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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16,151

CITATIONS
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Top 1,794

in Total Papers Citations

413

Scholarly Papers (21)

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 2,826 (3,995)
Citation 5

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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 2,524 (4,816)
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 1,953 (7,434)
Citation 3

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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 1,594 (10,417)
Citation 2

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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 1,308 (14,316)
Citation 5

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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 Business School
Downloads 1,101 (18,603)
Citation 28

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Experience, behavioral biases, disposition effect

7.
Downloads 970 ( 22,448)
Citation 3

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 846 (26,878)
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 124 (226,833)
Citation 4

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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 866 (26,431)
Citation 1

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Expected Returns, asset pricing, real options, momentum

9.

Asset Price Dynamics with Limited Attention

23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 54 Posted: 01 Aug 2010 Last Revised: 17 Jun 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 495 (55,667)
Citation 7

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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 479 (58,072)
Citation 9

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Information Aggregation, Individual Investors, Home Bias

11.

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 378 (77,106)
Citation 7

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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 281 (106,851)
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 94 (276,319)
Citation 1

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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 369 (79,365)
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 285 (105,836)

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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 264 (114,740)

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Information Asymmetry, REE Models, Home Bias

16.

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 114 (240,420)

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Law of One Price, Cross-Listings, Order Imbalances

17.

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 101 (261,680)

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

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 - SC Johnson College of Business and ASU WP Carey School of Business
Downloads 86 (290,229)
Citation 3

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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 63 (345,952)
Citation 57

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20.

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

21.

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