Mark Seasholes


  • 1305 Citations
  • 10 h-Index
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  • 5 Similar Profiles
Investors Business & Economics
Market makers Business & Economics
Individual investors Business & Economics
Stock prices Business & Economics
Liquidity Business & Economics
Imbalance Business & Economics
Revenue Business & Economics
Cross section Business & Economics

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Research Output 2001 2018

  • 1305 Citations
  • 10 h-Index
  • 13 Article
  • 1 Chapter
  • 1 Review article

Common factors, information, and holdings dispersion

Fontaine, P., Jimenez-Garces, S. & Seasholes, M., Jul 1 2018, In : Review of Finance. 22, 4, p. 1441-1467 27 p.

Research output: Contribution to journalArticle

Common factors
Market capitalization
Asset prices
4 Citations (Scopus)

Liquidity provision and stock return predictability

Hendershott, T. & Seasholes, M., 2014, In : Journal of Banking and Finance. 45, 1, p. 140-151 12 p.

Research output: Contribution to journalArticle

Market makers
Liquidity provision
Stock return predictability
Price changes
1 Citation (Scopus)

Risk and the cross section of stock returns

Burlacu, R., Fontaine, P., Jimenez-Garcès, S. & Seasholes, M., Sep 2012, In : Journal of Financial Economics. 105, 3, p. 511-522 12 p.

Research output: Contribution to journalArticle

Cross-section of stock returns
Market capitalization
Information precision
Information-based trading

Social Interactions and Investing

Seasholes, M., Nov 29 2011, Behavioral Finance: Investors, Corporations, and Markets. John Wiley and Sons, p. 647-669 23 p.

Research output: Chapter in Book/Report/Conference proceedingChapter

Investment behavior
Social interaction
Field experiment
8 Citations (Scopus)

Trading imbalances and the law of one price

Seasholes, M. & Liu, C., Jul 2011, In : Economics Letters. 112, 1, p. 132-134 3 p.

Research output: Contribution to journalArticle

Law of one price
Relative prices
Hong Kong