Recent trends in trading activity and market quality

457 citations recorded by the source corpus.

Citations in the corpus

Institutional Trading and Stock Resiliency: Evidence from the 2007-2009 Financial Crisis (2013, unknown): “A pattern of declining trading costs is consistent with those reported in several recent studies on U.S. equities (see Hasbrouck, 2009; Chordia, Roll, and Subrahmanyam, 2011) and equity markets outside the United States.”
Have Capital Market Anomalies Attenuated in the Recent Era of High Liquidity and Trading Activity (2014, unknown): “Second, Chordia, Roll, and Subrahmanyam (2011) document the dramatic increase in trading volume in recent decades and suggest that prior to these decades, trading volumes were essentially unchanged.”
The Media and the Diffusion of Information in Financial Markets: Evidence from Newspaper Strikes (2013, unknown): “(2001), Chordia et al. (2011)).”
Commonality in Liquidity: A Demand-Side Explanation (2016, unknown): “Each of these dummy variables is interacted with mfown in the previously described regression 22 Chordia, Roll, and Subrahmanyam (2011) find that fund flows are partially responsible for the increased turnover in equity markets over recent years.”
What Explains the Dynamics of 100 Anomalies (2015, unknown): “Chordia et al. (2013), Chordia et al.”