David Easley : Citation Profile


Are you David Easley?

Cornell University (50% share)

25

H index

39

i10 index

3394

Citations

RESEARCH PRODUCTION:

54

Articles

15

Papers

1

Chapters

RESEARCH ACTIVITY:

   41 years (1978 - 2019). See details.
   Cites by year: 82
   Journals where David Easley has often published
   Relations with other researchers
   Recent citing documents: 428.    Total self citations: 19 (0.56 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pea15
   Updated: 2020-08-01    RAS profile: 2020-04-05    
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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 (36)

Dindo, Pietro (33)

Hautsch, Nikolaus (32)

Bottazzi, Giulio (28)

Schenk-Hoppé, Klaus (24)

Hommes, Cars (22)

Grammig, Joachim (20)

Engle, Robert (19)

Guidolin, Massimo (17)

Menkhoff, Lukas (17)

PASCUAL, ROBERTO (17)

Cites to:

Blume, Lawrence (12)

Ready, Mark (5)

Lee, Charles (5)

Fama, Eugene (5)

Schmeidler, David (4)

Nisan, Noam (4)

French, Kenneth (3)

Abadie, Alberto (3)

Imbens, Guido (3)

HUANG, MING (3)

Brunnermeier, Markus (3)

Main data


Where David Easley has published?


Journals with more than one article published# docs
Journal of Economic Theory11
Journal of Finance7
Review of Financial Studies4
Journal of Financial and Quantitative Analysis4
Journal of Financial Economics4
Journal of Financial Markets3
Econometrica3
International Economic Review3

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 (2020 and 2019)


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

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2019Survival investment strategies in a continuous-time market model with competition. (2019). Zhitlukhin, Mikhail. In: Papers. RePEc:arx:papers:1811.12491.

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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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2019Liquid Speed: On-Demand Fast Trading at Distributed Exchanges. (2019). Zoican, Marius ; Brolley, Michael. In: Papers. RePEc:arx:papers:1907.10720.

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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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2020Mechanics of good trade execution in the framework of linear temporary market impact. (2019). Brigo, Damiano ; Bellani, Claudio. In: Papers. RePEc:arx:papers:1909.10464.

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2019Fragmentation of Distributed Exchanges. (2019). Zoican, Sorin. In: Papers. RePEc:arx:papers:1910.11216.

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2019A Mean Field Games Model for Cryptocurrency Mining. (2019). Sircar, Ronnie ; Reppen, Max A ; Li, Zongxi. In: Papers. RePEc:arx:papers:1912.01952.

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2019A percolation model for the emergence of the Bitcoin Lightning Network. (2019). Vivo, Pierpaolo ; Caccioli, Fabio ; Bartolucci, Silvia. In: Papers. RePEc:arx:papers:1912.03556.

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2019Design of High-Frequency Trading Algorithm Based on Machine Learning. (2019). Feng, Yutong ; Fang, Boyue. In: Papers. RePEc:arx:papers:1912.10343.

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2020Corporate Governance, Noise Trading and Liquidity of Stocks. (2020). Su, Jianhao. In: Papers. RePEc:arx:papers:2001.06275.

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2020Cryptocurrency Trading: A Comprehensive Survey. (2020). Wu, Fan ; Martinez-Regoband, David ; Li, Lingbo ; Kanthan, Leslie ; Kong, Hoiliong ; Basios, Michail ; Ventre, Carmine ; Fang, Fan. In: Papers. RePEc:arx:papers:2003.11352.

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2020Mean Field Game Approach to Bitcoin Mining. (2020). Lions, Pierre-Louis ; Lasry, Jean-Michel ; Bertucci, Louis. In: Papers. RePEc:arx:papers:2004.08167.

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2020Deeply Equal-Weighted Subset Portfolios. (2020). Il, Sang. In: Papers. RePEc:arx:papers:2006.14402.

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2020Asymptotic minimization of expected time to reach a large wealth level in an asset market game. (2020). Zhitlukhin, Mikhail. In: Papers. RePEc:arx:papers:2007.04909.

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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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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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2019Central counterparty exposure in stressed markets. (2019). Yu, Shihao ; Menkveld, Albert ; Huang, Wenqian. In: BIS Working Papers. RePEc:bis:biswps:833.

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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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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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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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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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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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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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2020Accounting conservatism and the profitability of corporate insiders. (2020). Garcia Osma, Beatriz ; Khalilov, Akram. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:47:y:2020:i:3-4:p:333-364.

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2020Do anti‐bribery laws reduce the cost of equity? Evidence from the UK Bribery Act 2010. (2020). Sila, Vathunyoo ; Kim, Suhee ; Rees, William. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:47:y:2020:i:3-4:p:438-455.

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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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2020High‐Frequency Trading and Market Performance. (2020). Mollner, Joshua ; Baldauf, Markus. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:3:p:1495-1526.

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

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2020Blockchain structure and cryptocurrency prices. (2020). Zimmerman, Peter. In: Bank of England working papers. RePEc:boe:boeewp:0855.

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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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2019Fast Trading and the Virtue of Entropy: Evidence from the Foreign Exchange Market. (2019). Mehl, Arnaud ; Lafarguette, R ; Corsetti, G. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1970.

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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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2019Emissions trading with rolling horizons. (2019). Trotignon, Raphael ; Quemin, Simon. In: Working Papers. RePEc:cec:wpaper:1901.

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2019Investors Trading Behaviour and Stock Market Volatility during Crisis Periods: A Dual Long-Memory Model for the Korean Stock Exchange. (2019). Caporale, Guglielmo Maria ; Kartsaklas, Aris ; Yfanti, Stavroula ; Karanasos, Menelaos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7984.

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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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2019Fast Trading and the Virtue of Entropy: Evidence from the Foreign Exchange Market. (2019). Mehl, Arnaud ; Lafarguette, Romain ; Corsetti, Giancarlo. In: Discussion Papers. RePEc:cfm:wpaper:1914.

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2020Speculation-Driven Business Cycles. (2020). Zilberman, Eduardo ; Bigio, Saki. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:865.

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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). Huang, Jin ; Crego, Julio A. In: Working Papers. RePEc:cmf:wpaper:wp2017_1717.

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

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2017How does information disclosure affect liquidity? Evidence from an Emerging Market. (2017). Arango, Ignacio ; Agudelo, Diego A. 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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2019INFORMATION CONTENT OF STOCKS IN CALL AUCTION OF SHORTER DURATION IN EMERGING MARKET. (2019). Bag, Dinabandhu. In: Copernican Journal of Finance & Accounting. RePEc:cpn:umkcjf:v:8:y:2019:i:4:p:113-132.

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

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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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2019Social Interaction Methods. (2019). Patacchini, Eleonora ; Lin, XU ; Hsieh, Chih-Sheng. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14141.

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2019Equilibrium Counterfactuals. (2019). Hennessy, Christopher ; Chemla, Gilles. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14146.

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2020The Choice Channel of Financial Innovation. (2020). Simsek, Alp ; Nenov, Plamen T ; Iachan, Felipe Saraiva. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14361.

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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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2019Hide and Seek: Uninformed Traders and the Short-sales Constraints. (2019). Xia, LE ; Li, Yuming ; Yu, Chiu ; Cai, Jinghan. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2019:v:20:i:1:caikolixia.

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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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2020Speculation and Price Indeterminacy in Financial Markets: An Experimental Study. (2020). Sunder, Shyam ; Hirota, Shinichi ; Stock, Thomas ; Huber, Juergen. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2134r.

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2019Did Spillovers From Europe Indeed Contribute to the 2010 U.S. Flash Crash?. (2019). Jansen, David-Jan. In: DNB Working Papers. RePEc:dnb:dnbwpp:622.

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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). Kotchoni, Rachidi ; Mama, Houdou Basse . In: EconomiX Working Papers. RePEc:drm:wpaper:2017-33.

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2018Behavioral & experimental macroeconomics and policy analysis: a complex systems approach. (2018). Hommes, Cars. In: Working Paper Series. RePEc:ecb:ecbwps:20182201.

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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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2020Blockchain Technology and Systemic Risk. (2020). Mselmi, Aymen. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-02-7.

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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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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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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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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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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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2019Illegal insider trading: Commission and SEC detection. (2019). Posylnaya, Valeriya V ; Cline, Brandon N. In: Journal of Corporate Finance. RePEc:eee:corfin:v:58:y:2019:i:c:p:247-269.

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2019Top executives on social media and information in the capital market: Evidence from China. (2019). Johansson, Anders ; Feng, Xunan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:58:y:2019:i:c:p:824-857.

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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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2020Choosing a good toolkit, I: Prior-free heuristics. (2020). Francetich, Alejandro ; Kreps, David . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:111:y:2020:i:c:s0165188918302690.

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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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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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2019A key determinant of commodity price Co-movement: The role of daily market liquidity. (2019). Scheffel, Eric M ; Ding, Shusheng ; Zhang, Yongmin. In: Economic Modelling. RePEc:eee:ecmode:v:81:y:2019:i:c:p:170-180.

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2019The relationship between trading activity and stock market volatility: Does the volume threshold matter?. (2019). Slim, Skander ; Koubaa, Yosra. In: Economic Modelling. RePEc:eee:ecmode:v:82:y:2019:i:c:p:168-184.

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2020The heterogeneous volume-volatility relations in the exchange-traded fund market: Evidence from China. (2020). Xu, Liao ; Zhao, Yang ; Shi, Yukun ; Gao, Han. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:400-408.

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2017A Bayesian approach to excess volatility, short-term underreaction and long-term overreaction during financial crises. (2017). Wong, Wing-Keung ; McAleer, Michael ; Guo, Xu ; Zhu, Lixing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:346-358.

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2018Switches in price discovery: Are U.S. traders more qualified in making valuations?. (2018). Qadan, Mahmoud. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:44:y:2018:i:c:p:221-234.

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2018Foreign equity flows: Boon or bane to the liquidity of Malaysian stock market?. (2018). Lim, Kian-Ping ; Goh, Kim-Leng ; Liew, Ping-Xin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:45:y:2018:i:c:p:161-181.

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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.
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article4
1983 Consensus Beliefs Equilibrium and Market Efficiency. In: Journal of Finance.
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article0
1991 Order Form and Information in Securities Markets. In: Journal of Finance.
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article25
1992 Time and the Process of Security Price Adjustment. In: Journal of Finance.
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article455
1994 Market Statistics and Technical Analysis: The Role of Volume. In: Journal of Finance.
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article299
1996 Cream-Skimming or Profit-Sharing? The Curious Role of Purchased Order Flow. In: Journal of Finance.
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article120
1996 Liquidity, Information, and Infrequently Traded Stocks. In: Journal of Finance.
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article359
2010Microstructure and Ambiguity In: Journal of Finance.
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article29
1985Preying for Time. In: Journal of Industrial Economics.
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article5
2015OPTIMAL EXECUTION HORIZON In: Mathematical Finance.
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article2
1979The Postal Savings System in the Depression In: The Journal of Economic History.
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article9
1992Adverse Selection and Large Trade Volume: The Implications for Market Efficiency In: Journal of Financial and Quantitative Analysis.
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article32
2001How Stock Splits Affect Trading: A Microstructure Approach In: Journal of Financial and Quantitative Analysis.
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article60
2010Factoring Information into Returns In: Journal of Financial and Quantitative Analysis.
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article58
2016Differential Access to Price Information in Financial Markets In: Journal of Financial and Quantitative Analysis.
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article5
2001If Youre So Smart, Why Arent You Rich? Belief Selection in Complete and Incomplete Markets In: Cowles Foundation Discussion Papers.
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paper110
2006If Youre so Smart, why Arent You Rich? Belief Selection in Complete and Incomplete Markets.(2006) In: Econometrica.
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This paper has another version. Agregated cites: 110
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2001If Youre So Smart, Why Arent You Rich? Belief Selection in Complete and Incomplete Markets.(2001) In: Working Papers.
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This paper has another version. Agregated cites: 110
paper
1988Controlling a Stochastic Process with Unknown Parameters. In: Econometrica.
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article35
1999Choice without Beliefs In: Econometrica.
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article18
2009The market organism: Long-run survival in markets with heterogeneous traders In: Journal of Economic Dynamics and Control.
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article15
1993Economic natural selection In: Economics Letters.
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article12
2011The characteristics of informed trading: Implications for asset pricing In: Journal of Empirical Finance.
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article30
2003Microstructure and asset pricing In: Handbook of the Economics of Finance.
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chapter3
2014VPIN and the Flash Crash: A rejoinder In: Journal of Financial Markets.
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article6
2014Leveling the trading field In: Journal of Financial Markets.
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article4
1998Financial analysts and information-based trade In: Journal of Financial Markets.
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article73
2009Trading networks with price-setting agents In: Games and Economic Behavior.
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article30
1988Contracts and asymmetric information in the theory of the firm In: Journal of Economic Behavior & Organization.
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article3
2002Optimality and Natural Selection in Markets In: Journal of Economic Theory.
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article24
1998Optimality and Natural Selection in Markets.(1998) In: Working Papers.
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This paper has another version. Agregated cites: 24
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1998Optimality and Natural Selection in Markets.(1998) In: GE, Growth, Math methods.
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This paper has another version. Agregated cites: 24
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2005Optimal guessing: Choice in complex environments In: Journal of Economic Theory.
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article3
2015Introduction to computer science and economic theory In: Journal of Economic Theory.
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article4
2015Loss aversion, survival and asset prices In: Journal of Economic Theory.
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article10
2018A case for incomplete markets In: Journal of Economic Theory.
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article16
2015A Case for Incomplete Markets.(2015) In: Economics Series.
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This paper has another version. Agregated cites: 16
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2014The Case for Incomplete Markets.(2014) In: 2014 Meeting Papers.
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This paper has another version. Agregated cites: 16
paper
1982Introduction to the stability of rational expectations equilibrium In: Journal of Economic Theory.
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article34
1982Learning to be rational In: Journal of Economic Theory.
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article46
1982Characterization of optimal plans for stochastic dynamic programs In: Journal of Economic Theory.
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article29
1984Rational expectations equilibrium: An alternative approach In: Journal of Economic Theory.
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article18
1990Implementation of Walrasian expectations equilibria In: Journal of Economic Theory.
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article18
1992Evolution and market behavior In: Journal of Economic Theory.
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article173
2016Discerning information from trade data In: Journal of Financial Economics.
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article15
2019From mining to markets: The evolution of bitcoin transaction fees In: Journal of Financial Economics.
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article13
1987Price, trade size, and information in securities markets In: Journal of Financial Economics.
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article567
2010Liquidity and valuation in an uncertain world In: Journal of Financial Economics.
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article61
2019Multidimensional Diffusion Processes in Dynamic Online Networks In: EIEF Working Papers Series.
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paper1
2020Multidimensional diffusion processes in dynamic online networks.(2020) In: PLOS ONE.
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This paper has another version. Agregated cites: 1
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1981Stochastic Equilibrium and Optimality with Rolling Plans. In: International Economic Review.
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article11
1979Stochastic Equilibrium and Optimality with Rolling Plans.(1979) In: Discussion Papers.
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This paper has another version. Agregated cites: 11
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1989Optimal Learning with Endogenous Data. In: International Economic Review.
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article9
1993An Equilibrium Analysis of Fiscal Policy with Uncertainty and Incomplete Markets. In: International Economic Review.
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article9
2009Constructive Decision Theory In: Economics Series.
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paper7
2017An Improved Version of the Volume-Synchronized Probability of Informed Trading: A Comment In: Critical Finance Review.
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article0
1978Optimal Policies and Steady-State Solutions for Inventory Problems with Markovian Uncertainty In: Discussion Papers.
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paper0
1978Expectations and Equilibrium with Incomplete Markets In: Discussion Papers.
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paper0
1981A Theory of Price Formation and Exchange in Oral Auctions In: Discussion Papers.
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paper0
1983A Theory of Price Formation and Exchange in Oral Auctions.(1983) In: Discussion Papers.
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This paper has another version. Agregated cites: 0
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2008Time-Varying Arrival Rates of Informed and Uninformed Trades In: Journal of Financial Econometrics.
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article71
2002Time-Varying Arrival Rates of Informed and Uninformed Trades.(2002) In: Finance.
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This paper has another version. Agregated cites: 71
paper
1985An Equilibrium Analysis of Optimal Unemployment Insurance and Taxation In: The Quarterly Journal of Economics.
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article12
1997One Day in the Life of a Very Common Stock. In: Review of Financial Studies.
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article193
2009Ambiguity and Nonparticipation: The Role of Regulation In: Review of Financial Studies.
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article84
2012Flow Toxicity and Liquidity in a High-frequency World In: Review of Financial Studies.
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article93
2014Opaque Trading, Disclosure, and Asset Prices: Implications for Hedge Fund Regulation In: Review of Financial Studies.
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article13
1983The Economic Role of the Nonprofit Firm In: Bell Journal of Economics.
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article35
2006Information, trade and incomplete markets In: Economic Theory.
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article9
1993Rational Expectations and Rational Learning In: Game Theory and Information.
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paper15

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