The DOI matches its Crossref record; 2 of the 2 references it cites were found in a registry or an index.
Trading activity and expected stock returns
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Citations
Cites
Common risk factors in the returns on stocks and bonds
Fama, E. F., & French, K. R. (1993) · Journal of Financial Economics · doi:10.1016/0304-405x(93)90023-5 · Cited by 25,754
Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
JEGADEESH, N., & TITMAN, S. (1993) · The Journal of Finance · doi:10.1111/j.1540-6261.1993.tb04702.x · Cited by 11,584
Cited by
… and the Cross-Section of Expected Returns
Harvey, C. R., Liu, Y., & Zhu, H. (2016) · Review of Financial Studies · doi:10.1093/rfs/hhv059 · Cited by 2,119
The illusory nature of momentum profits
Lesmond, D. A., Schill, M. J., & Zhou, C. (2004) · Journal of Financial Economics · doi:10.1016/s0304-405x(03)00206-x · Cited by 657
Dissecting Characteristics Nonparametrically
Freyberger, J., Neuhierl, A., & Weber, M. (2020) · The Review of Financial Studies · doi:10.1093/rfs/hhz123 · Cited by 619
The supraview of return predictive signals
Green, J., Hand, J. R. M., & Zhang, X. F. (2013) · Review of Accounting Studies · doi:10.1007/s11142-013-9231-1 · Cited by 219
Non-standard errors in the cryptocurrency world
Fieberg, C., Günther, S., Poddig, T., & Zaremba, A. (2024) · International Review of Financial Analysis · doi:10.1016/j.irfa.2024.103106 · Cited by 21
Metadata
- Authors
- Chordia, T., Subrahmanyam, A., & Anshuman, V. R.
- Venue
- Journal of Financial Economics
- Publisher
- Elsevier BV
- Published
- 2001-01
- Volume
- 59
- Issue
- 1
- Pages
- 3-32
- ISSN
- 0304-405X (ISSN-L)
- OpenAlex
- W2019810426
- Cited by
- 895
- References
- 2
- FWCI
- 31.71
- Type
- journal article
- Language
- en
- Open access
- green
About these checks
Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
Statistics and arithmetic are recomputed, not judged.
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How to cite
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- This page
- CoChat. (2026). Citation check: Trading activity and expected stock returns. https://app.cochat.ai/papers/10.1016/s0304-405x(00)00080-5
- The paper
- Chordia, T., Subrahmanyam, A., & Anshuman, V. R. (2001). Trading activity and expected stock returns. Journal of Financial Economics. https://doi.org/10.1016/s0304-405x(00)00080-5
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
