Mark Grinblatt : Citation Profile

Are you Mark Grinblatt?

University of California-Los Angeles (UCLA)

26

H index

29

i10 index

5318

Citations

RESEARCH PRODUCTION:

28

Articles

43

Papers

RESEARCH ACTIVITY:

   51 years (1969 - 2020). See details.
   Cites by year: 104
   Journals where Mark Grinblatt has often published
   Relations with other researchers
   Recent citing documents: 400.    Total self citations: 18 (0.34 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pgr231
   Updated: 2022-08-13    RAS profile: 2016-10-06    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Mark Grinblatt.

Is cited by:

Hirshleifer, David (55)

Menkhoff, Lukas (43)

wermers, russell (42)

Weber, Martin (32)

Warnock, Francis (32)

Ramadorai, Tarun (31)

Gallagher, David (28)

De-Losso, Rodrigo (28)

Pastor, Lubos (26)

Teoh, Siew Hong (22)

Jagannathan, Ravi (22)

Cites to:

Shleifer, Andrei (27)

Titman, Sheridan (17)

Campbell, John (16)

Fama, Eugene (16)

Vishny, Robert (15)

French, Kenneth (13)

Thaler, Richard (11)

Keloharju, Matti (11)

Odean, Terrance (11)

Calvet, Laurent (10)

Keim, Donald (10)

Main data

Where Mark Grinblatt has published?

Journals with more than one article published# docs
Journal of Finance9
Journal of Financial Economics7
The Journal of Business3
Journal of Financial and Quantitative Analysis2

Working Papers Series with more than one paper published# docs
Yale School of Management Working Papers / Yale School of Management13
University of California at Los Angeles, Anderson Graduate School of Management / Anderson Graduate School of Management, UCLA11
NBER Working Papers / National Bureau of Economic Research, Inc9

Recent works citing Mark Grinblatt (2022 and 2021)

YearTitle of citing document
2022The Prior Adaptive Group Lasso and the Factor Zoo. (2022). Bertelsen, Kristoffer Pons. In: CREATES Research Papers. RePEc:aah:create:2022-05.

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2021Do retail investors bite off more than they can chew? A close look at their return objectives. (2021). Dhondt, Catherine ; Merli, Maxime ; de Winne, Rudy ; DEWINNE, Rudy . In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021003.

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2021International Earnings Announcements: Tone, Forward-looking Statements, and Informativeness. (2021). Torsin, Wouter ; Thewissen, James ; Henry, Elaine. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021016.

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2021Beliefs About the Stock Market and Investment Choices: Evidence from a Field Experiment. (2021). Wohlfart, Johannes ; Weber, Annika ; Laudenbach, Christine. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:128.

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2021Maximum drawdown, recovery and momentum. (2015). Choi, Jaehyung . In: Papers. RePEc:arx:papers:1403.8125.

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2021A Time-Varying Network for Cryptocurrencies. (2021). Tao, Yubo ; Hardle, Wolfgang Karl ; Guo, LI. In: Papers. RePEc:arx:papers:1802.03708.

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2021Hedging and machine learning driven crude oil data analysis using a refined Barndorff-Nielsen and Shephard model. (2020). Sengupta, Indranil ; Shoshi, Humayra. In: Papers. RePEc:arx:papers:2004.14862.

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2021Modeling asset allocation strategies and a new portfolio performance score. (2020). Emiris, Ioannis Z ; Chalkis, Apostolos. In: Papers. RePEc:arx:papers:2012.05088.

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2021Liquidity Stress Testing in Asset Management -- Part 1. Modeling the Liability Liquidity Risk. (2021). Roncalli, Thierry ; Regnault, Margaux ; Pan, Franccois ; Karray-Meziou, Fatma. In: Papers. RePEc:arx:papers:2101.02110.

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2021Bridging factor and sparse models. (2021). Medeiros, Marcelo C ; Masini, Ricardo ; Fan, Jianqing. In: Papers. RePEc:arx:papers:2102.11341.

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2021Robustifying Conditional Portfolio Decisions via Optimal Transport. (2021). Ye, Yinyu ; Delage, Erick ; Blanchet, Jose ; Zhang, Fan ; Nguyen, Viet Anh. In: Papers. RePEc:arx:papers:2103.16451.

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2021Why and how systematic strategies decay. (2021). Falck, Antoine ; Thesmar, David ; Rej, Adam. In: Papers. RePEc:arx:papers:2105.01380.

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2021Two-Stage Sector Rotation Methodology Using Machine Learning and Deep Learning Techniques. (2021). Hirsa, Ali ; Karatas, Tugce. In: Papers. RePEc:arx:papers:2108.02838.

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2021Crypto Wash Trading. (2021). Yang, Yang ; Tang, KE ; Li, XI ; Cong, Lin William. In: Papers. RePEc:arx:papers:2108.10984.

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2021A Time-Varying Network for Cryptocurrencies. (2021). Tao, Yubo ; Hardle, Wolfgang Karl ; Guo, LI. In: Papers. RePEc:arx:papers:2108.11921.

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2021A General Framework to Forecast the Adoption of Novel Products: A Case of Autonomous Vehicles. (2021). Bansal, Prateek ; Cats, Oded ; Mishra, Sabyasachee ; Sharma, Ishant ; Dubey, Subodh. In: Papers. RePEc:arx:papers:2109.06169.

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2022Characteristics-driven returns in equilibrium. (2022). Coqueret, Guillaume. In: Papers. RePEc:arx:papers:2203.07865.

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2021A Review of Main Strands on the Flow-Performance Relationship of Mutual Funds. (2021). Filip, Dariusz. In: Athens Journal of Business & Economics. RePEc:ate:journl:ajbev7i3-2.

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2021Consumer Cash Withdrawal Behaviour: Branch Networks and Online Financial Innovation. (2021). Voia, Marcel ; Strathearn, Matthew ; Chen, Heng. In: Staff Working Papers. RePEc:bca:bocawp:21-28.

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2021When the panic broke out: COVID-19 and investment funds portfolio rebalancing around the world. (2021). Santioni, Raffaele ; Affinito, Massimiliano. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1342_21.

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2021Industry momentum: an exchange?traded funds approach. (2021). Earea, Dean ; Hahn, Tobias ; Vanstone, Bruce. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:3:p:4007-4024.

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2021Behavioural portfolio theory revisited: lessons learned from the field. (2021). Horn, Matthias ; Oehler, Andreas. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:s1:p:1743-1774.

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2021Earnings momentum meets short?term return reversal. (2021). Tu, Jun ; Sun, Licheng ; Zhu, Zhaobo. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:s1:p:2379-2405.

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2022Institutional trading in stock market anomalies in Australia. (2022). Zhong, Angel. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:1:p:893-930.

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2022Media coverage of industry and the cross?section of stock returns. (2022). Zhang, Xueyong ; Huang, Tao. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:s1:p:1107-1141.

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2022A timing momentum strategy. (2022). Ko, Kuancheng ; Chou, Robin K ; Yang, Nientzu ; Lin, Chaonan. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:s1:p:1339-1379.

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2022Cognitive functioning, financial literacy, and judgment in older age. (2022). Earl, Joanne Kaa ; Asher, Anthony ; Gerrans, Paul. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:s1:p:1637-1674.

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2022Does short?selling affect mutual fund shareholdings? Evidence from China. (2022). Wan, Die ; Liu, Xufeng. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:s1:p:1887-1923.

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2022Stock market liberalisation and corporate cash holdings: evidence from China. (2022). Ni, Xiaoran ; Dai, Xin ; Chen, Yunsen ; Huang, Jianqiao. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:s1:p:1925-1955.

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2021Relevance of the disposition effect on the options market: New evidence. (2021). Chou, Robin K ; Chiu, Hsinyu ; Chiang, Mihsiu. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:1:p:75-106.

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2021Price anchors and short?term reversals. (2021). Stivers, Chris ; Sun, Licheng ; Zhu, Zhaobo. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:2:p:425-454.

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2021Are mutual fund investors loss averse? Evidence from China. (2021). Ting, Huangwen ; Shrider, David G ; Jiang, Jie ; Wu, Yanran. In: The Financial Review. RePEc:bla:finrev:v:56:y:2021:i:2:p:231-250.

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2021The impact of trading behavioral biases on market liquidity under different volatility levels: Evidence from the Chinese commodity futures market. (2021). Zheng, Kaixin ; Tse, Yiuman ; Liu, Qingfu. In: The Financial Review. RePEc:bla:finrev:v:56:y:2021:i:4:p:671-692.

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2022Do short?term institutions exploit stock return anomalies?. (2022). Jiang, George J ; Huang, Wei ; Chen, Yinfei. In: The Financial Review. RePEc:bla:finrev:v:57:y:2022:i:1:p:69-94.

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2022A reexamination of factor momentum: How strong is it?. (2022). Li, Youwei ; Fan, Minyou ; Liu, Jiadong ; Liao, Ming. In: The Financial Review. RePEc:bla:finrev:v:57:y:2022:i:3:p:585-615.

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2021Buy Low and Sell High: The 52?Week Price Range and Predictability of Returns. (2021). Chang, Tzu-Pu. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:1:p:336-344.

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2021Cross?firm return predictability and accounting quality. (2021). Kogan, Leonid ; Khan, Mozaffar ; Chen, Wen ; Serafeim, George. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:48:y:2021:i:1-2:p:70-101.

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2022Are retail investors really passive? Shareholder activism in the digital age. (2022). Wongchoti, Udomsak ; Kabir, Humayun M ; Hafeez, Bilal. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:49:y:2022:i:3-4:p:423-460.

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2022Mixed?signal stock splits. (2022). Jain, Pankaj K ; Elnahas, Ahmed M ; McInish, Thomas H. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:49:y:2022:i:5-6:p:934-962.

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2021The role of expertise in syndicate formation. (2021). Bourjade, Sylvain. In: Journal of Economics & Management Strategy. RePEc:bla:jemstr:v:30:y:2021:i:4:p:844-870.

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2021The Misguided Beliefs of Financial Advisors. (2021). Melzer, Brian ; Previtero, Alessandro ; Linnainmaa, Juhani T. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:2:p:587-621.

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2021Who Wears the Pants? Gender Identity Norms and Intrahousehold Financial Decision?Making. (2021). Ke, DA. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:3:p:1389-1425.

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2021Prospect Theory and Stock Market Anomalies. (2021). Wang, Baolian ; Jin, Lawrence J ; Barberis, Nicholas. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:5:p:2639-2687.

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2021Asset Pricing and Sports Betting. (2021). Moskowitz, Tobias J. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:6:p:3153-3209.

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2022Cultural Biases in Equity Analysis. (2022). Pursiainen, Vesa. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:1:p:163-211.

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2021Inequality, autocracy, and sovereign funds as determinants of foreign portfolio equity flows. (2021). Kemme, David ; Steigner, Tanja ; Parikh, Bhavik. In: Journal of Financial Research. RePEc:bla:jfnres:v:44:y:2021:i:2:p:249-278.

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2021Active share: A blessing and a curse. (2021). Gilstrap, Collin ; Cline, Brandon N. In: Journal of Financial Research. RePEc:bla:jfnres:v:44:y:2021:i:2:p:431-463.

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2021Religious differences and households investment decisions. (2021). Han, Seung H ; Kim, Kyoung T. In: Journal of Financial Research. RePEc:bla:jfnres:v:44:y:2021:i:4:p:753-788.

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2022Mutual fund performance and changes in factor exposure. (2022). Matallinsaez, Juan Carlos ; Juan Carlos Matallin Saez, ; de Mingolopez, Diego Victor ; Conlon, Thomas ; Bessler, Wolfgang. In: Journal of Financial Research. RePEc:bla:jfnres:v:45:y:2022:i:1:p:17-52.

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2021Inclusive health and life insurance adoption: An empirical study in Guatemala. (2021). Roa García, María ; Gamboa-Arbelaez, Juliana ; Di Giannatale, Sonia ; Barboza Pineda, Jonathan ; DiGiannatale, Sonia . In: Review of Development Economics. RePEc:bla:rdevec:v:25:y:2021:i:2:p:1053-1077.

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2021The Geography of Real Property Information and Investment: Firm Location, Asset Location and Institutional Ownership. (2021). Ling, David ; Zhou, Tingyu ; Wang, Chongyu. In: Real Estate Economics. RePEc:bla:reesec:v:49:y:2021:i:1:p:287-331.

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2021Conspicuous consumption and household indebtedness. (2021). Mori, Masaki ; Ok, Kwan. In: Real Estate Economics. RePEc:bla:reesec:v:49:y:2021:i:s2:p:557-586.

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2021Human frictions in the transmission of economic policy. (2021). Weber, Michael ; Paloviita, Maritta ; Hoang, Daniel ; Dacunto, Francesco. In: Research Discussion Papers. RePEc:bof:bofrdp:2021_012.

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2022Is the Tracking Error Time-Varying? Evidence from Agricultural ETCs. (2022). Biakowski, Jdrzej ; Perera, Devmali ; Bohl, Martin T. In: Working Papers in Economics. RePEc:cbt:econwp:22/13.

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2021Decomposing the Disposition Effect. (2021). Fischer, Dominik S ; Maier, Johannes. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9334.

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2021Interventions to reverse the trend towards light-duty trucks in canada. (2021). Suri, Anshu ; Pentcheva, Elinora ; Peignier, Ingrid ; Gruber, Verena. In: CIRANO Project Reports. RePEc:cir:cirpro:2021rp-29.

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2021The impact of cognitive skills on investment decisions. An empirical assessment and policy suggestions. (2021). Marrese, Lorenzo ; Esposito, Lorenzo. In: DISCE - Quaderni del Dipartimento di Politica Economica. RePEc:ctc:serie5:dipe0019.

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2021Herding with Heterogeneous Ability: An Application to Organ Transplantation. (2021). de Mel, Stephanie ; Sabourian, Hamid ; Reiche, Soenje ; Munshi, Kaivan. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2308.

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2021Crowding of International Mutual Funds. (2021). Wipplinger, Evert ; Inhoffen, Justus ; Dyakov, Teodor ; Gonzalez, Tanja Artiga. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1937.

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2022The Effect of Social Comparison on Debt Taking: Experimental Evidence. (2022). Koch, Melanie ; Grohmann, Antonia. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1996.

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2021Limited Attention and Post-Earnings Announcement Drift: Evidence from China’s Stock Market. (2021). GAO, XIANG ; Chen, Qian ; Liu, Gangchen. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2021-01-1.

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2022Social influence and bandwagon effects in tourism travel. (2022). Baos-Pino, Jose Francisco ; Boto-Garcia, David. In: Annals of Tourism Research. RePEc:eee:anture:v:93:y:2022:i:c:s0160738322000172.

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2021Cash is Queen: Female CEOs’ propensity to hoard cash. (2021). Sah, Nilesh B. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:29:y:2021:i:c:s2214635020303397.

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2021Air pollution and behavioral biases: Evidence from stock market anomalies. (2021). Pham, Mia Hang ; Nguyen, Hung T. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:29:y:2021:i:c:s2214635020303701.

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2021The underlying motivational process behind portfolio diversification choice decisions of individual investors: An experimental design. (2021). Mittal, Shashank ; Deb, Soumya Guha ; Sengupta, Atri. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:29:y:2021:i:c:s2214635020303816.

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2021Googlization and retail trading activity. (2021). Dhondt, Catherine ; Desagre, Christophe. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:29:y:2021:i:c:s2214635020303828.

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2021Exchange-traded certificates, education and the disposition effect. (2021). Silva, Paulo ; Mendes, Victor ; da Silva, Paulo Pereira. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:29:y:2021:i:c:s2214635020303853.

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2021Measuring the disposition effect. (2021). De Winne, Rudy ; DEWINNE, Rudy . In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:29:y:2021:i:c:s2214635021000125.

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2021Association between investment risk tolerance and portfolio risk: The role of confidence level. (2021). Rabbani, Abed G ; Yao, Zheying. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000265.

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2021Payment methods and the disposition effect: Evidence from Indonesian mutual fund trading. (2021). Mollica, Vito ; Dalla, Aldo Fortunato ; Singh, Abhay. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000472.

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2021Retail investor risk-seeking, attention, and the January effect. (2021). Schmidt, Adam ; Chen, Zhongdong ; Wang, Jinai. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000551.

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2021Individual investors’ trading behavior in Moscow Exchange and the COVID-19 crisis. (2021). Ulku, Numan ; Djalilov, Abdulaziz. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:31:y:2021:i:c:s2214635021000939.

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2021Early health, risk aversion and stock market participation. (2021). Böckerman, Petri ; Svento, Rauli ; Conlin, Andrew ; Bockerman, Petri. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:32:y:2021:i:c:s221463502100112x.

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2021Momentum in real economy and industry stock returns. (2021). Eichel, Ron. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:32:y:2021:i:c:s2214635021001209.

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2022Corporate social responsibility culture and international M&As. (2022). Oikonomou, Ioannis ; Huang, Zhenyi ; Andreas, ; Alexandridis, George. In: The British Accounting Review. RePEc:eee:bracre:v:54:y:2022:i:1:s0890838921000615.

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2021Institutional trading in firms rumored to be takeover targets. (2021). Khadivar, Hamed ; Davis, Frederick ; Walker, Thomas J. In: Journal of Corporate Finance. RePEc:eee:corfin:v:66:y:2021:i:c:s0929119920302418.

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2021Do stressed PE firms misbehave?. (2021). Zhou, Dan ; Jelic, Ranko ; Ahmad, Wasim. In: Journal of Corporate Finance. RePEc:eee:corfin:v:66:y:2021:i:c:s092911992030242x.

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2021Does aggressiveness help? Evidence from IPO corruption and pricing in China. (2021). Chan, Kam C ; Yan, Chao ; Huang, Yong. In: Journal of Corporate Finance. RePEc:eee:corfin:v:67:y:2021:i:c:s0929119921000225.

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2021Culture and the regulation of insider trading across countries. (2021). Xiong, Haoyang ; Williamson, Claudia R ; Cline, Brandon N. In: Journal of Corporate Finance. RePEc:eee:corfin:v:67:y:2021:i:c:s0929119921000389.

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2021Does good luck make people overconfident? Evidence from a natural experiment in the stock market. (2021). Shi, Donghui ; Gao, Huasheng ; Zhao, Bin. In: Journal of Corporate Finance. RePEc:eee:corfin:v:68:y:2021:i:c:s0929119921000547.

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2021Weather, institutional investors and earnings news. (2021). Sun, Lin ; Norris, Dylan ; Jiang, Danling. In: Journal of Corporate Finance. RePEc:eee:corfin:v:69:y:2021:i:c:s0929119921001115.

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2021Financial advice and gender: Wealthy individual investors in the UK. (2021). Silvester, Joanne ; Marsh, Ian W ; Baeckstrom, Ylva. In: Journal of Corporate Finance. RePEc:eee:corfin:v:71:y:2021:i:c:s092911992100002x.

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2021Firm listing status and the investment home bias. (2021). Rettl, Daniel A ; DOUGAL, CASEY . In: Journal of Corporate Finance. RePEc:eee:corfin:v:71:y:2021:i:c:s0929119921002170.

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2022Does individualism matter for hedge funds? A cross-country examination. (2022). Brauner, Aaron ; Nahata, Rajarishi ; Dai, NA. In: Journal of Corporate Finance. RePEc:eee:corfin:v:72:y:2022:i:c:s0929119921002777.

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2022CSR contracting and performance-induced CEO turnover. (2022). Yang, LU ; Qin, BO. In: Journal of Corporate Finance. RePEc:eee:corfin:v:73:y:2022:i:c:s0929119922000165.

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2022On the use of random forest for two-sample testing. (2022). Naf, Jeffrey ; Michel, Loris ; Hediger, Simon. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:170:y:2022:i:c:s0167947322000159.

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2021Identification of information networks in stock markets. (2021). Baltakys, Kstutis ; Kanniainen, Juho ; Baltakien, Margarita. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:131:y:2021:i:c:s0165188921001524.

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2021Nonlinear effect of sentiment on momentum. (2021). Li, Kai. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:133:y:2021:i:c:s0165188921001883.

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2022Number sense, trading decisions and mispricing: An experiment. (2022). Willinger, Marc ; Roger, Patrick. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:135:y:2022:i:c:s0165188921002281.

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2022Far away from home: Investors’ underreaction to geographically dispersed information. (2022). Tu, Jun ; Liang, Dawei ; Chu, Liya ; Chen, Zilin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:136:y:2022:i:c:s0165188922000306.

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2022Heterogeneous investor attention and post earnings announcement drift: Evidence from China. (2022). Wu, Chongfeng ; Diao, Xundi ; Chen, Xing. In: Economic Modelling. RePEc:eee:ecmode:v:110:y:2022:i:c:s0264999322000426.

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2021Does retail investor attention improve stock liquidity? A dynamic perspective. (2021). Yao, Shouyu ; Fang, Zhenming ; Wang, Chunfeng ; Chiao, Chaoshin ; Cheng, Feiyang. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:170-183.

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2021Intraday momentum and return predictability: Evidence from the crude oil market. (2021). Gong, XU ; Wen, Zhuzhu ; Xu, Yahua ; Ma, Diandian. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:374-384.

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2021Herding in Open-end Funds: Evidence from China. (2021). Li, Shouwei ; Wang, HU ; Ma, Yuyin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000516.

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2021Dynamic time series momentum of cryptocurrencies. (2021). Borgards, Oliver. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000590.

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2021The dark side of stock market liberalization: Perspectives from corporate R&D activities in China. (2021). Zhou, Jia'Nan ; Jia, Qiaoyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001182.

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2022Asymmetric positive feedback trading and stock pricing in China. (2022). Wan, Die ; Liu, Xufeng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940822000183.

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2021How household consumption responds to credit card refunds. (2021). Koo, Jeffrey ; Zhang, YU ; Meng, Juanjuan ; Xu, Yonghao. In: Economics Letters. RePEc:eee:ecolet:v:198:y:2021:i:c:s0165176520304432.

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2021Predicting stock prices based on informed traders’ activities using deep neural networks. (2021). Kim, Soonho ; Na, Haejung. In: Economics Letters. RePEc:eee:ecolet:v:204:y:2021:i:c:s0165176521001944.

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2022Financial literacy overconfidence and investment fraud victimization. (2022). Zhou, Yi ; Li, Xiangyi ; Xiao, Xiao. In: Economics Letters. RePEc:eee:ecolet:v:212:y:2022:i:c:s0165176522000209.

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2021Cognitive abilities and risk-taking: Errors, not preferences. (2021). Espín, Antonio ; Brañas-Garza, Pablo ; Hernandez-Roman, Ana ; Garcia-Muoz, Teresa ; Espin, Antonio M ; Braas-Garza, Pablo ; Amador-Hidalgo, Luis. In: European Economic Review. RePEc:eee:eecrev:v:134:y:2021:i:c:s0014292121000477.

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More than 100 citations found, this list is not complete...

Works by Mark Grinblatt:

YearTitleTypeCited
1995Momentum Investment Strategies, Portfolio Performance, and Herding: A Study of Mutual Fund Behavior. In: American Economic Review.
[Full Text][Citation analysis]		article619
2001An Analytic Solution for Interest Rate Swap Spreads In: International Review of Finance.
[Full Text][Citation analysis]		article78
1995An Analytic Solution for Interest Rate Swap Spreads.(1995) In: University of California at Los Angeles, Anderson Graduate School of Management.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 78		paper
2002An Analytic Solution for Interest Rate Swap Spreads.(2002) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 78		paper
1985 Approximate Factor Structures: Interpretations and Implications for Empirical Tests. In: Journal of Finance.
[Full Text][Citation analysis]		article5
1992 The Persistence of Mutual Fund Performance. In: Journal of Finance.
[Full Text][Citation analysis]		article195
1996 Relative Pricing of Eurodollar Features and Forward Contracts. In: Journal of Finance.
[Full Text][Citation analysis]		article6
1999Do Industries Explain Momentum? In: Journal of Finance.
[Full Text][Citation analysis]		article509
Do Industries Explain Momentum?.() In: CRSP working papers.
[Citation analysis]
This paper has another version. Agregated cites: 509		paper
Do Industries Explain Momentum?..() In: CRSP working papers.
[Citation analysis]
This paper has another version. Agregated cites: 509		paper
2000Financial Innovation and the Role of Derivative Securities: An Empirical Analysis of the Treasury STRIPS Program In: Journal of Finance.
[Full Text][Citation analysis]		article33
2001What Makes Investors Trade? In: Journal of Finance.
[Full Text][Citation analysis]		article382
2001What Makes Investors Trade?.(2001) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 382		paper
2001How Distance, Language, and Culture Influence Stockholdings and Trades In: Journal of Finance.
[Full Text][Citation analysis]		article514
2009Sensation Seeking, Overconfidence, and Trading Activity In: Journal of Finance.
[Full Text][Citation analysis]		article204
2006Sensation Seeking, Overconfidence, and Trading Activity.(2006) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 204		paper
2011IQ and Stock Market Participation In: Journal of Finance.
[Full Text][Citation analysis]		article215
2000Tax Loss Trading and Wash Sales In: University of California at Los Angeles, Anderson Graduate School of Management.
[Full Text][Citation analysis]		paper27
2004Tax-loss trading and wash sales.(2004) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 27		article
2002Tax-Loss Trading and Wash Sales.(2002) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 27		paper
2002Tax-Loss Trading and Wash Sales.(2002) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 27		paper
1997Information Aggregation, Currency Swaps, and the Design of Derivative Securities In: University of California at Los Angeles, Anderson Graduate School of Management.
[Full Text][Citation analysis]		paper0
2001Information Aggregation, Currency Swaps, and the Design of Derivative Securities.(2001) In: Levine's Working Paper Archive.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
1999The Cross Section of Expected Returns and its Relation to Past Returns: New Evidence In: University of California at Los Angeles, Anderson Graduate School of Management.
[Full Text][Citation analysis]		paper10
The Cross Section of Expected Returns and its Relation to Past Returns: New Evidence..() In: CRSP working papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10		paper
2001The Cross Section Of Expected Returns And Its Relation To Past Returns: New Evidence.(2001) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10		paper
1991Do Benchmarks Matter? Do Measures Matter? A Study of Monthly Mutual Fund Returns In: University of California at Los Angeles, Anderson Graduate School of Management.
[Full Text][Citation analysis]		paper1
1996The Impact of Performance-Based Fees on Pension Fund Management In: University of California at Los Angeles, Anderson Graduate School of Management.
[Full Text][Citation analysis]		paper1
2003Interpersonal Effects in Consumption: Evidence from the Automobile Purchases of Neighbors In: University of California at Los Angeles, Anderson Graduate School of Management.
[Full Text][Citation analysis]		paper15
2004Interpersonal Effects in Consumption: Evidence from the Automobile Purchases of Neighbors.(2004) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15		paper
2001The Disposition Effect and Momentum In: University of California at Los Angeles, Anderson Graduate School of Management.
[Full Text][Citation analysis]		paper34
2003The Disposition Effect and Momentum.(2003) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 34		paper
2002The Disposition Effect and Momentum.(2002) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 34		paper
2001The Disposition Effect and Momentum.(2001) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 34		paper
1989A Comparison of Measures of Abnormal Performance on a Sample of Monthly Mutual Fund Returns, formerly titled; The Evaluation of Mutual Fund Performance: An Analysis of Monthly Returns In: University of California at Los Angeles, Anderson Graduate School of Management.
[Full Text][Citation analysis]		paper1
2002Debt Policy, Corporate Taxes, and Discount Rates In: University of California at Los Angeles, Anderson Graduate School of Management.
[Full Text][Citation analysis]		paper9
2008Debt policy, corporate taxes, and discount rates.(2008) In: Journal of Economic Theory.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9		article
2002Debt Policy, Corporate Taxes, and Discount Rates.(2002) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9		paper
1984The Jensen Measure and Errors in Variables: A Note In: University of California at Los Angeles, Anderson Graduate School of Management.
[Full Text][Citation analysis]		paper0
1988A Put Option Paradox In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article4
1994A Study of Monthly Mutual Fund Returns and Performance Evaluation Techniques In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article132
2012IQ, trading behavior, and performance In: Journal of Financial Economics.
[Full Text][Citation analysis]		article107
1983Factor pricing in a finite economy In: Journal of Financial Economics.
[Full Text][Citation analysis]		article27
1984The valuation effects of stock splits and stock dividends In: Journal of Financial Economics.
[Full Text][Citation analysis]		article168
2000The investment behavior and performance of various investor types: a study of Finlands unique data set In: Journal of Financial Economics.
[Full Text][Citation analysis]		article571
2004Predicting stock price movements from past returns: the role of consistency and tax-loss selling In: Journal of Financial Economics.
[Full Text][Citation analysis]		article135
2005Prospect theory, mental accounting, and momentum In: Journal of Financial Economics.
[Full Text][Citation analysis]		article237
2001Signalling and the Pricing of Unseasoned New Issues In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]		paper247
1989Signalling and the Pricing of Unseasoned New Issues.(1989) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 247		paper
1988Adverse Risk Incentives and the Design of Performance-Based Contracts In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]		paper60
1989Adverse Risk Incentives and the Design of Performance-Based Contracts.(1989) In: Management Science.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 60		article
1988Portfolio Performance Evaluation: Old Issues and New Insights In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]		paper36
1988Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]		paper354
1989Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings..(1989) In: The Journal of Business.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 354		article
2020Book-to-Market, Mispricing, and the Cross-Section of Corporate Bond Returns In: NBER Working Papers.
[Full Text][Citation analysis]		paper2
1998Positive Portfolio Factors In: NBER Working Papers.
[Full Text][Citation analysis]		paper1
2004Positive Portfolio Factors.(2004) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2008Positive Portfolio Factors.(2008) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2002What Do We Really Know About the Cross-Sectional Relation Between Past and Expected Returns? In: NBER Working Papers.
[Full Text][Citation analysis]		paper4
2002What Do We Really Know About the Cross-Sectional Relation Between Past and Expected Returns?.(2002) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		paper
2002Information Aggregation, Security Design and Currency Swaps In: NBER Working Papers.
[Full Text][Citation analysis]		paper3
2002Information Aggregation, Security Design, and Currency Swaps.(2002) In: Journal of Political Economy.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		article
2002Information Aggregation, Security Design, and Currency Swaps.(2002) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
1985Market Power in a Securities Market with Endogenous Information In: The Quarterly Journal of Economics.
[Full Text][Citation analysis]		article15
2008Social Influence and Consumption: Evidence from the Automobile Purchases of Neighbors In: The Review of Economics and Statistics.
[Full Text][Citation analysis]		article72
1987The Relation between Mean-Variance Efficiency and Arbitrage Pricing. In: The Journal of Business.
[Full Text][Citation analysis]		article33
1993Performance Measurement without Benchmarks: An Examination of Mutual Fund Returns. In: The Journal of Business.
[Full Text][Citation analysis]		article222
2002What Do We Really Know About the Cross-Sectional Relation Between Past and Expected Returns? In: Yale School of Management Working Papers.
[Full Text][Citation analysis]		paper4
1969Interpersonal Effects in Consumption: Evidence from the Automobile Purchases of Neighbors In: Yale School of Management Working Papers.
[Full Text][Citation analysis]		paper0
2007Prospect Theory, Mental Accounting, and Momentum In: Yale School of Management Working Papers.
[Full Text][Citation analysis]		paper0
2001Distance, Language, and Culture Bias: The Role of Investor Sophistication In: Yale School of Management Working Papers.
[Full Text][Citation analysis]		paper26

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