Mark S. Seasholes

ASU WP Carey School of Business

Professor

Dept of Finance, BAC 501

400 E. Lemon St.

Tempe, AZ 85287-3906

United States

SCHOLARLY PAPERS

21

DOWNLOADS
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Top 1,836

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15,552

CITATIONS
Rank 892

SSRN RANKINGS

Top 892

in Total Papers Citations

597

Scholarly Papers (21)

1.

Market Maker Inventories and Liquidity

AFA 2008 New Orleans Meetings Paper
Number of pages: 38 Posted: 09 Nov 2006
Terrence Hendershott, Pamela C. Moulton and Mark S. Seasholes
University of California, Berkeley - Haas School of Business, Cornell University and ASU WP Carey School of Business
Downloads 2,373 (4,295)
Citation 24

Abstract:

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inventory, market makers, capital constraints

2.

The Assumptions and Math Behind Wacc and Apv Calculations

Number of pages: 19 Posted: 05 Nov 2005 Last Revised: 24 Nov 2008
Richard Stanton and Mark S. Seasholes
University of California, Berkeley - Haas School of Business and ASU WP Carey School of Business
Downloads 2,242 (4,014)
Citation 4

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WACC, APV, Cost of Capital

3.

Market Maker Inventories and Stock Prices

Number of pages: 46 Posted: 15 Mar 2006
Terrence Hendershott and Mark S. Seasholes
University of California, Berkeley - Haas School of Business and ASU WP Carey School of Business
Downloads 1,828 (6,625)
Citation 32

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Market Maker, Inventory, Liquidity Provision

4.

Time Variation in Liquidity: The Role of Market Maker Inventories and Revenues

Journal of Finance, Forthcoming
Number of pages: 59 Posted: 31 Dec 2008
UNSW Business School, University of California, Berkeley - Haas School of Business, Columbia Business School, Cornell University and ASU WP Carey School of Business
Downloads 1,528 (9,326)
Citation 31

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Liquidity, Market-Makers

5.

Predictable Behavior, Profits, and Attention

AFA 2006 Boston Meetings Paper
Number of pages: 41 Posted: 22 Mar 2005
Mark S. Seasholes and Guojun Wu
ASU WP Carey School of Business and University of Houston
Downloads 1,229 (13,132)
Citation 15

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Attention, statistical arbitrage, behavioral finance

6.
Downloads 951 ( 20,544)
Citation 4

Market Predictability and Non-Informational Trading

Number of pages: 37 Posted: 21 Nov 2008 Last Revised: 27 Apr 2009
Terrence Hendershott and Mark S. Seasholes
University of California, Berkeley - Haas School of Business and ASU WP Carey School of Business
Downloads 838 (24,320)
Citation 4

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Return Predictability, Liquidity, Comovement

Market Predictability and Non-Informational Trading

Number of pages: 37 Posted: 14 Mar 2009
Terrence Hendershott and Mark S. Seasholes
University of California, Berkeley - Haas School of Business and ASU WP Carey School of Business
Downloads 113 (221,434)
Citation 4

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Return Predictability, Liquidity, Comovement

7.

When Good News Means Higher Risk. . .

Number of pages: 50 Posted: 03 Oct 2004
Jacob S. Sagi and Mark S. Seasholes
University of North Carolina Kenan-Flagler Business School and ASU WP Carey School of Business
Downloads 852 (23,662)

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Expected Returns, asset pricing, real options, momentum

8.

Do Investor Sophistication and Trading Experience Eliminate Behavioral Biases in Financial Markets?

Number of pages: 55 Posted: 25 Sep 2005
Mark S. Seasholes and Lei Feng
ASU WP Carey School of Business and Harvard Business School
Downloads 824 (19,424)
Citation 73

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Experience, behavioral biases, disposition effect

9.

Individual Investors and Local Bias

Journal of Finance, Forthcoming
Number of pages: 66 Posted: 12 Oct 2005 Last Revised: 15 Dec 2009
Mark S. Seasholes and Ning Zhu
ASU WP Carey School of Business and China Academy of Financial Research (CAFR)
Downloads 427 (53,678)
Citation 110

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Information Aggregation, Individual Investors, Home Bias

Information Precision, Noise, and the Cross-Section of Stock Returns

21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 42 Posted: 28 Jul 2008
University of Grenoble 2 - ESA - CERAG, French National Center for Scientific Research (CNRS) - Centre de Recherches Appliquées à la Gestion (CERAG), ASU WP Carey School of Business and Eurofidai (CNRS)
Downloads 276 (98,536)
Citation 1

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Risk Premia, Cross-Sectional Asset Pricing, REE Models

Information Precision, Noise, and the Cross-Section of Stock Returns

Number of pages: 42 Posted: 26 Mar 2009
University of Grenoble 2 - ESA - CERAG, Eurofidai (CNRS), Grenoble Institute of Technology and CERAG and ASU WP Carey School of Business
Downloads 90 (259,446)
Citation 1

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Risk Premia, Cross-Sectional Asset Pricing, REE Models

11.

Uninformed Trading and Asset Prices

Number of pages: 46 Posted: 26 Apr 2005 Last Revised: 03 Jan 2009
Sandro C. Andrade, Charles Chang and Mark S. Seasholes
University of Miami - Department of Finance, Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and ASU WP Carey School of Business
Downloads 361 (72,591)
Citation 1

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Asset pricing, return predictability, limits of arbitrage

12.

Correlated Trading and Location

13th Annual Utah Winter Finance Conference; 5th Annual Texas Finance Festival
Number of pages: 45 Posted: 31 Jul 2003
Lei Feng and Mark S. Seasholes
Harvard Business School and ASU WP Carey School of Business
Downloads 341 (71,214)
Citation 56

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Individual Investors, Behavioral Finance, Herding

13.

Asset Price Dynamics with Limited Attention

23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 49 Posted: 01 Aug 2010 Last Revised: 17 Jan 2018
University of California, Berkeley - Haas School of Business, VU Amsterdam, Copenhagen Business School - Department of Finance and ASU WP Carey School of Business
Downloads 319 (59,869)
Citation 3

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Transitory Volatility, Limited Attention, Individuals, Institutions, Market Makers

14.

Dual-Listed Shares and Trading

Posted: 15 Mar 2012
Clark Liu and Mark S. Seasholes
Tsinghua University - PBC School of Finance and ASU WP Carey School of Business

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Dual-Listed Shares, Trading Imbalances, Cost of a Short-Sale Ban

15.

Trading Imbalances and the Relative Prices of Stock Pairs

Number of pages: 26 Posted: 18 Mar 2011
Mark S. Seasholes and Clark Liu
ASU WP Carey School of Business and Tsinghua University - PBC School of Finance
Downloads 262 (98,288)

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Liquidity, Dual-Class Stocks

16.

Information and Cross-Border Equity Holdings

AFA 2009 San Francisco Meetings Paper
Number of pages: 47 Posted: 21 Mar 2008 Last Revised: 25 Nov 2008
ASU WP Carey School of Business, California State University, Northridge - Department of Finance, Financial Planning and Insurance, French National Center for Scientific Research (CNRS) - Centre de Recherches Appliquées à la Gestion (CERAG) and Eurofidai (CNRS)
Downloads 253 (104,162)
Citation 1

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Information Asymmetry, REE Models, Home Bias

17.

Trading Imbalances, Liquidity, and the Law of One Price

Number of pages: 29 Posted: 19 Mar 2010
Mark S. Seasholes and Clark Liu
ASU WP Carey School of Business and Tsinghua University - PBC School of Finance
Downloads 94 (224,756)
Citation 1

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Law of One Price, Cross-Listings, Order Imbalances

18.

Time Variation in Liquidity: The Role of Market-Maker Inventories and Revenues

Journal of Finance, Vol. 65, No. 1, pp. 295-331, 2010
Number of pages: 59 Posted: 26 Oct 2011 Last Revised: 03 Dec 2012
UNSW Business School, University of California, Berkeley - Haas School of Business, Columbia Business School, Cornell University and ASU WP Carey School of Business
Downloads 67 (272,683)
Citation 30

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19.

The Portfolio Flows of International Investors, I

NBER Working Paper No. w6687
Number of pages: 38 Posted: 12 Jun 2000 Last Revised: 01 Dec 2008
Kenneth Froot, Paul G.J. O'Connell and Mark S. Seasholes
National Bureau of Economic Research (NBER), FDO Partners, LLC and ASU WP Carey School of Business
Downloads 53 (323,899)
Citation 211

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20.

Information Production, Volume, and Return Dynamics

Number of pages: 48 Posted: 02 Dec 2015 Last Revised: 11 Jan 2016
Clark Liu, Lei Mao and Mark S. Seasholes
Tsinghua University - PBC School of Finance, The Chinese University of Hong Kong, Shenzhen and ASU WP Carey School of Business
Downloads 0 (255,645)

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information content of volume, high volume return premium, cross-sectional returns

21.

Investing in What You Know: The Case of Individual Investors and Local Stocks

Journal Of Investment Management (JOIM), First Quarter 2013
Posted: 20 May 2013
Mark S. Seasholes and Ning Zhu
ASU WP Carey School of Business and Unaffiliated Authors - Independent

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Individual investors, investing locally, household finance