The Cross-Section of Expected Trading Activity

By Tarun Chordia, Sahn-Wook Huh, Avanidhar Subrahmanyam. 2007

263 citations recorded by the source corpus.

Subfields: Accounting, Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/995fdd6f30e9478f7675e8d784c5478c55720334

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. Ekkehart Boehmer
2. Charles M. Jones
3. Xiaoyan Zhang
4. Xinran Zhang
5. J. Wu
6. Matthew C. Ringgenberg
7. Terrence Hendershott
8. Adam V. Reed

In Economics and Econometrics

1. Charles M. Jones
2. Xinran Zhang
3. Xiaoyan Zhang
4. Ekkehart Boehmer
5. Albert J. Menkveld
6. H. Bessembinder
7. Avanidhar Subrahmanyam
8. A. V. D. Broek

In Finance

1. Ekkehart Boehmer
2. Charles M. Jones
3. Xiaoyan Zhang
4. Xinran Zhang
5. Avanidhar Subrahmanyam
6. Terrence Hendershott
7. J. Wu
8. Matthew C. Ringgenberg

Citations in the corpus

• Tracking Retail Investor Activity (2020, methodology): “When we use weekly retail order flows, the patterns both become contrarian, as shown in Internet Appendix Table AI Panel B. 11 In addition, we examine how firm-level order imbalance measures are related to firm fundamentals, as in Chordia, Huh, and Subrahmanyam (2007).”
• Which Past Returns Affect Trading Volume (2009, unknown): “Further explanations are also discussed in Chordia, Huh, and Subrahmanyam (2007) and Brunnermeier (2001).”