Speculative dynamics of prices and volume

Anthony A. DeFusco, Charles G. Nathanson, and Eric Zwick

Volume cycles in bubbles due to the entry and exit of short-term investors, who sell frequently.

directed attention and non-parametric learning

Ian Dew-Becker and Charles G. Nathanson

An optimal boundedly rational model captures low-frequency but not high-frequency dynamics of income.

multi-frequency trade

Nicolas Crouzet, Ian Dew-Becker, and Charles G. Nathanson

Short-term traders profit off of long-term traders in the short run, while long-term traders profit off of short-term traders in the long run.