David Easley : Citation Profile

Are you David Easley?

Cornell University (50% share)

26

H index

39

i10 index

4216

Citations

RESEARCH PRODUCTION:

55

Articles

14

Papers

1

Chapters

RESEARCH ACTIVITY:

   40 years (1978 - 2018). See details.
   Cites by year: 105
   Journals where David Easley has often published
   Relations with other researchers
   Recent citing documents: 468.    Total self citations: 19 (0.45 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pea15
   Updated: 2019-10-15    RAS profile: 2019-02-28    
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Relations with other researchers

Works with:

Blume, Lawrence (4)

Tsyrennikov, Viktor (3)

Sargent, Thomas (3)

Cogley, Timothy (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with David Easley.

Is cited by:

Theissen, Erik (38)

Dindo, Pietro (33)

Bottazzi, Giulio (26)

Hautsch, Nikolaus (24)

Schenk-Hoppé, Klaus (24)

Menkhoff, Lukas (23)

Hommes, Cars (23)

Grammig, Joachim (21)

Bernales, Alejandro (20)

Engle, Robert (20)

Guidolin, Massimo (19)

Cites to:

Blume, Lawrence (12)

Ready, Mark (5)

Lee, Charles (5)

Fama, Eugene (5)

Schmeidler, David (4)

Amihud, Yakov (3)

HUANG, MING (3)

French, Kenneth (3)

Brunnermeier, Markus (3)

Xiong, Wei (2)

Duffie, Darrell (2)

Main data

Where David Easley has published?

Journals with more than one article published# docs
Journal of Economic Theory11
Journal of Finance10
Review of Financial Studies4
Journal of Financial and Quantitative Analysis4
Econometrica3
Journal of Financial Markets3
International Economic Review3
Journal of Financial Economics3

Working Papers Series with more than one paper published# docs
Discussion Papers / Northwestern University, Center for Mathematical Studies in Economics and Management Science5
Economics Series / Institute for Advanced Studies2

Recent works citing David Easley (2018 and 2017)

YearTitle of citing document
2017Decentralized Exchange. (2017). Rostek, Marzena ; Malamud, Semyon. In: American Economic Review. RePEc:aea:aecrev:v:107:y:2017:i:11:p:3320-62.

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2018Measuring Investor Sentiment. (2018). Zhou, Guofu. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:10:y:2018:p:239-259.

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2018Trading Performance Analysis: A Comparisons Between the Original MA Crossover and Modified MA Crossover Strategy. (2018). Chuen, Yean Soh ; Hamzah, Ahmad Husni ; Yaacob, Mohd Hasimi ; Tapa, Afiruddin. In: The Journal of Social Sciences Research. RePEc:arp:tjssrr:2018:p:933-941.

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2017Liquidity Effects of Trading Frequency. (2017). Gayduk, Roman ; Nadtochiy, Sergey. In: Papers. RePEc:arx:papers:1508.07914.

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2019A Tale of Two Consequences: Intended and Unintended Outcomes of the Japan TOPIX Tick Size Changes. (2016). Kashyap, Ravi. In: Papers. RePEc:arx:papers:1602.00839.

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2019Hong Kong - Shanghai Connect / Hong Kong - Beijing Disconnect (?), Scaling the Great Wall of Chinese Securities Trading Costs. (2016). Kashyap, Ravi. In: Papers. RePEc:arx:papers:1603.01341.

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2018Mini-Flash Crashes, Model Risk, and Optimal Execution. (2018). Bayraktar, Erhan ; Munk, Alexander . In: Papers. RePEc:arx:papers:1705.09827.

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2017Order Flows and Limit Order Book Resiliency on the Meso-Scale. (2017). Bechler, Kyle ; Ludkovski, Michael. In: Papers. RePEc:arx:papers:1708.02715.

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2017The microstructure of high frequency markets. (2017). Carmona, Rene ; Webster, Kevin . In: Papers. RePEc:arx:papers:1709.02015.

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2017An Inverse Problem Study: Credit Risk Ratings as a Determinant of Corporate Governance and Capital Structure in Emerging Markets: Evidence from Chinese Listed Companies. (2017). ausloos, marcel ; Kang, Manying. In: Papers. RePEc:arx:papers:1712.00602.

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2018Understanding Flash Crash Contagion and Systemic Risk: A Micro-Macro Agent-Based Approach. (2018). Paulin, James ; Wooldridge, Michael ; Calinescu, Anisoara . In: Papers. RePEc:arx:papers:1805.08454.

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2018Thresholded ConvNet Ensembles: Neural Networks for Technical Forecasting. (2018). Ghoshal, Sid ; Roberts, Stephen J. In: Papers. RePEc:arx:papers:1807.03192.

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2018Asymptotic distribution of capital in a model of an investment market with competition. (2018). Zhitlukhin, Mikhail. In: Papers. RePEc:arx:papers:1811.12491.

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2019Cross-shareholding networks and stock price synchronicity: Evidence from China. (2019). Zhou, Wei-Xing ; Yuan, Yujie ; Wen, Fenghua. In: Papers. RePEc:arx:papers:1903.01655.

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2019BERT-based Financial Sentiment Index and LSTM-based Stock Return Predictability. (2019). Xu, Yabo ; Wu, QI ; Li, Duan ; Mou, Hao ; Huang, Xin ; Git, Joshua Zoen. In: Papers. RePEc:arx:papers:1906.09024.

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2019Nonlinear price dynamics of S&P 100 stocks. (2019). Desantis, Mark ; Caginalp, Gunduz. In: Papers. RePEc:arx:papers:1907.04422.

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2019Relatively growth optimal investment strategies in a market model with competition. (2019). Zhitlukhin, Mikhail ; Drokin, Yaroslav. In: Papers. RePEc:arx:papers:1908.01171.

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2018Arbitrage Risk and Investor Sentiment as Causes of Persistent Mispricing: the European Evidence. (2018). Guidolin, Massimo ; Ricci, Andrea. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1888.

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2018Arbitrage Risk and Investor Sentiment as Causes of Persistent Mispricing: the European Evidence. (2018). Guidolin, Massimo ; Ricci, Andrea. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1889.

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2018Analyzing the structural transformation of commodity markets: financialization revisited. (2018). Natoli, Filippo. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_419_18.

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2019Informed trading in a two-tier market structure under financial distress. (2019). Paiardini, Paola ; Impenna, Claudio . In: Discussion Papers. RePEc:bir:birmec:19-06.

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2019Asset mispricing in loan secondary market. (2019). Talavera, Oleksandr ; Xiong, Xiong ; Pham, Tho ; Caglayan, Mustafa. In: Discussion Papers. RePEc:bir:birmec:19-07.

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2017Does Integrated Reporting Matter to the Capital Market?. (2017). Zhou, Shan ; Green, Wendy ; Simnett, Roger. In: Abacus. RePEc:bla:abacus:v:53:y:2017:i:1:p:94-132.

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2018Optimistic Disclosure Tone and Conservative Debt Policy. (2018). Ataullah, Ali ; Xu, Bin ; Vivian, Andrew. In: Abacus. RePEc:bla:abacus:v:54:y:2018:i:4:p:445-484.

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2019Independently Certified Industry‐specific Disclosures to the Capital Market: The JORC Code in the Australian Mining Industry. (2019). Katselas, Dean ; Yu, Chuan ; Smith, Tom ; Sidhu, Baljit K. In: Abacus. RePEc:bla:abacus:v:55:y:2019:i:1:p:128-179.

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2017Audit opinions and information asymmetry in the stock market. (2017). Abad, David ; Yague, Jose ; Sanchez-Ballesta, Juan P. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:2:p:565-595.

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2017Normality of stock returns with event time clocks. (2017). Ling, Xin . In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i::p:277-298.

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2018Does the accruals quality premium arise from information risk?. (2018). Zhang, Lijuan ; Wilson, Mark. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:2:p:599-632.

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2018Does IFRS Mandatory Adoption Affect Information Asymmetry in the Stock Market?. (2018). Abad, David ; Yage, Jos ; Sncheza, Juan Pedro ; Cutillasa, Fuensanta M. In: Australian Accounting Review. RePEc:bla:ausact:v:28:y:2018:i:1:p:61-78.

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2018TRADER TYPE EFFECTS ON THE VOLATILITY‐VOLUME RELATIONSHIP EVIDENCE FROM THE KOSPI 200 INDEX FUTURES MARKET. (2018). Kartsaklas, Aris. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:70:y:2018:i:3:p:226-250.

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2017The Plight of Modern Markets: How Universal Banking Undermines Capital Markets. (2017). Sissoko, Carolyn. In: Economic Notes. RePEc:bla:ecnote:v:46:y:2017:i:1:p:53-104.

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2018Nothing to hide: Commitment to, compliance with, and impact of the special data dissemination standard. (2018). Cooray, Arusha ; Brazys, Samuel ; Vadlamannati, Krishna Chaitanya. In: Economics and Politics. RePEc:bla:ecopol:v:30:y:2018:i:1:p:55-77.

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2019Sentiment, order imbalance, and co‐movement: An examination of shocks to retail and institutional trading activity. (2019). Savva, Christos S ; Lambertides, Neophytos ; Chelleysteeley, Patricia. In: European Financial Management. RePEc:bla:eufman:v:25:y:2019:i:1:p:116-159.

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2017Mutual Fund Liquidity Costs. (2017). Fulkerson, Jon A ; Riley, Timothy B. In: Financial Management. RePEc:bla:finmgt:v:46:y:2017:i:2:p:359-375.

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2018The Propensity to Split and CEO Compensation. (2018). Devos, Erik ; Warr, Richard S ; Elliott, William B. In: Financial Management. RePEc:bla:finmgt:v:47:y:2018:i:1:p:105-129.

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2018Informed Options Trading Prior to Dividend Change Announcements. (2018). Zhang, Jun. In: Financial Management. RePEc:bla:finmgt:v:47:y:2018:i:1:p:81-103.

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2019Does Noninformative Text Affect Investor Behavior?. (2019). Larkin, Yelena ; Anderson, Alyssa G. In: Financial Management. RePEc:bla:finmgt:v:48:y:2019:i:1:p:257-289.

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2017Model Uncertainty Effect on Asset Prices. (2017). Tian, Weidong ; Jiang, Junya. In: International Review of Finance. RePEc:bla:irvfin:v:17:y:2017:i:2:p:205-233.

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2017Timing the Market with a Combination of Moving Averages. (2017). Glabadanidis, Paskalis. In: International Review of Finance. RePEc:bla:irvfin:v:17:y:2017:i:3:p:353-394.

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2017COMPETITION BETWEEN EQUITY MARKETS: A REVIEW OF THE CONSOLIDATION VERSUS FRAGMENTATION DEBATE. (2017). Theissen, Erik ; Westheide, Christian ; Weber, Moritz Christian ; Sagade, Satchit ; Gomber, Peter. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:31:y:2017:i:3:p:792-814.

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2017DOES DISTANCE MATTER IN MERGERS AND ACQUISITIONS?. (2017). Bick, Patty ; Walkup, Brian R ; Lynch, Andrew A ; Crook, Matthew D. In: Journal of Financial Research. RePEc:bla:jfnres:v:40:y:2017:i:1:p:33-54.

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2017Duopolistic Price Competition with Captives. (2017). Babutsidze, Zakaria. In: Metroeconomica. RePEc:bla:metroe:v:68:y:2017:i:4:p:903-926.

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2017Internal Control Deficiencies and Municipal Borrowing Costs. (2017). Park, Young Joo ; Marlowe, Justin ; David, . In: Public Budgeting & Finance. RePEc:bla:pbudge:v:37:y:2017:i:1:p:88-111.

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2018Stock market undervaluation of resource redeployability. (2018). Sakhartov, Arkadiy V. In: Strategic Management Journal. RePEc:bla:stratm:v:39:y:2018:i:4:p:1059-1082.

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2017The October 2016 sterling flash episode: when liquidity disappeared from one of the world’s most liquid markets. (2017). LINTON, OLIVER ; Crowley-Reidy, Liam ; Tobek, Ondrej ; Pedace, Lucas ; Noss, Joseph. In: Bank of England working papers. RePEc:boe:boeewp:0687.

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2018The deeds of speed: an agent-based model of market liquidity and flash episodes. (2018). Karvik, Geir-Are ; Beale, Daniel ; Worlidge, Jack ; Noss, Joseph. In: Bank of England working papers. RePEc:boe:boeewp:0743.

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2018Asymmetric information and the distribution of trading volume. (2018). Lof, Matthijs ; van Bommel, Jos. In: Research Discussion Papers. RePEc:bof:bofrdp:001.

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2018Asymmetric information and the distribution of trading volume. (2018). Lof, Matthijs ; van Bommel, Jos. In: Research Discussion Papers. RePEc:bof:bofrdp:2018_001.

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2018Who Improves or Worsens Liquidity in the Korean Treasury Bond Market?. (2018). Lee, Jieun. In: Working Papers. RePEc:bok:wpaper:1803.

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2017The distortionary effects of incentives in government: Evidence from Chinasdeath ceiling program. (2017). Fisman, Raymond ; Wang, Yongxiang. In: Boston University - Department of Economics - The Institute for Economic Development Working Papers Series. RePEc:bos:iedwpr:dp-282.

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2017Matrix Inequality Constraints for Vector (Asymmetric Power) GARCH/HEAVY Models and MEM with spillovers: some New (Mixture) Formulations. (2017). Xu, Yongdeng ; Karanasos, Menelaos. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2017/14.

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2018Is there always a Trade-off between Insurance and Incentives? The Case of Unemployment with Subsistence Constraints. (2018). Van der Linden, Bruno ; Vargas, Juliana Mesen. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7044.

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2018The role of accounting conservatism in executive compensation contracts (Forthcoming in Journal of Business Finance and Accounting). (2018). Iwasaki, Takuya ; Shuto, Akinobu ; Shiiba, Atsushi ; Otomasa, Shota. In: CARF F-Series. RePEc:cfi:fseres:cf370.

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2018The Distribution of Information and the Price Efficiency of Markets. (2018). Porter, David ; Corgnet, Brice ; Desantis, Mark. In: Working Papers. RePEc:chu:wpaper:18-09.

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2017Early Birds and Second Mice in the Stock Market. (2017). Crego, Julio A ; Huang, Jin. In: Working Papers. RePEc:cmf:wpaper:wp2017_1717.

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2017Early Birds and Second Mice in the Stock Market. (2017). Crego, Julio A ; Huang, Jin. In: Working Papers. RePEc:cmf:wpaper:wp2018_1717.

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2017How does information disclosure affect liquidity? Evidence from an Emerging Market. (2017). Agudelo, Diego A ; Arango, Ignacio. In: DOCUMENTOS DE TRABAJO CIEF. RePEc:col:000122:016944.

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2018Muddying the waters: Who Induces Volatility in an Emerging Market?. (2018). Agudelo, Diego ; Gencay, Ramazan ; Yepes-Henao, Paula A. In: DOCUMENTOS DE TRABAJO CIEF. RePEc:col:000122:016974.

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2017How does information disclosure affect liquidity?Evidence from an Emerging Market. (2017). Agudelo, Diego ; Arango, Ignacio. In: DOCUMENTOS DE TRABAJO CIEF. RePEc:col:000122:016990.

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2017The Price Effects of Liquidity Shocks: A Study of SECs Tick-Size Experiment. (2017). Albuquerque, Rui ; Yao, Chen ; Song, Shiyun. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12486.

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2018Show us your shorts!. (2018). Kahraman, Bige ; Pachare, Salil. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12658.

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2018Option Prices and Costly Short-Selling. (2018). Basak, Suleyman ; Atmaz, Adem. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13029.

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2018Over-the-Counter Market Frictions and Yield Spread Changes. (2018). Friewald, Nils ; Nagler, Florian. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13345.

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2019A Risk-centric Model of Demand Recessions and Speculation. (2019). Simsek, Alp ; Caballero, Ricardo. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13815.

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2017A normalized value for information purchases. (2017). Serrano, Roberto ; Gossner, Olivier ; Cabrales, Antonio. In: Working Papers. RePEc:crs:wpaper:2017-51.

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2017Is there always a trade-off between insurance and incentives? The case of unemployment with subsistence constraints. (2017). Van der Linden, Bruno ; Vargas, Juliana Mesen. In: Discussion Papers (IRES - Institut de Recherches Economiques et Sociales). RePEc:ctl:louvir:2017014.

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2017An Empirical Analysis of Market Segmentation on U.S. Equity Markets. (2017). Hatheway, Frank ; Zheng, Hui ; Kwan, Amy. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:52:y:2017:i:06:p:2399-2427_00.

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2018Macro Aspects of Housing. (2018). Ng, Joe Cho Yiu ; Leung, Charles ; Yiu, Joe Cho. In: ISER Discussion Paper. RePEc:dpr:wpaper:1030.

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2017Investor Relations Quality and Mispricing. (2017). Mama, Houdou Basse ; Kotchoni, Rachidi. In: EconomiX Working Papers. RePEc:drm:wpaper:2017-33.

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2017High Frequency Trading and Fragility. (2017). Vives, Xavier ; Cespa, Giovanni. In: IESE Research Papers. RePEc:ebg:iesewp:d-1161.

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2017High frequency trading and fragility. (2017). Vives, Xavier ; Cespa, Giovanni. In: Working Paper Series. RePEc:ecb:ecbwps:20172020.

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2019Fast trading and the virtue of entropy: evidence from the foreign exchange market. (2019). Mehl, Arnaud ; Lafarguette, Romain ; Corsetti, Giancarlo. In: Working Paper Series. RePEc:ecb:ecbwps:20192300.

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2018Trading Networks and Equilibrium Intermediation. (2018). Leister, Christian ; Kotowski, Maciej H. In: Working Paper Series. RePEc:ecl:harjfk:rwp18-001.

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2017The Effects of Earnings Quality, Conservatism, and Real Earnings Management on the Company’s Performance and Information Asymmetry as a Moderating Variable. (2017). Machdar, Nera ; Murwaningsari, Etty ; Manurung, Adler Haymans . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-02-42.

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2018Perceived Audit Quality, Earnings Management and Cost of Debt Capital: Evidence from the Energy Listed Firms on Vietnam’s Stock Market. (2018). Thu, Phung Anh ; Khuong, Nguyen Vinh ; Thai, Nguyen Tran ; Thuy, Thai Hong. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-06-15.

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2017Engagement partner specialization and corporate disclosure transparency. (2017). Lee, Hua ; Wang, Chen-Chin. In: The International Journal of Accounting. RePEc:eee:accoun:v:52:y:2017:i:4:p:354-369.

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2017Auditors and net transfers of Level 3 fair-valued financial instruments. (2017). Kohlbeck, Mark ; Valencia, Adrian ; Smith, Thomas. In: Advances in accounting. RePEc:eee:advacc:v:36:y:2017:i:c:p:27-39.

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2018How investors value cash and cash flows when managers commit to providing earnings forecasts. (2018). Imhof, Michael J ; Seavey, Scott E. In: Advances in accounting. RePEc:eee:advacc:v:41:y:2018:i:c:p:74-87.

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2018Linguistic tone and the small trader. (2018). Baginski, Stephen P ; Yu, Yingri Julia ; Kausar, Asad ; Demers, Elizabeth. In: Accounting, Organizations and Society. RePEc:eee:aosoci:v:68-69:y:2018:i::p:21-37.

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2019Informational environments and the relative information content of analyst recommendations and insider trades. (2019). Wang, Sean. In: Accounting, Organizations and Society. RePEc:eee:aosoci:v:72:y:2019:i:c:p:61-73.

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2019Accounting conservatism, business strategy, and ambiguity. (2019). Novoselov, Kirill E ; Ma, Zhiming ; Hsieh, Chia-Chun . In: Accounting, Organizations and Society. RePEc:eee:aosoci:v:74:y:2019:i:c:p:41-55.

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2019Country-specific risks and geographic disclosure aggregation: Voluntary disclosure behaviour by British multinationals. (2019). Gray, Sidney J ; Kang, Helen. In: The British Accounting Review. RePEc:eee:bracre:v:51:y:2019:i:3:p:259-276.

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2017How does analysts forecast quality relate to corporate investment efficiency?. (2017). Chen, Tao ; Zhang, Yuanyuan ; Xie, Lingmin . In: Journal of Corporate Finance. RePEc:eee:corfin:v:43:y:2017:i:c:p:217-240.

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2017What do stock price levels tell us about the firms?. (2017). Chan, Konan ; Li, Fengfei ; Lin, Tse-Chun . In: Journal of Corporate Finance. RePEc:eee:corfin:v:46:y:2017:i:c:p:34-50.

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2017Independent director reputation incentives and stock price informativeness. (2017). Sila, Vathunyoo ; Hagendorff, Jens ; Gonzalez, Angelica . In: Journal of Corporate Finance. RePEc:eee:corfin:v:47:y:2017:i:c:p:219-235.

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2018Excess cash, trading continuity, and liquidity risk. (2018). Huang, Winifred ; Mazouz, Khelifa. In: Journal of Corporate Finance. RePEc:eee:corfin:v:48:y:2018:i:c:p:275-291.

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2018Analyst coverage and the quality of corporate investment decisions. (2018). Navone, Marco ; Wu, Eliza ; To, Thomas Y. In: Journal of Corporate Finance. RePEc:eee:corfin:v:51:y:2018:i:c:p:164-181.

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2018Sovereign wealth funds and equity pricing: Evidence from implied cost of equity of publicly traded targets. (2018). Boubaker, Sabri ; Guizani, Asma ; Grira, Jocelyn ; Boubakri, Narjess. In: Journal of Corporate Finance. RePEc:eee:corfin:v:53:y:2018:i:c:p:202-224.

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2019Leverage, debt maturity, and social capital. (2019). Shang, Chenguang ; Huang, Kershen. In: Journal of Corporate Finance. RePEc:eee:corfin:v:54:y:2019:i:c:p:26-46.

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2019Analysts to the rescue?. (2019). Lambertides, Neophytos ; Karamanou, Irene ; Charitou, Andreas. In: Journal of Corporate Finance. RePEc:eee:corfin:v:56:y:2019:i:c:p:108-128.

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2019Modeling financial durations using penalized estimating functions. (2019). Zhang, Yaohua ; Thavaneswaran, Aerambamoorthy ; Ravishanker, Nalini ; Zou, Jian. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:131:y:2019:i:c:p:145-158.

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2019Understanding flash crash contagion and systemic risk: A micro–macro agent-based approach. (2019). Wooldridge, Michael ; Calinescu, Anisoara ; Paulin, James. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:100:y:2019:i:c:p:200-229.

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2017Equilibrium asset pricing with Epstein-Zin and loss-averse investors. (2017). Guo, Jing ; He, Xue Dong. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:76:y:2017:i:c:p:86-108.

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2017Markets with heterogeneous beliefs: A necessary and sufficient condition for a trader to vanish. (2017). Massari, Filippo . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:78:y:2017:i:c:p:190-205.

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2018Market-making strategy with asymmetric information and regime-switching. (2018). Siu, Tak Kuen ; Gu, Jia-Wen ; Ching, Wai-Ki ; Yang, Qing-Qing. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:90:y:2018:i:c:p:408-433.

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2017Catching the curl: Wavelet thresholding improves forward curve modelling. (2017). Vedenov, Dmitry ; Turvey, Calum ; Eaves, James ; Power, Gabriel J. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:312-321.

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2018Information demand and stock market liquidity: International evidence. (2018). Roubaud, David ; AROURI, Mohamed ; Aouadi, Amal. In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:194-202.

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2017The impact of numerical superstition on the final digit of stock price. (2017). Ke, Wen-Chyan ; Liu, Yo-Chia ; Lin, Hsiou-Wei W ; Chen, Hueiling . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:39:y:2017:i:c:p:145-157.

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More than 100 citations found, this list is not complete...

Works by David Easley:

YearTitleTypeCited
2010Heterogeneity, Selection, and Wealth Dynamics In: Annual Review of Economics.
[Full Text][Citation analysis]		article4
1983 Consensus Beliefs Equilibrium and Market Efficiency. In: Journal of Finance.
[Full Text][Citation analysis]		article0
1991 Order Form and Information in Securities Markets. In: Journal of Finance.
[Full Text][Citation analysis]		article23
1992 Time and the Process of Security Price Adjustment. In: Journal of Finance.
[Citation analysis]		article434
1994 Market Statistics and Technical Analysis: The Role of Volume. In: Journal of Finance.
[Full Text][Citation analysis]		article283
1996 Cream-Skimming or Profit-Sharing? The Curious Role of Purchased Order Flow. In: Journal of Finance.
[Full Text][Citation analysis]		article115
1996 Liquidity, Information, and Infrequently Traded Stocks. In: Journal of Finance.
[Full Text][Citation analysis]		article327
1998Option Volume and Stock Prices: Evidence on Where Informed Traders Trade In: Journal of Finance.
[Full Text][Citation analysis]		article239
2002Is Information Risk a Determinant of Asset Returns? In: Journal of Finance.
[Full Text][Citation analysis]		article382
2004Information and the Cost of Capital In: Journal of Finance.
[Full Text][Citation analysis]		article411
2010Microstructure and Ambiguity In: Journal of Finance.
[Full Text][Citation analysis]		article26
1985Preying for Time. In: Journal of Industrial Economics.
[Full Text][Citation analysis]		article5
2015OPTIMAL EXECUTION HORIZON In: Mathematical Finance.
[Full Text][Citation analysis]		article1
1979The Postal Savings System in the Depression In: The Journal of Economic History.
[Full Text][Citation analysis]		article9
1992Adverse Selection and Large Trade Volume: The Implications for Market Efficiency In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article31
2001How Stock Splits Affect Trading: A Microstructure Approach In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article59
2010Factoring Information into Returns In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article58
2016Differential Access to Price Information in Financial Markets In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article3
2001If Youre So Smart, Why Arent You Rich? Belief Selection in Complete and Incomplete Markets In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper104
2006If Youre so Smart, why Arent You Rich? Belief Selection in Complete and Incomplete Markets.(2006) In: Econometrica.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 104		article
2001If Youre So Smart, Why Arent You Rich? Belief Selection in Complete and Incomplete Markets.(2001) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 104		paper
1988Controlling a Stochastic Process with Unknown Parameters. In: Econometrica.
[Full Text][Citation analysis]		article34
1999Choice without Beliefs In: Econometrica.
[Citation analysis]		article17
2009The market organism: Long-run survival in markets with heterogeneous traders In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article12
1993Economic natural selection In: Economics Letters.
[Full Text][Citation analysis]		article10
2011The characteristics of informed trading: Implications for asset pricing In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article29
2003Microstructure and asset pricing In: Handbook of the Economics of Finance.
[Full Text][Citation analysis]		chapter3
2014VPIN and the Flash Crash: A rejoinder In: Journal of Financial Markets.
[Full Text][Citation analysis]		article6
2014Leveling the trading field In: Journal of Financial Markets.
[Full Text][Citation analysis]		article4
1998Financial analysts and information-based trade In: Journal of Financial Markets.
[Full Text][Citation analysis]		article69
2009Trading networks with price-setting agents In: Games and Economic Behavior.
[Full Text][Citation analysis]		article30
1988Contracts and asymmetric information in the theory of the firm In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article2
2002Optimality and Natural Selection in Markets In: Journal of Economic Theory.
[Full Text][Citation analysis]		article23
1998Optimality and Natural Selection in Markets.(1998) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 23		paper
1998Optimality and Natural Selection in Markets.(1998) In: GE, Growth, Math methods.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23		paper
2005Optimal guessing: Choice in complex environments In: Journal of Economic Theory.
[Full Text][Citation analysis]		article2
2015Introduction to computer science and economic theory In: Journal of Economic Theory.
[Full Text][Citation analysis]		article2
2015Loss aversion, survival and asset prices In: Journal of Economic Theory.
[Full Text][Citation analysis]		article8
2018A case for incomplete markets In: Journal of Economic Theory.
[Full Text][Citation analysis]		article8
2015A Case for Incomplete Markets.(2015) In: Economics Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8		paper
1982Introduction to the stability of rational expectations equilibrium In: Journal of Economic Theory.
[Full Text][Citation analysis]		article34
1982Learning to be rational In: Journal of Economic Theory.
[Full Text][Citation analysis]		article45
1982Characterization of optimal plans for stochastic dynamic programs In: Journal of Economic Theory.
[Full Text][Citation analysis]		article27
1984Rational expectations equilibrium: An alternative approach In: Journal of Economic Theory.
[Full Text][Citation analysis]		article16
1990Implementation of Walrasian expectations equilibria In: Journal of Economic Theory.
[Full Text][Citation analysis]		article18
1992Evolution and market behavior In: Journal of Economic Theory.
[Full Text][Citation analysis]		article167
2016Discerning information from trade data In: Journal of Financial Economics.
[Full Text][Citation analysis]		article12
1987Price, trade size, and information in securities markets In: Journal of Financial Economics.
[Full Text][Citation analysis]		article535
2010Liquidity and valuation in an uncertain world In: Journal of Financial Economics.
[Full Text][Citation analysis]		article59
1981Stochastic Equilibrium and Optimality with Rolling Plans. In: International Economic Review.
[Full Text][Citation analysis]		article10
1979Stochastic Equilibrium and Optimality with Rolling Plans.(1979) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10		paper
1989Optimal Learning with Endogenous Data. In: International Economic Review.
[Full Text][Citation analysis]		article9
1993An Equilibrium Analysis of Fiscal Policy with Uncertainty and Incomplete Markets. In: International Economic Review.
[Full Text][Citation analysis]		article9
2009Constructive Decision Theory In: Economics Series.
[Full Text][Citation analysis]		paper7
2017An Improved Version of the Volume-Synchronized Probability of Informed Trading: A Comment In: Critical Finance Review.
[Full Text][Citation analysis]		article0
1978Optimal Policies and Steady-State Solutions for Inventory Problems with Markovian Uncertainty In: Discussion Papers.
[Full Text][Citation analysis]		paper0
1978Expectations and Equilibrium with Incomplete Markets In: Discussion Papers.
[Full Text][Citation analysis]		paper0
1981A Theory of Price Formation and Exchange in Oral Auctions In: Discussion Papers.
[Full Text][Citation analysis]		paper0
1983A Theory of Price Formation and Exchange in Oral Auctions.(1983) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2008Time-Varying Arrival Rates of Informed and Uninformed Trades In: Journal of Financial Econometrics.
[Full Text][Citation analysis]		article66
2002Time-Varying Arrival Rates of Informed and Uninformed Trades.(2002) In: Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 66		paper
1985An Equilibrium Analysis of Optimal Unemployment Insurance and Taxation In: The Quarterly Journal of Economics.
[Full Text][Citation analysis]		article12
1997One Day in the Life of a Very Common Stock. In: Review of Financial Studies.
[Citation analysis]		article182
2009Ambiguity and Nonparticipation: The Role of Regulation In: Review of Financial Studies.
[Full Text][Citation analysis]		article82
2012Flow Toxicity and Liquidity in a High-frequency World In: Review of Financial Studies.
[Full Text][Citation analysis]		article75
2014Opaque Trading, Disclosure, and Asset Prices: Implications for Hedge Fund Regulation In: Review of Financial Studies.
[Full Text][Citation analysis]		article13
2014The Case for Incomplete Markets In: 2014 Meeting Papers.
[Citation analysis]		paper7
1983The Economic Role of the Nonprofit Firm In: Bell Journal of Economics.
[Full Text][Citation analysis]		article34
2006Information, trade and incomplete markets In: Economic Theory.
[Full Text][Citation analysis]		article9
1993Rational Expectations and Rational Learning In: Game Theory and Information.
[Full Text][Citation analysis]		paper15

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