Social Science Paradigm Challenge

That massive 500% jump in stock market trading since the 80s? It’s basically a mirage that doesn't actually help long-term investors.

SSRN · March 13, 2026 · 6283218

Philippe van der Beck, Julie Zhiyu Fu, Lorenzo Bretscher

Why it matters

This research reveals that while gross trading volume has exploded, 'net volume'—the actual movement of stocks between long-term portfolios—has remained completely flat for 40 years. This means that despite the appearance of a hyper-active, hyper-liquid market, the ability for a regular person to buy or sell a stock without moving the price hasn't actually improved since the 1980s.

From the abstract

<div> <div> <div> <p>We document a striking fact: While gross trading volume has increased fivefold since 1980, net volume – trading from persistent portfolio reallocations, which excludes transitory round-trip trades – has remained largely unchanged. Our evidence suggests that the rise in transitory roundtrip trades is driven primarily by high-frequency intermediation. While this activity has enhanced high-frequency liquidity, it has not materially changed long-term liquidity. Consistent with t