Mark DeSantis
Mark DeSantis
Assistant Professor of Finance, Chapman University
Η διεύθυνση ηλεκτρονικού ταχυδρομείου έχει επαληθευτεί στον τομέα
Παρατίθεται από
Παρατίθεται από
What Makes a Good Trader? On the Role of Intuition and Reflection on Trader Performance
B Corgnet, M DeSantis, D Porter
The Journal of Finance 73 (3), 1113-1137, 2018
Stock price dynamics: nonlinear trend, volume, volatility, resistance and money supply
G Caginalp, M Desantis
Quantitative Finance 11 (6), 849-861, 2011
The nonlinear price dynamics of US equity ETFs
G Caginalp, M DeSantis, A Sayrak
Journal of Econometrics 183 (2), 193-201, 2014
Nonlinearity in the dynamics of financial markets
G Caginalp, M DeSantis
Nonlinear Analysis: Real World Applications 12 (2), 1140-1151, 2011
Revisiting Information Aggregation in Asset Markets: Reflective Learning & Market Efficiency
B Corgnet, M DeSantis, D Porter
A paradigm for quantitative behavioral finance
G Caginalp, M DeSantis
American Behavioral Scientist 55 (8), 1014-1034, 2011
What makes a good trader? on the role of quant skills, behavioral biases and intuition on trader performance
B Corgnet, M DeSantis, D Porter
Does price efficiency increase with trading volume? Evidence of nonlinearity and power laws in ETFs
G Caginalp, M DeSantis
Physica A: Statistical Mechanics and its Applications 467, 436-452, 2017
Nonlinear dynamics and stability in a multigroup asset flow model
M DeSantis, D Swigon, G Caginalp
SIAM Journal on Applied Dynamical Systems 11 (3), 1114-1148, 2012
Multi-group asset flow equations and stability
G Caginalp, M DeSantis
Discrete and Continuous Dynamical Systems - Series B 16 (1), 109-150, 2011
Are flash crashes caused by instabilities arising from rapid trading?
G Caginalp, M DeSantis, D Swigon
Wilmott magazine, 46-47, 2011
The distribution of information and the price efficiency of markets
B Corgnet, M DeSantis, D Porter
Journal of Economic Dynamics and Control, 2019
Land assembly with taxes, not takings
M DeSantis, MW McCarter, AM Winn
Applied Economics Letters 26 (7), 604-607, 2019
Slow-fast analysis of a multi-group asset flow model with implications for the dynamics of wealth
M DeSantis, D Swigon
PloS one 13 (11), e0207764, 2018
Information (non) aggregation in markets with costly signal acquisition
B Corgnet, C Deck, M DeSantis, D Porter
Journal of Economic Behavior & Organization 154, 286-320, 2018
Land Assembly without Eminent Domain: Laboratory Experiments of Two Tax Mechanisms
M DeSantis, MW McCarter, A Winn
Available at SSRN 3083158, 2017
The effects of make and take fees in experimental markets
V Bourke, M DeSantis, D Porter
Experimental Economics, 1-19, 2015
Nonlinear price dynamics of S&P 100 stocks
G Caginalp, M DeSantis
Physica A: Statistical Mechanics and its Applications, 122067, 2019
Reconsidering Rational Expectations and the Aggregation of Diverse Information in Laboratory Security Markets
B Corgnet, CA Deck, M DeSantis, KW Hampton, EO Kimbrough
Available at SSRN 3387603, 2019
Dynamics of asset price changes: Statistical and differential equations models
M DeSantis
University of Pittsburgh, 2011
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