David Easley : Citation Profile

Cornell University (50% share)

30

H index

48

i10 index

5876

Citations

RESEARCH PRODUCTION:

60

Articles

18

Papers

1

Books

2

Chapters

RESEARCH ACTIVITY:

   47 years (1978 - 2025). See details.
   Cites by year: 125
   Journals where David Easley has often published
   Relations with other researchers
   Recent citing documents: 287.    Total self citations: 23 (0.39 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pea15
   Updated: 2025-12-27    RAS profile: 2025-04-09    
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Relations with other researchers

Works with:

Blume, Lawrence (2)

Halpern, Joseph (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 (44)

Dindo, Pietro (43)

Bottazzi, Giulio (42)

Guarino, Antonio (39)

Hautsch, Nikolaus (35)

Schenk-Hoppé, Klaus (30)

PASCUAL, ROBERTO (29)

Lof, Matthijs (29)

Hommes, Cars (26)

Cipriani, Marco (24)

He, Xuezhong (Tony) (23)

Cites to:

Blume, Lawrence (15)

Lee, Charles (6)

Brennan, Michael (6)

Amihud, Yakov (6)

Fama, Eugene (6)

Ready, Mark (6)

Lauterbach, Beni (4)

Nisan, Noam (4)

Subrahmanyam, Avanidhar (4)

Thaler, Richard (4)

Maskin, Eric (4)

Main data

Where David Easley has published?

Journals with more than one article published# docs
Journal of Economic Theory12
Journal of Finance8
The Review of Financial Studies6
Journal of Financial Economics4
Journal of Financial and Quantitative Analysis4
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
Papers / arXiv.org3
Economics Series / Institute for Advanced Studies2

Recent works citing David Easley (2025 and 2024)

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

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2025Bloated Disclosures: Can ChatGPT Help Investors Process Information?. (2025). Nikolaev, Valeri ; Muhn, Maximilian ; Kim, Alex. In: Papers. RePEc:arx:papers:2306.10224.

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2024A Dataset of Uniswap daily transaction indices by network. (2024). Cong, Lin ; Chemaya, Nir ; Zhang, Luyao ; Jorgensen, Emma ; Liu, Dingyue. In: Papers. RePEc:arx:papers:2312.02660.

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2024Forecasting Bitcoin Volatility: A Comparative Analysis of Volatility Approaches. (2024). Jeleskovic, Vahidin ; Chinazzo, Cristina. In: Papers. RePEc:arx:papers:2401.02049.

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2024Reference-dependent asset pricing with a stochastic consumption-dividend ratio. (2024). Yang, Yuting ; He, Xuedong ; Strub, Moris Simon ; de Gennaro, Luca. In: Papers. RePEc:arx:papers:2401.12856.

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2024On convergence of forecasts in prediction markets. (2024). Badulina, Nina ; Zhitlukhin, Mikhail ; Shatilovich, Dmitry. 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). Glielmo, Aldo ; Delli Gatti, Domenico ; Padoan, Tommaso ; Brusatin, Simone ; Coletta, Andrea. In: Papers. RePEc:arx:papers:2405.02161.

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2024Unwinding Toxic Flow with Partial Information. (2024). Boyce, Robert ; Neuman, Eyal ; Barzykin, Alexander. In: Papers. RePEc:arx:papers:2407.04510.

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2024Bellwether Trades: Characteristics of Trades influential in Predicting Future Price Movements in Markets. (2024). Ramdas, Tejas ; Wells, Martin T. In: Papers. RePEc:arx:papers:2409.05192.

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2024Coarse Descriptions and Cautious Preferences. (2024). Piermont, Evan ; Pivato, Marcus. In: Papers. RePEc:arx:papers:2409.06054.

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2024Information Asymmetry Index: The View of Market Analysts. (2024). Decourt, Roberto Frota ; Protin, Philippe ; Almeida, Heitor. In: Papers. RePEc:arx:papers:2409.06272.

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2025On the Viability of Open-Source Financial Rails: Economic Security of Permissionless Consensus. (2025). Pass, Rafael ; Leshno, Jacob D ; Shi, Elaine. In: Papers. RePEc:arx:papers:2409.08951.

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2025Macroscopic properties of equity markets: stylized facts and portfolio performance. (2025). Wong, Ting-Kam Leonard ; Campbell, Steven ; Song, Qien. In: Papers. RePEc:arx:papers:2409.10859.

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2024Hybrid Vector Auto Regression and Neural Network Model for Order Flow Imbalance Prediction in High Frequency Trading. (2024). Rahman, Abdul ; Upadhye, Neelesh. In: Papers. RePEc:arx:papers:2411.08382.

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2025Market Making with Fads, Informed, and Uninformed Traders. (2025). , Leandro ; Mathieu, Adrien ; Barucci, Emilio. In: Papers. RePEc:arx:papers:2501.03658.

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2025Intraday order transition dynamics in high, medium, and low market cap stocks: A Markov chain approach. (2025). Luwang, SR ; Petroni, F ; Nurujjaman, MD ; Rai, A. In: Papers. RePEc:arx:papers:2502.07625.

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2025Deep Learning for VWAP Execution in Crypto Markets: Beyond the Volume Curve. (2025). Genet, Remi. In: Papers. RePEc:arx:papers:2502.13722.

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2025Assessing Uncertainty in Stock Returns: A Gaussian Mixture Distribution-Based Method. (2025). Wang, Yanlong ; Xu, Jian ; Huang, Shao-Lun ; Sun, Danny Dongning ; Zhang, Xiao-Ping. In: Papers. RePEc:arx:papers:2503.06929.

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2025Do You Know What I Mean? A Syntactic Representation for Differential Bounded Awareness. (2025). Quiggin, John ; Guerdjikova, Ani ; Piermont, Evan. In: Papers. RePEc:arx:papers:2506.16901.

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2025The Autonomy of the Lightning Network: A Mathematical and Economic Proof of Structural Decoupling from BTC. (2025). Wright, Craig Steven. In: Papers. RePEc:arx:papers:2506.19333.

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2025Multifractality in Bitcoin Realised Volatility: Implications for Rough Volatility Modelling. (2025). Pontiggia, Milan. In: Papers. RePEc:arx:papers:2507.00575.

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2025Robust Voting under Uncertainty. (2025). Nakada, Satoshi ; Ui, Takashi ; Nitzan, Shmuel. In: Papers. RePEc:arx:papers:2507.22655.

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2025Ultrafast Extreme Events: Empirical Analysis of Mechanisms and Recovery in a Historical Perspective. (2025). Guhr, Thomas ; Heckens, Anton J ; Henrichs, Luca. In: Papers. RePEc:arx:papers:2509.10376.

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2025A study about who is interested in stock splitting and why: considering companies, shareholders or managers. (2025). Chen, Jiaquan Nicholas ; Ausloos, Marcel. In: Papers. RePEc:arx:papers:2510.15879.

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2025An extreme Gradient Boosting (XGBoost) Trees approach to Detect and Identify Unlawful Insider Trading (UIT) Transactions. (2025). Griva, Igor ; Neupane, Krishna. In: Papers. RePEc:arx:papers:2511.08306.

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2025The disclosure of information about the range of asset value in market. (2025). Su, Jianhao ; Zhang, Yanliang. In: Papers. RePEc:arx:papers:2511.11405.

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

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2024Assessing Effect of Market Sentiment on Pricing of European Currency Options €Ž. (2024). Dammak, Wael. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:8:y:2024:i:6:p:1224-1244.

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2025Belief-neutral efficiency in financial markets. (2025). Riedel, Frank ; Beissner, Patrick. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:702.

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2024The flow‐performance puzzle: Insights from passive and active ETFs. (2024). Yousefi, Hamed ; Najand, Mohammad ; Sun, Licheng. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:3623-3656.

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

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2024A review on ESG investing: Investors’ expectations, beliefs and perceptions. (2024). Stefanova, Denitsa ; Kräussl, Roman ; Oladiran, Tobi ; Krussl, Roman. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:2:p:476-502.

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2024Is research on hedge fund performance published selectively? A quantitative survey. (2024). Novak, Jiri ; Irsova, Zuzana ; Havranek, Tomas ; Yang, Fan. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:4:p:1085-1131.

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2024Segmentation of the Chinese stock market: A review. (2024). Yang, Yahui ; Xiong, Kainan ; Peng, Zhe. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:4:p:1156-1198.

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2024Informed Trading Intensity. (2024). Muravyev, Dmitriy ; Fos, Vyacheslav ; Bogousslavsky, Vincent. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:2:p:903-948.

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2024Utility Tokens as a Commitment to Competition. (2024). Sverchkov, Ruslan ; Gupta, Deeksha ; Goldstein, Itay. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:6:p:4197-4246.

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2024Relative Performance Evaluation and Strategic Peer‐Harming Disclosures. (2024). Bloomfield, Matthew J ; Heinle, Mirko S ; Timmermans, Oscar. In: Journal of Accounting Research. RePEc:bla:joares:v:62:y:2024:i:3:p:877-933.

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2025Climate Sentiment-Induced Stock Liquidity. (2025). Yaghoubi, Mona ; Das, Kuntal K. In: Working Papers in Economics. RePEc:cbt:econwp:25/12.

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2024Optimal Fees and Equilibrium in Crypto Markets. (2024). luciano, elisa. In: Carlo Alberto Notebooks. RePEc:cca:wpaper:722.

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2024GENERAL EQUILIBRIUM DYNAMICS FOR INCOMPLETE MARKETS: NUMERICAL EXAMPLES. (2024). Arajo, Alosio ; Raad, Rodrigo Jardim. In: Textos para Discussão Cedeplar-UFMG. RePEc:cdp:texdis:td677.

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2024On the Psychological Foundations of Ambiguity and Compound Risk Aversion. (2024). Fehr, Ernst ; Hofland, Sean ; Schonger, Martin ; Wu, Keyu. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11150.

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2024The Great Depression as a Savings Glut. (2024). Monnet, Eric ; Degorce, Victor. In: Working Papers. RePEc:cii:cepidt:2024-14.

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2024Latency Tradeoffs in Blockchain Capacity Management. (2024). Fabi, Michele. In: Working Papers. RePEc:crs:wpaper:2024-10.

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2024Cream-skimming through PPAs – Interactions between Private and Public Long-term Contracts for Renewable Energy. (2024). Kroger, Mats. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2092.

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2025Fear of missing out and cryptocurrency miners: Evidence from Dogecoin and Litecoin. (2025). Ryu, Doojin ; Lee, Geul. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:46:y:2025:i:c:s2214635025000401.

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2024Moments of undersampled distributions: Application to the size of epidemics. (2024). Corral, Alvaro. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:181:y:2024:i:c:s096007792400242x.

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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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2024Climate shocks, institutional investors, and the information content of stock prices. (2024). Martin-Flores, Jose M ; Blanco, Ivan ; Remesal, Alvaro. In: Journal of Corporate Finance. RePEc:eee:corfin:v:86:y:2024:i:c:s0929119924000294.

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2024Indirect effects of trading restrictions. (2024). Tang, Yizhou ; Wang, Shujing ; Zhong, Ninghua ; Yan, Hongjun. In: Journal of Corporate Finance. RePEc:eee:corfin:v:86:y:2024:i:c:s0929119924000427.

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2024Signaling through timing of stock splits. (2024). Iannino, Maria Chiara ; Zhuk, Sergey ; Zhang, Min. In: Journal of Corporate Finance. RePEc:eee:corfin:v:87:y:2024:i:c:s0929119924000725.

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2025Economics of Ethereum. (2025). John, Kose ; Schwarz-Schilling, Caspar ; Monnot, Barnab ; Mueller, Peter ; Saleh, Fahad. In: Journal of Corporate Finance. RePEc:eee:corfin:v:91:y:2025:i:c:s0929119924001809.

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2025Dark trading volume and market quality: A natural experiment. (2025). Puckett, Andy ; Kelley, Eric K ; Farley, Ryan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:91:y:2025:i:c:s0929119925000100.

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2025Number of numbers: Does a greater proportion of quantitative textual disclosure reduce information risk?. (2025). Campbell, John L ; Zheng, Xin ; Zhou, Dexin. In: Journal of Corporate Finance. RePEc:eee:corfin:v:94:y:2025:i:c:s0929119925000811.

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2025Dark Trading and Stock-based CEO Pay. (2025). Rzayev, Khaladdin ; Savaser, Tanseli ; Sisli-Ciamarra, Elif. In: Journal of Corporate Finance. RePEc:eee:corfin:v:94:y:2025:i:c:s0929119925001166.

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2025The nexus of overnight trend and asset prices in China. (2025). Li, Youwei ; Guo, Jiaqi ; Han, Xing. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:170:y:2025:i:c:s0165188924001891.

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2025Regulator as a minority shareholder: How does public-plus-private enforcement affect investment-to-price sensitivity?. (2025). Jin, Shuchang ; Xiong, Zhitao ; Hu, YI. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:1790-1815.

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2025Virtue over Deception: Confucian Culture and Corporate Greenwashing Behavior. (2025). Song, Zenglu ; Lu, Jinjing ; Xu, Xinkuo. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:86:y:2025:i:c:p:1569-1591.

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2024Do corporate managers glean information from their stock prices? New evidence from Chinas strategic emerging industries. (2024). Ren, Pengyue ; Zhang, Teng ; Liu, Xuan ; Xu, Zhiwei. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002311.

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2025Examining Chinese volume–volatility nexus: A regime-switching perspective. (2025). Yan, Yayi ; Xia, Yingcun ; Wang, Shaoping. In: Economic Modelling. RePEc:eee:ecmode:v:144:y:2025:i:c:s0264999324003407.

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2025Explaining the causality between trading volume and stock returns: What drives its cross-quantile patterns?. (2025). Gebka, Bartosz. In: Economic Modelling. RePEc:eee:ecmode:v:148:y:2025:i:c:s0264999325000720.

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2025The momentum life cycle re-examined: Using incongruent value-growth to identify the momentum stage of stocks. (2025). Forner, Carlos. In: Economic Modelling. RePEc:eee:ecmode:v:149:y:2025:i:c:s026499932500104x.

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2025Volatility estimation through stochastic processes: Evidence from cryptocurrencies. (2025). Harasheh, Murad ; Bouteska, Ahmed. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pb:s1062940824002456.

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2025Reaction of the U.S. Treasury market to economic news when intrapersonal uncertainty and interpersonal disagreement are high. (2025). Ozocak, Onem. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002821.

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2025Ambiguity and stock price crash risk: Evidence from China. (2025). Guo, Shuxin ; Liu, Qiang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:79:y:2025:i:c:s1062940825000981.

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2024Probability distortion and non-participation. (2024). Wang, Lunyi ; Zhang, Shunming. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s0165176524004737.

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2025The impact of heterogeneous consumption and productivity expectations on factor risk premia. (2025). Umlandt, Dennis ; Symann, Paul ; Bauer, Christian. In: Economics Letters. RePEc:eee:ecolet:v:247:y:2025:i:c:s0165176524006037.

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2025Knight in shining armor: Ambiguity and gold prices. (2025). Karahan, Cenk C. In: Economics Letters. RePEc:eee:ecolet:v:248:y:2025:i:c:s0165176525000552.

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

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2025An adoption model of cryptocurrencies. (2025). Urquhart, Andrew ; Sakkas, Athanasios ; Rzayev, Khaladdin. In: European Journal of Operational Research. RePEc:eee:ejores:v:323:y:2025:i:1:p:253-266.

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2025Message traffic and short-term illiquidity in high-speed markets. (2025). Pascual, Roberto ; Yage, Jos ; Nawn, Samarpan ; Massot, Magdalena ; Abad, David. In: Emerging Markets Review. RePEc:eee:ememar:v:65:y:2025:i:c:s1566014124001468.

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2024Trading volume shares and market quality: Pre- and post- zero commissions. (2024). O'Donoghue, Shawn M ; Zhao, LE ; Jain, Pankaj K ; Mishra, Suchismita. In: Journal of Empirical Finance. RePEc:eee:empfin:v:79:y:2024:i:c:s0927539824000987.

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2025Smart beta, “smarter” flows. (2025). Zhan, Xintong ; Xiao, Zhanbing ; Song, Linjia ; Cao, Jie ; Hsu, Jason C. In: Journal of Empirical Finance. RePEc:eee:empfin:v:81:y:2025:i:c:s0927539825000027.

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2025The AH premium: A tale of “siamese twin” stocks. (2025). Zhang, Tongbin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:81:y:2025:i:c:s0927539825000210.

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2025Unlocking efficiency: How capital market liberalization shapes firm productivity. (2025). Deng, Nan ; Zhou, Lu Jolly ; Li, Chenchen. In: Journal of Empirical Finance. RePEc:eee:empfin:v:82:y:2025:i:c:s0927539825000465.

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2024ESG ratings and the cost of equity capital in China. (2024). Zhao, YU ; Li, Yunzhong ; Tao, Yunqing ; Ye, Chengfang. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324003931.

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2024Market volatilities vs oil shocks: Which dominate the relative performance of green bonds?. (2024). Wei, YU ; Liu, Yuntong ; Wang, Yizhi ; Zhou, Chunyan ; Shi, Chunpei. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004171.

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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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2025Does carbon news influence carbon prices?–Taking Chinas carbon market as an example. (2025). Sun, Tao ; Zhang, Heng-Guo. In: Energy. RePEc:eee:energy:v:333:y:2025:i:c:s0360544225029810.

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2025Exchange traded products: Taxonomy, risk and mitigations. (2025). Orlando, Giuseppe. In: International Review of Financial Analysis. RePEc:eee:finana:v:101:y:2025:i:c:s1057521925000560.

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2025What determines Bitcoins price over the past decade?. (2025). Zhang, Xinyu ; Wei, Yunjie ; Wang, Shouyang ; Chen, Muying. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925002613.

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2025How does social media shape stock liquidity? The role of investor online communication networks. (2025). Cao, Jie ; Zou, Zhongyang ; Xiong, Xiong ; Yang, Xin. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925003230.

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2025The effect of NYSE American’s latency delay on informed trading. (2025). Xu, KE ; Morris, Jeremy. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925004533.

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2025Risk factors in cryptocurrency pricing. (2025). Frömmel, Michael ; Frmmel, Michael ; Lan, Tian. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925004764.

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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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2024Bursting the bitcoin bubble: Do market prices reflect fundamental bitcoin value?. (2024). Podhorsky, Andrea. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000905.

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2024Information shocks and short-term market overreaction: The role of investor attention. (2024). Meng, Yongqiang ; Xiong, Xiong ; Li, Xiao. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001510.

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2024Determinants of corporate credit ratings: Does ESG matter?. (2024). Yew, Rand Kwong ; Michalski, Lachlan. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001601.

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2024Going mainstream: Cryptocurrency narratives in newspapers. (2024). Walker, Clive B. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002370.

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2024Effect of stock liquidity on the economic value of patents: Evidence from U.S. patent data. (2024). Im, Hyun Joong ; Selvam, Srinivasan. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002461.

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2024State ownership, probability of informed trading, and profitability potential: Evidence from the Warsaw Stock Exchange. (2024). Kropiski, Pawe ; Pudo, Mikoaj ; Bosek, Bartomiej. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924002977.

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2024The impact of cryptocurrency-related cyberattacks on return, volatility, and trading volume of cryptocurrencies and traditional financial assets. (2024). Molnar, Peter ; Storsveen, Mattis ; Cheraghali, Hamid ; Veliqi, Florent. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003715.

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2025Does idiosyncratic volatility always reflect transparency? Evidence from Chinese equity and bond markets. (2025). Corbet, Shaen ; Shen, Dehua ; Goodell, John W ; Chang, Yuyan. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007993.

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

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2024Informed trading and cryptocurrencies. New evidence using tick-by-tick data. (2024). Natashekara, Karthik ; Sampath, Aravind. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612323012813.

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2024Internet stock message boards and the price–volume relationship: Registered users vs non-registered users. (2024). Shen, Dehua ; Zhang, Zuochao. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000941.

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2024How does the social responsibility preference of funds affect stock price synchronicity?. (2024). Lin, Yajia ; Yi, Wenyu ; Liu, Jianxiang. In: Finance Research Letters. RePEc:eee:finlet:v:65:y:2024:i:c:s1544612324006263.

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2024Ambiguous investor sentiment. (2024). Wei, Xiaopeng ; Wagner, Moritz. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s1544612324008031.

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2024A bibliometric review of Market Microstructure literature: Current status, development, and future directions. (2024). Thomas, Sony ; Chalissery, Meera Davi ; Krishnan, Anand. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324011164.

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2024Some stylized facts about bitcoin halving. (2024). Lashkaripour, Mohammadhossein. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324012273.

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2024The impact of stock index futures margin levels on market quality. (2024). Gao, Yuandong ; Liu, Zhongshan ; Feng, Ting ; Gong, Mengyao. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324013345.

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2024Prototyping to address cognitive gaps in Distributed Ledger investments. (2024). Dowling, Michael ; Wu, Han ; Wei, Tian. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324013382.

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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]		article13
2021Constructive Decision Theory In: Papers.
[Full Text][Citation analysis]		paper9
2021Constructive decision theory.(2021) In: Journal of Economic Theory.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		article
2009Constructive Decision Theory.(2009) In: Economics Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2022Learning Financial Networks with High-frequency Trade Data In: Papers.
[Full Text][Citation analysis]		paper0
2025Markets with Heterogeneous Agents: Dynamics and Survival of Bayesian vs. No-Regret Learners In: Papers.
[Full Text][Citation analysis]		paper0
1983 Consensus Beliefs Equilibrium and Market Efficiency. In: Journal of Finance.
[Full Text][Citation analysis]		article0
1991 Order Form and Information in Securities Markets. In: Journal of Finance.
[Full Text][Citation analysis]		article30
1992 Time and the Process of Security Price Adjustment. In: Journal of Finance.
[Citation analysis]		article542
1994 Market Statistics and Technical Analysis: The Role of Volume. In: Journal of Finance.
[Full Text][Citation analysis]		article401
1996 Cream-Skimming or Profit-Sharing? The Curious Role of Purchased Order Flow. In: Journal of Finance.
[Full Text][Citation analysis]		article210
1996 Liquidity, Information, and Infrequently Traded Stocks. In: Journal of Finance.
[Full Text][Citation analysis]		article512
2002Is Information Risk a Determinant of Asset Returns? In: Journal of Finance.
[Full Text][Citation analysis]		article402
2010Microstructure and Ambiguity In: Journal of Finance.
[Full Text][Citation analysis]		article40
1985Preying for Time. In: Journal of Industrial Economics.
[Full Text][Citation analysis]		article6
2015OPTIMAL EXECUTION HORIZON In: Mathematical Finance.
[Full Text][Citation analysis]		article4
2010Networks, Crowds, and Markets In: Cambridge Books.
[Citation analysis]		book354
1979The Postal Savings System in the Depression In: The Journal of Economic History.
[Full Text][Citation analysis]		article15
1992Adverse Selection and Large Trade Volume: The Implications for Market Efficiency In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article44
2001How Stock Splits Affect Trading: A Microstructure Approach In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article86
2010Factoring Information into Returns In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article86
2016Differential Access to Price Information in Financial Markets In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article20
2001If Youre So Smart, Why Arent You Rich? Belief Selection in Complete and Incomplete Markets In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper220
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: 220		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: 220		paper
1988Controlling a Stochastic Process with Unknown Parameters. In: Econometrica.
[Full Text][Citation analysis]		article50
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]		article24
1993Economic natural selection In: Economics Letters.
[Full Text][Citation analysis]		article16
2011The characteristics of informed trading: Implications for asset pricing In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article57
2003Microstructure and asset pricing In: Handbook of the Economics of Finance.
[Full Text][Citation analysis]		chapter7
2014VPIN and the Flash Crash: A rejoinder In: Journal of Financial Markets.
[Full Text][Citation analysis]		article12
2014Leveling the trading field In: Journal of Financial Markets.
[Full Text][Citation analysis]		article9
1998Financial analysts and information-based trade In: Journal of Financial Markets.
[Full Text][Citation analysis]		article100
2009Trading networks with price-setting agents In: Games and Economic Behavior.
[Full Text][Citation analysis]		article52
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]		article29
1998Optimality and Natural Selection in Markets.(1998) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 29		paper
1998Optimality and Natural Selection in Markets.(1998) In: GE, Growth, Math methods.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 29		paper
2005Optimal guessing: Choice in complex environments In: Journal of Economic Theory.
[Full Text][Citation analysis]		article4
2015Introduction to computer science and economic theory In: Journal of Economic Theory.
[Full Text][Citation analysis]		article6
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]		article35
2015A Case for Incomplete Markets.(2015) In: Economics Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 35		paper
2014The Case for Incomplete Markets.(2014) In: 2014 Meeting Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 35		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]		article57
1982Characterization of optimal plans for stochastic dynamic programs In: Journal of Economic Theory.
[Full Text][Citation analysis]		article30
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]		article240
2016Discerning information from trade data In: Journal of Financial Economics.
[Full Text][Citation analysis]		article38
2019From mining to markets: The evolution of bitcoin transaction fees In: Journal of Financial Economics.
[Full Text][Citation analysis]		article196
1987Price, trade size, and information in securities markets In: Journal of Financial Economics.
[Full Text][Citation analysis]		article805
2010Liquidity and valuation in an uncertain world In: Journal of Financial Economics.
[Full Text][Citation analysis]		article97
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
2023StableFees: A Predictable Fee Market for Cryptocurrencies In: Management Science.
[Full Text][Citation analysis]		article1
2021Microstructure in the Machine Age In: NBER Chapters.
[Citation analysis]		chapter17
2021Microstructure in the Machine Age.(2021) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		article
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]		article97
2002Time-Varying Arrival Rates of Informed and Uninformed Trades.(2002) In: Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 97		paper
1985An Equilibrium Analysis of Optimal Unemployment Insurance and Taxation In: The Quarterly Journal of Economics.
[Full Text][Citation analysis]		article13
2021The Active World of Passive Investing* In: Review of Finance.
[Full Text][Citation analysis]		article22
1997One Day in the Life of a Very Common Stock. In: The Review of Financial Studies.
[Citation analysis]		article258
2009Ambiguity and Nonparticipation: The Role of Regulation In: The Review of Financial Studies.
[Full Text][Citation analysis]		article151
2012Flow Toxicity and Liquidity in a High-frequency World In: The Review of Financial Studies.
[Full Text][Citation analysis]		article182
2014Opaque Trading, Disclosure, and Asset Prices: Implications for Hedge Fund Regulation In: The Review of Financial Studies.
[Full Text][Citation analysis]		article26
2023Financial Market Ethics In: The Review of Financial Studies.
[Full Text][Citation analysis]		article1
1983The Economic Role of the Nonprofit Firm In: Bell Journal of Economics.
[Full Text][Citation analysis]		article61
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]		paper18

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team