Journal Article |
File Downloads |
Abstract Views |
Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
A case for incomplete markets |
0 |
0 |
2 |
19 |
1 |
1 |
6 |
97 |
Adverse Selection and Large Trade Volume: The Implications for Market Efficiency |
0 |
1 |
5 |
139 |
1 |
3 |
10 |
347 |
Ambiguity and Nonparticipation: The Role of Regulation |
0 |
3 |
7 |
200 |
1 |
4 |
16 |
502 |
An Equilibrium Analysis of Fiscal Policy with Uncertainty and Incomplete Markets |
0 |
0 |
0 |
35 |
1 |
1 |
1 |
195 |
An Equilibrium Analysis of Optimal Unemployment Insurance and Taxation |
0 |
0 |
0 |
27 |
2 |
2 |
3 |
106 |
An Improved Version of the Volume-Synchronized Probability of Informed Trading: A Comment |
3 |
4 |
12 |
162 |
3 |
5 |
17 |
333 |
Characterization of optimal plans for stochastic dynamic programs |
0 |
0 |
0 |
81 |
0 |
0 |
0 |
155 |
Choice without Beliefs |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
302 |
Consensus Beliefs Equilibrium and Market Efficiency |
0 |
0 |
0 |
28 |
0 |
0 |
2 |
112 |
Constructive decision theory |
0 |
0 |
1 |
8 |
0 |
2 |
5 |
39 |
Contracts and asymmetric information in the theory of the firm |
0 |
0 |
0 |
48 |
1 |
1 |
3 |
90 |
Controlling a Stochastic Process with Unknown Parameters |
0 |
0 |
1 |
291 |
0 |
0 |
1 |
634 |
Cream-Skimming or Profit-Sharing? The Curious Role of Purchased Order Flow |
0 |
0 |
2 |
244 |
0 |
1 |
7 |
687 |
Differential Access to Price Information in Financial Markets |
0 |
0 |
1 |
22 |
0 |
0 |
3 |
73 |
Discerning information from trade data |
1 |
2 |
8 |
129 |
1 |
2 |
16 |
372 |
Economic natural selection |
0 |
1 |
1 |
97 |
0 |
1 |
2 |
202 |
Evolution and market behavior |
2 |
3 |
7 |
722 |
2 |
4 |
11 |
1,251 |
Factoring Information into Returns |
0 |
0 |
1 |
169 |
1 |
1 |
6 |
437 |
Financial Market Ethics |
0 |
0 |
4 |
7 |
0 |
2 |
10 |
27 |
Financial analysts and information-based trade |
0 |
0 |
1 |
306 |
1 |
1 |
7 |
641 |
Flow Toxicity and Liquidity in a High-frequency World |
6 |
16 |
46 |
402 |
11 |
29 |
128 |
1,071 |
From mining to markets: The evolution of bitcoin transaction fees |
1 |
3 |
22 |
291 |
2 |
8 |
66 |
849 |
Heterogeneity, Selection, and Wealth Dynamics |
0 |
0 |
0 |
41 |
0 |
0 |
1 |
153 |
How Stock Splits Affect Trading: A Microstructure Approach |
0 |
0 |
6 |
59 |
0 |
1 |
9 |
193 |
If You're so Smart, why Aren't You Rich? Belief Selection in Complete and Incomplete Markets |
0 |
0 |
3 |
438 |
1 |
2 |
13 |
1,173 |
Implementation of Walrasian expectations equilibria |
0 |
0 |
0 |
67 |
0 |
0 |
1 |
133 |
Information, trade and incomplete markets |
0 |
0 |
0 |
87 |
0 |
0 |
0 |
171 |
Introduction to computer science and economic theory |
0 |
0 |
4 |
51 |
1 |
3 |
9 |
187 |
Introduction to the stability of rational expectations equilibrium |
0 |
0 |
4 |
77 |
0 |
1 |
6 |
182 |
Is Information Risk a Determinant of Asset Returns? |
0 |
0 |
2 |
591 |
2 |
4 |
8 |
1,238 |
Learning to be rational |
0 |
0 |
1 |
143 |
0 |
0 |
1 |
300 |
Leveling the trading field |
0 |
0 |
0 |
12 |
0 |
1 |
1 |
90 |
Liquidity and valuation in an uncertain world |
0 |
0 |
2 |
168 |
2 |
3 |
10 |
434 |
Liquidity, Information, and Infrequently Traded Stocks |
1 |
3 |
24 |
1,154 |
3 |
5 |
37 |
2,347 |
Loss aversion, survival and asset prices |
0 |
0 |
1 |
15 |
1 |
1 |
2 |
92 |
Market Statistics and Technical Analysis: The Role of Volume |
3 |
6 |
20 |
2,375 |
5 |
12 |
55 |
5,929 |
Microstructure and Ambiguity |
0 |
0 |
2 |
97 |
1 |
1 |
6 |
268 |
Microstructure in the Machine Age |
0 |
2 |
20 |
72 |
4 |
10 |
63 |
186 |
Multidimensional diffusion processes in dynamic online networks |
0 |
0 |
1 |
5 |
0 |
0 |
2 |
17 |
OPTIMAL EXECUTION HORIZON |
0 |
0 |
1 |
17 |
0 |
0 |
2 |
77 |
One Day in the Life of a Very Common Stock |
0 |
0 |
0 |
1 |
0 |
3 |
9 |
1,051 |
Opaque Trading, Disclosure, and Asset Prices: Implications for Hedge Fund Regulation |
0 |
0 |
0 |
19 |
1 |
2 |
4 |
93 |
Optimal Learning with Endogenous Data |
0 |
0 |
0 |
37 |
0 |
0 |
0 |
124 |
Optimal guessing: Choice in complex environments |
0 |
0 |
0 |
46 |
0 |
1 |
3 |
120 |
Optimality and Natural Selection in Markets |
0 |
0 |
0 |
123 |
1 |
2 |
3 |
316 |
Order Form and Information in Securities Markets |
0 |
0 |
0 |
100 |
0 |
0 |
0 |
245 |
Preying for Time |
0 |
0 |
0 |
30 |
1 |
1 |
1 |
122 |
Price, trade size, and information in securities markets |
2 |
2 |
23 |
1,669 |
4 |
12 |
56 |
3,176 |
Rational expectations equilibrium: An alternative approach |
0 |
0 |
0 |
54 |
1 |
2 |
2 |
157 |
StableFees: A Predictable Fee Market for Cryptocurrencies |
0 |
4 |
7 |
10 |
0 |
8 |
14 |
21 |
Stochastic Equilibrium and Optimality with Rolling Plans |
0 |
0 |
1 |
16 |
0 |
1 |
3 |
164 |
The Active World of Passive Investing* |
0 |
1 |
6 |
18 |
0 |
5 |
26 |
55 |
The Economic Role of the Nonprofit Firm |
0 |
2 |
3 |
406 |
0 |
6 |
11 |
1,176 |
The Postal Savings System in the Depression |
0 |
0 |
1 |
24 |
0 |
0 |
2 |
91 |
The characteristics of informed trading: Implications for asset pricing |
0 |
0 |
3 |
84 |
0 |
0 |
6 |
262 |
The market organism: Long-run survival in markets with heterogeneous traders |
0 |
0 |
1 |
74 |
2 |
3 |
10 |
267 |
Time and the Process of Security Price Adjustment |
0 |
0 |
0 |
1 |
5 |
11 |
39 |
1,872 |
Time-Varying Arrival Rates of Informed and Uninformed Trades |
0 |
1 |
4 |
109 |
1 |
3 |
13 |
405 |
Trading networks with price-setting agents |
0 |
0 |
0 |
77 |
1 |
2 |
6 |
224 |
VPIN and the Flash Crash: A rejoinder |
0 |
1 |
4 |
120 |
0 |
1 |
7 |
346 |
Total Journal Articles |
19 |
55 |
265 |
11,914 |
65 |
176 |
765 |
31,979 |