David Easley
29 catalog papers. Identity-linked publications and additional name matches are distinguished below.
ORCID: 0000-0002-6405-4134
Cornell University
Publications
- Financial Market Ethics — The Review of Financial Studies 2023
- StableFees: A Predictable Fee Market for Cryptocurrencies — Management Science 2023
- Microstructure in the Machine Age — The Review of Financial Studies 2021
- The Active World of Passive Investing — Review of Finance 2021
- From mining to markets: The evolution of bitcoin transaction fees — Journal of Financial Economics 2019 (name-matched, not ORCID-linked)
- Discerning information from trade data — Journal of Financial Economics 2016 (name-matched, not ORCID-linked)
- Differential Access to Price Information in Financial Markets — Journal of Financial and Quantitative Analysis 2016
- Opaque Trading, Disclosure, and Asset Prices: Implications for Hedge Fund Regulation — The Review of Financial Studies 2014
- Flow Toxicity and Liquidity in a High-frequency World — The Review of Financial Studies 2012
- Microstructure and Ambiguity — The Journal of Finance 2010
- Factoring Information into Returns — Journal of Financial and Quantitative Analysis 2010
- Liquidity and valuation in an uncertain world — Journal of Financial Economics 2010 (name-matched, not ORCID-linked)
- Ambiguity and Nonparticipation: The Role of Regulation — The Review of Financial Studies 2009
- If You're so Smart, why Aren't You Rich? Belief Selection in Complete and Incomplete Markets — Econometrica 2006
- Information and the Cost of Capital — The Journal of Finance 2004
- Is Information Risk a Determinant of Asset Returns? — The Journal of Finance 2002
- How Stock Splits Affect Trading: AMicrostructure Approach — Journal of Financial and Quantitative Analysis 2001
- Choice Without Beliefs — Econometrica 1999
- Option Volume and Stock Prices: Evidence on Where Informed Traders Trade — The Journal of Finance 1998
- One Day in the Life of a Very Common Stock — The Review of Financial Studies 1997
- Cream-Skimming or Profit-Sharing? The Curious Role of Purchased Order Flow — The Journal of Finance 1996
- Liquidity, Information, and Infrequently Traded Stocks — The Journal of Finance 1996
- Market Statistics and Technical Analysis: The Role of Volume — The Journal of Finance 1994
- Adverse Selection and Large Trade Volume: The Implications for Market Efficiency — Journal of Financial and Quantitative Analysis 1992
- Time and the Process of Security Price Adjustment — The Journal of Finance 1992
- Order Form and Information in Securities Markets — The Journal of Finance 1991
- Price, trade size, and information in securities markets — Journal of Financial Economics 1987 (name-matched, not ORCID-linked)
- Consensus Beliefs Equilibrium and Market Efficiency — The Journal of Finance 1983
- Information Flows and Systematic Risk — Review of Finance