Recent trends in trading activity and market quality

Journal of Financial Economics

Volumn 101, Issue 2, 2011, Pages 243-263

  Chordia, Tarun ^a   Roll, Richard ^a   Subrahmanyam, Avanidhar ^b  

^a EMORY UNIVERSITY   (United States)

^b UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Market efficiency; Trading volume; Volatility

Indexed keywords

EID: 79957957434     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jfineco.2011.03.008     Document Type: Article

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