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

22

DOWNLOADS
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SSRN RANKINGS

Top 2,463

in Total Papers Downloads

17,805

SSRN CITATIONS
Rank 2,734

SSRN RANKINGS

Top 2,734

in Total Papers Citations

220

CROSSREF CITATIONS

275

Scholarly Papers (22)

1.

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 3,591 (3,724)
Citation 7

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WACC, APV, Cost of Capital

2.

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 - SC Johnson College of Business and ASU WP Carey School of Business
Downloads 2,598 (6,438)
Citation 3

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inventory, market makers, capital constraints

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 1,997 (9,874)
Citation 19

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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 - SC Johnson College of Business and ASU WP Carey School of Business
Downloads 1,665 (13,218)
Citation 7

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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 1,374 (17,844)
Citation 16

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Attention, statistical arbitrage, behavioral finance

6.

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 University - Business School (HBS)
Downloads 1,211 (21,556)
Citation 83

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Experience, behavioral biases, disposition effect

7.
Downloads 1,002 ( 28,392)
Citation 10

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 863 (34,506)
Citation 5

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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 139 (260,949)
Citation 6

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Return Predictability, Liquidity, Comovement

8.

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 876 (34,291)
Citation 1

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Expected Returns, asset pricing, real options, momentum

9.

Asset Price Dynamics with Limited Attention

Review of Financial Studies (forthcoming)
Number of pages: 73 Posted: 01 Aug 2010 Last Revised: 10 May 2021
University of California, Berkeley - Haas School of Business, Vrije Universiteit Amsterdam, Copenhagen Business School - Department of Finance and ASU WP Carey School of Business
Downloads 744 (42,880)
Citation 9

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

10.

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 499 (71,736)
Citation 33

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Information Aggregation, Individual Investors, Home Bias

11.

Correlated Trading and Location

Number of pages: 45 Posted: 31 Jul 2003
Lei Feng and Mark S. Seasholes
Harvard University - Business School (HBS) and ASU WP Carey School of Business
Downloads 398 (93,688)
Citation 37

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Individual Investors, Behavioral Finance, Herding

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, University of Angers - Centre de Recherches Appliquées à la Gestion (CERAG), ASU WP Carey School of Business and Eurofidai (CNRS)
Downloads 287 (133,653)
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 97 (338,412)
Citation 3

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Risk Premia, Cross-Sectional Asset Pricing, REE Models

13.

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 381 (98,595)
Citation 2

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Asset pricing, return predictability, limits of arbitrage

14.

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 293 (131,501)

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Liquidity, Dual-Class Stocks

15.

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, University of Angers - Centre de Recherches Appliquées à la Gestion (CERAG) and Eurofidai (CNRS)
Downloads 268 (144,212)

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Information Asymmetry, REE Models, Home Bias

16.

How Do Firms Manage Earnings Following Natural Disasters?

Number of pages: 62 Posted: 07 Oct 2020 Last Revised: 20 Sep 2021
Kai Wu, Huiming Zhang, Shouyang Wang, Yueming Qiu and Mark S. Seasholes
Central University of Finance and Economics (CUFE) - School of Finance, Nanjing University of Information Science & Technology - School of Environmental Science and Engineering, Chinese Academy of Sciences (CAS) - Center for Forecasting Science; Academy of Mathematics and Systems Sciences, School of Public Policy, University of Maryland at College Park and ASU WP Carey School of Business
Downloads 133 (272,191)
Citation 1

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natural disasters, earnings management, external monitoring

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 119 (292,290)
Citation 1

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Law of One Price, Cross-Listings, Order Imbalances

18.

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 107 (314,832)
Citation 1

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

19.

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 - SC Johnson College of Business and ASU WP Carey School of Business
Downloads 99 (331,465)
Citation 19

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20.

The Portfolio Flows of International Investors, I

NBER Working Paper No. w6687
Number of pages: 38 Posted: 12 Jun 2000 Last Revised: 11 Apr 2021
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 66 (420,590)
Citation 2

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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 Independent

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Individual investors, investing locally, household finance

22.

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