David Easley : Citation Profile


Are you David Easley?

Cornell University (50% share)

28

H index

45

i10 index

4777

Citations

RESEARCH PRODUCTION:

54

Articles

15

Papers

1

Chapters

RESEARCH ACTIVITY:

   42 years (1978 - 2020). See details.
   Cites by year: 113
   Journals where David Easley has often published
   Relations with other researchers
   Recent citing documents: 205.    Total self citations: 19 (0.4 %)

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   Permalink: http://citec.repec.org/pea15
   Updated: 2024-07-05    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:

Dindo, Pietro (43)

Theissen, Erik (42)

Bottazzi, Giulio (42)

Guarino, Antonio (39)

Hautsch, Nikolaus (33)

Schenk-Hoppé, Klaus (30)

PASCUAL, ROBERTO (29)

Lof, Matthijs (27)

Hommes, Cars (25)

Cipriani, Marco (24)

Grammig, Joachim (22)

Cites to:

Blume, Lawrence (13)

Ready, Mark (5)

Lee, Charles (5)

Fama, Eugene (5)

Nisan, Noam (4)

Amihud, Yakov (4)

Sargent, Thomas (3)

Abadie, Alberto (3)

Imbens, Guido (3)

French, Kenneth (3)

Thaler, Richard (3)

Main data


Where David Easley has published?


Journals with more than one article published# docs
Journal of Economic Theory11
Journal of Finance7
Journal of Financial and Quantitative Analysis4
The Review of Financial Studies4
Journal of Financial Economics4
Econometrica3
Journal of Financial Markets3
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 (2024 and 2023)


YearTitle of citing document
2023.

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2023.

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2023.

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2023The role of mobile money innovations in transforming unemployed women to self-employed women in sub-Saharan Africa. (2023). Asongu, Simplice ; le Roux, Sara. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:23/016.

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2023Female unemployment, mobile money innovations and doing business by females. (2023). Asongu, Simplice ; Odhiambo, Nicholas M. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:23/033.

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2023Mobile money innovations and health performance in sub-Saharan Africa. (2023). Asongu, Simplice ; Nnanna, Joseph ; Ngoungou, Yolande E. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:23/038.

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2023Mobile money innovations, income inequality and gender inclusion in sub-Saharan Africa. (2023). Asongu, Simplice ; Ngoungou, Yolande E ; Nnanna, Joseph ; Agyemang-Mintah, Peter. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:23/047.

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2023Robust Model Misspecification and Paradigm Shifts. (2021). Ba, Cuimin. In: Papers. RePEc:arx:papers:2106.12727.

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2023Empirical Analysis of EIP-1559: Transaction Fees, Waiting Time, and Consensus Security. (2022). Liu, Yulin ; Nayak, Kartik ; Lu, Yuxuan ; Zhao, Yinhong ; Zhang, Luyao. In: Papers. RePEc:arx:papers:2201.05574.

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2023A Framework of Transaction Packaging in High-throughput Blockchains. (2023). Chen, XI ; Qi, Qian ; Lu, Yuxuan. In: Papers. RePEc:arx:papers:2301.10944.

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2023Towards Evology: a Market Ecology Agent-Based Model of US Equity Mutual Funds II. (2023). Farmer, Doyne J ; Vie, Aymeric. In: Papers. RePEc:arx:papers:2302.01216.

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2023NFT Bubbles. (2023). Ranaldo, Angelo ; Barbon, Andrea. In: Papers. RePEc:arx:papers:2303.06051.

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2024Unifying Market Microstructure and Dynamic Asset Pricing. (2023). Rachev, Svetlozar T ; Lindquist, Brent W ; Hu, Yuan ; Lauria, Davide. In: Papers. RePEc:arx:papers:2304.02356.

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2023The Dynamics of Leverage and the Belief Distribution of Wealth. (2023). Sethi, Rajiv ; Datta, Bikramaditya. In: Papers. RePEc:arx:papers:2304.03436.

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2023Understand Waiting Time in Transaction Fee Mechanism: An Interdisciplinary Perspective. (2023). Zhang, Fan. In: Papers. RePEc:arx:papers:2305.02552.

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2024Bloated Disclosures: Can ChatGPT Help Investors Process Financial Information?. (2023). Nikolaev, Valeri ; Muhn, Maximilian ; Kim, Alex. In: Papers. RePEc:arx:papers:2306.10224.

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2023Detecting Depegs: Towards Safer Passive Liquidity Provision on Curve Finance. (2023). Holloway, Maxwell P ; Cintra, Thomas N. In: Papers. RePEc:arx:papers:2306.10612.

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2023Social Learning of General Rules. (2023). Wang, Xinyang ; Arellano, Enrique Urbano. In: Papers. RePEc:arx:papers:2310.15861.

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2023Uniswap Daily Transaction Indices by Network. (2023). Cong, Lin William ; Chemaya, Nir ; Zhang, Luyao ; Liu, Dingyue ; Jorgensen, Emma. In: Papers. RePEc:arx:papers:2312.02660.

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2023Detecting Toxic Flow. (2023). Duran-Martin, Gerardo ; 'Alvaro Cartea, . In: Papers. RePEc:arx:papers:2312.05827.

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2024On convergence of forecasts in prediction markets. (2024). Zhitlukhin, Mikhail ; Shatilovich, Dmitry ; Badulina, Nina. In: Papers. RePEc:arx:papers:2402.16345.

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2024Simulating the economic impact of rationality through reinforcement learning and agent-based modelling. (2024). Delli Gatti, Domenico ; Glielmo, Aldo ; Coletta, Andrea ; Padoan, Tommaso ; Brusatin, Simone. In: Papers. RePEc:arx:papers:2405.02161.

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2024Digital Payments in Firm Networks: Theory of Adoption and Quantum Algorithm. (2024). Palmer, Samuel ; Priazhkina, Sofia ; Skavysh, Vladimir ; Mugel, Samuel ; Orus, Roman ; Martin-Ramiro, Pablo. In: Staff Working Papers. RePEc:bca:bocawp:24-17.

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2023Does information asymmetry predict audit fees?. (2023). Rosati, Pierangelo ; Palumbo, Riccardo ; Frino, Alex. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:2:p:2597-2619.

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2023Role of OTC options in stock price efficiency: Evidence from the Chinese market. (2023). Lv, Dayong ; Diao, Xundi ; Zhou, Yaping. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:4:p:4629-4655.

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2023CEO incentive compensation and stock price momentum. (2023). Yan, Shu ; Li, Xingjian ; Feng, Hongrui ; Huang, Yanhuang ; Wang, Jian. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:s1:p:975-1028.

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2023Microstructure and asset pricing: An insight on African frontier stock markets. (2023). Nchofoung, Tii ; Hikouatcha, Prince ; Tchoffo, Pierre Ghislain ; Bidias, Hans Patrick ; Njamen, Arsene Aurelien. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:4:p:944-987.

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2023Leverage and firm value. (2023). Brigida, Matthew ; Barboza, Gustavo A ; Pratt, William R. In: Economic Notes. RePEc:bla:ecnote:v:52:y:2023:i:2:n:e12218.

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2023Do investors affect financial analysts’ behavior? Evidence from short sellers. (2023). Li, Jenny ; Sheng, Jinfei ; Lo, Kin ; Ke, Yun. In: Financial Management. RePEc:bla:finmgt:v:52:y:2023:i:1:p:199-224.

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2023Tick size and price efficiency: Further evidence from the Tick Size Pilot Program. (2023). Chuwonganant, Chairat ; Chung, Kee H. In: Financial Management. RePEc:bla:finmgt:v:52:y:2023:i:3:p:483-511.

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2023COVID?19 intensity across U.S. states and the liquidity of U.S. equity markets. (2023). Griffith, Todd ; Delisle, Ronald Jared ; Berkowitz, Jason ; Baig, Ahmed. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:2:p:235-259.

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2024Does informal governance matter to institutional investors? Evidence from social capital. (2024). Shang, Chenguang ; Huang, Kershen. In: The Financial Review. RePEc:bla:finrev:v:59:y:2024:i:2:p:433-457.

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2023The effect of option listing on financing decisions. (2023). King, Taohsien Dolly ; Park, Min C ; Hong, Eunpyo. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:50:y:2023:i:3-4:p:858-891.

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2023Decentralization through Tokenization. (2023). Xiong, Wei ; Sockin, Michael. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:247-299.

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2023Equilibrium Bitcoin Pricing. (2023). Menkveld, Albert ; BISIÈRE, Christophe ; Casamatta, Catherine ; Bouvard, Matthieu ; Biais, Bruno. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:2:p:967-1014.

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2023The Effects of the LIBOR Scandal on Volatility and Liquidity in LIBOR Futures Markets. (2023). Bachmair, K. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2303.

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2023Cybercrime on the Ethereum Blockchain. (2023). Yuan, YE ; Nam, Rachel J ; Momtaz, Paul P ; Hornuf, Lars. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10598.

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2023A literature review on extreme price movements with reversal. (2023). Steffen, Viktoria. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:38:y:2023:i:c:s2214635023000205.

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2023Neighbors in space: Satellite imagery and Chinese B-share discount. (2023). Zuo, Zhengyu ; Chen, Minhao ; Dai, Yue. In: China Economic Review. RePEc:eee:chieco:v:82:y:2023:i:c:s1043951x23001487.

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2023The informational consequences of good and bad mergers. (2023). Barbopoulos, Leonidas G ; Adra, Samer. In: Journal of Corporate Finance. RePEc:eee:corfin:v:78:y:2023:i:c:s0929119922001535.

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2023Asymmetric information and the distribution of trading volume. (2023). Lof, Matthijs ; van Bommel, Jos. In: Journal of Corporate Finance. RePEc:eee:corfin:v:82:y:2023:i:c:s092911992300113x.

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2023Dividend hibernation and future earnings: When no dividend news is good news. (2023). Khorsand, Bardia ; Drienko, JO. In: Journal of Corporate Finance. RePEc:eee:corfin:v:83:y:2023:i:c:s0929119923001517.

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2024Do firms manage their share prices to mitigate investor short-termism?. (2024). Mian, Mujtaba G ; Lin, Ji-Chai ; Bostan, Ibrahim. In: Journal of Corporate Finance. RePEc:eee:corfin:v:84:y:2024:i:c:s0929119923001542.

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2023Risk communication clarity and insurance demand: The case of the COVID-19 pandemic. (2023). Zou, Hong ; Xu, Xian ; Feng, Jingbing. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002652.

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2023Dampening effect and market efficiency. (2023). Guo, Mng. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:148:y:2023:i:c:s0165188923000106.

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2023International trade and technological competition in markets with dynamic increasing returns. (2023). Guerini, Mattia ; Fontanelli, Luca ; Napoletano, Mauro. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:149:y:2023:i:c:s0165188923000258.

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2023Social contagion and the survival of diverse investment styles. (2023). Hirshleifer, David ; Zhang, Ruixun ; Lo, Andrew W. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:154:y:2023:i:c:s0165188923001173.

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2023Market selection and learning under model misspecification. (2023). Bottazzi, Giulio ; Giachini, Daniele ; Ottaviani, Matteo. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:156:y:2023:i:c:s0165188923001458.

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2023Loss aversion and inefficient general equilibrium over the business cycle. (2023). Li, Meng. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s0264999322003236.

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2023Portfolio constructions in cryptocurrency market: A CVaR-based deep reinforcement learning approach. (2023). Zhang, Yongmin ; Jin, Huan ; Ding, Shusheng ; Cui, Tianxiang. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003157.

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2023Trend-based forecast of cryptocurrency returns. (2023). Tao, Yubo ; Tan, Xilong. In: Economic Modelling. RePEc:eee:ecmode:v:124:y:2023:i:c:s0264999323001359.

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2023Information and optimal trading strategies with dark pools. (2023). Manzano, Carolina ; Dumitrescu, Ariadna ; Bayona, Anna. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323001888.

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2023Do exchange-traded fund activities destabilize the stock market? Evidence from the China securities index 300 stocks. (2023). Xu, Liao ; Chen, Jilong. In: Economic Modelling. RePEc:eee:ecmode:v:127:y:2023:i:c:s0264999323002626.

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2023The impact of ambiguity-loving attitude on market participation and asset pricing. (2023). Huang, Helen ; Zhang, Shunming ; Wang, Yanjie ; Sun, Yuzhe. In: Economic Modelling. RePEc:eee:ecmode:v:128:y:2023:i:c:s0264999323003395.

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2023Which stock price component drives the Amihud illiquidity premium?. (2023). Kim, Yongsik. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s106294082200211x.

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2024Systematic staleness. (2024). Reno, Roberto ; Pirino, Davide ; Bandi, Federico M. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002385.

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2023Salience theory in price and trading volume: Evidence from China. (2023). Zhu, Yifeng ; Wang, Hui ; Sun, Kaisi. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:38-61.

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2023Limit order revisions across investor sophistication. (2023). Chen, Chin-Ho ; Chiu, Junmao. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:74-90.

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2023A seesaw effect in the cryptocurrency market: Understanding the return cross predictability of cryptocurrencies. (2023). Yan, Shu ; Jia, yuecheng ; Liu, Yuzheng ; Wu, Yangru. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000956.

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2023Analysis of the spillover effects between green economy, clean and dirty cryptocurrencies. (2023). Tzeremes, Panayiotis ; Brahim, Mariem ; Dogan, Eyup ; Sharif, Arshian. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000920.

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2023The informational feedback effect of stock prices on corporate investments: A comparison of new energy firms and traditional energy firms in China. (2023). Xu, Zhiwei ; Zhang, Teng. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323005844.

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2024Renewable energy certificates and firm value: Empirical evidence in Taiwan. (2024). Chang, Hung-Hao ; Kunene, Noxolo. In: Energy Policy. RePEc:eee:enepol:v:184:y:2024:i:c:s030142152300455x.

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2023Determination of equilibrium transaction fees in the Bitcoin network: A rank-order contest. (2023). Webb, Robert I ; Ryu, Doojin ; Kim, Daehan. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000030.

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2023Information demand density matters: Evidence from the post-earnings announcement drift. (2023). Zhang, Yongjie ; Shen, Dehua ; Dowling, Michael ; Chu, Gang. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000042.

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2023Behavioral asset pricing under expected feedback mode. (2023). Xu, Shaojun. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000248.

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2023Market-wide illiquidity and the distribution of non-parametric stochastic discount factors. (2023). Rubio, Gonzalo ; Pascual, Roberto ; Nieto, Belen ; Abad, David. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001667.

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2023Network connectedness and the contagion structure of informed trading: Evidence from the time and frequency domains. (2023). Gao, Yang ; Zhao, Wandi. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004234.

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2024The Bitcoin volume-volatility relationship: A high frequency analysis of futures and spot exchanges. (2024). Conlon, Thomas ; Corbet, Shaen ; McGee, Richard J. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s105752192300529x.

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2023Risk-weighted cryptocurrency indices. (2023). Zhang, Zhengjun ; Feng, Wenjun. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006158.

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2023A new “Wall Street Darling?” effects of regulation sentiment in cryptocurrency markets. (2023). Bernile, Gennaro ; Bonaparte, Yosef. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322005530.

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2023The Lightning Network: Turning Bitcoin into money. (2023). Zimmerman, Peter ; Divakaruni, Anantha. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322006560.

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2023Short-selling and mutual fund herding: The Chinese evidence. (2023). Xiang, Cheng ; Feng, Lixuan. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322006936.

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2023The effect of overnight corporate announcements on price discovery. (2023). Chu, Gang ; Han, Liyan ; Liu, Chunyuan. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000399.

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2023The impact of the Bitcoin price on carbon neutrality: Evidence from futures markets. (2023). Ding, Shusheng ; Wu, Xiangling. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323005007.

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2023Bitcoin transaction fees and the decentralization of Bitcoin mining pools. (2023). Zhou, KE ; Li, Jialong. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pb:s1544612323007195.

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2023Blockchain transaction fee and Ethereum Merge. (2023). Krystyniak, Karolina ; Jain, Chinmay. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323008796.

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2024More resources are better? Strategic alliance involvement and cost stickiness. (2024). Liu, Xinghe ; Hong, Yun ; Chen, Wenrui ; Gao, Jun ; Xu, Cheng. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323011856.

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2023Market power, ambiguity, and market participation. (2023). Zhang, Shunming ; Wang, Yanyi ; Qiu, Zhigang. In: Journal of Financial Markets. RePEc:eee:finmar:v:62:y:2023:i:c:s1386418122000520.

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2023Stock illiquidity and option returns. (2023). Uhrig-Homburg, Marliese ; Korn, Olaf ; Kanne, Stefan. In: Journal of Financial Markets. RePEc:eee:finmar:v:63:y:2023:i:c:s1386418122000556.

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2023Options market ambiguity and its information content. (2023). Han, YU ; Chen, Qiang. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418122000799.

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2023COVID-19 pandemic and the stock market: Liquidity, price efficiency, and trading. (2023). Chuwonganant, Chairat ; Chung, Kee H. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418123000010.

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2023Modern OTC market structure and liquidity: The tale of three tiers. (2023). van Ness, Robert ; Griffith, Todd ; Davis, Ryan. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418123000137.

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2023Arbitrage in the market for cryptocurrencies. (2023). Zeisberger, Stefan ; Pelster, Matthias ; Crepelliere, Tommy. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418123000150.

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2023Insider trading regulation and trader migration. (2023). Palan, Stefan ; Merl, Robert ; Stockl, Thomas ; Schmidt, Dominik. In: Journal of Financial Markets. RePEc:eee:finmar:v:66:y:2023:i:c:s138641812300037x.

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2024Business seasonality and stock liquidity. (2024). Shang, Chenguang ; Marks, Joseph M. In: Journal of Financial Markets. RePEc:eee:finmar:v:67:y:2024:i:c:s1386418123000678.

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2024Does better liquidity for large orders attract institutional investors and analysts? Evidence from the Tick Size Pilot Program. (2024). Zhou, Jiayu ; Lin, Tse-Chun ; Deng, Mengdie. In: Journal of Financial Markets. RePEc:eee:finmar:v:67:y:2024:i:c:s138641812300068x.

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2023Judgment day: Algorithmic trading around the Swiss franc cap removal. (2023). Breedon, Francis ; Vause, Nicholas ; Ranaldo, Angelo ; Chen, Louisa. In: Journal of International Economics. RePEc:eee:inecon:v:140:y:2023:i:c:s0022199622001453.

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2023Capital market liberalization and opportunistic insider sales: Evidence from China. (2023). Dai, Yunhao ; Wang, LI ; Liu, Xiaojun. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s104244312200169x.

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2023Cross-country analysis of the effects of political uncertainty on stock price informativeness. (2023). Paudyal, Krishna ; Kwabi, Frank ; Fulgence, Samuel ; Hu, Wansu ; Boateng, Agyenim. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123000975.

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2024New insights into liquidity resiliency. (2024). Papavassiliou, Vassilios ; Boubaker, Sabri ; Osullivan, Conall ; Wafula, Ronald Wekesa. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001609.

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2023A machine learning attack on illegal trading. (2023). Prokhorov, Artem ; Leung, Henry ; James, Robert. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:148:y:2023:i:c:s0378426622003156.

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2023Sign matters: Stock-movement-based trading decisions of individual investors. (2023). Chen, Hung-Ling ; Rieger, Marc Oliver ; Muhl, Stefan ; Cao, JI. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:148:y:2023:i:c:s0378426622003193.

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2023Behavioral bias, distorted stock prices, and stock splits. (2023). Shang, Longfei ; Lin, Tse-Chun. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001449.

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2023Shades of trade: Dark trading and price efficiency. (2023). Watson, Ethan D ; McBrayer, Garrett A ; Egginton, Jared F. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:155:y:2023:i:c:s0378426623001954.

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2023The dynamics of leverage and the belief distribution of wealth. (2023). Sethi, Rajiv ; Datta, Bikramaditya. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:212:y:2023:i:c:p:20-31.

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2023Arbitrageurs in the Bitcoin ecosystem: Evidence from user-level trading patterns in the Mt. Gox exchange platform. (2023). Saggese, Pietro ; Bohme, Rainer ; Facchini, Angelo ; Dimitri, Nicola ; Belmonte, Alessandro. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:213:y:2023:i:c:p:251-270.

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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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article11
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.
[Full Text][Citation analysis]
article28
1992 Time and the Process of Security Price Adjustment. In: Journal of Finance.
[Citation analysis]
article526
1994 Market Statistics and Technical Analysis: The Role of Volume. In: Journal of Finance.
[Full Text][Citation analysis]
article390
1996 Cream-Skimming or Profit-Sharing? The Curious Role of Purchased Order Flow. In: Journal of Finance.
[Full Text][Citation analysis]
article201
1996 Liquidity, Information, and Infrequently Traded Stocks. In: Journal of Finance.
[Full Text][Citation analysis]
article484
2010Microstructure and Ambiguity In: Journal of Finance.
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article39
1985Preying for Time. In: Journal of Industrial Economics.
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article6
2015OPTIMAL EXECUTION HORIZON In: Mathematical Finance.
[Full Text][Citation analysis]
article5
1979The Postal Savings System in the Depression In: The Journal of Economic History.
[Full Text][Citation analysis]
article13
1992Adverse Selection and Large Trade Volume: The Implications for Market Efficiency In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
article41
2001How Stock Splits Affect Trading: A Microstructure Approach In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
article83
2010Factoring Information into Returns In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
article76
2016Differential Access to Price Information in Financial Markets In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
article17
2001If Youre So Smart, Why Arent You Rich? Belief Selection in Complete and Incomplete Markets In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper212
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 nother version. Agregated cites: 212
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 nother version. Agregated cites: 212
paper
1988Controlling a Stochastic Process with Unknown Parameters. In: Econometrica.
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article49
1999Choice without Beliefs In: Econometrica.
[Citation analysis]
article20
2009The market organism: Long-run survival in markets with heterogeneous traders In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article22
1993Economic natural selection In: Economics Letters.
[Full Text][Citation analysis]
article14
2011The characteristics of informed trading: Implications for asset pricing In: Journal of Empirical Finance.
[Full Text][Citation analysis]
article54
2003Microstructure and asset pricing In: Handbook of the Economics of Finance.
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chapter5
2014VPIN and the Flash Crash: A rejoinder In: Journal of Financial Markets.
[Full Text][Citation analysis]
article11
2014Leveling the trading field In: Journal of Financial Markets.
[Full Text][Citation analysis]
article8
1998Financial analysts and information-based trade In: Journal of Financial Markets.
[Full Text][Citation analysis]
article95
2009Trading networks with price-setting agents In: Games and Economic Behavior.
[Full Text][Citation analysis]
article49
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]
article28
1998Optimality and Natural Selection in Markets.(1998) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 28
paper
1998Optimality and Natural Selection in Markets.(1998) In: GE, Growth, Math methods.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 28
paper
2005Optimal guessing: Choice in complex environments In: Journal of Economic Theory.
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article4
2015Introduction to computer science and economic theory In: Journal of Economic Theory.
[Full Text][Citation analysis]
article5
2015Loss aversion, survival and asset prices In: Journal of Economic Theory.
[Full Text][Citation analysis]
article22
2018A case for incomplete markets In: Journal of Economic Theory.
[Full Text][Citation analysis]
article32
2015A Case for Incomplete Markets.(2015) In: Economics Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32
paper
2014The Case for Incomplete Markets.(2014) In: 2014 Meeting Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 32
paper
1982Introduction to the stability of rational expectations equilibrium In: Journal of Economic Theory.
[Full Text][Citation analysis]
article39
1982Learning to be rational In: Journal of Economic Theory.
[Full Text][Citation analysis]
article56
1982Characterization of optimal plans for stochastic dynamic programs In: Journal of Economic Theory.
[Full Text][Citation analysis]
article28
1984Rational expectations equilibrium: An alternative approach In: Journal of Economic Theory.
[Full Text][Citation analysis]
article24
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]
article234
2016Discerning information from trade data In: Journal of Financial Economics.
[Full Text][Citation analysis]
article35
2019From mining to markets: The evolution of bitcoin transaction fees In: Journal of Financial Economics.
[Full Text][Citation analysis]
article133
1987Price, trade size, and information in securities markets In: Journal of Financial Economics.
[Full Text][Citation analysis]
article771
2010Liquidity and valuation in an uncertain world In: Journal of Financial Economics.
[Full Text][Citation analysis]
article89
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 nother version. Agregated cites: 1
article
1981Stochastic Equilibrium and Optimality with Rolling Plans. In: International Economic Review.
[Full Text][Citation analysis]
article13
1979Stochastic Equilibrium and Optimality with Rolling Plans.(1979) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13
paper
1989Optimal Learning with Endogenous Data. In: International Economic Review.
[Full Text][Citation analysis]
article11
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 nother version. Agregated cites: 0
paper
2008Time-Varying Arrival Rates of Informed and Uninformed Trades In: Journal of Financial Econometrics.
[Full Text][Citation analysis]
article91
2002Time-Varying Arrival Rates of Informed and Uninformed Trades.(2002) In: Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 91
paper
1985An Equilibrium Analysis of Optimal Unemployment Insurance and Taxation In: The Quarterly Journal of Economics.
[Full Text][Citation analysis]
article13
1997One Day in the Life of a Very Common Stock. In: The Review of Financial Studies.
[Citation analysis]
article248
2009Ambiguity and Nonparticipation: The Role of Regulation In: The Review of Financial Studies.
[Full Text][Citation analysis]
article131
2012Flow Toxicity and Liquidity in a High-frequency World In: The Review of Financial Studies.
[Full Text][Citation analysis]
article161
2014Opaque Trading, Disclosure, and Asset Prices: Implications for Hedge Fund Regulation In: The Review of Financial Studies.
[Full Text][Citation analysis]
article24
1983The Economic Role of the Nonprofit Firm In: Bell Journal of Economics.
[Full Text][Citation analysis]
article58
2006Information, trade and incomplete markets In: Economic Theory.
[Full Text][Citation analysis]
article10
1993Rational Expectations and Rational Learning In: Game Theory and Information.
[Full Text][Citation analysis]
paper18

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