Mark Seasholes

Professor

  • 1317 Citations
  • 10 h-Index
20012018

Research output per year

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Research Output

  • 1317 Citations
  • 10 h-Index
  • 13 Article
  • 1 Chapter
  • 1 Review article
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Article
2018

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

2014

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

4 Scopus citations
2012

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

1 Scopus citations
2011

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

8 Scopus citations
2010

Individual investors and local bias

Seasholes, M. & Zhu, N., Oct 2010, In : Journal of Finance. 65, 5, p. 1987-2010 24 p.

Research output: Contribution to journalArticle

148 Scopus citations

Time variation in liquidity: The role of market-maker inventories and revenues

Comerton-Forde, C., Hendershott, T., Jones, C. M., Moulton, P. C. & Seasholes, M., Feb 2010, In : Journal of Finance. 65, 1, p. 295-331 37 p.

Research output: Contribution to journalArticle

86 Scopus citations
2008

Individual investors and gender similarities in an emerging stock market

Feng, L. & Seasholes, M., Jan 2008, In : Pacific Basin Finance Journal. 16, 1-2, p. 44-60 17 p.

Research output: Contribution to journalArticle

28 Scopus citations

Trading imbalances, predictable reversals, and cross-stock price pressure

Andrade, S. C., Chang, C. & Seasholes, M., May 2008, In : Journal of Financial Economics. 88, 2, p. 406-423 18 p.

Research output: Contribution to journalArticle

45 Scopus citations
2007

Firm-specific attributes and the cross-section of momentum

Sagi, J. S. & Seasholes, M., May 2007, In : Journal of Financial Economics. 84, 2, p. 389-434 46 p.

Research output: Contribution to journalArticle

133 Scopus citations

Market maker inventories and stock prices

Hendershott, T. & Seasholes, M. S., May 1 2007, In : American Economic Review. 97, 2, p. 210-214 5 p.

Research output: Contribution to journalArticle

40 Scopus citations

Predictable behavior, profits, and attention

Seasholes, M. & Wu, G., Dec 2007, In : Journal of Empirical Finance. 14, 5, p. 590-610 21 p.

Research output: Contribution to journalArticle

98 Scopus citations
2004

Correlated trading and location

Feng, L. & Seasholes, M. S., Oct 1 2004, In : Journal of Finance. 59, 5, p. 2117-2144 28 p.

Research output: Contribution to journalArticle

108 Scopus citations
2001

The portfolio flows of international investors

Froot, K. A., O'Connell, P. G. J. & Seasholes, M., Feb 2001, In : Journal of Financial Economics. 59, 2, p. 151-193 43 p.

Research output: Contribution to journalArticle

376 Scopus citations