Mark S. Seasholes - Publications, H-index & Citations

Mark S. Seasholes

University of California System

19H指数

63论文数

4.6K被引数

收录论文 9

发表时间

Asset Price Dynamics with Limited Attention

REVIEW OF FINANCIAL STUDIES

IF5.4

2021-04-15

OAAI

Hendershott, Terrence; Menkveld, Albert J.; Praz, Remy; Seasholes, Mark

Common Factors, Information, and Holdings Dispersion

REVIEW OF FINANCE

IF8.4

2017-06-30

PREAI

Fontaine, Patrice; Jimenez-Garces, Sonia; Seasholes, Mark S.

Liquidity provision and stock return predictability

JOURNAL OF BANKING & FINANCE

IF3.8

2014-08-01

PREAI

Hendershott, Terrence; Seasholes, Mark S.

Risk and the cross section of stock returns

JOURNAL OF FINANCIAL ECONOMICS

IF12

2012-09-01

OAAI

Burlacu, Radu; Fontaine, Patrice; Jimenez-Garces, Sonia; Seasholes, Mark S.

Individual Investors and Local Bias

JOURNAL OF FINANCE

IF9.5

2010-09-21

345

PREAI

Seasholes, Mark S.; Zhu, Ning

Time Variation in Liquidity: The Role of Market-Maker Inventories and Revenues

JOURNAL OF FINANCE

IF9.5

2010-01-13

173

OAAI

Comerton-Forde, Carole; Hendershott, Terrence; Jones, Charles M.; Moulton, Pamela C.; Seasholes, Mark S.

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

JOURNAL OF FINANCIAL ECONOMICS

IF12

2008-05-01

OAAI

Andrade, Sandro C.; Chang, Charles; Seasholes, Mark S.

Firm-specific attributes and the cross-section of momentum

JOURNAL OF FINANCIAL ECONOMICS

IF12

2007-05-01

225

PREAI

Sagi, Jacob S.; Seasholes, Mark S.

Market maker inventories and stock prices

AMERICAN ECONOMIC REVIEW

IF11.6

2007-04-01

PREAI

Hendershott, Terrence; Seasholes, Mark S.

研究方向