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David A. Easley · Study
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Author
David A. Easley
45 works
· latest 2021
· 4 institutions
cluster: provisional
ORCID 0000-0002-6405-4134
Works
45 shown
Constructive decision theory
Journal of Economic Theory
·
2021
·
3 authors
·
Open access
20
citations
Microstructure in the Machine Age
Review of Financial Studies
·
2020
·
4 authors
·
Open access
111
citations
The Microstructure of the ‘Flash Crash’: Flow Toxicity, Liquidity Crashes and the Probability of Informed Trading
SSRN Electronic Journal
·
2019
·
3 authors
·
preprint
·
Open access
110
citations
Theories of Price Formation and Exchange in Double Oral Auctions
Routledge eBooks
·
2018
·
2 authors
·
chapter
·
Open access
104
citations
The Active World of Passive Investing
European Finance Review
·
2018
·
4 authors
·
Open access
94
citations
Differential Access to Price Information in Financial Markets
Journal of Financial and Quantitative Analysis
·
2016
·
3 authors
·
Open access
78
citations
Discerning information from trade data
Journal of Financial Economics
·
2016
·
3 authors
101
citations
Opaque Trading, Disclosure, and Asset Prices: Implications for Hedge Fund Regulation
Review of Financial Studies
·
2013
·
3 authors
·
Open access
79
citations
Constructive Decision Theory
Lecture notes in computer science
·
2012
·
3 authors
·
other
·
Open access
10
citations
The Volume Clock: Insights into theHigh-Frequency Paradigm
The Journal of Portfolio Management
·
2012
·
3 authors
124
citations
The Volume Clock: Insights into the High Frequency Paradigm
SSRN Electronic Journal
·
2012
·
3 authors
·
preprint
·
Open access
64
citations
Flow Toxicity and Liquidity in a High-frequency World
Review of Financial Studies
·
2012
·
3 authors
·
Open access
573
citations
The characteristics of informed trading: Implications for asset pricing
Journal of Empirical Finance
·
2011
·
4 authors
153
citations
The Microstructure of the “Flash Crash”: Flow Toxicity, Liquidity Crashes, and the Probability of Informed Trading
The Journal of Portfolio Management
·
2011
·
3 authors
389
citations
Microstructure and Ambiguity
The Journal of Finance
·
2010
·
2 authors
·
Open access
157
citations
Liquidity and valuation in an uncertain world☆
Journal of Financial Economics
·
2010
·
2 authors
·
Open access
235
citations
Factoring Information into Returns
Journal of Financial and Quantitative Analysis
·
2010
·
3 authors
·
Open access
297
citations
Ambiguity and Nonparticipation: The Role of Regulation
Review of Financial Studies
·
2009
·
2 authors
334
citations
Trading networks with price-setting agents
Games and Economic Behavior
·
2008
·
4 authors
115
citations
Firm Characteristics and Informed Trading: Implications for Asset Pricing
SSRN Electronic Journal
·
2008
·
4 authors
·
preprint
·
Open access
70
citations
Time-Varying Arrival Rates of Informed and Uninformed Trades
Journal of Financial Econometrics
·
2007
·
4 authors
·
Open access
264
citations
If You're so Smart, why Aren't You Rich? Belief Selection in Complete and Incomplete Markets
Econometrica
·
2006
·
2 authors
·
Open access
386
citations
Redoing the foundations of decision theory
·
2006
·
3 authors
17
citations
Optimal guessing: Choice in complex environments
Journal of Economic Theory
·
2005
·
2 authors
6
citations
Information and the Cost of Capital
The Journal of Finance
·
2004
·
2 authors
·
Open access
3,057
citations
Is Information Risk a Determinant of Asset Returns?
The Journal of Finance
·
2002
·
3 authors
·
Open access
1,862
citations
Information and the Cost of Capital
SSRN Electronic Journal
·
2002
·
2 authors
·
preprint
·
Open access
477
citations
How Stock Splits Affect Trading: A Microstructure Approach
Journal of Financial and Quantitative Analysis
·
2001
·
3 authors
·
Open access
255
citations
Time-Varying Arrival Rates of Informed and Uninformed Trades
SSRN Electronic Journal
·
2001
·
4 authors
·
preprint
·
Open access
129
citations
Financial analysts and information-based trade
Journal of Financial Markets
·
1998
·
3 authors
·
Open access
309
citations
Option Volume and Stock Prices: Evidence on Where Informed Traders Trade
SSRN Electronic Journal
·
1998
·
3 authors
·
preprint
·
Open access
111
citations
Option Volume and Stock Prices: Evidence on Where Informed Traders Trade
The Journal of Finance
·
1998
·
3 authors
·
Open access
1,089
citations
One Day in the Life of a Very Common Stock
Review of Financial Studies
·
1997
·
3 authors
634
citations
The information content of the trading process
Journal of Empirical Finance
·
1997
·
3 authors
·
Open access
364
citations
Liquidity, Information, and Infrequently Traded Stocks
The Journal of Finance
·
1996
·
4 authors
1,591
citations
Cream-Skimming or Profit-Sharing? The Curious Role of Purchased Order Flow
The Journal of Finance
·
1996
·
3 authors
537
citations
Market Statistics and Technical Analysis: The Role of Volume
The Journal of Finance
·
1994
·
3 authors
1,105
citations
Evolution and market behavior
Journal of Economic Theory
·
1992
·
2 authors
553
citations
Time and the Process of Security Price Adjustment
The Journal of Finance
·
1992
·
2 authors
1,225
citations
Adverse Selection and Large Trade Volume: The Implications for Market Efficiency
Journal of Financial and Quantitative Analysis
·
1992
·
2 authors
134
citations
Order Form and Information in Securities Markets
The Journal of Finance
·
1991
·
2 authors
88
citations
Controlling a Stochastic Process with Unknown Parameters
Econometrica
·
1988
·
2 authors
267
citations
Price, trade size, and information in securities markets
Journal of Financial Economics
·
1987
·
2 authors
2,169
citations
Learning to be rational
Journal of Economic Theory
·
1982
·
2 authors
·
Open access
178
citations
Introduction to the stability of rational expectations equilibrium
Journal of Economic Theory
·
1982
·
3 authors
·
Open access
137
citations