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Seasholes, Mark S.'s
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
13,444 |
Total
Citations
565 |
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1.
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Hendershott, Terrence
University of California, Berkeley - Haas School of Business Moulton, Pamela C.
Cornell University Seasholes, Mark S.
Hong Kong University of Science & Technology (HKUST)
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2,193
(2,420)
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22
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inventory, market makers, capital constraints
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2.
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Stanton, Richard
University of California, Berkeley - Finance Group Seasholes, Mark S.
Hong Kong University of Science & Technology (HKUST)
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05 Nov 05
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Last Revised:
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24 Nov 08
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1,982
(2,870)
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4
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WACC, APV, Cost of Capital
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3.
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Hendershott, Terrence
University of California, Berkeley - Haas School of Business Seasholes, Mark S.
Hong Kong University of Science & Technology (HKUST)
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1,691
(3,782)
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30
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Market Maker, Inventory, Liquidity Provision
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4.
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Comerton-Forde, Carole
University of Melbourne - Department of Finance Hendershott, Terrence
University of California, Berkeley - Haas School of Business Jones, Charles M.
Columbia Business School - Finance and Economics Moulton, Pamela C.
Cornell University Seasholes, Mark S.
Hong Kong University of Science & Technology (HKUST)
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1,437
(5,033)
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27
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Liquidity, Market-Makers
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5.
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Seasholes, Mark S.
Hong Kong University of Science & Technology (HKUST) Wu, Guojun
University of Houston
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1,189
(6,940)
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15
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Attention, statistical arbitrage, behavioral finance
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6.
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Market Predictability and Non-Informational Trading
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Versions (2)
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Hendershott, Terrence
University of California, Berkeley - Haas School of Business Seasholes, Mark S.
Hong Kong University of Science & Technology (HKUST)
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Posted:
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21 Nov 08
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Last Revised:
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22 Nov 12
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882
(11,259)
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3
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Hendershott, Terrence
University of California, Berkeley - Haas School of Business Seasholes, Mark S.
Hong Kong University of Science & Technology (HKUST)
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90
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3
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Return Predictability, Liquidity, Comovement
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Hendershott, Terrence
University of California, Berkeley - Haas School of Business Seasholes, Mark S.
Hong Kong University of Science & Technology (HKUST)
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21 Nov 08
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Last Revised:
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27 Apr 09
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792
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3
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Return Predictability, Liquidity, Comovement
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7.
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Sagi, Jacob S.
Vanderbilt University - Finance Seasholes, Mark S.
Hong Kong University of Science & Technology (HKUST)
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838
(12,254)
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Expected Returns, asset pricing, real options, momentum
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8.
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Seasholes, Mark S.
Hong Kong University of Science & Technology (HKUST) Feng, Lei
Harvard Business School
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744
(14,616)
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69
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Experience, behavioral biases, disposition effect
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9.
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Seasholes, Mark S.
Hong Kong University of Science & Technology (HKUST) Zhu, Ning
China Academy of Financial Research (CAFR)
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12 Oct 05
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Last Revised:
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15 Dec 09
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351
(40,005)
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101
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Information Aggregation, Individual Investors, Home Bias
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10.
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Andrade, Sandro C.
University of Miami - Department of Finance Chang, Charles
Cornell University Seasholes, Mark S.
Hong Kong University of Science & Technology (HKUST)
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26 Apr 05
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Last Revised:
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03 Jan 09
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343
(41,155)
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1
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Asset pricing, return predictability, limits of arbitrage
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11.
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Information Precision, Noise, and the Cross-Section of Stock Returns
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Show Abstracts |
Hide Abstracts |
Versions (2)
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hide multiple versions |
Export Bibliographic Info |
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Burlacu, Radu
University of Grenoble 2 - ESA - CERAG Jimenez-Garcès, Sonia G.
French National Center for Scientific Research (CNRS) - Centre de Recherches Appliquées à la Gestion (CERAG) Seasholes, Mark S.
Hong Kong University of Science & Technology (HKUST) Fontaine, Patrice C.
Eurofidai (CNRS and University of Grenoble 2)
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Posted:
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28 Jul 08
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Last Revised:
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22 Nov 12
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338
(41,900)
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Burlacu, Radu
University of Grenoble 2 - ESA - CERAG Fontaine, Patrice C.
Eurofidai (CNRS and University of Grenoble 2) Jimenez-Garces, Sonia
Grenoble Institute of Technology and CERAG Seasholes, Mark S.
Hong Kong University of Science & Technology (HKUST)
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77
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Risk Premia, Cross-Sectional Asset Pricing, REE Models
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Burlacu, Radu
University of Grenoble 2 - ESA - CERAG Jimenez-Garcès, Sonia G.
French National Center for Scientific Research (CNRS) - Centre de Recherches Appliquées à la Gestion (CERAG) Seasholes, Mark S.
Hong Kong University of Science & Technology (HKUST) Fontaine, Patrice C.
Eurofidai (CNRS and University of Grenoble 2)
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261
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Risk Premia, Cross-Sectional Asset Pricing, REE Models
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12.
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Feng, Lei
Harvard Business School Seasholes, Mark S.
Hong Kong University of Science & Technology (HKUST)
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326
(43,713)
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53
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Individual Investors, Behavioral Finance, Herding
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13.
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Seasholes, Mark S.
Hong Kong University of Science & Technology (HKUST) Covrig, Vicentiu
California State University, Northridge - Department of Finance, Real Estate, & Insurance Jimenez-Garcès, Sonia G.
French National Center for Scientific Research (CNRS) - Centre de Recherches Appliquées à la Gestion (CERAG) Fontaine, Patrice C.
Eurofidai (CNRS and University of Grenoble 2)
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21 Mar 08
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Last Revised:
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25 Nov 08
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244
(60,813)
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1
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Information Asymmetry, REE Models, Home Bias
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14.
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Seasholes, Mark S.
Hong Kong University of Science & Technology (HKUST) Liu, Clark
Hong Kong University of Science & Technology (HKUST)
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243
(61,034)
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Liquidity, Dual-Class Stocks
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15.
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Hendershott, Terrence
University of California, Berkeley - Haas School of Business LI, Sunny X.
VU University Amsterdam Menkveld, Albert J.
VU University Amsterdam Seasholes, Mark S.
Hong Kong University of Science & Technology (HKUST)
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| Posted: |
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01 Aug 10
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Last Revised:
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23 Sep 11
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238
(62,429)
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4
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Transitory Volatility, Liquidity, Individual Investors, Market Makers
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16.
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Liu, Clark
Hong Kong University of Science & Technology (HKUST) Seasholes, Mark S.
Hong Kong University of Science & Technology (HKUST)
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226
(65,997)
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1
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Dual-Listed Shares, Trading Imbalances, Cost of a Short-Sale Ban
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17.
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Seasholes, Mark S.
Hong Kong University of Science & Technology (HKUST) Liu, Clark
Hong Kong University of Science & Technology (HKUST)
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89
(146,302)
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1
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Law of One Price, Cross-Listings, Order Imbalances
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18.
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Froot, Kenneth
National Bureau of Economic Research (NBER) O'Connell, Paul G.J.
FDO Partners, LLC Seasholes, Mark S.
Hong Kong University of Science & Technology (HKUST)
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48
(204,216)
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206
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19.
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Comerton-Forde, Carole
University of Melbourne - Department of Finance Hendershott, Terrence
University of California, Berkeley - Haas School of Business Jones, Charles M.
Columbia Business School - Finance and Economics Moulton, Pamela C.
Cornell University Seasholes, Mark S.
Hong Kong University of Science & Technology (HKUST)
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| Posted: |
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26 Oct 11
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Last Revised:
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03 Dec 12
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42
(215,829)
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27
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20.
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Seasholes, Mark S.
Hong Kong University of Science & Technology (HKUST) Zhu, Ning
Independent
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Individual investors, investing locally, household finance
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