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Market Ethics by David Easley, Maureen O'Hara :: SSRN
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We use a model of psychological-games-played-on-a-network to demonstrate a role for endogenously determined, rationally chosen ethics. Our analysis produces sha
David EASLEY - Personal Appointments (free information from ...find-and-update.company-information.service.gov.uk › ...
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David EASLEY. Filter appointments. Filter appointments. Current appointments. Total number of appointments 2. Date of birth: October AIR BEARINGS ...
Easley, David [WorldCat Identities]worldcat.org › identities › lccn-n
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Networks, crowds, and markets : reasoning about a highly connected world by David Easley( Book ) 32 editions published between and in English ...
Microstructure in the Machine Age by David Easley, Marcos ...www.ssrn.com › ...
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We demonstrate how a machine learning algorithm can be applied to predict and explain modern market microstructure phenomena.
David Easley - Academia.eduindependent.academia.edu › DavidEasley1
independent.academia.edu
David Easley studies Traffic control, IT Security, and Quality of Service.
Loss Aversion, Survival and Asset Prices by David Easley, Liyan Yang...
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This paper studies the wealth and pricing implications of loss aversion in the presence of arbitrageurs with Epstein-Zin preferences. Loss aversion affects an i
The Exchange of Flow Toxicity by David Easley, Marcos Lopez de Prado,...
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Flow toxicity can be measured in terms of the probability that a liquidity provider is adversely selected by informed traders. In previous papers we introduced
Microstructure in the Machine Age | The Review of Financial Studiesacademic.oup.com › rfs › article-abstract
academic.oup.com
· David Easley,. David Easley. Departments of Economics and Information Science, Cornell University. Search for other works by this author on:.
Optimal Execution Horizon by David Easley, Marcos Lopez de Prado,...
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Execution traders know that market impact greatly depends on whether their orders lean with or against the market. We introduce the OEH model, which incorporate
Liquidity, Information, and Infrequently Traded Stocks by David...
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This paper investigates whether differences in information- based trading can explain observed differences in spreads for active and infrequently traded stocks.
Liquidity, Information, and Infrequently Traded (SSRN) Paperspapers.ssrn.com › sol3 › papers
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David Easley · Nicholas M. Kiefer · Maureen O'Hara · Joseph B. Paperman · Do you have a job opening that you would like to promote on SSRN? · Paper statistics.
Flow Toxicity and Liquidity in a High Frequency World by David...
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Order flow is toxic when it adversely selects market makers, who may be unaware they are providing liquidity at a loss. We present a new procedure to estimate f
Towards a Functional Fee Market for Cryptocurrencies by Soumya Basu,...
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Blockchain-based cryptocurrencies prioritize transactions based on their fees, creating a unique kind of fee market. Empirically, this market has failed to yiel
The Volume Clock: Insights into the High Frequency Paradigm by David...
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Over the last two centuries, technological advantages have allowed some traders to be faster than others. We argue that, contrary to popular perception, speed i
Is Information Risk a Determinant of Asset Returns? by David Easley,...
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In this research we investigate the role of information-based trading in affecting asset returns. Our premise is that in a dynamic market asset prices are cont
Information and the Cost of Capital by Maureen O'Hara, David Easley...
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We investigate the role of information in affecting a firm's cost of capital. Using a multi-asset rational expectations model, we show that differences in the
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