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Liquidity, information, and infrequently traded stocks
Easley, David (contributor) - 1995
Persistent link: https://www.econbiz.de/10000913902
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Liquidity, information, and infrequently traded stocks
Easley, David; Kiefer, Nicholas M.; O'Hara, Maureen; … - In: The journal of finance : the journal of the American … 51 (1996) 4, pp. 1405-1436
Persistent link: https://www.econbiz.de/10001209023
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Adverse selection and large trade volume : the implications for market efficiency
Easley, David - In: Journal of financial and quantitative analysis : JFQA 27 (1992) 2, pp. 185-208
Persistent link: https://www.econbiz.de/10001125362
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Time and the process of security price adjustment
Easley, David - In: The journal of finance : the journal of the American … 47 (1992) 2, pp. 577-605
Persistent link: https://www.econbiz.de/10001128128
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Order form and information in securities markets
Easley, David - In: The journal of finance : the journal of the American … 46 (1991) 3, pp. 905-927
Persistent link: https://www.econbiz.de/10001110303
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Optimal learning with endogenous data
Easley, David - In: International economic review 30 (1989) 4, pp. 963-978
Persistent link: https://www.econbiz.de/10001080133
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Implementation of Walrasian expectations equilibria
Blume, Lawrence E. - In: Journal of economic theory 51 (1990) 1, pp. 207-227
Persistent link: https://www.econbiz.de/10001086425
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Time-varying arrival rates of informed and uninformed trades
Easley, David; Engle, Robert F.; O'Hara, Maureen; Wu, Liuren - In: Journal of financial econometrics : official journal of … 6 (2008) 2, pp. 171-207
Persistent link: https://www.econbiz.de/10003687773