User profiles for D. Easley
David EasleyProfessor Economics and Information Science, Cornell University Verified email at cornell.edu Cited by 38441 |
[HTML][HTML] Pharmacological therapies for autism spectrum disorder: a review
S LeClerc, D Easley - Pharmacy and Therapeutics, 2015 - ncbi.nlm.nih.gov
… Memantine (Namenda, Forest Pharmaceuticals, and generics) is an N-methyl-D-aspartate
(NMDA) receptor antagonist indicated for the treatment of moderate-to-severe dementia of …
(NMDA) receptor antagonist indicated for the treatment of moderate-to-severe dementia of …
[BOOK][B] Networks, crowds, and markets: Reasoning about a highly connected world
D Easley, J Kleinberg - 2010 - academic.oup.com
… The fundamental dyad for Easley and Kleinberg's framework is graph and game theory.
Graph … Easley and Kleinberg build on this marriage to discuss the study of markets (Part III), …
Graph … Easley and Kleinberg build on this marriage to discuss the study of markets (Part III), …
Information and the cost of capital
We investigate the role of information in affecting a firm's cost of capital. We show that differences
in the composition of information between public and private information affect the cost …
in the composition of information between public and private information affect the cost …
Price, trade size, and information in securities markets
This paper investigates the effect of trade size on security prices. We show that trade size
introduces an adverse selection problem into security trading because, given that they wish to …
introduces an adverse selection problem into security trading because, given that they wish to …
Is information risk a determinant of asset returns?
… Panel D shows the distribution of the uninformed order flow imbalance, ( ϵ b − ϵ s ) / ( ϵ b
+ … Information about the effectiveness of our sorts is provided in Panels C and D while the …
+ … Information about the effectiveness of our sorts is provided in Panels C and D while the …
Liquidity, information, and infrequently traded stocks
This article investigates whether differences in information‐based trading can explain observed
differences in spreads for active and infrequently traded stocks. Using a new empirical …
differences in spreads for active and infrequently traded stocks. Using a new empirical …
One day in the life of a very common stock
Using the model structure of Easley and O'Hara (Journal of Finance, 47, 577–604), we
demonstrate how the parameters of the market-maker's beliefs can be estimated from trade data. …
demonstrate how the parameters of the market-maker's beliefs can be estimated from trade data. …
Time and the process of security price adjustment
This paper delineates the link between the existence of information, the timing of trades,
and the stochastic process of prices. We show that time affects prices, with the time between …
and the stochastic process of prices. We show that time affects prices, with the time between …
Market statistics and technical analysis: The role of volume
We investigate the informational role of volume and its applicability for technical analysis.
We develop a new equilibrium model in which aggregate supply is fixed and traders receive …
We develop a new equilibrium model in which aggregate supply is fixed and traders receive …
Option volume and stock prices: Evidence on where informed traders trade
This paper investigates the informational role of transactions volume in options markets. We
develop an asymmetric information model in which informed traders may trade in option or …
develop an asymmetric information model in which informed traders may trade in option or …