David Easley : Citation Profile

Cornell University (50% share)

30

H index

50

i10 index

6309

Citations

RESEARCH PRODUCTION:

60

Articles

18

Papers

1

Books

2

Chapters

RESEARCH ACTIVITY:

   45 years (1978 - 2023). See details.
   Cites by year: 140
   Journals where David Easley has often published
   Relations with other researchers
   Recent citing documents: 291.    Total self citations: 24 (0.38 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pea15
   Updated: 2026-08-29    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 (45)

Dindo, Pietro (43)

Bottazzi, Giulio (42)

Guarino, Antonio (39)

Hautsch, Nikolaus (37)

Lof, Matthijs (31)

Schenk-Hoppé, Klaus (30)

PASCUAL, ROBERTO (29)

Hommes, Cars (26)

Grammig, Joachim (24)

He, Xuezhong (Tony) (24)

Cites to:

Blume, Lawrence (15)

Brennan, Michael (6)

Amihud, Yakov (6)

Ready, Mark (6)

Fama, Eugene (6)

Lee, Charles (6)

Thaler, Richard (4)

Levine, David (4)

Lauterbach, Beni (4)

Gilboa, Itzhak (4)

Nisan, Noam (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
International Economic Review3
Journal of Financial Markets3

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 (2026 and 2025)

YearTitle of citing document
2025High-Volume Return Premium on the Warsaw Stock Exchange: evidence, drivers, and strategy design. (2025). Waojtowicz, Tomasz ; Sieradzan, Olga. In: Managerial Economics. RePEc:agh:journl:v:26:y:2025:i:2:p:265-290.

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2026Fast but noisy: Why options react first in agricultural derivatives markets. (2026). Serra, Teresa ; Ma, Richie. In: 2026 Annual Meeting, July 26 - 28, 2026, Kansas City, Missouri. RePEc:ags:aaea26:404352.

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2026One contract, two deals: Electronic trading design of exchange-traded calendar spreads. (2026). Irwin, Scott H ; Peterson, Brian G ; Serra, Teresa ; Ma, Richie R. In: 3rd ASEAN University Symposium for Sustainable Food Systems, Faculty of Agriculture, Chiang Mai University, Thailand, May 21-22, 2026. RePEc:ags:asea26:404829.

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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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2026Social Learning of General Rules. (2023). Wang, Xinyang ; Arellano, Enrique Urbano. In: Papers. RePEc:arx:papers:2310.15861.

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2026Detecting Toxic Flow. (2023). , Leandro ; Duran-Martin, Gerardo ; 'Alvaro Cartea, . In: Papers. RePEc:arx:papers:2312.05827.

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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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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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2026Market 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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2026Do 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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2026Multifractality 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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2026Ultrafast 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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2026The 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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2025Learning Paths to Multi-Sector Equilibrium: Belief Dynamics Under Uncertain Returns to Scale. (2025). Wigniolle, Bertrand ; Nasini, Stefano ; Nessah, Rabia. In: Papers. RePEc:arx:papers:2512.07013.

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2025Interpretable Hypothesis-Driven Trading:A Rigorous Walk-Forward Validation Framework for Market Microstructure Signals. (2025). Lamptey, William ; Deep, Gagan. In: Papers. RePEc:arx:papers:2512.12924.

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2025Sources and Nonlinearity of High Volume Return Premium: An Empirical Study on the Differential Effects of Investor Identity versus Trading Intensity (2020-2024). (2025). Kang, Sungwoo. In: Papers. RePEc:arx:papers:2512.14134.

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2026Calibrated Mechanism Design. (2026). Smolin, Alex ; Doval, Laura. In: Papers. RePEc:arx:papers:2512.17858.

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2026Optimal Signal Extraction from Order Flow: A Matched Filter Perspective on Normalization and Market Microstructure. (2026). Kang, Sungwoo. In: Papers. RePEc:arx:papers:2512.18648.

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2026From No-Regret to Strategically Robust Learning in Repeated Auctions. (2026). Zhao, Junyao. In: Papers. RePEc:arx:papers:2601.03853.

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2026Cross-Market Alpha: Testing Short-Term Trading Factors in the U.S. Market via Double-Selection LASSO. (2026). Ulrich, Maxim ; Indu, J ; Walter, Alexander. In: Papers. RePEc:arx:papers:2601.06499.

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2026An Explainable Market Integrity Monitoring System with Multi-Source Attention Signals and Transparent Scoring. (2026). Neela, Sandeep. In: Papers. RePEc:arx:papers:2601.15304.

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2026Attitudes Toward Ambiguity Among Self-employed and Incorporated Entrepreneurs. (2026). Fossen, Frank ; Gutierrez, C'Edric ; Aastebro, Thomas. In: Papers. RePEc:arx:papers:2603.14148.

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2026Forecasting duration in high-frequency financial data using a self-exciting flexible residual point process. (2026). Lee, Kyungsub. In: Papers. RePEc:arx:papers:2604.00346.

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2026Early Detection of Latent Microstructure Regimes in Limit Order Books. (2026). Hiremath, Vruksha Arun. In: Papers. RePEc:arx:papers:2604.20949.

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2026ForesightFlow: An Information Leakage Score Framework for Prediction Markets. (2026). Nechepurenko, Maksym. In: Papers. RePEc:arx:papers:2605.00493.

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2026Structural Limits of OHLCV-Based Intraday Signals in MNQ Futures: A Systematic Falsification Study. (2026). Mesfin, Mathias. In: Papers. RePEc:arx:papers:2605.04004.

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2026A Validated Volatility-Volume-Gap Classifier for Regime Identification in MNQ Intraday Data. (2026). Mesfin, Mathias. In: Papers. RePEc:arx:papers:2605.11423.

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2026The Privacy Subsidy in Glosten-Milgrom: Bid-Ask Spread and Welfare under Flip-Noise Direction Observation. (2026). Nakamura, Yuki. In: Papers. RePEc:arx:papers:2605.19742.

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2026Strategic Users in a Priority Queue with Bulk Service on Blockchains. (2026). Kim, Kyoung-Kuk ; Seo, Donghwa. In: Papers. RePEc:arx:papers:2606.01274.

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2026Mind the Gap in the Mining Game. (2026). Seo, Donghwa ; Kim, Kyoung-Kuk. In: Papers. RePEc:arx:papers:2606.03153.

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2026Polymarket-v1 Database. (2026). Yang, Rui ; Qin, Boka. In: Papers. RePEc:arx:papers:2606.04217.

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2026Axiomatic Market Making. (2026). , Frank. In: Papers. RePEc:arx:papers:2606.09454.

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2026Mean-Variance Optimization in Ambiguous Financial Markets with Learning. (2026). MacKay, Anne ; Bauerle, Nicole. In: Papers. RePEc:arx:papers:2606.11318.

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2026Financial Epiplexity: A Theory of Learnable Market Structure under Bounded Computation. (2026). Noguer, Miquel. In: Papers. RePEc:arx:papers:2607.02695.

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2026Volatility in Prediction Markets: A Structural Approach. (2026). Moallemi, Ciamac C ; Wang, Shouqiao ; Pai, Mallesh. In: Papers. RePEc:arx:papers:2607.08199.

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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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2026The Pricing of Stock Uncertainty Under Short‐Sale Constraints in the China Stock Market. (2026). Chien, Yiching ; Huang, Yunhao ; Xing, Shuai ; Li, Nan. In: Accounting and Finance. RePEc:bla:acctfi:v:66:y:2026:i:2:p:1322-1345.

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2025Media coverage and the cost of equity capital around the world. (2025). Gao, Xin ; Xu, Weidong ; Xing, LU ; Li, Donghui. In: Financial Management. RePEc:bla:finmgt:v:54:y:2025:i:3:p:585-631.

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2025Stakeholder orientation and insider trading. (2025). Akbulut, Mehmet E ; Ucar, Erdem ; Staer, Arsenio. In: The Financial Review. RePEc:bla:finrev:v:60:y:2025:i:3:p:761-798.

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2025Corporate strategy uniqueness and cash holdings. (2025). Sun, Zhenzhen ; Li, Yifei ; Zhang, Rongrong. In: The Financial Review. RePEc:bla:finrev:v:60:y:2025:i:4:p:1129-1160.

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2025The impact of democracy on liquidity and information asymmetry for NYSE cross‐listed stocks. (2025). Elliott, Teressa ; Su, Qing ; Kim, Jangchul. In: International Review of Finance. RePEc:bla:irvfin:v:25:y:2025:i:1:n:e12469.

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2025The informational role of cross‐border trading: Evidence from the intraday price discovery in China. (2025). Lu, Yuan ; Chan, Kalok. In: International Review of Finance. RePEc:bla:irvfin:v:25:y:2025:i:1:n:e70008.

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2025Displacement of labor by capital: Its implication on stock liquidity. (2025). Su, Qing ; Kim, Jangchul ; Mazumder, Sharif. In: International Review of Finance. RePEc:bla:irvfin:v:25:y:2025:i:2:n:e70026.

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2025Does options trading affect audit pricing?. (2025). Puwanenthiren, Premkanth ; Ali, Muhammad Jahangir ; Theobald, Michael ; Duong, Huu Nhan ; Balachandran, Balasingham. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:52:y:2025:i:1:p:609-651.

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2026Crashing in the Dark? Dark Trading and Stock Price Crashes. (2026). Shaw, Kenneth W ; Chakrabarty, Bidisha ; Wang, XU. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:53:y:2026:i:1:p:243-265.

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2026Liquidity, Information Production, and Corporate Financing Decisions. (2026). Im, Hyun Joong ; Noe, Thomas ; Cheung, William. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:53:y:2026:i:1:p:487-524.

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2026The Real Effect of the Investor State: Evidence From Chinas Belt and Road Initiative. (2026). Kong, Xiangting ; Chen, Shenglan ; Liu, Xiaoling ; Lin, Karen Jingrong. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:53:y:2026:i:2:p:867-895.

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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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2026Empirical Market Microstructure Models: A Review of Trading Behavior, Liquidity, and Price Formation. (2026). Kiema, Harrison ; Kaplelach, Samson ; Omar, Farzan A. In: East African Finance Journal. RePEc:cwk:eafjke:2026-19.

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2025Reverse herding behavior in the Malaysian stock market: a wavelet multiple cross-correlation analysis. (2025). Karim, Zulkefly Abdul ; Yahya, Yusri ; Shah, Mohd Azlan ; Mohd, Abdul Hafizh. In: Economics Bulletin. RePEc:ebl:ecbull:eb-25-00052.

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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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2025The effect of stock market manipulation on investor behavioral bias. (2025). Chen, Zhenshan ; Zhang, Jingru ; Liu, Jie. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:47:y:2025:i:c:s2214635025000711.

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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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2025Registration system reform, information environment, and market manipulation. (2025). Wu, Weili ; Liu, Xiao ; Jiang, JI ; Chen, Yangfa. In: Journal of Corporate Finance. RePEc:eee:corfin:v:93:y:2025:i:c:s0929119925000653.

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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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2026What data have told us about decentralized finance. (2026). Len, Jaime Castillo ; Lehar, Alfred. In: Journal of Corporate Finance. RePEc:eee:corfin:v:96:y:2026:i:c:s0929119925001841.

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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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2025Ambiguity and information tradeoffs. (2025). Aliyev, Nihad. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:179:y:2025:i:c:s0165188925001460.

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2025Learning to bet (rationally) with logs. (2025). Zhou, H ; Carvajal, A. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:180:y:2025:i:c:s0165188925001472.

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2026Ambiguity overprecision and optimal capital requirements in continuous time. (2026). Li, Jingyuan ; Tian, Weidong ; Lin, Qian. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:183:y:2026:i:c:s0165188925002064.

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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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2025Global geopolitical risk and stock price informativeness. (2025). Li, Yunzhong ; Shum, Wai Yan ; Wang, Fuxiang ; Lai, Fujun. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:87:y:2025:i:c:p:2279-2297.

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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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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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2025Beyond the conditional mean: The impact of trading intensity on the full distribution of extreme returns. (2025). Luo, Yun. In: Economics Letters. RePEc:eee:ecolet:v:255:y:2025:i:c:s0165176525003349.

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2026Multi-horizon test for market frictions. (2026). Yang, Xiye ; Li, Merrick Z. In: Journal of Econometrics. RePEc:eee:econom:v:253:y:2026:i:c:s0304407625002246.

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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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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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2026Information salience, investor attention, and stock price crash risk. (2026). Li, Zhibing ; Chen, Zhenshan ; Liu, Xiaoyu. In: Journal of Empirical Finance. RePEc:eee:empfin:v:85:y:2026:i:c:s0927539825000921.

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2025The impact of informed trading on liquidity in Chinese crude oil futures. (2025). Huang, Zihuang ; Wang, Shaokun ; Li, Kaifeng. In: Energy Economics. RePEc:eee:eneeco:v:150:y:2025:i:c:s0140988325006590.

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2026Informed trading and the fossil fuel industrys influence over UN climate meetings. (2026). Ling, Xin ; Chen, Xiaoyan ; Smith, Tom ; Rajabi, Mona Mashhadi ; Linnenluecke, Martina. In: Energy Economics. RePEc:eee:eneeco:v:153:y:2026:i:c:s0140988325008953.

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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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2026Natural disasters and stock return co-movement: Fundamental change vs. attention distraction. (2026). Li, Xiao ; Qian, Wanyu. In: International Review of Financial Analysis. RePEc:eee:finana:v:109:y:2026:i:c:s1057521925009159.

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2026Audit partner rotation-back and short sellers front running: Evidence from the Chinese stock market. (2026). Liu, Yuyu ; Qin, Yaohua ; Xiao, HE. In: International Review of Financial Analysis. RePEc:eee:finana:v:109:y:2026:i:c:s1057521925009184.

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2026Never waste a crisis: Do stock market manipulators exploit geopolitical risks?. (2026). Chen, Zhenshan ; Ye, Yajing ; Liu, Jie ; Lin, Gengyan. In: International Review of Financial Analysis. RePEc:eee:finana:v:111:y:2026:i:c:s105752192600030x.

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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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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]		paper14
2021Constructive decision theory.(2021) In: Journal of Economic Theory.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		article
2009Constructive Decision Theory.(2009) In: Economics Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2022Learning Financial Networks with High-frequency Trade Data In: Papers.
[Full Text][Citation analysis]		paper0
2026Markets with Heterogeneous Agents: Dynamics and Survival of Bayesian vs. No-Regret Learners In: Papers.
[Full Text][Citation analysis]		paper1
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]		article554
1994 Market Statistics and Technical Analysis: The Role of Volume. In: Journal of Finance.
[Full Text][Citation analysis]		article408
1996 Cream-Skimming or Profit-Sharing? The Curious Role of Purchased Order Flow. In: Journal of Finance.
[Full Text][Citation analysis]		article212
1996 Liquidity, Information, and Infrequently Traded Stocks. In: Journal of Finance.
[Full Text][Citation analysis]		article540
2002Is Information Risk a Determinant of Asset Returns? In: Journal of Finance.
[Full Text][Citation analysis]		article627
2010Microstructure and Ambiguity In: Journal of Finance.
[Full Text][Citation analysis]		article43
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]		book355
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]		article92
2016Differential Access to Price Information in Financial Markets In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article23
2001If Youre So Smart, Why Arent You Rich? Belief Selection in Complete and Incomplete Markets In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper225
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: 225		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: 225		paper
1988Controlling a Stochastic Process with Unknown Parameters. In: Econometrica.
[Full Text][Citation analysis]		article50
1999Choice without Beliefs In: Econometrica.
[Citation analysis]		article21
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]		article61
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]		article13
2014Leveling the trading field In: Journal of Financial Markets.
[Full Text][Citation analysis]		article10
1998Financial analysts and information-based trade In: Journal of Financial Markets.
[Full Text][Citation analysis]		article102
2009Trading networks with price-setting agents In: Games and Economic Behavior.
[Full Text][Citation analysis]		article53
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]		article23
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]		article42
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]		article26
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]		article242
2016Discerning information from trade data In: Journal of Financial Economics.
[Full Text][Citation analysis]		article41
2019From mining to markets: The evolution of bitcoin transaction fees In: Journal of Financial Economics.
[Full Text][Citation analysis]		article231
1987Price, trade size, and information in securities markets In: Journal of Financial Economics.
[Full Text][Citation analysis]		article817
2010Liquidity and valuation in an uncertain world In: Journal of Financial Economics.
[Full Text][Citation analysis]		article101
2019Multidimensional Diffusion Processes in Dynamic Online Networks In: EIEF Working Papers Series.
[Full Text][Citation analysis]		paper2
2020Multidimensional diffusion processes in dynamic online networks.(2020) In: PLOS ONE.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		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]		article7
2021Microstructure in the Machine Age In: NBER Chapters.
[Citation analysis]		chapter21
2021Microstructure in the Machine Age.(2021) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 21		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]		article98
2002Time-Varying Arrival Rates of Informed and Uninformed Trades.(2002) In: Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 98		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]		article23
1997One Day in the Life of a Very Common Stock. In: The Review of Financial Studies.
[Citation analysis]		article262
2009Ambiguity and Nonparticipation: The Role of Regulation In: The Review of Financial Studies.
[Full Text][Citation analysis]		article161
2012Flow Toxicity and Liquidity in a High-frequency World In: The Review of Financial Studies.
[Full Text][Citation analysis]		article212
2014Opaque Trading, Disclosure, and Asset Prices: Implications for Hedge Fund Regulation In: The Review of Financial Studies.
[Full Text][Citation analysis]		article30
2023Financial Market Ethics In: The Review of Financial Studies.
[Full Text][Citation analysis]		article2
1983The Economic Role of the Nonprofit Firm In: Bell Journal of Economics.
[Full Text][Citation analysis]		article62
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

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