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Mark DeSantis
Mark DeSantis
Associate Professor of Finance, Chapman University
Verified email at chapman.edu
Title
Cited by
Cited by
Year
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
762018
Stock price dynamics: nonlinear trend, volume, volatility, resistance and money supply
G Caginalp, M Desantis
Quantitative Finance 11 (6), 849-861, 2011
342011
Nonlinearity in the dynamics of financial markets
G Caginalp, M DeSantis
Nonlinear Analysis: Real World Applications 12 (2), 1140-1151, 2011
252011
Revisiting information aggregation in asset markets: Reflective learning & market efficiency
B Corgnet, M DeSantis, D Porter
232015
The nonlinear price dynamics of US equity ETFs
G Caginalp, M DeSantis, A Sayrak
Journal of econometrics 183 (2), 193-201, 2014
232014
A paradigm for quantitative behavioral finance
G Caginalp, M DeSantis
American behavioral scientist 55 (8), 1014-1034, 2011
212011
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
182020
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
132017
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
101920
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
Multi-group asset flow equations and stability
G Caginalp, M DeSantis
Discrete and Continuous Dynamical Systems - Series B 16 (1), 109-150, 2011
92011
Information aggregation and the cognitive make-up of market participants
B Corgnet, M DeSantis, D Porter
European Economic Review 133, 103667, 2021
82021
Land assembly with taxes, not takings
M DeSantis, MW McCarter, AM Winn
Applied Economics Letters 26 (7), 604-607, 2019
82019
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
82012
The effects of make and take fees in experimental markets
V Bourke, M DeSantis, D Porter
Experimental Economics 22 (4), 815-833, 2019
72019
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
72018
Are flash crashes caused by instabilities arising from rapid trading?
G Caginalp, M DeSantis, D Swigon
Wilmott magazine, 46-47, 2011
72011
The impact of high-frequency trading in experimental markets
N Berger, M DeSantis, D Porter
The Journal of Investing 29 (4), 7-18, 2020
42020
Nonlinear price dynamics of S&P 100 stocks
G Caginalp, M DeSantis
Physica A: Statistical Mechanics and its Applications 547, 122067, 2020
32020
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