Mark DeSantis

Chapman University - The George L. Argyros School of Business & Economics

Assistant Professor

333 N. Glassell

Orange, CA 92866

United States

SCHOLARLY PAPERS

15

DOWNLOADS
Rank 30,054

SSRN RANKINGS

Top 30,054

in Total Papers Downloads

1,697

SSRN CITATIONS
Rank 30,393

SSRN RANKINGS

Top 30,393

in Total Papers Citations

12

CROSSREF CITATIONS

13

Scholarly Papers (15)

1.

Stock Price Dynamics: Nonlinear Trend, Volume, Volatility, Resistance and Money Supply

Quantitative Finance, Vol. 11, No. 6, pp. 849-861, 2009
Number of pages: 23 Posted: 16 Aug 2011
Gunduz Caginalp and Mark DeSantis
University of Pittsburgh - Department of Mathematics and Chapman University - The George L. Argyros School of Business & Economics
Downloads 274 (121,760)

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asset price dynamics, momentum, price trend, money supply, liquidity, volume, nonlinear price dynamics, recent high, yearly high, volatility, stock prices, quantitative finance, abnormal return

2.

The Nonlinear Price Dynamics of U.S. Equity ETFs

Journal of Econometrics, Vol. 183, No. 2, 2014
Number of pages: 32 Posted: 25 Mar 2015
Gunduz Caginalp, Mark DeSantis and Akin Sayrak
University of Pittsburgh - Department of Mathematics, Chapman University - The George L. Argyros School of Business & Economics and University of Pittsburgh
Downloads 266 (125,567)
Citation 2

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Exchange-traded funds, momentum, volatility, nonlinear dynamics

What Makes a Good Trader? On the Role of Intuition and Reflection on Trader Performance

Journal of Finance, Forthcoming
Number of pages: 178 Posted: 25 Jul 2017
Brice Corgnet, Mark DeSantis and David Porter
University of Saint Etienne - Analysis Group and Economic Theory Lyon St-Etienne (GATE-LSE), Chapman University - The George L. Argyros School of Business & Economics and Chapman University - Department of Business and Economics
Downloads 196 (168,821)

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Experimental asset markets, behavioral finance, cognitive reflection, theory of mind, financial education

What Makes a Good Trader? On the Role of Intuition and Reflection on Trader Performance

GATE WP 1627 – September 2016
Number of pages: 106 Posted: 12 Sep 2016
Brice Corgnet, Mark DeSantis and David Porter
University of Saint Etienne - Analysis Group and Economic Theory Lyon St-Etienne (GATE-LSE), Chapman University - The George L. Argyros School of Business & Economics and Chapman University - Department of Business and Economics
Downloads 52 (421,044)
Citation 4

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Experimental asset markets, behavioral finance, cognitive reflection, theory of mind, financial education

4.

Nonlinearity in the Dynamics of Financial Markets

Nonlinear Analysis: Real World Applications, Vol.12, No. 2, pp. 1140-1151, May 2010
Number of pages: 13 Posted: 16 Aug 2011 Last Revised: 18 Aug 2011
Gunduz Caginalp and Mark DeSantis
University of Pittsburgh - Department of Mathematics and Chapman University - The George L. Argyros School of Business & Economics
Downloads 208 (159,893)

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asset price dynamics, nonlinear price and valuation, closed-end funds, volatility, price trend, resistance, momentum, underreaction, overreaction

5.

Land Assembly Without Eminent Domain: Laboratory Experiments of Two Tax Mechanisms

Number of pages: 48 Posted: 11 Dec 2017 Last Revised: 11 May 2018
Mark DeSantis, Matthew W. McCarter and Abel Winn
Chapman University - The George L. Argyros School of Business & Economics, University of Texas at San Antonio and Chapman University - The George L. Argyros School of Business & Economics
Downloads 190 (173,765)

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land assembly, eminent domain, property rights, tax regimes

6.

Quantifying Non-Classical Motivations and the Behavioral Impact of News Announcements on Stock Prices

Corporate Finance Review, Vol. 16, No. 3, pp. 21-31, 2011
Number of pages: 14 Posted: 19 Jan 2012
Gunduz Caginalp and Mark DeSantis
University of Pittsburgh - Department of Mathematics and Chapman University - The George L. Argyros School of Business & Economics
Downloads 136 (230,594)

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asset price dynamics, overreaction, underreaction, news announcement, trend, closed-end funds, volatility, nonlinear price

7.

Are Flash Crashes Caused by Instabilities Arising from Rapid Trading?

Wilmott Magazine, July, 46-47
Number of pages: 4 Posted: 13 Oct 2011 Last Revised: 23 Oct 2012
Gunduz Caginalp, Mark DeSantis and David Swigon
University of Pittsburgh - Department of Mathematics, Chapman University - The George L. Argyros School of Business & Economics and University of Pittsburgh - Department of Mathematics
Downloads 96 (296,144)

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8.

Multi-Group Asset Flow Equations and Stability

Discrete and Continuous Dynamical Systems (Series B), Vol. 16, No. 1, pp. 109-150, 2011
Number of pages: 42 Posted: 16 Aug 2011
Gunduz Caginalp and Mark DeSantis
University of Pittsburgh - Department of Mathematics and Chapman University - The George L. Argyros School of Business & Economics
Downloads 76 (341,669)

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Underreaction, Overreaction, Finite Assets, Efficient Market, Market Dynamics

9.

Does Price Efficiency Increase with Trading Volume? Evidence of Nonlinearity and Power Laws in ETFs

Physica A: Statistical Mechanics and Its Applications. 10.1016/j.physa.2016.10.039
Number of pages: 44 Posted: 27 Oct 2017
Gunduz Caginalp and Mark DeSantis
University of Pittsburgh - Department of Mathematics and Chapman University - The George L. Argyros School of Business & Economics
Downloads 53 (410,659)

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Volume, Nonlinearity, Scaling laws, Cross-over behavior, Price efficiency, Volatility

10.

Nonlinear Dynamics and Stability in a Multi-Group Asset Flow Model

SIAM Journal on Applied Dynamical Systems, 11(3):1114-1148, 2012
Number of pages: 36 Posted: 23 Oct 2012
Mark DeSantis, David Swigon and Gunduz Caginalp
Chapman University - The George L. Argyros School of Business & Economics, University of Pittsburgh - Department of Mathematics and University of Pittsburgh - Department of Mathematics
Downloads 48 (428,656)

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asset price dynamics, asset flow, momentum, trend, fundamental value, stability of price dynamics

11.

Nonlinear Price Dynamics of S&P 100 Stocks

Physica A: Statistical Mechanics and its Applications, Forthcoming
Number of pages: 47 Posted: 10 Jul 2019
Gunduz Caginalp and Mark DeSantis
University of Pittsburgh - Department of Mathematics and Chapman University - The George L. Argyros School of Business & Economics
Downloads 46 (436,333)

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S&P stocks, Trend, Nonlinear dynamics, Volume

When Do Security Markets Aggregate Dispersed Information?

Number of pages: 87 Posted: 04 Jun 2019 Last Revised: 12 Jun 2020
University of Saint Etienne - Analysis Group and Economic Theory Lyon St-Etienne (GATE-LSE), University of Alabama - Department of Economics, Finance and Legal Studies, Chapman University - The George L. Argyros School of Business & Economics, University of Hawaii and Chapman University - The George L. Argyros School of Business & Economics
Downloads 19 (592,518)
Citation 1

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Aggregation, Efficient Markets, Rational Expectations, Experiments, Replication

Reconsidering Rational Expectations and the Aggregation of Diverse Information in Laboratory Security Markets

GATE Lyon Saint-Etienne Working Paper 1920
Number of pages: 52 Posted: 14 Jun 2019
University of Saint Etienne - Analysis Group and Economic Theory Lyon St-Etienne (GATE-LSE), Chapman University, Chapman University - The George L. Argyros School of Business & Economics, University of Hawaii and Chapman University - The George L. Argyros School of Business & Economics
Downloads 9 (666,645)

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Aggregation, Efficient Markets, Rational Expectations, Experiments, Replication

13.

Information (Non)Aggregation in Markets with Costly Signal Acquisition

Number of pages: 52 Posted: 25 Jan 2018
University of Saint Etienne - Analysis Group and Economic Theory Lyon St-Etienne (GATE-LSE), University of Alabama - Department of Economics, Finance and Legal Studies, Chapman University - The George L. Argyros School of Business & Economics and Chapman University - Department of Business and Economics
Downloads 19 (572,696)
Citation 3

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Prediction Markets, Information Acquisition, Laboratory Experiments, Behavioral Finance

14.

Let’s Chat… When Communication Promotes Efficiency in Experimental Asset Markets

GATE Working Paper Series, 2020
Number of pages: 91 Posted: 10 Apr 2020
Brice Corgnet, Mark DeSantis and David Porter
University of Saint Etienne - Analysis Group and Economic Theory Lyon St-Etienne (GATE-LSE), Chapman University - The George L. Argyros School of Business & Economics and Chapman University - Department of Business and Economics
Downloads 8 (647,097)

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Information Aggregation, Market Efficiency, Communication, Experimental Asset Markets, Social Market Design

15.

Forecasting Skills in Experimental Markets: Illusion or Reality?

Number of pages: 102
Université de Lyon - Groupe d'Analyse et de Théorie Economique Lyon Saint-Etienne (GATE), University of Saint Etienne - Analysis Group and Economic Theory Lyon St-Etienne (GATE-LSE), Chapman University, Chapman University - The George L. Argyros School of Business & Economics and Chapman University - Department of Business and Economics
Downloads 1

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Forecasting, experimental asset markets, theory of mind, personality traits, cognitive skills