Dr. Mark DeSantis
- University of Richmond, Bachelor of Science
University of Pittsburgh, Master of Arts
University of Pittsburgh, Ph.D.
Dr. DeSantis is an Associate Professor of Finance. His research focuses on markets and the dynamics of asset prices and may be classified as Behavioral Finance. His early work centered on quantifying the effect various non-classical factors (e.g., the recent trend in price) have on asset prices by integrating empirical studies and mathematical models. His current work utilizes the experimental methodology to study the informational efficiency of markets as well as the determinants of traders’ earnings. Prior to entering academia, he worked as a consultant for Deloitte Consulting.
Recent Creative, Scholarly Work and Publications
Corgnet, B., DeSantis, M., and Porter, D. 2021. Information aggregation and the cognitive make-up of traders. European Economic Review. 133:103667.
Corgnet, B., Deck, C., DeSantis, M., and Porter, D. 2021. Forecasting Skills in Experimental Markets: Illusion or Reality? Management Science. 68(7): 5216-5232; DOI: https://doi.org/10.1287/mnsc.2021.4160
Corgnet, B., DeSantis, M., and Porter, D. What makes a good Trader? On the Role of Intuition and Reflection on Trading Performance. The Journal of Finance. 73(3): 1113-1137.
Caginalp, G. and DeSantis, M. 2016. Does price efficiency increase with trading volume? Evidence of nonlinearity and power laws in ETFs. Physica A: Statistical Mechanics and Its Applications. 10.1016/j.physa.2016.10.039.
Caginalp, G., DeSantis, M., and Sayrak, A. 2014. The nonlinear price dynamics of U.S. equity ETFs. Journal of Econometrics. 183(2):193-201
DeSantis, M., Swigon D., and Caginalp, G. 2012. Nonlinear dynamics and stability in a multi-group asset flow model. SIAM Journal on Applied Dynamical Systems. 11(3):1114-1148.