996 |
| Market microstructure and asset pricing: On the compensation for illiquidity in stock returns MJ Brennan, A Subrahmanyam Journal of financial economics 41 (3), 441-464, 1996 | 2486 | 1996 |
| Commonality in liquidity T Chordia, R Roll, A Subrahmanyam Journal of financial economics 56 (1), 3-28, 2000 | 2408 | 2000 |
| 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 | 2154 | 1998 |
| Market liquidity and trading activity T Chordia, R Roll, A Subrahmanyam The journal of finance 56 (2), 501-530, 2001 | 2077 | 2001 |
| Overconfidence, arbitrage, and equilibrium asset pricing KD Daniel, D Hirshleifer, A Subrahmanyam The Journal of Finance 56 (3), 921-965, 2001 | 1454 | 2001 |
| Overconfidence, arbitrage, and equilibrium asset pricing KD Daniel, D Hirshleifer, A Subrahmanyam The Journal of Finance 56 (3), 921-965, 2001 | 1454 | 2001 |
| Overconfidence, arbitrage, and equilibrium asset pricing KD Daniel, D Hirshleifer, A Subrahmanyam The Journal of Finance 56 (3), 921-965, 2001 | 1454 | 2001 |
| Order imbalance, liquidity, and market returns T Chordia, R Roll, A Subrahmanyam Journal of Financial economics 65 (1), 111-130, 2002 | 1280 | 2002 |
| Liquidity and market efficiency T Chordia, R Roll, A Subrahmanyam Journal of financial Economics 87 (2), 249-268, 2008 | 1268 | 2008 |
| Trading activity and expected stock returns T Chordia, A Subrahmanyam, VR Anshuman Journal of financial Economics 59 (1), 3-32, 2001 | 1249 | 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 | 1222 | 2005 |
| Long‐lived private information and imperfect competition CW Holden, A Subrahmanyam The Journal of Finance 47 (1), 247-270, 1992 | 1186 | 1992 |
| Security analysis and trading patterns when some investors receive information before others D Hirshleifer, A Subrahmanyam, S Titman The Journal of finance 49 (5), 1665-1698, 1994 | 1078 | 1994 |
| Investment analysis and price formation in securities markets MJ Brennan, A Subrahmanyam Journal of financial economics 38 (3), 361-381, 1995 | 1075 | 1995 |
| Investment analysis and price formation in securities markets MJ Brennan, A Subrahmanyam Journal of financial economics 38 (3), 361-381, 1995 | 1075 | 1995 |
| The going‐public decision and the development of financial markets A Subrahmanyam, S Titman The Journal of Finance 54 (3), 1045-1082, 1999 | 1056 | 1999 |
| A theory of trading in stock index futures A Subrahmanyam The Review of Financial Studies 4 (1), 17-51, 1991 | 768 | 1991 |
| Order imbalance and individual stock returns: Theory and evidence T Chordia, A Subrahmanyam Journal of Financial Economics 72 (3), 485-518, 2004 | 712 | 2004 |
