Παρακολούθηση
Mark DeSantis
Mark DeSantis
Associate Professor of Finance, Chapman University
Η διεύθυνση ηλεκτρονικού ταχυδρομείου έχει επαληθευτεί στον τομέα chapman.edu
Τίτλος
Παρατίθεται από
Παρατίθεται από
Έτος
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
1022018
Stock price dynamics: nonlinear trend, volume, volatility, resistance and money supply
G Caginalp, M Desantis
Quantitative Finance 11 (6), 849-861, 2011
362011
Nonlinearity in the dynamics of financial markets
G Caginalp, M DeSantis
Nonlinear analysis: real world applications 12 (2), 1140-1151, 2011
292011
Revisiting information aggregation in asset markets: Reflective learning & market efficiency
B Corgnet, M DeSantis, D Porter
252015
The nonlinear price dynamics of US equity ETFs
G Caginalp, M DeSantis, A Sayrak
Journal of econometrics 183 (2), 193-201, 2014
252014
A paradigm for quantitative behavioral finance
G Caginalp, M DeSantis
American behavioral scientist 55 (8), 1014-1034, 2011
252011
The distribution of information and the price efficiency of markets
B Corgnet, M DeSantis, D Porter
Journal of Economic Dynamics and Control 110, 103671, 2020
212020
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
162017
When Do Security Markets Aggregate Dispersed Information?
B Corgnet, C Deck, M DeSantis, K Hampton, EO Kimbrough
Management Science 69 (6), 3697-3729, 2023
132023
Information aggregation and the cognitive make-up of market participants
B Corgnet, M DeSantis, D Porter
European Economic Review 133, 103667, 2021
132021
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
122018
Reconsidering rational expectations and the aggregation of diverse information in laboratory security markets
B Corgnet, C Deck, M DeSantis, KW Hampton, EO Kimbrough
GATE Lyon Saint-Etienne Working Paper, 1920
111920
Multi-group asset flow equations and stability
G Caginalp, M DeSantis
Discrete and Continuous Dynamical Systems - Series B 16 (1), 109-150, 2011
102011
The effects of make and take fees in experimental markets
V Bourke, M DeSantis, D Porter
Experimental Economics 22 (4), 815-833, 2019
92019
What makes a good trader? On the role of quant skills, behavioral biases and intuition on trader performance
B Corgnet, M DeSantis, D Porter
92015
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
92012
Forecasting skills in experimental markets: illusion or reality?
B Corgnet, C Deck, M DeSantis, D Porter
Management Science 68 (7), 5216-5232, 2022
82022
Land assembly with taxes, not takings
M DeSantis, MW McCarter, AM Winn
Applied economics letters 26 (7), 604-607, 2019
82019
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
82018
Are flash crashes caused by instabilities arising from rapid trading?
G Caginalp, M DeSantis, D Swigon
Wilmott magazine, 46-47, 2011
82011
Δεν είναι δυνατή η εκτέλεση της ενέργειας από το σύστημα αυτή τη στιγμή. Προσπαθήστε ξανά αργότερα.
Άρθρα 1–20