David A. Easley - Publications

Affiliations: 
Cornell University, Ithaca, NY, United States 
Area:
Theory Economics, Finance

58 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2023 Karpman K, Basu S, Easley D, Kim S. Learning Financial Networks with High-frequency Trade Data. Data Science in Science. 2. PMID 38249160 DOI: 10.1080/26941899.2023.2166624  0.396
2020 Easley D, Prado MLd, O'Hara M, Zhang Z. Microstructure in the Machine Age Review of Financial Studies. DOI: 10.2139/Ssrn.3345183  0.515
2019 Easley D, O'Hara M, Basu S. From mining to markets: The evolution of bitcoin transaction fees Journal of Financial Economics. 134: 91-109. DOI: 10.2139/Ssrn.3055380  0.499
2018 Blume LE, Cogley T, Easley DA, Sargent TJ, Tsyrennikov V. A Case for Incomplete Markets Journal of Economic Theory. 178: 191-221. DOI: 10.1016/J.Jet.2018.09.004  0.609
2016 Easley D, Prado MLd, O'Hara M. Discerning Information from Trade Data Journal of Financial Economics. 120: 269-285. DOI: 10.2139/Ssrn.1989555  0.552
2016 Easley D, O'Hara M, Yang L. Differential Access to Price Information in Financial Markets Journal of Financial and Quantitative Analysis. 51: 1071-1110. DOI: 10.2139/Ssrn.1787029  0.732
2015 Easley D, Ghosh A. Behavioral mechanism design: optimal crowdsourcing contracts and prospect theory Sigecom Exchanges. 14: 89-94. DOI: 10.1145/2845926.2845932  0.389
2015 Easley DA, Yang L. Loss Aversion, Survival and Asset Prices Journal of Economic Theory. 160: 494-516. DOI: 10.1016/J.Jet.2015.08.013  0.697
2014 Easley D, O'Hara M, Yang L. Opaque Trading, Disclosure and Asset Prices: Implications for Hedge Fund Regulation Review of Financial Studies. 27: 1190-1237. DOI: 10.2139/Ssrn.1945347  0.718
2014 Easley D, Prado MMLd, O'Hara M. VPIN and the Flash Crash: A rejoinder Journal of Financial Markets. 17: 47-52. DOI: 10.1016/J.Finmar.2013.06.007  0.388
2014 Easley D, Hendershott T, Ramadorai T. Leveling the trading field Journal of Financial Markets. 17: 65-93. DOI: 10.1016/J.Finmar.2013.06.003  0.543
2012 Easley D, Prado MLd, O'Hara M. Optimal Execution Horizon Mathematical Finance. 25: 640-672. DOI: 10.2139/Ssrn.2038387  0.608
2012 Easley D, Prado MMLd, O'Hara M. Flow Toxicity and Liquidity in a High-frequency World Review of Financial Studies. 25: 1457-1493. DOI: 10.1093/Rfs/Hhs053  0.404
2011 Easley D, Prado MMLd, O’Hara M. The Exchange of Flow Toxicity Journal of Trading. 6: 8-13. DOI: 10.3905/Jot.2011.6.2.008  0.528
2011 Easley D, Prado MMLd, O’Hara M. The Microstructure of the ‘Flash Crash’: Flow Toxicity, Liquidity Crashes and the Probability of Informed Trading The Journal of Portfolio Management. 37: 118-128. DOI: 10.2139/Ssrn.1695041  0.473
2011 Aslan H, Easley D, Hvidkjaer S, O'Hara M. The characteristics of informed trading: Implications for asset pricing Journal of Empirical Finance. 18: 782-801. DOI: 10.1016/J.Jempfin.2011.08.001  0.57
2010 Easley D, O'Hara M. Liquidity and Valuation in an Uncertain World Journal of Financial Economics. 97: 1-11. DOI: 10.2139/Ssrn.1282106  0.565
2010 Blume LE, Easley D. Heterogeneity, Selection, and Wealth Dynamics Annual Review of Economics. 2: 425-450. DOI: 10.1146/Annurev.Economics.102308.124403  0.595
2010 Easley D, O'Hara M. Microstructure and Ambiguity Journal of Finance. 65: 1817-1846. DOI: 10.1111/J.1540-6261.2010.01595.X  0.56
2010 Easley D, Hvidkjaer S, O'Hara M. Factoring Information Into Returns Journal of Financial and Quantitative Analysis. 45: 293-309. DOI: 10.1017/S0022109010000074  0.477
2009 Easley D, O'Hara M. Ambiguity and Nonparticipation: The Role of Regulation Review of Financial Studies. 22: 1817-1843. DOI: 10.1093/Rfs/Hhn100  0.521
2009 Blume L, Easley D. The market organism: Long-run survival in markets with heterogeneous traders Journal of Economic Dynamics and Control. 33: 1023-1035. DOI: 10.1016/J.Jedc.2009.01.007  0.637
2009 Blume LE, Easley D, Kleinberg J, Tardos E. Trading networks with price-setting agents Games and Economic Behavior. 67: 36-50. DOI: 10.1016/J.Geb.2008.12.002  0.547
2007 Easley D, Engle RF, O'Hara M, Wu L. Time-Varying Arrival Rates of Informed and Uninformed Trades Journal of Financial Econometrics. 6: 171-207. DOI: 10.1093/Jjfinec/Nbn003  0.612
2006 Blume LE, Easley D. If You're so Smart, Why Aren't You Rich? Belief Selection in Complete and Incomplete Markets Econometrica. 74: 929-966. DOI: 10.1111/J.1468-0262.2006.00691.X  0.604
2006 Blume L, Coury T, Easley D. Information, trade and incomplete markets Economic Theory. 29: 379-394. DOI: 10.1007/S00199-005-0055-5  0.739
2004 Easley D, O'hara M. Information and the Cost of Capital Journal of Finance. 59: 1553-1583. DOI: 10.2139/Ssrn.300715  0.549
2003 Easley D, O'Hara M. Chapter 17 Microstructure and asset pricing Handbook of the Economics of Finance. 1: 1021-1051. DOI: 10.1016/S1574-0102(03)01026-4  0.57
2002 Easley D, Hvidkjaer S, O'Hara M. Is Information Risk a Determinant of Asset Returns Journal of Finance. 57: 2185-2221. DOI: 10.1111/1540-6261.00493  0.602
2002 Blume LE, Easley DA. Optimality and Natural Selection in Markets Journal of Economic Theory. 107: 95-135. DOI: 10.1006/Jeth.2000.2764  0.586
2001 Easley D, O'Hara M, Saar G. How Stock Splits Affect Trading: A Microstructure Approach Journal of Financial and Quantitative Analysis. 36: 25-51. DOI: 10.2307/2676196  0.559
1998 Easley D, O'Hara M, Srinivas PS. Option Volume and Stock Prices: Evidence on Where Informed Traders Trade Journal of Finance. 53: 431-465. DOI: 10.1111/0022-1082.194060  0.624
1998 Easley D, O'Hara M, Paperman J. Financial analysts and information-based trade Journal of Financial Markets. 1: 175-201. DOI: 10.1016/S1386-4181(98)00002-0  0.569
1997 Easley D, Kiefer NM, O'Hara M. One day in the life of a very common stock Review of Financial Studies. 10: 805-835. DOI: 10.1093/Rfs/10.3.805  0.526
1997 Easley D, Kiefer NM, O'Hara M. The information content of the trading process Journal of Empirical Finance. 4: 159-186. DOI: 10.1016/S0927-5398(97)00005-4  0.581
1996 Easley D, Kiefer NM, O'Hara M, Paperman JB. Liquidity, information, and infrequently traded stocks Journal of Finance. 51: 1405-1436. DOI: 10.1111/J.1540-6261.1996.Tb04074.X  0.569
1996 Easley D, Kiefer NM, O'Hara M. Cream-skimming or profit-sharing? The curious role of purchased order flow Journal of Finance. 51: 811-833. DOI: 10.1111/J.1540-6261.1996.Tb02708.X  0.518
1995 Easley D, O'Hara M. Chapter 12 Market microstructure Handbooks in Operations Research and Management Science. 9: 357-383. DOI: 10.1016/S0927-0507(05)80056-8  0.626
1994 Blume L, Easley D, O'hara M. Market Statistics and Technical Analysis: The Role of Volume Journal of Finance. 49: 153-181. DOI: 10.1111/J.1540-6261.1994.Tb04424.X  0.563
1993 Easley D, Kiefer NM, Possen UM. An Equilibrium Analysis of Fiscal Policy with Uncertainty and Incomplete Markets International Economic Review. 34: 935-952. DOI: 10.2307/2526973  0.486
1993 Blume LE, Easley D. Rational Expectations and Rational Learning Game Theory and Information. DOI: 10.1017/Cbo9780511551840.005  0.348
1993 Blume LE, Easley D. Economic natural selection Economics Letters. 42: 281-289. DOI: 10.1016/0165-1765(93)90075-N  0.502
1992 Easley D, O'Hara M. Adverse Selection and Large Trade Volume: The Implications for Market Efficiency Journal of Financial and Quantitative Analysis. 27: 185-208. DOI: 10.2307/2331367  0.651
1992 EASLEY D, O'HARA M. Time and the Process of Security Price Adjustment The Journal of Finance. 47: 577-605. DOI: 10.1111/J.1540-6261.1992.Tb04402.X  0.568
1992 Blume L, Easley D. Evolution and market behavior Journal of Economic Theory. 58: 9-40. DOI: 10.1016/0022-0531(92)90099-4  0.578
1991 Easley D, O'hara M. Order Form and Information in Securities Markets Journal of Finance. 46: 905-927. DOI: 10.1111/J.1540-6261.1991.Tb03771.X  0.621
1990 Blume LE, Easley D. Implementation of Walrasian expectations equilibria Journal of Economic Theory. 51: 207-227. DOI: 10.1016/0022-0531(90)90059-S  0.428
1989 Easley D, Kiefer NM. Optimal Learning with Endogenous Data International Economic Review. 30: 963-978. DOI: 10.2307/2526761  0.346
1988 Easley D, O'Hara M. Contracts and asymmetric information in the theory of the firm Journal of Economic Behavior and Organization. 9: 229-246. DOI: 10.1016/0167-2681(88)90035-2  0.531
1987 Easley D, O'Hara M. Price, Trade Size, And Information In Securities Markets* Journal of Financial Economics. 19: 69-90. DOI: 10.1016/0304-405X(87)90029-8  0.595
1985 Easley D, Masson RT, Reynolds RJ. Preying for Time Journal of Industrial Economics. 33: 445-460. DOI: 10.2307/2098386  0.563
1985 Easley D, Kiefer NM, Possen U. An Equilibrium Analysis of Optimal Unemployment Insurance and Taxation Quarterly Journal of Economics. 100: 989-1010. DOI: 10.1093/Qje/100.Supplement.989  0.391
1984 Blume LE, Easley D. Rational expectations equilibrium: An alternative approach Journal of Economic Theory. 34: 116-129. DOI: 10.1016/0022-0531(84)90164-9  0.604
1983 Easley D, O'Hara M. The Economic Role of the Nonprofit Firm The Bell Journal of Economics. 14: 531-538. DOI: 10.2307/3003654  0.435
1983 EASLEY D, JARROW RA. Consensus Beliefs Equilibrium and Market Efficiency The Journal of Finance. 38: 903-911. DOI: 10.1111/J.1540-6261.1983.Tb02509.X  0.556
1982 Blume LE, Easley D. Learning to be rational Journal of Economic Theory. 26: 340-351. DOI: 10.1016/0022-0531(82)90008-4  0.448
1982 Blume LE, Bray MM, Easley D. Introduction to the stability of rational expectations equilibrium Journal of Economic Theory. 26: 313-317. DOI: 10.1016/0022-0531(82)90006-0  0.322
1979 O'Hara M, Easley D. The Postal Savings System in the Depression The Journal of Economic History. 39: 741-753. DOI: 10.1017/S0022050700092998  0.362
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