Market Structure and Trading Volume

By A. Anderson, Edward A. Dyl. 2005

112 citations recorded by the source corpus.

Subfields: Accounting, Finance

View Paper: https://www.semanticscholar.org/paper/7480a0a0c7db0fffe11db72dac98c045d89cd611

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Accounting

1. Clara Vega
2. Elizabeth Demers
3. D. Sosyura
4. Paul C. Tetlock
5. Kenneth R. Ahern

In Finance

1. Clara Vega
2. Elizabeth Demers
3. Paul C. Tetlock
4. D. Sosyura
5. Paolo Pasquariello
6. Marcel Fratzscher
7. Kenneth R. Ahern
8. Tim Bollerslev

Citations in the corpus

• Reference-Dependent Preferences and the Risk-Return Trade-Off (2017, unknown): “To address the issue of double counting of volume for Nasdaq stocks, we follow Anderson and Dyl (2005) .”
• Soft information in earnings announcements: news or noise? (2008, methodology): “In order to present a pooled regression of NYSE/AMEX and Nasdaq firms, we follow the common heuristic of dividing the Nasdaq firms’ volume by two (Atkins and Dyl (1997) and Dyl and Anderson (2005)).”