David Easley : Citation Profile


Are you David Easley?

Cornell University (50% share)

26

H index

40

i10 index

3674

Citations

RESEARCH PRODUCTION:

54

Articles

15

Papers

1

Chapters

RESEARCH ACTIVITY:

   42 years (1978 - 2020). See details.
   Cites by year: 87
   Journals where David Easley has often published
   Relations with other researchers
   Recent citing documents: 223.    Total self citations: 19 (0.51 %)

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   Permalink: http://citec.repec.org/pea15
   Updated: 2021-06-19    RAS profile: 2020-04-05    
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Relations with other researchers


Works with:

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 (29)

Schenk-Hoppé, Klaus (25)

Hommes, Cars (23)

Grammig, Joachim (20)

Engle, Robert (19)

Guidolin, Massimo (18)

PASCUAL, ROBERTO (17)

Menkhoff, Lukas (17)

Cites to:

Blume, Lawrence (12)

Lee, Charles (5)

Ready, Mark (5)

Fama, Eugene (5)

Nisan, Noam (4)

Schmeidler, David (4)

Brunnermeier, Markus (3)

Amihud, Yakov (3)

HUANG, MING (3)

French, Kenneth (3)

Abadie, Alberto (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 Economics4
Journal of Financial and Quantitative Analysis4
Journal of Financial Markets3
International Economic Review3
Econometrica3

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 (2021 and 2020)


YearTitle of citing document
2020Relatively 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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2020Revisiting the Epps effect using volume time averaging: An exercise in R. (2019). Gebbie, Tim ; Bukuru, Roger ; Chang, Patrick. In: Papers. RePEc:arx:papers:1912.02416.

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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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2021Cryptocurrency 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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2020A continuous-time asset market game with short-lived assets. (2020). Zhitlukhin, Mikhail. In: Papers. RePEc:arx:papers:2008.13230.

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2021Price, Volatility and the Second-Order Economic Theory. (2020). Olkhov, Victor. In: Papers. RePEc:arx:papers:2009.14278.

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2020Comparing the market microstructure between two South African exchanges. (2020). Chang, Patrick ; Jericevich, Ivan ; Gebbie, Tim. In: Papers. RePEc:arx:papers:2011.04367.

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2020The Epps effect under alternative sampling schemes. (2020). Gebbie, Tim ; Pienaar, Etienne ; Chang, Patrick. In: Papers. RePEc:arx:papers:2011.11281.

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2020Transaction Fee Mechanism Design for the Ethereum Blockchain: An Economic Analysis of EIP-1559. (2020). Roughgarden, Tim. In: Papers. RePEc:arx:papers:2012.00854.

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2021Capital growth and survival strategies in a market with endogenous prices. (2021). Zhitlukhin, Mikhail. In: Papers. RePEc:arx:papers:2101.09777.

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2021Cyclic Arbitrage in Decentralized Exchange Markets. (2021). Wang, YE ; Wattenhofer, Roger ; Deng, Shuiguang ; Chen, Yan. In: Papers. RePEc:arx:papers:2105.02784.

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2021Price graphs: Utilizing the structural information of financial time series for stock prediction. (2021). Wu, Junran ; Zhao, Jichang ; Li, Shangzhe ; Chen, Xueyuan ; Xu, KE. In: Papers. RePEc:arx:papers:2106.02522.

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2021A Central Limit Theorem, Loss Aversion and Multi-Armed Bandits. (2021). Chen, Zengjing ; Zhang, Guodong ; Epstein, Larry G. In: Papers. RePEc:arx:papers:2106.05472.

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2020Does mining fuel bubbles? An experimental study on cryptocurrency markets. (2020). Xu, Yilong ; Sofianos, Andis ; Lambrecht, Marco. In: Working Papers. RePEc:awi:wpaper:0690.

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2021Does mining fuel bubbles? An experimental study on cryptocurrency markets. (2021). Lambrecht, Marco ; Xu, Yilong ; Sofianos, Andis. In: Working Papers. RePEc:awi:wpaper:0703.

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2020Why Fixed Costs Matter for Proof-of-Work Based Cryptocurrencies. (2020). van Oordt, Maarten ; Garratt, Rodney. In: Staff Working Papers. RePEc:bca:bocawp:20-27.

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2020Overnight block trades in the Korean stock market. (2020). Kim, Suk Bong ; Hur, Seokkyun ; Chung, Chune Young. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:3:p:2231-2261.

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2020Margin trading and price efficiency: information content or price‐adjustment speed?. (2020). Lv, Dayong ; Wu, Wenfeng. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:3:p:2889-2918.

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2020Earnings volatility, ambiguity, and crisis‐period stock returns. (2020). Safdar, Irfan ; McMartin, Andrew S ; Ahmed, Anwer S. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:3:p:2939-2963.

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2020Abnormal returns and asymmetric information surrounding strategic and financial acquisitions. (2020). Osborne, Sarah . In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:4:p:3991-4030.

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2021The probability of informed trading and mergers and acquisitions. (2021). To, Thomas ; Shan, Yaowen ; Lu, Meiting ; Bugeja, Martin. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:1:p:169-203.

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2021Asymmetric effects of voluntary disclosure on stock liquidity: evidence from 8?K filings. (2021). Kim, Robert ; Cho, Hyunkwon. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:1:p:803-846.

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2021Are Kansas farms profit maximizers? A stochastic additive error approach. (2021). Langemeier, Michael ; Featherstone, Allen ; Zereyesus, Yacob Abrehe. In: Agricultural Economics. RePEc:bla:agecon:v:52:y:2021:i:1:p:37-50.

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2020How cross‐shareholding influences financial reporting: Evidence from Japan. (2020). Takada, Tomomi ; Muramiya, Katsuhiko. In: Corporate Governance: An International Review. RePEc:bla:corgov:v:28:y:2020:i:5:p:309-326.

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2020Trade signing in fast markets. (2020). Kolay, Madhuparna ; Carrion, Allen. In: The Financial Review. RePEc:bla:finrev:v:55:y:2020:i:3:p:385-404.

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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 ; Rees, William ; Kim, Su Hee. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:47:y:2020:i:3-4:p:438-455.

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

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2020Inferring trade directions in fast markets. (2020). Jurkatis, Simon . In: Bank of England working papers. RePEc:boe:boeewp:0896.

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2021The Microeconomics of Cryptocurrencies. (2021). Halaburda, Hanna ; Haeringer, Guillaume ; Gans, Joshua ; Gandal, Neil. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8841.

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

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2020An Evolutionary Justification for Overconfidence. (2020). Zhang, Hanzhe ; Gannon, Kim. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00315.

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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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2020Indecisive algos: Do limit order revisions increase market load?. (2020). Parikh, Bhavik ; Mishra, Ajay Kumar ; Jurich, Stephen N. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:28:y:2020:i:c:s221463502030335x.

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2020Limited investor attention, relative fundamental strength, and the cross-section of stock returns. (2020). Chen, Min ; Yung, Kenneth ; Sun, Licheng ; Zhu, Zhaobo. In: The British Accounting Review. RePEc:eee:bracre:v:52:y:2020:i:4:s0890838919300848.

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2020Nonlinear and time-varying risk premia. (2020). Cai, Zongwu ; Mi, Xianhua ; Ma, Chaoqun. In: China Economic Review. RePEc:eee:chieco:v:62:y:2020:i:c:s1043951x2030064x.

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2020Investor ambiguity, systemic banking risk and economic activity: The case of too-big-to-fail. (2020). Trigeorgis, Lenos ; Driouchi, Tarik. In: Journal of Corporate Finance. RePEc:eee:corfin:v:62:y:2020:i:c:s0929119919309332.

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2020Governance through trading on acquisitions of public firms. (2020). Ma, Xiaorong ; Lin, Tse-Chun ; Chang, Eric C. In: Journal of Corporate Finance. RePEc:eee:corfin:v:65:y:2020:i:c:s092911992030208x.

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2021Digital Tulips? Returns to investors in initial coin offerings. (2021). Benedetti, Hugo ; Kostovetsky, Leonard. In: Journal of Corporate Finance. RePEc:eee:corfin:v:66:y:2021:i:c:s0929119920302303.

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2021Misperceived quality: Fertilizer in Tanzania. (2021). Manyong, Victor ; Maertens, Annemie ; Ellison, Brenna ; Fairbairn, Anna ; Michelson, Hope. In: Journal of Development Economics. RePEc:eee:deveco:v:148:y:2021:i:c:s0304387820301541.

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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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2020The effects of trade size and market depth on immediate price impact in a limit order book market. (2020). Anderson, Heather ; Pham, Manh Cuong ; Lajbcygier, Paul ; Duong, Huu Nhan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:120:y:2020:i:c:s0165188920301603.

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2021Price manipulation, dynamic informed trading, and the uniqueness of equilibrium in sequential trading. (2021). Takayama, Shino. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:125:y:2021:i:c:s016518892100021x.

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2021Emissions trading with rolling horizons. (2021). Trotignon, Raphael ; Quemin, Simon. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:125:y:2021:i:c:s0165188921000348.

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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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2020Asymmetric signals and skewness. (2020). Zhen, Fang. In: Economic Modelling. RePEc:eee:ecmode:v:90:y:2020:i:c:p:32-42.

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2020Loss aversion and market crashes. (2020). Ouzan, Samuel. In: Economic Modelling. RePEc:eee:ecmode:v:92:y:2020:i:c:p:70-86.

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2020Are high–frequency traders informed?. (2020). Varsakelis, Christos ; Fontaine, Patrice ; Anagnostidis, Panagiotis. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:365-383.

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2020Determining the information share of liquidity and order flows in extreme price movements. (2020). Long, Yunshen ; Liu, Chang ; Wu, Liang. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:559-575.

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2021Returns and volume: Frequency connectedness in cryptocurrency markets. (2021). Tzaferi, Dimitra ; Fousekis, Panos. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:13-20.

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2021Dynamic portfolio choice and information trading with recursive utility. (2021). Chen, Xingjiang ; Zhang, Wenjun ; Ruan, Xinfeng. In: Economic Modelling. RePEc:eee:ecmode:v:98:y:2021:i:c:p:154-167.

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2021Asymmetries and flight-to-safety effects in the price discovery process of cross-listed stocks. (2021). Anghel, Dan Gabriel ; Pop, Ionu Daniel ; Cepoi, Cosmin-Octavian. In: Economic Modelling. RePEc:eee:ecmode:v:98:y:2021:i:c:p:302-318.

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2020Improving the realized GARCH’s volatility forecast for Bitcoin with jump-robust estimators. (2020). Yang, Jimmy J ; Liu, Hung-Chun ; Hung, Jui-Cheng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300620.

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2020Stock volatility and trading. (2020). Kaprielyan, Margarita ; Agapova, Anna. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s106294082030139x.

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2020Risk aversion, public disclosure, and partially informed outsiders. (2020). Chai, Shujuan ; Liu, Hong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301728.

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2021Does transaction activity predict Bitcoin returns? Evidence from quantile-on-quantile analysis. (2021). Shahbaz, Muhammad ; Hau, Liya ; Sun, Wuqin ; Zhu, Huiming. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s106294082030187x.

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2020What is the best proxy for liquidity in the presence of extreme illiquidity?. (2020). Będowska-Sójka, Barbara ; Echaust, Krzysztof ; Bdowska-Sojka, Barbara. In: Emerging Markets Review. RePEc:eee:ememar:v:43:y:2020:i:c:s1566014119302080.

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2020More shareholders, higher liquidity? Evidence from an emerging stock market. (2020). Goh, Kim-Leng ; Lim, Kian-Ping ; Chia, Yee-Ee. In: Emerging Markets Review. RePEc:eee:ememar:v:44:y:2020:i:c:s1566014118305016.

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2020The primary dealer system in lower-income economies. (2020). Endo, Tadashi. In: Emerging Markets Review. RePEc:eee:ememar:v:45:y:2020:i:c:s1566014119302195.

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2020The impact of short-selling and margin-buying on liquidity: Evidence from the Chinese stock market. (2020). Wan, Xiaoyuan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:55:y:2020:i:c:p:104-118.

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2021The valuation effect of stock dividends or splits: Evidence from a catering perspective. (2021). Xu, Xin ; Liu, Yu-Jane ; Hu, Conghui. In: Journal of Empirical Finance. RePEc:eee:empfin:v:61:y:2021:i:c:p:163-179.

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2020Understanding corporate debt from the oil market perspective. (2020). Nasiri, Maryam Akbari ; Narayan, Paresh Kumar. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320302863.

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2020More heat than light: Investor attention and bitcoin price discovery. (2020). Rzayev, Khaladdin ; McGroarty, Frank ; Ibikunle, Gbenga. In: International Review of Financial Analysis. RePEc:eee:finana:v:69:y:2020:i:c:s1057521919306301.

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2021A price dynamic equilibrium model with trading volume weights based on a price-volume probability wave differential equation. (2021). Li, Hong Gang ; Guo, Xinshuai ; Wang, Binghong ; Shi, Leilei. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521920302465.

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2021Does the investment horizon of institutional investors matter for stock liquidity?. (2021). Wei, Siqi ; Wang, Xiaoqiong. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521920302891.

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2021Price dynamics of individual stocks: Jumps and information. (2021). Zhao, Jing ; Xiao, Yuewen. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319309390.

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2020Expected issuance fees and market liquidity. (2020). Zwinkels, Remco ; Verschoor, Willem ; Pieterse-Bloem, Mary ; Buis, Boyd . In: Journal of Financial Markets. RePEc:eee:finmar:v:48:y:2020:i:c:s1386418119300795.

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2021Volatility of order imbalance of institutional traders and expected asset returns: Evidence from Taiwan. (2021). Wu, Ming-Hung ; Weng, Pei-Shih ; Tsai, Wei-Che ; Huang, Hong-Gia. In: Journal of Financial Markets. RePEc:eee:finmar:v:52:y:2021:i:c:s138641812030015x.

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2021Informed liquidity provision in a limit order market. (2021). Malinova, Katya ; Brolley, Michael. In: Journal of Financial Markets. RePEc:eee:finmar:v:52:y:2021:i:c:s1386418120300355.

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2020Does low synchronicity mean more or less informative prices? Evidence from an emerging market. (2020). Zhang, Luxiu ; Peng, Hongfeng ; Liu, Desheng. In: Journal of Financial Stability. RePEc:eee:finsta:v:51:y:2020:i:c:s1572308920301200.

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2020Dynamic price discovery: Transparency vs. information design. (2020). Song, Fei ; Kakhbod, Ali. In: Games and Economic Behavior. RePEc:eee:gamebe:v:122:y:2020:i:c:p:203-232.

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2020The evolution of monetary equilibrium. (2020). Norman, Thomas ; Thomas, . In: Games and Economic Behavior. RePEc:eee:gamebe:v:122:y:2020:i:c:p:233-239.

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2021Incentive compatible self-fulfilling mechanisms and rational expectations. (2021). Huang, Xuesong. In: Games and Economic Behavior. RePEc:eee:gamebe:v:126:y:2021:i:c:p:100-135.

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2020Are investors compensated for their sophistication and informedness for company takeovers – An Australian study. (2020). McAdam, Chris. In: Global Finance Journal. RePEc:eee:glofin:v:44:y:2020:i:c:s1044028317301370.

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2020VPIN, liquidity, and return volatility in the U.S. equity markets. (2020). van Ness, Robert ; Yildiz, Serhat. In: Global Finance Journal. RePEc:eee:glofin:v:45:y:2020:i:c:s1044028318302679.

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2020Curbing obfuscation: Empower consumers or regulate firms?. (2020). Gu, Yiquan ; Wenzel, Tobias. In: International Journal of Industrial Organization. RePEc:eee:indorg:v:70:y:2020:i:c:s0167718720300047.

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2020Comparing financial transparency between for-profit and nonprofit suppliers of public goods: Evidence from microfinance. (2020). Goyal, Abhinav ; Hasan, Iftekhar ; Goodell, John W. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:64:y:2020:i:c:s1042443118304839.

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2020Political turmoil and the impact of foreign orders on equity prices. (2020). Savaser, Tanseli ; Tini, Murat. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:65:y:2020:i:c:s1042443119300630.

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2020Bitcoin: Speculative asset or innovative technology?. (2020). Lee, Adrian ; Zheng, Huanhuan ; Li, Mengling . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:67:y:2020:i:c:s1042443120300937.

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2020Why do firms manage their stock price levels?. (2020). Mohamed, Abdulkadir ; Cai, Charlie X ; Buchner, Axel ; Amini, Shima. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:67:y:2020:i:c:s1042443120301049.

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2021The market for bitcoin transactions. (2021). Tsang, Kwok Ping ; Yang, Zichao. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:71:y:2021:i:c:s1042443121000019.

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2021Data snooping in equity premium prediction. (2021). Wendt, Viktoria-Sophie ; Neuhierl, Andreas ; Drobetz, Wolfgang ; Dichtl, Hubert. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:1:p:72-94.

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2020Does the media help or hurt retail investors during the IPO quiet period?. (2020). Cedergren, Matthew ; Bushee, Brian ; Michels, Jeremy. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:69:y:2020:i:1:s0165410119300564.

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2020Disclosure processing costs, investors’ information choice, and equity market outcomes: A review. (2020). Marinovic, Ivan ; Dehaan, ED ; Blankespoor, Elizabeth. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:70:y:2020:i:2:s016541012030046x.

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2020The life of U’s: Order revisions on NASDAQ. (2020). Nikolsko-Rzhevska, Olena ; Black, Jeffrey R ; Nikolsko-Rzhevskyy, Alex. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:111:y:2020:i:c:s0378426619302973.

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2020Market in Financial Instruments Directive (MiFID), stock price informativeness and liquidity. (2020). Poshakwale, Sunil ; Agarwal, Vineet ; Aghanya, Daniel. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:113:y:2020:i:c:s0378426619303036.

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2020Can mutual funds profit from post earnings announcement drift? The role of competition. (2020). Yu, Tong ; Yao, Tong ; Chen, Xuanjuan ; Ali, Ashiq. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:114:y:2020:i:c:s037842662030042x.

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2021Estimating the probability of informed trading: A Bayesian approach. (2021). Oduro, Samuel D ; Oberoi, Jaideep ; Griffin, Jim. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:125:y:2021:i:c:s0378426621000030.

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2021Order based versus level book trade reporting: An empirical analysis. (2021). Johnson, Hardy B ; McInish, Thomas ; Upson, James. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:125:y:2021:i:c:s0378426621000327.

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2021Algorithmic trading and firm value. (2021). Zhang, Jun ; Wang, Qin Emma ; Johnson, Shane A ; Hatch, Brian C. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:125:y:2021:i:c:s0378426621000480.

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2020Does financial statement comparability mitigate delayed trading volume before earnings announcements?. (2020). Kim, Junwoo. In: Journal of Business Research. RePEc:eee:jbrese:v:107:y:2020:i:c:p:62-75.

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2020Does news affect disagreement in global markets?. (2020). Chen, Tao. In: Journal of Business Research. RePEc:eee:jbrese:v:109:y:2020:i:c:p:174-183.

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2020Vying for dominance: An experiment in dynamic network formation. (2020). Neligh, Nathaniel. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:178:y:2020:i:c:p:719-739.

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2020Herding in the Singapore stock Exchange. (2020). Ramlakhan, Prakash ; Bhatnagar, Chandra Shekhar ; Arjoon, Vaalmikki. In: Journal of Economics and Business. RePEc:eee:jebusi:v:109:y:2020:i:c:s0148619519300712.

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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]
article8
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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article28
1992 Time and the Process of Security Price Adjustment. In: Journal of Finance.
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article477
1994 Market Statistics and Technical Analysis: The Role of Volume. In: Journal of Finance.
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article321
1996 Cream-Skimming or Profit-Sharing? The Curious Role of Purchased Order Flow. In: Journal of Finance.
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article119
1996 Liquidity, Information, and Infrequently Traded Stocks. In: Journal of Finance.
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article394
2010Microstructure and Ambiguity In: Journal of Finance.
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article31
1985Preying for Time. In: Journal of Industrial Economics.
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article5
2015OPTIMAL EXECUTION HORIZON In: Mathematical Finance.
[Full Text][Citation analysis]
article2
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]
article36
2001How Stock Splits Affect Trading: A Microstructure Approach In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
article66
2010Factoring Information into Returns In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
article61
2016Differential Access to Price Information in Financial Markets In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
article10
2001If Youre So Smart, Why Arent You Rich? Belief Selection in Complete and Incomplete Markets In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper112
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: 112
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: 112
paper
1988Controlling a Stochastic Process with Unknown Parameters. In: Econometrica.
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article36
1999Choice without Beliefs In: Econometrica.
[Citation analysis]
article18
2009The market organism: Long-run survival in markets with heterogeneous traders In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article17
1993Economic natural selection In: Economics Letters.
[Full Text][Citation analysis]
article12
2011The characteristics of informed trading: Implications for asset pricing In: Journal of Empirical Finance.
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article34
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.
[Full Text][Citation analysis]
article8
2014Leveling the trading field In: Journal of Financial Markets.
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article6
1998Financial analysts and information-based trade In: Journal of Financial Markets.
[Full Text][Citation analysis]
article81
2009Trading networks with price-setting agents In: Games and Economic Behavior.
[Full Text][Citation analysis]
article33
1988Contracts and asymmetric information in the theory of the firm In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]
article3
2002Optimality and Natural Selection in Markets In: Journal of Economic Theory.
[Full Text][Citation analysis]
article24
1998Optimality and Natural Selection in Markets.(1998) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 24
paper
1998Optimality and Natural Selection in Markets.(1998) In: GE, Growth, Math methods.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 24
paper
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.
[Full Text][Citation analysis]
article12
2018A case for incomplete markets In: Journal of Economic Theory.
[Full Text][Citation analysis]
article19
2015A Case for Incomplete Markets.(2015) In: Economics Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19
paper
2014The Case for Incomplete Markets.(2014) In: 2014 Meeting Papers.
[Citation analysis]
This paper has another version. Agregated cites: 19
paper
1982Introduction to the stability of rational expectations equilibrium In: Journal of Economic Theory.
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article36
1982Learning to be rational In: Journal of Economic Theory.
[Full Text][Citation analysis]
article48
1982Characterization of optimal plans for stochastic dynamic programs In: Journal of Economic Theory.
[Full Text][Citation analysis]
article29
1984Rational expectations equilibrium: An alternative approach In: Journal of Economic Theory.
[Full Text][Citation analysis]
article21
1990Implementation of Walrasian expectations equilibria In: Journal of Economic Theory.
[Full Text][Citation analysis]
article20
1992Evolution and market behavior In: Journal of Economic Theory.
[Full Text][Citation analysis]
article186
2016Discerning information from trade data In: Journal of Financial Economics.
[Full Text][Citation analysis]
article20
2019From mining to markets: The evolution of bitcoin transaction fees In: Journal of Financial Economics.
[Full Text][Citation analysis]
article29
1987Price, trade size, and information in securities markets In: Journal of Financial Economics.
[Full Text][Citation analysis]
article625
2010Liquidity and valuation in an uncertain world In: Journal of Financial Economics.
[Full Text][Citation analysis]
article66
2019Multidimensional Diffusion Processes in Dynamic Online Networks In: EIEF Working Papers Series.
[Full Text][Citation analysis]
paper1
2020Multidimensional diffusion processes in dynamic online networks.(2020) In: PLOS ONE.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
article
1981Stochastic Equilibrium and Optimality with Rolling Plans. In: International Economic Review.
[Full Text][Citation analysis]
article12
1979Stochastic Equilibrium and Optimality with Rolling Plans.(1979) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12
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]
article74
2002Time-Varying Arrival Rates of Informed and Uninformed Trades.(2002) In: Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 74
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]
article205
2009Ambiguity and Nonparticipation: The Role of Regulation In: Review of Financial Studies.
[Full Text][Citation analysis]
article91
2012Flow Toxicity and Liquidity in a High-frequency World In: Review of Financial Studies.
[Full Text][Citation analysis]
article108
2014Opaque Trading, Disclosure, and Asset Prices: Implications for Hedge Fund Regulation In: Review of Financial Studies.
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article14
1983The Economic Role of the Nonprofit Firm In: Bell Journal of Economics.
[Full Text][Citation analysis]
article36
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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