What is he best known for?
The fields of study he is best known for:
- Finance
- Microeconomics
- Statistics
His primary areas of study are Financial economics, Econometrics, Market maker, Microeconomics and Market liquidity.
David Easley regularly ties together related areas like Information asymmetry in his Financial economics studies.
His work on Capital asset pricing model as part of general Econometrics research is often related to Factor analysis of information risk, thus linking different fields of science.
His biological study spans a wide range of topics, including Block trade, Stochastic process and Limit order market.
David Easley studies Asset which is a part of Microeconomics.
His research integrates issues of Stock exchange and Order in his study of Market liquidity.
His most cited work include:
- Information and the Cost of Capital (1819 citations)
- PRICE, TRADE SIZE, AND INFORMATION IN SECURITIES MARKETS* (1701 citations)
- Networks, Crowds, and Markets: Network Dynamics: Population Models (1435 citations)
What are the main themes of his work throughout his whole career to date?
David Easley mainly focuses on Microeconomics, Financial economics, Market liquidity, Econometrics and Crowds.
His research in Microeconomics intersects with topics in Industrial organization and Welfare.
His Financial economics study combines topics from a wide range of disciplines, such as Information asymmetry and Financial market.
His Market liquidity research is multidisciplinary, relying on both Market structure, Stock exchange and Order.
His work carried out in the field of Econometrics brings together such families of science as Market data, Market microstructure and Market maker.
The various areas that David Easley examines in his Market microstructure study include Futures contract and Private information retrieval.
He most often published in these fields:
- Microeconomics (28.31%)
- Financial economics (22.29%)
- Market liquidity (16.87%)
What were the highlights of his more recent work (between 2010-2020)?
- Microeconomics (28.31%)
- Market microstructure (12.65%)
- Market liquidity (16.87%)
In recent papers he was focusing on the following fields of study:
His scientific interests lie mostly in Microeconomics, Market microstructure, Market liquidity, Econometrics and Actuarial science.
David Easley combines subjects such as Welfare and Revenue with his study of Microeconomics.
His Market microstructure study combines topics in areas such as Futures contract and High-frequency trading.
His studies deal with areas such as Volatility, Market impact, Market structure, Price discovery and Market maker as well as Market liquidity.
His Econometrics research incorporates themes from Market data, Estimation and Social network.
His work deals with themes such as Capital asset pricing model and Private information retrieval, which intersect with Market data.
Between 2010 and 2020, his most popular works were:
- The Microstructure of the “Flash Crash”: Flow Toxicity, Liquidity Crashes, and the Probability of Informed Trading (276 citations)
- Flow Toxicity and Liquidity in a High-frequency World (228 citations)
- The Characteristics of Informed Trading: Implications for Asset Pricing (100 citations)
In his most recent research, the most cited papers focused on:
- Microeconomics
- Finance
- Statistics
David Easley mostly deals with Microeconomics, Econometrics, Market liquidity, Flash crash and Welfare.
His Microeconomics study frequently draws connections to adjacent fields such as Strategic Network Formation.
His Econometrics research includes elements of Market data and Market microstructure.
His studies in Market data integrate themes in fields like Capital asset pricing model and Private information retrieval.
Within one scientific family, he focuses on topics pertaining to Market maker under Market liquidity, and may sometimes address concerns connected to Metric.
His Flash crash research is multidisciplinary, incorporating perspectives in Volatility and Order.
This overview was generated by a machine learning system which analysed the scientist’s
body of work. If you have any feedback, you can
contact us
here.
