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.


On the effects of restricting short-term investment

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

Restricting short-term trading hurts short- and long-term professional investors but may help less sophisticated investors.