|
2023
|
Financial Market Ethics
|
The Review of Financial Studies
|
A
|
2
|
|
2021
|
Constructive decision theory
|
Journal of Economic Theory
|
A
|
3
|
|
2021
|
A trading volume benchmark
|
Review of Finance
|
B
|
4
|
|
2021
|
Big data: New tricks for econometrics
|
The Review of Financial Studies
|
A
|
5
|
|
2019
|
From mining to markets: The evolution of bitcoin transaction fees
|
Journal of Financial Economics
|
A
|
3
|
|
2018
|
A case for incomplete markets
|
Journal of Economic Theory
|
A
|
5
|
|
2016
|
Differential Access to Price Information in Financial Markets
|
Journal of Financial and Quantitative Analysis
|
B
|
3
|
|
2016
|
Discerning information from trade data
|
Journal of Financial Economics
|
A
|
3
|
|
2015
|
Introduction to computer science and economic theory
|
Journal of Economic Theory
|
A
|
5
|
|
2015
|
Loss aversion, survival and asset prices
|
Journal of Economic Theory
|
A
|
2
|
|
2014
|
Opaque Trading, Disclosure, and Asset Prices: Implications for Hedge Fund Regulation
|
The Review of Financial Studies
|
A
|
3
|
|
2012
|
Flow Toxicity and Liquidity in a High-frequency World
|
The Review of Financial Studies
|
A
|
3
|
|
2010
|
Microstructure and Ambiguity
|
Journal of Finance
|
A
|
2
|
|
2010
|
Factoring Information into Returns
|
Journal of Financial and Quantitative Analysis
|
B
|
3
|
|
2010
|
Liquidity and valuation in an uncertain world
|
Journal of Financial Economics
|
A
|
2
|
|
2009
|
The market organism: Long-run survival in markets with heterogeneous traders
|
Journal of Economic Dynamics and Control
|
B
|
2
|
|
2009
|
Trading networks with price-setting agents
|
Games and Economic Behavior
|
B
|
4
|
|
2009
|
Ambiguity and Nonparticipation: The Role of Regulation
|
The Review of Financial Studies
|
A
|
2
|
|
2006
|
Information, trade and incomplete markets
|
Economic Theory
|
B
|
3
|
|
2005
|
Optimal guessing: Choice in complex environments
|
Journal of Economic Theory
|
A
|
2
|
|
2002
|
Optimality and Natural Selection in Markets
|
Journal of Economic Theory
|
A
|
2
|
|
2002
|
Is Information Risk a Determinant of Asset Returns?
|
Journal of Finance
|
A
|
3
|
|
2001
|
How Stock Splits Affect Trading: A Microstructure Approach
|
Journal of Financial and Quantitative Analysis
|
B
|
3
|
|
1997
|
One Day in the Life of a Very Common Stock.
|
The Review of Financial Studies
|
A
|
3
|
|
1996
|
Cream-Skimming or Profit-Sharing? The Curious Role of Purchased Order Flow.
|
Journal of Finance
|
A
|
3
|
|
1996
|
Liquidity, Information, and Infrequently Traded Stocks.
|
Journal of Finance
|
A
|
1
|
|
1994
|
Market Statistics and Technical Analysis: The Role of Volume.
|
Journal of Finance
|
A
|
3
|
|
1993
|
Economic natural selection
|
Economics Letters
|
C
|
2
|
|
1992
|
Evolution and market behavior
|
Journal of Economic Theory
|
A
|
2
|
|
1992
|
Time and the Process of Security Price Adjustment.
|
Journal of Finance
|
A
|
2
|
|
1992
|
Adverse Selection and Large Trade Volume: The Implications for Market Efficiency
|
Journal of Financial and Quantitative Analysis
|
B
|
2
|
|
1991
|
Order Form and Information in Securities Markets.
|
Journal of Finance
|
A
|
2
|
|
1990
|
Implementation of Walrasian expectations equilibria
|
Journal of Economic Theory
|
A
|
2
|
|
1988
|
Contracts and asymmetric information in the theory of the firm
|
Journal of Economic Behavior and Organization
|
B
|
2
|
|
1987
|
Price, trade size, and information in securities markets
|
Journal of Financial Economics
|
A
|
2
|
|
1985
|
Preying for Time.
|
Journal of Industrial Economics
|
A
|
3
|
|
1985
|
An Equilibrium Analysis of Optimal Unemployment Insurance and Taxation
|
Quarterly Journal of Economics
|
S
|
3
|
|
1984
|
Rational expectations equilibrium: An alternative approach
|
Journal of Economic Theory
|
A
|
2
|
|
1983
|
Consensus Beliefs Equilibrium and Market Efficiency.
|
Journal of Finance
|
A
|
2
|
|
1982
|
Introduction to the stability of rational expectations equilibrium
|
Journal of Economic Theory
|
A
|
3
|
|
1982
|
Learning to be rational
|
Journal of Economic Theory
|
A
|
2
|
|
1982
|
Characterization of optimal plans for stochastic dynamic programs
|
Journal of Economic Theory
|
A
|
3
|
|
1979
|
The Postal Savings System in the Depression
|
Journal of Economic History
|
B
|
2
|