| 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 | 579 | 2014 |
| Sell-order liquidity and the cross-section of expected stock returns MJ Brennan, T Chordia, A Subrahmanyam, Q Tong Journal of Financial Economics 105 (3), 523-541, 2012 | 207 | 2012 |
| Are capital market anomalies common to equity and corporate bond markets? An empirical investigation T Chordia, A Goyal, Y Nozawa, A Subrahmanyam, Q Tong Journal of Financial and Quantitative Analysis 52 (4), 1301-1342, 2017 | 189* | 2017 |
| Option return predictability X Zhan, B Han, J Cao, Q Tong The Review of Financial Studies 35 (3), 1394-1442, 2022 | 117* | 2022 |
| Mutual fund industry selection and persistence JA Busse, Q Tong The Review of Asset Pricing Studies 2 (2), 245-274, 2012 | 113 | 2012 |
| Industry-based style investing R Jame, Q Tong Journal of Financial Markets 19, 110-130, 2014 | 70* | 2014 |
| Order flow volatility and equity costs of capital T Chordia, J Hu, A Subrahmanyam, Q Tong Management Science 65 (4), 1520-1551, 2019 | 36 | 2019 |
| Trading regularity and fund performance JA Busse, L Tong, Q Tong, Z Zhang The Review of Financial Studies 32 (1), 374-422, 2019 | 31 | 2019 |
| Pairwise correlations T Chordia, A Goyal, Q Tong Available at SSRN 1785390, 2011 | 26 | 2011 |
| Abnormal volume in large trades and the cross-section of expected stock returns Q Tong | 3 | 2009 |
| OL. 52, NO B Markets, T Chordia, A Goyal, Y Nozawa, A Subrahmanyam, Q Tong, ... | | 2017 |
| Trading frequency and fund performance.(2016). 1-43. Research Collection Lee Kong Chian School Of Business J BUSSE, L TONG, Q TONG, Z ZHANG Journal of Financial Markets 5, 31-56, 2016 | | 2016 |
