Mark Seasholes
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Phone: 480-965-4475
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W. P. Carey School of Business Department of Finance BAC 593 Tempe, AZ 85287-3906
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Mail code: 3906Campus: Tempe
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Mark Seasholes conducts research in the field of financial economics, focusing on trading behavior and asset prices around the world. He has written on cross-border equity investments, herding behavior of individual investors, and loss aversion. Seasholes has teaching experience in a number of countries, cultures, and universities, including Harvard University; Santa Clara University; University of Texas at Austin; London Business School; INSEAD, France; University of Grenoble, France; and the Hong Kong University of Science and Technology.
His work experience includes a number of years on Wall Street and in the emerging markets of East/Central Europe. Seasholes was one of the first equity analysts in post-communist Poland. He has completed a valuation project in Honduras, helped with the Lloyds of London restructuring, and given a series of lectures in China. He also worked with State Street Bank and Trust and their portfolio flow indices.
- Ph.D. Harvard University 2000
- M.A. Harvard University 1997
- B.A. Wesleyan University 1990
- Asset Pricing
- Market Frictions
- International Markets
- “Investing in What You Know: The Case of Individual Investors and Local Stocks” (with N. Zhu) 2013, Journal of Investment Management 11 (1), 20-30.
- “Risk and the Cross-Section of Stock Returns” (with R. Burlacu, S. Jimenez-Garces, and P. Fontaine) 2012, Journal of Financial Economics 105, 511-522.
- “Trading Imbalances and the Law of One Price” (with C. Liu) 2011, Economics Letters 112, 132-134.
- “Individual Investors and Local Bias” (with N. Zhu) 2010, Journal of Finance, 65(5) October, 1987-2011.
- “Time-Variation in Liquidity: The Role of Market Maker Inventories and Revenues” (with C. Comerton-Forde, T. Hendershott, C. Jones, and P. Moulton) 2010, Journal of Finance, 65(1), 295-331.
- “Trading Imbalances, Predictable Reversals, Cross-Stock Price Pressure” (with S. Andrade and C. Chang) 2008, Journal of Financial Economics, 88(2) May, 406-423.
- "Asset Price Dynamics with Limited Attention”, “Information Production, Volume, and Return Dynamics”, “Common Factors, Information, and Portfolio Choice”
Courses
2025 Spring
Course Number | Course Title |
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FIN 302 | Managerial Finance |
FIN 302 | Managerial Finance |
FIN 302 | Managerial Finance |
FIN 502 | Managerial Finance |
2023 Fall
Course Number | Course Title |
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FIN 502 | Managerial Finance |
FIN 502 | Managerial Finance |
FIN 502 | Managerial Finance |
2021 Fall
Course Number | Course Title |
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FIN 502 | Managerial Finance |
FIN 502 | Managerial Finance |
FIN 502 | Managerial Finance |
2020 Fall
Course Number | Course Title |
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FIN 502 | Managerial Finance |
FIN 502 | Managerial Finance |
2019 Fall
Course Number | Course Title |
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FIN 502 | Managerial Finance |
FIN 502 | Managerial Finance |
- JOIM Special Distinction Award, 2013
- Franklin Prize Finalist, HKUST, 2009, 2011
- FMA Best Paper Award in Market Microstructure 2007
- GSAM Quant Best Paper Prize, 2006
- Cheit Award (Executive MBA), UC Berkeley, Dec 2005
- Cheit Award (Daytime MBA), UC Berkeley May 2002
- Cheit Award (Undergraduate), May 2002, May 2001 (2nd place)
Arizona State University: Professor, 2016-present Harvard Business School: Visitor, July 2015- December 2015 HKUST: Professor, 2011- 2015, Associate Professor 2008-2011 U.C. Berkeley, Assistant Professor, 2000-2007