Scholar4AI Updated 2026-11-05 06:02 UTC+09:00

NYSE TAQ

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data category: US stock market data · 0 papers in the last 7 days

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Prices, returns, trading volume, quotes and shares outstanding of US-listed stocks.

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Names searched for: NYSE TAQ, Trade and Quote database, TAQ database, TAQ data, TAQ

Key findings#

  • From Nov 2023 to Oct 2026, 23 archived papers mentioned NYSE TAQ in their title, abstract, keywords or full text, most of them in Mar 2026 (3).
  • NYSE TAQ was mentioned in 1 paper in the last 30 days (2026-10-07 to 2026-11-05), ranking #165 of the 246 datasets mentioned.
  • By journal category: Economics (1).
  • Most of them appeared in Computational Economics (1).
  • From 2017 to 2026 (so far), NYSE TAQ was mentioned in 27 papers in the tracked journals, most of them in finance (12), accounting (8) and economics (5).
  • 6 of them were published in 2025, against 0 in 2017.
  • Since 2023, the institutions with the most of these papers were London School of Economics and Political Science (3), Systemic Risk Centre (3) and Koç University (2).
  • The journals publishing most of them were Review of Accounting Studies (7), International Review of Financial Analysis (3) and Journal of Financial Economics (2).
  • The most-cited of them is “Applications of high-frequency data in finance: A bibliometric literature review” (International Review of Financial Analysis, 2023), with 37 citations.
  • Papers use NYSE TAQ most often with CRSP (14), Compustat (11) and I/B/E/S (10); it has 15 partners in the code and data network, in the group around S&P 500, Economic Policy…, Compustat.

Mentions over 36 months#

Papers mentioning it by publication month, Nov 2023 to Oct 2026 (titles, abstracts, keywords and full texts)
TrendNov 23–Oct 24Nov 24–Oct 25Nov 25–Oct 2636 months
561223

Papers per year#

2017: 0 papers2018: 0 papers2019: 0 papers2020: 0 papers2021: 0 papers2022: 0 papers2023: 4 papers2024: 6 papers2025: 6 papers2026 (so far): 11 papers
20172026 (so far)
Papers per publication year and category
Category2017201820192020202120222023202420252026 (so far)
Finance0000001524
Accounting0000000125
Economics0000002012
Operations Research0000000010
Health Economics and Policy0000001000
All categories00000046611

Where the papers come from#

Institutions with the most papers, since 2023
#InstitutionPapers
1London School of Economics and Political Science3
2Systemic Risk Centre3
3Koç University2
4University of Edinburgh2
5University of Georgia2
6Arizona State University1
7Bentley University1
8Bucknell University1
9Celgene (United States)1
10Charles University1
Countries with the most papers, since 2023
#CountryPapers
1United States15
2United Kingdom4
3Australia3
4Canada2
5China2
6Germany2
7Hong Kong2
8Italy2
9Netherlands2
10Turkey2
Keywords with the most papers, since 2023
#KeywordPapers
1price discovery6
2earnings announcements4
3informed trading4
4market microstructure4
5high-frequency data3
6high-frequency trading3
7information asymmetry3
8information environment3
9institutional investors3
10price impact3

Most-cited papers#

Most-cited papers since 2017
#CitationsPer monthTitleJournalPublishedAuthors
1370.9Applications of high-frequency data in finance: A bibliometric literature reviewInternational Review of Financial Analysis2023-07-14Syed Mujahid Hussain, Nisar Ahmad, Sheraz Ahmed
2261.8Does generative AI facilitate investor Trading? Early evidence from ChatGPT outagesJournal of Accounting and Economics2025-08-13Qiang Cheng, Pengkai Lin, Yue Zhao
3210.7High-frequency trading in the stock market and the costs of options market makingJournal of Financial Economics2024-07-03Mahendrarajah Nimalendran, Khaladdin Rzayev, Satchit Sagade
4170.5Systematic stalenessJournal of Econometrics2023-10-16Federico Maria Bandi, Davide Pirino, Roberto Renò
5120.5Comparing factor models with price-impact costsJournal of Financial Economics2024-09-21Sicong Li, Victor DeMiguel, Alberto Martín-Utrera

Archive counts by publication year: a paper counts when its title, abstract or keywords name the dataset, or when OpenAlex's full-text search finds it there (searched for the last 30 days' papers and, by a pass over the past years, for older ones). Names added to the list later are looked for in older papers as the archive is read again.

Used together with#

Papers use NYSE TAQ most often with CRSP (14), Compustat (11) and I/B/E/S (10); it has 15 partners in the code and data network, in the group around S&P 500, Economic Policy…, Compustat. The whole network →

What papers use NYSE TAQ together with (at least 3 papers; lift 1 = chance)
Used withTypePapers using bothLift
CRSPDataset1458.2
CompustatDataset1130.9
I/B/E/SDataset1070.3
S&P 500Dataset86.2
WRDSDataset8112.5
RavenPackDataset5260.6
Earnings call transcriptsDataset426.1
Twitter / XDataset41.6
Loughran-McDonald dictionaryDataset327.0
SEC EDGARDataset358.4
Seeking AlphaDataset3104.2
StockTwitsDataset374.9
Papers mentioning NYSE TAQ in the last 30 days, newest first.
DateTitleJournalAuthorsAffiliations
2026-10-23Markov-Switching Multifractal Models for High-Frequency Trade CountsComputational EconomicsZhamilya Mussayeva, Karim MoussaVrije Universiteit Amsterdam
Cite this page

Scholar4AI. (2026). NYSE TAQ. Journal and Conference Research Rankings. Retrieved November 5, 2026, from https://scholar4ai.com/datasets/nyse-taq

@misc{scholar4ai-datasets-nyse-taq,
  author = {{Scholar4AI}},
  title = {NYSE TAQ},
  year = {2026},
  howpublished = {\url{https://scholar4ai.com/datasets/nyse-taq}},
  urldate = {2026-11-05},
  note = {Journal and Conference Research Rankings; data from OpenAlex (CC0); licensed CC BY-NC 4.0}
}

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