28
H index
45
i10 index
4842
Citations
Cornell University (50% share) | 28 H index 45 i10 index 4842 Citations RESEARCH PRODUCTION: 54 Articles 15 Papers 1 Chapters RESEARCH ACTIVITY: 42 years (1978 - 2020). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pea15 |
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: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Economic Theory | 11 |
Journal of Finance | 7 |
The Review of Financial Studies | 4 |
Journal of Financial Economics | 4 |
Journal of Financial and Quantitative Analysis | 4 |
Journal of Financial Markets | 3 |
Econometrica | 3 |
International Economic Review | 3 |
Working Papers Series with more than one paper published | # docs |
---|---|
Discussion Papers / Northwestern University, Center for Mathematical Studies in Economics and Management Science | 5 |
Economics Series / Institute for Advanced Studies | 2 |
Year | Title of citing document | |
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2023 | . Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2023 | Female 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. Full description at Econpapers || Download paper | |
2023 | Mobile 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. Full description at Econpapers || Download paper | |
2023 | Mobile 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. Full description at Econpapers || Download paper | |
2023 | Limits to Arbitrage in Markets with Stochastic Settlement Latency. (2018). Hautsch, Nikolaus ; Voigt, Stefan ; Scheuch, Christoph. In: Papers. RePEc:arx:papers:1812.00595. Full description at Econpapers || Download paper | |
2023 | Robust Model Misspecification and Paradigm Shifts. (2021). Ba, Cuimin. In: Papers. RePEc:arx:papers:2106.12727. Full description at Econpapers || Download paper | |
2023 | Empirical 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. Full description at Econpapers || Download paper | |
2023 | A Framework of Transaction Packaging in High-throughput Blockchains. (2023). Chen, XI ; Qi, Qian ; Lu, Yuxuan. In: Papers. RePEc:arx:papers:2301.10944. Full description at Econpapers || Download paper | |
2023 | Towards 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. Full description at Econpapers || Download paper | |
2023 | NFT Bubbles. (2023). Ranaldo, Angelo ; Barbon, Andrea. In: Papers. RePEc:arx:papers:2303.06051. Full description at Econpapers || Download paper | |
2024 | Unifying Market Microstructure and Dynamic Asset Pricing. (2023). Rachev, Svetlozar T ; Lindquist, Brent W ; Hu, Yuan ; Lauria, Davide. In: Papers. RePEc:arx:papers:2304.02356. Full description at Econpapers || Download paper | |
2023 | The Dynamics of Leverage and the Belief Distribution of Wealth. (2023). Sethi, Rajiv ; Datta, Bikramaditya. In: Papers. RePEc:arx:papers:2304.03436. Full description at Econpapers || Download paper | |
2023 | Understand Waiting Time in Transaction Fee Mechanism: An Interdisciplinary Perspective. (2023). Zhang, Fan. In: Papers. RePEc:arx:papers:2305.02552. Full description at Econpapers || Download paper | |
2024 | Bloated Disclosures: Can ChatGPT Help Investors Process Financial Information?. (2023). Nikolaev, Valeri ; Muhn, Maximilian ; Kim, Alex. In: Papers. RePEc:arx:papers:2306.10224. Full description at Econpapers || Download paper | |
2023 | Detecting Depegs: Towards Safer Passive Liquidity Provision on Curve Finance. (2023). Holloway, Maxwell P ; Cintra, Thomas N. In: Papers. RePEc:arx:papers:2306.10612. Full description at Econpapers || Download paper | |
2023 | Social Learning of General Rules. (2023). Wang, Xinyang ; Arellano, Enrique Urbano. In: Papers. RePEc:arx:papers:2310.15861. Full description at Econpapers || Download paper | |
2024 | Uniswap Daily Transaction Indices by Network. (2023). Cong, Lin William ; Chemaya, Nir ; Zhang, Luyao ; Liu, Dingyue ; Jorgensen, Emma. In: Papers. RePEc:arx:papers:2312.02660. Full description at Econpapers || Download paper | |
2023 | Detecting Toxic Flow. (2023). Duran-Martin, Gerardo ; 'Alvaro Cartea, . In: Papers. RePEc:arx:papers:2312.05827. Full description at Econpapers || Download paper | |
2024 | On convergence of forecasts in prediction markets. (2024). Zhitlukhin, Mikhail ; Shatilovich, Dmitry ; Badulina, Nina. In: Papers. RePEc:arx:papers:2402.16345. Full description at Econpapers || Download paper | |
2024 | Simulating 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. Full description at Econpapers || Download paper | |
2024 | Digital 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. Full description at Econpapers || Download paper | |
2023 | Does 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. Full description at Econpapers || Download paper | |
2023 | Role 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. Full description at Econpapers || Download paper | |
2023 | CEO 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. Full description at Econpapers || Download paper | |
2023 | Microstructure 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. Full description at Econpapers || Download paper | |
2023 | Leverage 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. Full description at Econpapers || Download paper | |
2023 | Learning and predictability via technical analysis: Evidence from bitcoin and stocks with hard?to?value fundamentals. (2021). Strauss, Jack ; Liu, Hong ; Detzel, Andrew ; Zhu, Yingzi ; Zhou, Guofu. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:1:p:107-137. Full description at Econpapers || Download paper | |
2023 | Do 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. Full description at Econpapers || Download paper | |
2023 | Tick 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. Full description at Econpapers || Download paper | |
2024 | Does 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. Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2023 | Decentralization through Tokenization. (2023). Xiong, Wei ; Sockin, Michael. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:247-299. Full description at Econpapers || Download paper | |
2023 | Equilibrium 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. Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2023 | Cybercrime on the Ethereum Blockchain. (2023). Yuan, YE ; Nam, Rachel J ; Momtaz, Paul P ; Hornuf, Lars. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10598. Full description at Econpapers || Download paper | |
2023 | A 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. Full description at Econpapers || Download paper | |
2023 | Neighbors 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. Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2023 | Asymmetric 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. Full description at Econpapers || Download paper | |
2023 | Dividend 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. Full description at Econpapers || Download paper | |
2024 | Do 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. Full description at Econpapers || Download paper | |
2023 | Risk 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. Full description at Econpapers || Download paper | |
2023 | Dampening effect and market efficiency. (2023). Guo, Mng. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:148:y:2023:i:c:s0165188923000106. Full description at Econpapers || Download paper | |
2023 | International 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. Full description at Econpapers || Download paper | |
2023 | Social 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. Full description at Econpapers || Download paper | |
2023 | Market 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. Full description at Econpapers || Download paper | |
2023 | Loss 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. Full description at Econpapers || Download paper | |
2023 | Portfolio 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. Full description at Econpapers || Download paper | |
2023 | Trend-based forecast of cryptocurrency returns. (2023). Tao, Yubo ; Tan, Xilong. In: Economic Modelling. RePEc:eee:ecmode:v:124:y:2023:i:c:s0264999323001359. Full description at Econpapers || Download paper | |
2023 | Information 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. Full description at Econpapers || Download paper | |
2023 | Do 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. Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2023 | Which 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. Full description at Econpapers || Download paper | |
2024 | Systematic staleness. (2024). Reno, Roberto ; Pirino, Davide ; Bandi, Federico M. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002385. Full description at Econpapers || Download paper | |
2023 | Salience 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. Full description at Econpapers || Download paper | |
2023 | Limit 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. Full description at Econpapers || Download paper | |
2023 | A 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. Full description at Econpapers || Download paper | |
2023 | Analysis 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. Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2024 | Renewable 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. Full description at Econpapers || Download paper | |
2023 | Determination 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. Full description at Econpapers || Download paper | |
2023 | Information 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. Full description at Econpapers || Download paper | |
2023 | Behavioral 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. Full description at Econpapers || Download paper | |
2023 | Market-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. Full description at Econpapers || Download paper | |
2023 | Network 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. Full description at Econpapers || Download paper | |
2024 | The 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. Full description at Econpapers || Download paper | |
2024 | Bursting 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. Full description at Econpapers || Download paper | |
2024 | Information shocks and short-term market overreaction: The role of investor attention. (2024). Xiong, Xiong ; Li, Xiao ; Meng, Yongqiang. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001510. Full description at Econpapers || Download paper | |
2024 | Going 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. Full description at Econpapers || Download paper | |
2023 | Risk-weighted cryptocurrency indices. (2023). Zhang, Zhengjun ; Feng, Wenjun. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006158. Full description at Econpapers || Download paper | |
2023 | A 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. Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2023 | Short-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. Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2023 | Bitcoin 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. Full description at Econpapers || Download paper | |
2023 | Blockchain transaction fee and Ethereum Merge. (2023). Krystyniak, Karolina ; Jain, Chinmay. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323008796. Full description at Econpapers || Download paper | |
2024 | More 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. Full description at Econpapers || Download paper | |
2024 | Informed trading and cryptocurrencies. New evidence using tick-by-tick data. (2024). Sampath, Aravind ; Natashekara, Karthik. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612323012813. Full description at Econpapers || Download paper | |
2024 | Internet 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. Full description at Econpapers || Download paper | |
2023 | Market 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. Full description at Econpapers || Download paper | |
2023 | Stock 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. Full description at Econpapers || Download paper | |
2023 | Options 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. Full description at Econpapers || Download paper | |
2023 | COVID-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. Full description at Econpapers || Download paper | |
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1999 | Choice without Beliefs In: Econometrica. [Citation analysis] | article | 20 |
2009 | The market organism: Long-run survival in markets with heterogeneous traders In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 22 |
1993 | Economic natural selection In: Economics Letters. [Full Text][Citation analysis] | article | 14 |
2011 | The characteristics of informed trading: Implications for asset pricing In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 54 |
2003 | Microstructure and asset pricing In: Handbook of the Economics of Finance. [Full Text][Citation analysis] | chapter | 5 |
2014 | VPIN and the Flash Crash: A rejoinder In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 11 |
2014 | Leveling the trading field In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 8 |
1998 | Financial analysts and information-based trade In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 96 |
2009 | Trading networks with price-setting agents In: Games and Economic Behavior. [Full Text][Citation analysis] | article | 49 |
1988 | Contracts and asymmetric information in the theory of the firm In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 3 |
2002 | Optimality and Natural Selection in Markets In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 29 |
1998 | Optimality and Natural Selection in Markets.(1998) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 29 | paper | |
1998 | Optimality and Natural Selection in Markets.(1998) In: GE, Growth, Math methods. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | paper | |
2005 | Optimal guessing: Choice in complex environments In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 4 |
2015 | Introduction to computer science and economic theory In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 5 |
2015 | Loss aversion, survival and asset prices In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 22 |
2018 | A case for incomplete markets In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 32 |
2015 | A Case for Incomplete Markets.(2015) In: Economics Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 32 | paper | |
2014 | The Case for Incomplete Markets.(2014) In: 2014 Meeting Papers. [Citation analysis] This paper has nother version. Agregated cites: 32 | paper | |
1982 | Introduction to the stability of rational expectations equilibrium In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 39 |
1982 | Learning to be rational In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 56 |
1982 | Characterization of optimal plans for stochastic dynamic programs In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 29 |
1984 | Rational expectations equilibrium: An alternative approach In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 24 |
1990 | Implementation of Walrasian expectations equilibria In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 20 |
1992 | Evolution and market behavior In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 236 |
2016 | Discerning information from trade data In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 36 |
2019 | From mining to markets: The evolution of bitcoin transaction fees In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 150 |
1987 | Price, trade size, and information in securities markets In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 780 |
2010 | Liquidity and valuation in an uncertain world In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 91 |
2019 | Multidimensional Diffusion Processes in Dynamic Online Networks In: EIEF Working Papers Series. [Full Text][Citation analysis] | paper | 1 |
2020 | Multidimensional diffusion processes in dynamic online networks.(2020) In: PLOS ONE. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
1981 | Stochastic Equilibrium and Optimality with Rolling Plans. In: International Economic Review. [Full Text][Citation analysis] | article | 13 |
1979 | Stochastic Equilibrium and Optimality with Rolling Plans.(1979) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
1989 | Optimal Learning with Endogenous Data. In: International Economic Review. [Full Text][Citation analysis] | article | 11 |
1993 | An Equilibrium Analysis of Fiscal Policy with Uncertainty and Incomplete Markets. In: International Economic Review. [Full Text][Citation analysis] | article | 9 |
2009 | Constructive Decision Theory In: Economics Series. [Full Text][Citation analysis] | paper | 8 |
2017 | An Improved Version of the Volume-Synchronized Probability of Informed Trading: A Comment In: Critical Finance Review. [Full Text][Citation analysis] | article | 0 |
1978 | Optimal Policies and Steady-State Solutions for Inventory Problems with Markovian Uncertainty In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
1978 | Expectations and Equilibrium with Incomplete Markets In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
1981 | A Theory of Price Formation and Exchange in Oral Auctions In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
1983 | A 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 | |
2008 | Time-Varying Arrival Rates of Informed and Uninformed Trades In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 93 |
2002 | Time-Varying Arrival Rates of Informed and Uninformed Trades.(2002) In: Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 93 | paper | |
1985 | An Equilibrium Analysis of Optimal Unemployment Insurance and Taxation In: The Quarterly Journal of Economics. [Full Text][Citation analysis] | article | 13 |
1997 | One Day in the Life of a Very Common Stock. In: The Review of Financial Studies. [Citation analysis] | article | 252 |
2009 | Ambiguity and Nonparticipation: The Role of Regulation In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 134 |
2012 | Flow Toxicity and Liquidity in a High-frequency World In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 163 |
2014 | Opaque Trading, Disclosure, and Asset Prices: Implications for Hedge Fund Regulation In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 24 |
1983 | The Economic Role of the Nonprofit Firm In: Bell Journal of Economics. [Full Text][Citation analysis] | article | 58 |
2006 | Information, trade and incomplete markets In: Economic Theory. [Full Text][Citation analysis] | article | 10 |
1993 | Rational Expectations and Rational Learning In: Game Theory and Information. [Full Text][Citation analysis] | paper | 18 |
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