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 | 112 | 2018 |
Stock price dynamics: nonlinear trend, volume, volatility, resistance and money supply G Caginalp, M Desantis Quantitative Finance 11 (6), 849-861, 2011 | 39 | 2011 |
Nonlinearity in the dynamics of financial markets G Caginalp, M DeSantis Nonlinear analysis: real world applications 12 (2), 1140-1151, 2011 | 31 | 2011 |
The nonlinear price dynamics of US equity ETFs G Caginalp, M DeSantis, A Sayrak Journal of Econometrics 183 (2), 193-201, 2014 | 28 | 2014 |
Revisiting information aggregation in asset markets: Reflective learning & market efficiency B Corgnet, M DeSantis, D Porter | 27 | 2015 |
A paradigm for quantitative behavioral finance G Caginalp, M DeSantis American behavioral scientist 55 (8), 1014-1034, 2011 | 27 | 2011 |
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 | 21 | 2020 |
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 | 18 | 2017 |
When do security markets aggregate dispersed information? B Corgnet, C Deck, M DeSantis, K Hampton, EO Kimbrough Management Science 69 (6), 3697-3729, 2023 | 17 | 2023 |
Information aggregation and the cognitive make-up of market participants B Corgnet, M DeSantis, D Porter European Economic Review 133, 103667, 2021 | 14 | 2021 |
purposeful networking M DeSantis Economic Development Journal 5 (1), 30-38, 2006 | 13 | 2006 |
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 | 12 | 2018 |
Multi-group asset flow equations and stability G Caginalp, M DeSantis Discrete and Continuous Dynamical Systems - Series B 16 (1), 109-150, 2011 | 12 | 2011 |
The effects of make and take fees in experimental markets V Bourke, M DeSantis, D Porter Experimental Economics 22 (4), 815-833, 2019 | 11 | 2019 |
Land assembly with taxes, not takings M DeSantis, MW McCarter, AM Winn Applied Economics Letters 26 (7), 604-607, 2019 | 10 | 2019 |
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 | 10 | 1920 |
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 | 9 | 2018 |
What makes a good trader? On the role of quant skills, behavioral biases and intuition on trader performance B Corgnet, M DeSantis, D Porter | 9 | 2015 |
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 | 9 | 2012 |
Forecasting skills in experimental markets: illusion or reality? B Corgnet, C Deck, M DeSantis, D Porter Management Science 68 (7), 5216-5232, 2022 | 8 | 2022 |