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Easley, David


 SSRN Author Rank: 81 by Downloads
 H Scarborough Professor of Economics
 

Cornell University - Department of Economics


 414 Uris Hall
 Ithaca, NY 14853-7601
 United States
 607-255-6283 (Phone)
 607-255-2818 (Fax)
 email address

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. Easley, David's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
62,355
Total
Citations
1,088
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
The Microstructure of the ‘Flash Crash’: Flow Toxicity, Liquidity Crashes and the Probability of Informed Trading | Show Abstract | Download |
The Journal of Portfolio Management, Vol. 37, No. 2, pp. 118-128, Winter 2011
Accepted Paper Series
Easley, David
Cornell University - Department of Economics
Lopez de Prado, Marcos
Guggenheim Partners, LLC
O'Hara, Maureen
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
22 Oct 10
Last Revised:
31 Jan 11
16,671
(73)
15

2.  
Flow Toxicity and Liquidity in a High Frequency World | Show Abstract | Download |
Review of Financial Studies, Vol. 25, No. 5, pp. 1457-1493, 2012.
Accepted Paper Series
Easley, David
Cornell University - Department of Economics
Lopez de Prado, Marcos
Guggenheim Partners, LLC
O'Hara, Maureen
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
23 Oct 10
Last Revised:
15 Apr 12
14,897
(88)
21

3.  
The Exchange of Flow Toxicity | Show Abstract | Download |
The Journal of Trading, Vol. 6, No. 2, pp. 8-13, Spring 2011, Johnson School Research Paper Series No. 10-2011
Accepted Paper Series
Easley, David
Cornell University - Department of Economics
Lopez de Prado, Marcos
Guggenheim Partners, LLC
O'Hara, Maureen
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
27 Jan 11
Last Revised:
27 Feb 12
6,289
(464)
6

4.  
The Volume Clock: Insights into the High Frequency Paradigm | Show Abstract | Download |
The Journal of Portfolio Management, (Fall, 2012) Forthcoming , Johnson School Research Paper Series No. 9-2012
Accepted Paper Series
Easley, David
Cornell University - Department of Economics
Lopez de Prado, Marcos
Guggenheim Partners, LLC
O'Hara, Maureen
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
05 Apr 12
Last Revised:
20 Aug 12
5,615
(576)
6

5.  
Information and the Cost of Capital | Show Abstract | Download |
EFA 2002 Berlin Meetings Presented Paper; Cornell University Johnson Graduate School of Management Working Paper
Working Paper Series
O'Hara, Maureen
Cornell University - Samuel Curtis Johnson Graduate School of Management
Easley, David
Cornell University - Department of Economics
Posted:
17 Feb 02
2,860
(1,839)
392

6.  
Bulk Classification of Trading Activity | Show Abstract | Download |
Johnson School Research Paper Series No. 8-2012
Working Paper Series
Easley, David
Cornell University - Department of Economics
Lopez de Prado, Marcos
Guggenheim Partners, LLC
O'Hara, Maureen
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
23 Jan 12
Last Revised:
02 Apr 13
2,611
(2,181)
6

7.  
Easley, David
Cornell University - Department of Economics
Hvidkjaer, Soeren
Copenhagen Business School
O'Hara, Maureen
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
07 Dec 00
2,063
(3,283)
395

8.  
Factoring Information Into Returns | Show Abstract | Download |
EFA 2004 Maastricht Meetings Paper No. 4118
Working Paper Series
Easley, David
Cornell University - Department of Economics
Hvidkjaer, Soeren
Copenhagen Business School
O'Hara, Maureen
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
23 Jun 04
1,893
(3,795)
56

9.  
Optimal Execution Horizon | Show Abstract | Download |
Mathematical Finance, 2013
Accepted Paper Series
Easley, David
Cornell University - Department of Economics
Lopez de Prado, Marcos
Guggenheim Partners, LLC
O'Hara, Maureen
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
12 Apr 12
Last Revised:
21 Feb 13
1,823
(4,068)
2

10.  
VPIN and the Flash Crash: A Comment | Show Abstract | Download |
Journal of Financial Markets, Forthcoming, Johnson School Research Paper Series No. 25-2012
Accepted Paper Series
Easley, David
Cornell University - Department of Economics
Lopez de Prado, Marcos
Guggenheim Partners, LLC
O'Hara, Maureen
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
18 May 12
Last Revised:
29 Sep 13
1,739
(4,416)
1

11.   Incl. Electronic Paper
Easley, David
Cornell University - Department of Economics
Wu, Liuren
City University of New York, CUNY Baruch College - Zicklin School of Business
Engle, Robert F.
New York University - Leonard N. Stern School of Business - Department of Economics
O'Hara, Maureen
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
21 Dec 01
Last Revised:
29 Jul 10
1,478
(5,889)
48

12.  
Levelling the Trading Field | Show Abstract | Download |
Journal of Financial Markets, Forthcoming
Accepted Paper Series
Easley, David
Cornell University - Department of Economics
Hendershott, Terrence
University of California, Berkeley - Haas School of Business
Ramadorai, Tarun
University of Oxford - Said Business School
Posted:
05 Feb 07
Last Revised:
30 Jun 13
1,155
(8,869)
3

13.  
Liquidity and Valuation in an Uncertain World | Show Abstract | Download |
Johnson School Research Paper Series No. 13-08
Working Paper Series
Easley, David
Cornell University - Department of Economics
O'Hara, Maureen
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
12 Oct 08
687
(19,551)
29

14.  
Differential Access to Price Information in Financial Markets | Show Abstract | Download |
Johnson School Research Paper Series No. 11-2011
Working Paper Series
Easley, David
Cornell University - Department of Economics
O'Hara, Maureen
Cornell University - Samuel Curtis Johnson Graduate School of Management
Yang, Liyan
University of Toronto - Rotman School of Management
Posted:
18 Mar 11
Last Revised:
18 Feb 13
579
(24,820)
3

15.  
Blume, Lawrence E.
Cornell University - Department of Economics
Easley, David
Cornell University - Department of Economics
Posted:
27 Sep 01
498
(30,429)
59

16.  
Aslan, Hadiye
University of Houston - C.T. Bauer School of Business
Easley, David
Cornell University - Department of Economics
Hvidkjaer, Soeren
Copenhagen Business School
O'Hara, Maureen
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
29 Jan 09
Last Revised:
10 Feb 09
438
(35,925)
25

17.  
Opaque Trading, Disclosure and Asset Prices: Implications for Hedge Fund Regulation | Show Abstract | Download |
Review of Financial Studies, Forthcoming, AFA 2013 San Diego Meetings Paper, Rotman School of Management Working Paper No. 1945347, Johnson School Research Paper Series No. 53-2011
Accepted Paper Series
Easley, David
Cornell University - Department of Economics
O'Hara, Maureen
Cornell University - Samuel Curtis Johnson Graduate School of Management
Yang, Liyan
University of Toronto - Rotman School of Management
Posted:
17 Oct 11
Last Revised:
03 Jun 13
414
(38,652)
 

18.  
Microstructure and Ambiguity | Show Abstract | Download |
Journal of Finance, Forthcoming, Johnson School Research Paper Series No. 01-2010
Accepted Paper Series
Easley, David
Cornell University - Department of Economics
O'Hara, Maureen
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
21 Jan 10
368
(44,518)
21

19.  
Loss Aversion, Survival and Asset Prices | Show Abstract | Download |
AFA 2013 San Diego Meetings Paper
Working Paper Series
Easley, David
Cornell University - Department of Economics
Yang, Liyan
University of Toronto - Rotman School of Management
Posted:
14 Mar 11
Last Revised:
28 Jan 14
277
(62,156)
 

20.  
Heterogeneity, Selection, and Wealth Dynamics | Show Abstract |
Annual Review of Economics, Vol. 2, pp. 425-450, 2010
Accepted Paper Series
Blume, Lawrence E.
Cornell University - Department of Economics
Easley, David
Cornell University - Department of Economics
Posted:
18 Oct 10
 

21.  
Ambiguity and Nonparticipation: The Role of Regulation | Show Abstract |
The Review of Financial Studies, Vol. 22, Issue 5, pp. 1817-1843, 2009
Accepted Paper Series
Easley, David
Cornell University - Department of Economics
O'Hara, Maureen
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
13 Apr 09
 

22.  
How Stock Splits Affect Trading: A Microstructure Approach | Show Abstract |
Journal of Financial and Quantitative Analysis, Vol. 36, March 2001
Accepted Paper Series
Easley, David
Cornell University - Department of Economics
O'Hara, Maureen
Cornell University - Samuel Curtis Johnson Graduate School of Management
Saar, Gideon
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
25 Apr 01
 

23.  
Easley, David
Cornell University - Department of Economics
Kiefer, Nicholas M.
Cornell University
O'Hara, Maureen
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
25 Aug 98
 

24.  
Option Volume and Stock Prices: Evidence on Where Informed Traders Trade | Show Abstract |
Journal of Finance, Vol. 53, No. 2, April 1998
Accepted Paper Series
Easley, David
Cornell University - Department of Economics
O'Hara, Maureen
Cornell University - Samuel Curtis Johnson Graduate School of Management
Srinivas, P. S.
World Bank
Posted:
02 Jul 98
 

25.   Incl. Electronic Paper
Easley, David
Cornell University - Department of Economics
Kiefer, Nicholas M.
Cornell University
O'Hara, Maureen
Cornell University - Samuel Curtis Johnson Graduate School of Management
Paperman, Joseph B.
Cornell University
Posted:
27 Jul 95
Last Revised:
10 Feb 98
 


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