---
title: "NYSE TAQ: papers using this data, journals and trends"
description: "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)."
url: https://scholar4ai.com/datasets/nyse-taq
markdown_url: https://scholar4ai.com/datasets/nyse-taq.md
license: CC BY-NC 4.0 (https://creativecommons.org/licenses/by-nc/4.0/)
share_text: "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). (as of 2026-11-05)"
data_url: https://scholar4ai.com/data/rankings.json
updated: 2026-11-05T06:02:37+09:00
window: 2026-10-07 to 2026-11-05
source: OpenAlex (CC0)
---

# NYSE TAQ

[Browse dataset profiles](https://scholar4ai.com/datasets/directory/page/5.md)

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

- data category: US stock market data
- 0 papers in the last 7 days
- Names searched for: NYSE TAQ, Trade and Quote database, TAQ database, TAQ data, TAQ

Most-used data: https://scholar4ai.com/rankings/datasets.md · All US stock market data datasets: https://scholar4ai.com/datasets/us-stock-market-data.md



## 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)*

| Trend | Nov 23–Oct 24 | Nov 24–Oct 25 | Nov 25–Oct 26 | 36 months |
|---|---:|---:|---:|---:|
|  | 5 | 6 | 12 | 23 |

## Papers per year

*Papers per publication year and category*

| Category | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 | 2025 | 2026 (so far) |
|---|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|
| [Finance](https://scholar4ai.com/categories/finance.md) | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 5 | 2 | 4 |
| [Accounting](https://scholar4ai.com/categories/accounting.md) | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 2 | 5 |
| [Economics](https://scholar4ai.com/categories/economics.md) | 0 | 0 | 0 | 0 | 0 | 0 | 2 | 0 | 1 | 2 |
| [Operations Research](https://scholar4ai.com/categories/operations-research.md) | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 0 |
| [Health Economics and Policy](https://scholar4ai.com/categories/health-economics-and-policy.md) | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 |
| All categories | 0 | 0 | 0 | 0 | 0 | 0 | 4 | 6 | 6 | 11 |

## Where the papers come from

*Journals with the most papers, since 2023*

| # | Journal | Papers |
|---:|---|---:|
| 1 | [Review of Accounting Studies](https://scholar4ai.com/journals/review-of-accounting-studies.md) | 7 |
| 2 | [International Review of Financial Analysis](https://scholar4ai.com/journals/international-review-of-financial-analysis.md) | 3 |
| 3 | [Journal of Financial Economics](https://scholar4ai.com/journals/journal-of-financial-economics.md) | 2 |
| 4 | [Journal of Econometrics](https://scholar4ai.com/journals/journal-of-econometrics.md) | 2 |
| 5 | [Economics Letters](https://scholar4ai.com/journals/economics-letters.md) | 1 |
| 6 | [Journal of Accounting and Economics](https://scholar4ai.com/journals/journal-of-accounting-and-economics.md) | 1 |
| 7 | [Economic Modelling](https://scholar4ai.com/journals/economic-modelling.md) | 1 |
| 8 | [Research in International Business and Finance](https://scholar4ai.com/journals/research-in-international-business-and-finance.md) | 1 |
| 9 | [Journal of Banking & Finance](https://scholar4ai.com/journals/journal-of-banking-finance.md) | 1 |
| 10 | [Review of Quantitative Finance and Accounting](https://scholar4ai.com/journals/review-of-quantitative-finance-and-accounting.md) | 1 |

*Institutions with the most papers, since 2023*

| # | Institution | Papers |
|---:|---|---:|
| 1 | [London School of Economics and Political Science](https://scholar4ai.com/institutions/london-school-of-economics-and-political-science.md) | 3 |
| 2 | Systemic Risk Centre | 3 |
| 3 | Koç University | 2 |
| 4 | [University of Edinburgh](https://scholar4ai.com/institutions/university-of-edinburgh.md) | 2 |
| 5 | [University of Georgia](https://scholar4ai.com/institutions/university-of-georgia.md) | 2 |
| 6 | [Arizona State University](https://scholar4ai.com/institutions/arizona-state-university.md) | 1 |
| 7 | Bentley University | 1 |
| 8 | Bucknell University | 1 |
| 9 | Celgene (United States) | 1 |
| 10 | Charles University | 1 |

*Countries with the most papers, since 2023*

| # | Country | Papers |
|---:|---|---:|
| 1 | United States | 15 |
| 2 | United Kingdom | 4 |
| 3 | Australia | 3 |
| 4 | Canada | 2 |
| 5 | China | 2 |
| 6 | Germany | 2 |
| 7 | Hong Kong | 2 |
| 8 | Italy | 2 |
| 9 | Netherlands | 2 |
| 10 | Turkey | 2 |

*Keywords with the most papers, since 2023*

| # | Keyword | Papers |
|---:|---|---:|
| 1 | price discovery | 6 |
| 2 | earnings announcements | 4 |
| 3 | informed trading | 4 |
| 4 | market microstructure | 4 |
| 5 | high-frequency data | 3 |
| 6 | high-frequency trading | 3 |
| 7 | [information asymmetry](https://scholar4ai.com/keywords/information-asymmetry.md) | 3 |
| 8 | information environment | 3 |
| 9 | [institutional investors](https://scholar4ai.com/keywords/institutional-investors.md) | 3 |
| 10 | price impact | 3 |

## Most-cited papers

*Most-cited papers since 2017*

| # | Citations | Per month | Title | Journal | Published | Authors |
|---:|---:|---:|---|---|---|---|
| 1 | 37 | 0.9 | [Applications of high-frequency data in finance: A bibliometric literature review](https://doi.org/10.1016/j.irfa.2023.102790) | [International Review of Financial Analysis](https://scholar4ai.com/journals/international-review-of-financial-analysis.md) | 2023-07-14 | Syed Mujahid Hussain, Nisar Ahmad, Sheraz Ahmed |
| 2 | 26 | 1.8 | [Does generative AI facilitate investor Trading? Early evidence from ChatGPT outages](https://doi.org/10.1016/j.jacceco.2025.101821) | [Journal of Accounting and Economics](https://scholar4ai.com/journals/journal-of-accounting-and-economics.md) | 2025-08-13 | Qiang Cheng, Pengkai Lin, Yue Zhao |
| 3 | 21 | 0.7 | [High-frequency trading in the stock market and the costs of options market making](https://doi.org/10.1016/j.jfineco.2024.103900) | [Journal of Financial Economics](https://scholar4ai.com/journals/journal-of-financial-economics.md) | 2024-07-03 | Mahendrarajah Nimalendran, Khaladdin Rzayev, Satchit Sagade |
| 4 | 17 | 0.5 | [Systematic staleness](https://doi.org/10.1016/j.jeconom.2023.105522) | [Journal of Econometrics](https://scholar4ai.com/journals/journal-of-econometrics.md) | 2023-10-16 | Federico Maria Bandi, Davide Pirino, Roberto Renò |
| 5 | 12 | 0.5 | [Comparing factor models with price-impact costs](https://doi.org/10.1016/j.jfineco.2024.103949) | [Journal of Financial Economics](https://scholar4ai.com/journals/journal-of-financial-economics.md) | 2024-09-21 | Sicong Li, Victor DeMiguel, Alberto Martín-Utrera |

## 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.

*What papers use NYSE TAQ together with (at least 3 papers; lift 1 = chance)*

| Used with | Type | Papers using both | Lift |
|---|---|---:|---:|
| [CRSP](https://scholar4ai.com/datasets/crsp.md) | Dataset | 14 | 58.2 |
| [Compustat](https://scholar4ai.com/datasets/compustat.md) | Dataset | 11 | 30.9 |
| [I/B/E/S](https://scholar4ai.com/datasets/i-b-e-s.md) | Dataset | 10 | 70.3 |
| [S&P 500](https://scholar4ai.com/datasets/s-p-500.md) | Dataset | 8 | 6.2 |
| [WRDS](https://scholar4ai.com/datasets/wrds.md) | Dataset | 8 | 112.5 |
| [RavenPack](https://scholar4ai.com/datasets/ravenpack.md) | Dataset | 5 | 260.6 |
| [Earnings call transcripts](https://scholar4ai.com/datasets/earnings-call-transcripts.md) | Dataset | 4 | 26.1 |
| [Twitter / X](https://scholar4ai.com/datasets/twitter-x.md) | Dataset | 4 | 1.6 |
| [Loughran-McDonald dictionary](https://scholar4ai.com/datasets/loughran-mcdonald-dictionary.md) | Dataset | 3 | 27.0 |
| [SEC EDGAR](https://scholar4ai.com/datasets/sec-edgar.md) | Dataset | 3 | 58.4 |
| [Seeking Alpha](https://scholar4ai.com/datasets/seeking-alpha.md) | Dataset | 3 | 104.2 |
| [StockTwits](https://scholar4ai.com/datasets/stocktwits.md) | Dataset | 3 | 74.9 |

The whole network: https://scholar4ai.com/code/network.md

## Papers

*Papers mentioning NYSE TAQ in the last 30 days, newest first.*

| Date | Title | Journal | Authors | Affiliations |
|---|---|---|---|---|
| 2026-10-23 | [Markov-Switching Multifractal Models for High-Frequency Trade Counts](https://doi.org/10.1007/s10614-026-11452-2) | [Computational Economics](https://scholar4ai.com/journals/computational-economics.md) | Zhamilya Mussayeva, Karim Moussa | Vrije 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

```bibtex
@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}
}
```

License: CC BY-NC 4.0 (https://creativecommons.org/licenses/by-nc/4.0/).