Recent trends in trading activity and market quality

Chordia, Tarun, Roll, Richard and Subrahmanyam, Avanidhar 2011, Recent trends in trading activity and market quality, Journal of Financial Economics, vol. 101, no. 2, pp. 243-263, doi: 10.1016/j.jfineco.2011.03.008.

Attached Files
Name Description MIMEType Size Downloads

Title Recent trends in trading activity and market quality
Author(s) Chordia, Tarun
Roll, Richard
Subrahmanyam, Avanidhar
Journal name Journal of Financial Economics
Volume number 101
Issue number 2
Start page 243
End page 263
Total pages 21
Publisher Elsevier
Place of publication Amsterdam, The Netherlands
Publication date 2011-08
ISSN 0304-405X
Keyword(s) trading volume
market efficiency
volatility
DOI 10.1016/j.jfineco.2011.03.008
Field of Research 1502 Banking, Finance And Investment
Socio Economic Objective 0 Not Applicable
HERDC Research category C1.1 Refereed article in a scholarly journal
ERA Research output type C Journal article
Copyright notice ©2011, Elsevier
Persistent URL http://hdl.handle.net/10536/DRO/DU:30094004

Document type: Journal Article
Collections: Department of Finance
2018 ERA Submission
Connect to link resolver
 
Unless expressly stated otherwise, the copyright for items in DRO is owned by the author, with all rights reserved.

Versions
Version Filter Type
Citation counts: TR Web of Science Citation Count  Cited 0 times in TR Web of Science
Scopus Citation Count Cited 126 times in Scopus
Google Scholar Search Google Scholar
Access Statistics: 31 Abstract Views, 2 File Downloads  -  Detailed Statistics
Created: Mon, 10 Apr 2017, 16:31:47 EST

Every reasonable effort has been made to ensure that permission has been obtained for items included in DRO. If you believe that your rights have been infringed by this repository, please contact drosupport@deakin.edu.au.