Concepedia

Trading Frequency

Trading Frequency is a metric that quantifies the rate at which an investor executes buy and sell transactions in financial markets over a given period, distinguishing it from other behavioral or performance measures by focusing specifically on the temporal intensity of trading activity.

383

Publications

27.1K

Citations

722

Authors

458

Institutions

Publications per year

2017–2026

118

Parents

Publications

383

High-Frequency Trading and Price Discovery

Jonathan Brogaard, Terrence Hendershott, Ryan Riordan · Review of Financial Studies · 2014 · 1.2K citations · Full text

, , +14

The High‐Volume Return Premium

Simon Gervais, Ron Kaniel, Dan H. Mingelgrin · The Journal of Finance · 2001 · 895 citations

, , +13

Up Close and Personal: Investor Sophistication and the Disposition Effect

Ravi Dhar, Ning Zhu · Management Science · 2006 · 885 citations

, , +16

Transactions, Volume, and Volatility

Charles M. Jones, Gautam Kaul, Marc L. Lipson · Review of Financial Studies · 1994 · 877 citations

, , +14

High frequency trading and the new market makers

Albert J. Menkveld · Journal of Financial Markets · 2013 · 760 citations · Full text

, , +11

1–5 of 383

Authors

722

  1. RR
    Ryan Riordan

    Queen's University, Canada

    8 publications · 1.9K citations

    8

    h-index

  2. MA
    Michael A. Goldstein

    Babson College, United States

    7 publications · 874 citations

    7

    h-index

  3. MJ
    Michael J. Fleming

    Federal Reserve Bank of New York, United States

    7 publications · 552 citations

    7

    h-index

  4. JB
    Jonathan Brogaard

    University of Utah, United States

    7 publications · 1.7K citations

    7

    h-index

  5. AS
    Avanidhar Subrahmanyam

    University of California, Los Angeles, United States

    6 publications · 724 citations

    6

    h-index

1–5 of 722

Institutions

458

  1. University of California, Berkeley

    Berkeley, United States

    9 h-index

    10 publications

    2.5K citations

  2. Cornell University

    Ithaca, United States

    9 h-index

    12 publications

    1.8K citations

  3. University of Cambridge

    Cambridge, United Kingdom

    7 h-index

    8 publications

    940 citations

  4. Federal Reserve

    Washington D.C., United States

    7 h-index

    11 publications

    1.9K citations

  5. University of California, Los Angeles

    Los Angeles, United States

    7 h-index

    12 publications

    1.8K citations

  6. Federal Reserve Board of Governors

    Washington D.C., United States

    7 h-index

    12 publications

    1.8K citations

  7. Purdue University West Lafayette

    West Lafayette, United States

    7 h-index

    7 publications

    415 citations

  8. Babson College

    Wellesley, United States

    6 h-index

    8 publications

    1.5K citations

1–8 of 458

Venues

  1. SSRN Electronic Journal

    Repository · 87 publications · 4.9K citations

    36

    h-index

  2. Journal of Banking & Finance

    10 publications · 790 citations

    10

    h-index

  3. Journal of Financial Markets

    10 publications · 1.9K citations

    10

    h-index

  4. International Review of Financial Analysis

    IRFA · 7 publications · 232 citations

    7

    h-index

  5. Journal of Empirical Finance

    7 publications · 187 citations

    7

    h-index

1–5