Tarun Chordia
R. Howard Dobbs Professor of Finance
Email: Tarun_Chordia@bus.emory.edu
Web: View Web Site
Phone: (404)727-1620
Fax: (404) 727-5238
Goizueta Business
School
Emory University
1300 Clifton Road NE
Atlanta, Georgia 30322 USA
Vita
Biography
Tarun Chordia joined the Goizueta Business School in the fall of 2000. Tarun's research is grounded in both theory and empirical methods and spans a diverse area of financial economics. His teaching interests include securities and portfolios, financial institutions and fixed income markets. Prior to his doctoral studies, he worked for Citibank as a relationship and credit manager in the Financial Institutions Group.
Publications
- Chordia, Tarun, Richard Roll and Avanidhar Subrahmanyam, 2008,
Liquidity and Market Efficiency,
Journal of Financial Economics 87, lead article.
- Avramov, Doron,
Tarun Chordia, Gergana Jostova and Alexander Philipov, 2009,
Dispersion in Analysts’ Earnings Forecasts and Credit Rating, Journal of Financial Economics 91, 83-101.
- Chordia, Tarun,
Huh Sahn-Wook and Avanidhar Subrahmanyam, 2009, Theory-Based
Illiquidity and Asset Pricing,
Review of Financial Studies 22, 3629-3668.
- Avramov, Doron, Tarun Chordia, Gergana Jostova and Alexander Philipov, 2009, Credit
Ratings and the Cross-Section of Stock Returns, Journal of Financial Markets 12, 469-499.
Working Papers
- Chordia, Tarun, Asani Sarkar and Avanidhar Subrahmanyam, Liquidity Dynamics and Cross-Autocorrelations.
- Brennan, Michael, Tarun Chordia, Avanidhar Subrahmanyam and Qing Tong, Sell-side
Liquidity and the Cross-Section of Expected Stock Returns.
Areas of Specialization
- Asset Pricing
- Liquidity
- Market Micro-Structure
- Financial Institutions
Achievements and Honors
- Second prize, Chicago Quantitative Alliance, IBES competition, 1996
- Second prize, Fama-DFA prize for best paper published in the Journal of Financial Economics in areas of Capital Markets and Asset Pricing, 1998.
- Winner, Fama-DFA prize for best paper published in the Journal of Financial Economics in areas of Capital Markets and Asset Pricing, 2000.
- Roger F. Murray prize 2001, The Institute for Quantitative Research in Finance, for the paper - Market Liquidity, Trading Activity and Order Imbalance.
- Caldwell Award for excellence in research, Goizueta Business School, Emory University
- Third Prize, Chicago Quantitative Alliance Academic Competition, 2003.
- Second prize, Chicago Quantitative Alliance Academic Competition, 2005.
- Jordan Researcher Award for excellence in research, Goizueta Business School, Emory University, 2005.
- Best Paper Award, Market Microstructure Track, Financial Management Association, 2005
- NYSE best paper award,
Microstructure of International Financial Markets, Indian School of
Business - Liquidity and Market Efficiency, 2006.
Professional Memberships and Activities
- Program committee for the AFA, EFA, FMA and the WFA meetings and referee for numerous journals.
Selected Consulting Clients
- New York Stock Exchange
- Bird and Loechl
Academic Background
Ph.D., UCLA, 1993
MBA, Tulane University, 1987
MS, Chemical Engineering, Tulane University, 1985
B. Tech, Chemical Engineering, Indian Institute of Technology, 1984