Tarun Chordia

Publication Activity (10 Years)

Years Active: 2019-2021
Publications (10 Years): 4

Top Topics

Transaction Costs

Portfolio Optimization

Trading Systems

Top Venues

Publications

Tarun Chordia, Alexander Kurov, Dmitriy Muravyev, Avanidhar Subrahmanyam
Index Option Trading Activity and Market Returns. Manag. Sci. 67 (3) (2021)
Jeffrey A. Busse, Tarun Chordia, Lei Jiang, Yuehua Tang
Transaction Costs, Portfolio Characteristics, and Mutual Fund Performance. Manag. Sci. 67 (2) (2021)
Jie Cao, Tarun Chordia, Xintong Zhan
The Calendar Effects of the Idiosyncratic Volatility Puzzle: A Tale of Two Days? Manag. Sci. 67 (12) (2021)
Tarun Chordia, Jianfeng Hu, Avanidhar Subrahmanyam, Qing Tong
Order Flow Volatility and Equity Costs of Capital. Manag. Sci. 65 (4) (2019)