Mark Grinblatt : Citation Profile


Are you Mark Grinblatt?

University of California-Los Angeles (UCLA)

23

H index

28

i10 index

4419

Citations

RESEARCH PRODUCTION:

28

Articles

43

Papers

RESEARCH ACTIVITY:

   51 years (1969 - 2020). See details.
   Cites by year: 86
   Journals where Mark Grinblatt has often published
   Relations with other researchers
   Recent citing documents: 273.    Total self citations: 16 (0.36 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pgr231
   Updated: 2021-03-01    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 (52)

Menkhoff, Lukas (41)

Warnock, Francis (32)

Weber, Martin (28)

Ramadorai, Tarun (28)

Pastor, Lubos (26)

Gallagher, David (26)

Jagannathan, Ravi (22)

Bueno, Rodrigo (22)

Teoh, Siew Hong (21)

Schmukler, Sergio (20)

Cites to:

Shleifer, Andrei (17)

Fama, Eugene (16)

Titman, Sheridan (14)

French, Kenneth (13)

Campbell, John (12)

Vishny, Robert (9)

Keim, Donald (9)

Keloharju, Matti (8)

Thaler, Richard (7)

Calvet, Laurent (7)

Odean, Terrance (7)

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

Recent works citing Mark Grinblatt (2021 and 2020)


YearTitle of citing document
2020Origins of Mutual Fund Skill: Market versus Accounting Based Asset Pricing Anomalies. (2020). Christiansen, Charlotte ; Xu, Yue ; Xing, Ran. In: CREATES Research Papers. RePEc:aah:create:2020-14.

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2020Measuring Managerial Skills of Closed-End Mutual Funds in Bangladesh and Its Linkage to the Management Fee. (2020). Mila, Meher Nigar. In: International Journal of Science and Business. RePEc:aif:journl:v:4:y:2020:i:9:p:1-15.

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2020Googlization and retail investors trading activity. (2020). D'Hondt, Catherine ; Desagre, Christophe. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2020004.

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2020Unveiling the relation between herding and liquidity with trader lead-lag networks. (2019). Tantari, Daniele ; Lillo, Fabrizio ; Campajola, Carlo. In: Papers. RePEc:arx:papers:1909.10807.

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2020Refinements of Barndorff-Nielsen and Shephard model: an analysis of crude oil price with machine learning. (2019). Hanson, Erik ; Nganje, William ; Sengupta, Indranil. In: Papers. RePEc:arx:papers:1911.13300.

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2020Refined model of the covariance/correlation matrix between securities. (2020). Valeyre, Sebastien. In: Papers. RePEc:arx:papers:2001.08911.

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2020Spanning analysis of stock market anomalies under Prospect Stochastic Dominance. (2020). Scaillet, Olivier ; Topaloglou, Nikolas ; Arvanitis, Stelios. In: Papers. RePEc:arx:papers:2004.02670.

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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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2020Bitcoin Trading is Irrational! An Analysis of the Disposition Effect in Bitcoin. (2020). Haslhofer, Bernhard ; Schatzmann, Jurgen E. In: Papers. RePEc:arx:papers:2010.12415.

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2020Modeling 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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2020Asymmetric information in corporate lending: evidence from SME bond markets. (2020). Zaccaria, Luana ; Scalia, Antonio ; Nobili, Stefano ; Iannamorelli, Alessandra. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1292_20.

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2020Effective Policy Communication: Targets versus Instruments. (2020). Hoang, Daniel ; D'Acunto, Francesco ; Weber, Michael ; Paloviita, Maritta. In: Working Papers. RePEc:bfi:wpaper:2020-148.

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2020Monetary Momentum. (2020). Weber, Michael ; Neuhierl, Andreas. In: Working Papers. RePEc:bfi:wpaper:2020-39.

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2020SOCIAL INFLUENCE AND THE CONSUMER BANKRUPTCY DECISION. (2020). Fisher, Jonathan. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:38:y:2020:i:3:p:474-482.

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2020Idiosyncratic momentum and the cross‐section of stock returns: Further evidence. (2020). Lin, QI. In: European Financial Management. RePEc:bla:eufman:v:26:y:2020:i:3:p:579-627.

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2020Does individualistic culture impact operational risk?. (2020). Li, Donghui ; Chen, Zhian ; Cao, Zhe ; An, Zhe. In: European Financial Management. RePEc:bla:eufman:v:26:y:2020:i:3:p:808-838.

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2020Managerial incentives for attracting attention. (2020). Papiashvili, Nino ; Gutierrez, Maria ; Vazquez, Antonio B ; Tribo, Josep A. In: European Financial Management. RePEc:bla:eufman:v:26:y:2020:i:4:p:896-937.

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2020Does local political support influence financial markets? A study on the impact of job approval ratings of political representatives on local stock returns. (2020). Park, Jung Chul ; Kim, Dong H ; Joo, Sunghoon. In: The Financial Review. RePEc:bla:finrev:v:55:y:2020:i:2:p:247-276.

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2020Institutional trading, investor sentiment, and lottery‐like stock preferences. (2020). Alldredge, Dallin M. In: The Financial Review. RePEc:bla:finrev:v:55:y:2020:i:4:p:603-624.

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2020Taming the Factor Zoo: A Test of New Factors. (2020). Xiu, Dacheng ; Giglio, Stefano ; Feng, Guanhao. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:3:p:1327-1370.

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2020Presidential Address: Social Transmission Bias in Economics and Finance. (2020). Hirshleifer, David. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:4:p:1779-1831.

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2020What Matters to Individual Investors? Evidence from the Horses Mouth. (2020). Choi, James ; Robertson, Adriana Z. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:4:p:1965-2020.

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2020The Mismatch Between Mutual Fund Scale and Skill. (2020). Song, Yang. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:5:p:2555-2589.

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2020Correlated Trading by Life Insurers and Its Impact on Bond Prices. (2020). Niehaus, Greg ; Chiang, Chiachun. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:87:y:2020:i:3:p:597-625.

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2020Effective Policy Communication : Targets versus Instruments. (2020). Weber, Michael ; Paloviita, Maritta ; Hoang, Daniel ; D'Acunto, Francesco. In: Research Discussion Papers. RePEc:bof:bofrdp:2020_017.

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2020Text-Based Linkages and Local Risk Spillovers in the Equity Market. (2020). Ge, S. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:20115.

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2020Marketplace Lending of SMEs. (2020). , Larshornuf ; Cumming, Doulas J ; Hornuf, Lars. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8100.

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2020Cultural Proximity and the Formation of Lending Relationships. (2020). Garcia-Appendini, Emilia ; Cascarano, Michele ; Barboni, Giorgia ; Accetturo, Antonio. In: CAGE Online Working Paper Series. RePEc:cge:wacage:514.

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2020Household Finance. (2020). Gomes, Francisco J ; Haliassos, Michael ; Ramadorai, Tarun. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14502.

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2020Assessing Market Timing Performance of Brazilian Multi-Asset Pension Funds using the Battese and Coellis Stochastic Frontier Model (1995). (2020). Baccin, Maria M ; Tusi, Joo S ; Baggio, Daniel Knebel ; Schneider, Iso N. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-01109.

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2020Correlates of Gambling. (2020). Mendes, Victor ; Abreu, Margarida ; Brochado, Ana. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00096.

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2020Investment Performance of Machine Learning: Analysis of S&P 500 Index. (2020). Liu, Ting-Yin ; Chen, Chun-Hung. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-01-8.

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2020Conventional Mutual Funds Out Perform Islamic Mutual Funds in the Context of Pakistan. A Myth or Reality. (2020). Hussain, Arif ; Farooq, Naveed ; Ishaque, Amir ; Shah, Raza Ullah ; Saleem, Kashif ; Rehman, Alam ; Han, Jiabin ; Zeeshan, Muhammad. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-04-18.

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2020Investor herd behaviour in Africa’s emerging and frontier markets. (2020). Boamah, Nicholas Addai ; Aawaar, Godfred ; Akotey, Joseph Oscar. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-06-23.

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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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2020Are individual investors irrational or adaptive to market dynamics?. (2020). Chary, Venkata Narasimha. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:25:y:2020:i:c:s2214635019300991.

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2020Does social capital influence corporate risk-taking?. (2020). Panta, Humnath. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:26:y:2020:i:c:s2214635019300772.

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2020Behavior when the chips are down: An experimental study of wealth effects and exchange media. (2020). Hoffer, Adam ; Deaves, Richard ; Tsang, Ming ; Stivers, Adam. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:27:y:2020:i:c:s2214635019301170.

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2020Protecting investors from themselves: Evidence from a regulatory intervention. (2020). Firth, Chris . In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:27:y:2020:i:c:s2214635019302576.

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2020How does air pollution-induced fund-manager mood affect stock markets in China?. (2020). Lu, Jing ; Chou, Robin K ; Wu, Qinqin. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:28:y:2020:i:c:s2214635020303269.

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2020When financial literacy meets textual analysis: A conceptual review. (2020). Li, Xiao. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:28:y:2020:i:c:s2214635020303294.

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2020Herd behaviour in buyout investments. (2020). Schwienbacher, Armin ; Mohamed, Abdulkadir ; Buchner, Axel. In: Journal of Corporate Finance. RePEc:eee:corfin:v:60:y:2020:i:c:s0929119918301949.

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2020State pricing, effectively complete markets, and corporate finance. (2020). Grinblatt, Mark ; Wan, Kam-Ming. In: Journal of Corporate Finance. RePEc:eee:corfin:v:60:y:2020:i:c:s0929119919306613.

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2020Large investors’ portfolio composition and firms value. (2020). Sekerci, Naciye ; Ravid, Abraham S. In: Journal of Corporate Finance. RePEc:eee:corfin:v:61:y:2020:i:c:s0929119918301639.

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2020Elective stock and scrip dividends. (2020). Renneboog, Luc ; Vansteenkiste, Cara ; Feito-Ruiz, Isabel. In: Journal of Corporate Finance. RePEc:eee:corfin:v:64:y:2020:i:c:s0929119920301048.

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2020Uncertainty avoidance and mutual funds. (2020). Ramos, Sofia ; Miguel, Antonio F ; Medhat, Mamdouh ; Keswani, Aneel. In: Journal of Corporate Finance. RePEc:eee:corfin:v:65:y:2020:i:c:s0929119920301929.

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2020On short-term institutional trading skill, behavioral biases, and liquidity need. (2020). Ray, Rina ; Chakravarty, Sugato. In: Journal of Corporate Finance. RePEc:eee:corfin:v:65:y:2020:i:c:s0929119920301930.

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2020The benefit of being a local leader: Evidence from firm-specific stock price crash risk. (2020). Zurbruegg, Ralf ; Yu, Chia-Feng ; Xu, Limin. In: Journal of Corporate Finance. RePEc:eee:corfin:v:65:y:2020:i:c:s0929119920301966.

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2020The disposition effect and underreaction to private information. (2020). Weitzel, Utz ; Qiu, Jianying ; Li, Jiangyan ; Janssen, Dirk-Jan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:113:y:2020:i:c:s0165188920300269.

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2020A consistent stochastic model of the term structure of interest rates for multiple tenors. (2020). Schlogl, Erik ; Grasselli, Martino ; Alfeus, Mesias. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:114:y:2020:i:c:s0165188920300312.

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2020The high frequency trade off between speed and sophistication. (2020). Ladley, Daniel. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:116:y:2020:i:c:s0165188920300804.

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2020Investor overconfidence and the security market line: New evidence from China. (2020). Li, Youwei ; Han, Xing. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:117:y:2020:i:c:s0165188920301299.

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2020The effect of risk-taking behavior on profitability: Evidence from futures market. (2020). Lin, Chao Hsien ; Lee, Chun I ; Cheng, Teng Yuan. In: Economic Modelling. RePEc:eee:ecmode:v:86:y:2020:i:c:p:19-38.

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2020Can investment advisors promote rational investment? Evidence from micro-data in China. (2020). Wang, Lin ; Zhang, Yixing ; Lu, Xiaomeng. In: Economic Modelling. RePEc:eee:ecmode:v:86:y:2020:i:c:p:251-263.

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2020Provincial economic performance and underpricing of IPOs: Evidence from political interventions in China. (2020). Li, Yuan ; Uchida, Konari ; Liu, Jianlei . In: Economic Modelling. RePEc:eee:ecmode:v:86:y:2020:i:c:p:274-285.

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2020Limited attention, salience of information and stock market activity. (2020). Veiga, Helena ; Ramos, Sofia ; Latoeiro, Pedro . In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:92-108.

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2020Market competition and firms social performance. (2020). Yang, Yung Chiang ; Leong, Chee Kian. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:601-612.

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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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2020Decomposing the term structures of local currency sovereign bond yields and sovereign credit default swap spreads. (2020). Tsuruta, Masaru. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818306818.

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2020Positional momentum and liquidity management; a bivariate rank approach. (2020). Panahidargahloo, Akram. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819302232.

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2020Do actively managed mutual funds exploit stock market mispricing?. (2020). Lee, Changjun ; Kang, Jangkoo ; Jeon, Hyunglae . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:53:y:2020:i:c:s1062940820300863.

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2020Holding risky financial assets and subjective wellbeing: Empirical evidence from China. (2020). Li, Haifeng ; Lin, Arthur J ; Hsu, Chien-Lung ; Chen, Fuzhong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940818306302.

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2020Stock volatility and trading. (2020). Kaprielyan, Margarita ; Agapova, Anna. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s106294082030139x.

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2020Happiness sentiments and the prediction of cross-border country exchange-traded fund returns. (2020). Lee, Chien-Chiang ; Chen, Mei-Ping. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301510.

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2020Pre-earnings announcement returns and momentum. (2020). Jain, Chinmay ; Khanapure, Revansiddha Basavaraj. In: Economics Letters. RePEc:eee:ecolet:v:196:y:2020:i:c:s0165176520303177.

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

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2020Integrated dynamic models for hedging international portfolio risks. (2020). Vladimirou, Hercules ; Topaloglou, Nikolas ; Zenios, Stavros A. In: European Journal of Operational Research. RePEc:eee:ejores:v:285:y:2020:i:1:p:48-65.

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2020Portfolio diversification based on stochastic dominance under incomplete probability information. (2020). Kuosmanen, Timo ; Xu, Peng ; Liesio, Juuso. In: European Journal of Operational Research. RePEc:eee:ejores:v:286:y:2020:i:2:p:755-768.

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2020International comparison of household asset allocation: Micro-evidence from cross-country comparisons. (2020). Gan, Li ; Guo, Jiaojiao ; Lu, Xiaomeng. In: Emerging Markets Review. RePEc:eee:ememar:v:43:y:2020:i:c:s156601411930514x.

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2020Is organizational slack honey or poison? Experimental research based on external investors perception. (2020). Su, Emma ; Dou, Junsheng ; Jia, Shenghua ; You, Xialei. In: Emerging Markets Review. RePEc:eee:ememar:v:44:y:2020:i:c:s1566014119306314.

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2020National culture and housing credit. (2020). Pasiouras, Fotios ; Hasan, Iftekhar ; Gaganis, Chrysovalantis. In: Journal of Empirical Finance. RePEc:eee:empfin:v:56:y:2020:i:c:p:19-41.

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2020Turning local: Home-bias dynamics of relocating foreigners. (2020). Nielsson, Ulf ; Rangvid, Jesper ; Raahauge, Peter ; Florentsen, Bjarne. In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:436-452.

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2020Beta and firm age. (2020). Moneta, Fabio ; Kim, Daehwan ; Chincarini, Ludwig B. In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:50-74.

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2020Retail investor attention and herding behavior. (2020). Wang, Ming-Chun ; Chan, Chia-Ying ; Hsieh, Shu-Fan . In: Journal of Empirical Finance. RePEc:eee:empfin:v:59:y:2020:i:c:p:109-132.

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2021Entrepreneurship and household portfolio choice: Evidence from the China Household Finance Survey. (2021). Wang, Tianyu ; Li, Rui ; Zhou, Mingshan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:60:y:2021:i:c:p:1-15.

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2021Non-parametric momentum based on ranks and signs. (2021). Chou, Pin-Huang ; Chen, Tsung-Yu ; Rhee, Ghon S ; Ko, Kuan-Cheng. In: Journal of Empirical Finance. RePEc:eee:empfin:v:60:y:2021:i:c:p:94-109.

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2020Pricing inefficiencies and feedback trading: Evidence from country ETFs. (2020). Shao, Jia ; Pantelous, Athanasios A ; Liu, Fei ; Kallinterakis, Vasileios. In: International Review of Financial Analysis. RePEc:eee:finana:v:70:y:2020:i:c:s1057521920301423.

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2020Herd behaviour & investor sentiment: Evidence from UK mutual funds. (2020). Yan, Meilan ; Hudson, Yawen ; Zhang, Dalu. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301381.

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2020Is herding spurious or intentional? Evidence from analyst recommendation revisions and sentiment. (2020). Holmes, Phil ; Guo, Jiaqi ; Altanlar, Ali. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301836.

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2020Eurozone regulation bias in the active share measure. (2020). Sarto, Jose Luis ; Loban, Lidia ; Vicente, Luis. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302088.

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2020Is institutional monitoring time-varying? Evidence from the Korean market. (2020). Liu, Chang ; Chung, Chune Young ; Kim, Kyung Soon. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612318304719.

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2020Institutional capital allocation and equity returns: Evidence from Thai mutual funds’ holdings. (2020). Saengchote, Kanis ; Ratanabanchuen, Roongkiat. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612318307074.

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2020Alternative reversal variable. (2020). Nguyen, Anh Duy. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612319300856.

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2020Industry classification, product market competition, and firm characteristics. (2020). Refalo, James ; Liu, Qianqiu. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612319301977.

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2020Do individual traders undermine firm valuation?. (2020). Chung, Chune Young ; Choi, Joung Hwa ; Sub, Paul Moon. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612319308463.

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2020Institutional investor sentiment, beta, and stock returns. (2020). Wang, Wenzhao. In: Finance Research Letters. RePEc:eee:finlet:v:37:y:2020:i:c:s1544612318303684.

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2020Biased short: Short sellers disposition effect and limits to arbitrage. (2020). Massa, Massimo ; von Beschwitz, Bastian. In: Journal of Financial Markets. RePEc:eee:finmar:v:49:y:2020:i:c:s1386418118302453.

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2020Trust and delegation: A case to consider on broker rebates and investor sophistication. (2020). Kalay, Avner ; Haziza, Mor M. In: Journal of Financial Markets. RePEc:eee:finmar:v:49:y:2020:i:c:s1386418119303568.

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2020Costly index investing in foreign markets. (2020). Pulga, Fredy ; Pedraza, Alvaro ; Vasquez, Jose. In: Journal of Financial Markets. RePEc:eee:finmar:v:51:y:2020:i:c:s1386418119300485.

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2020Are investors compensated for their sophistication and informedness for company takeovers – An Australian study. (2020). McAdam, Chris. In: Global Finance Journal. RePEc:eee:glofin:v:44:y:2020:i:c:s1044028317301370.

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2020Corporate social responsibility and earnings quality: Evidence from China. (2020). Zhang, Huili ; Dou, Huan ; Rezaee, Zabihollah. In: Global Finance Journal. RePEc:eee:glofin:v:45:y:2020:i:c:s1044028319300249.

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2020Is the disposition effect in bonds as strong as in stocks? Evidence from an emerging market. (2020). Agudelo, Diego A ; Hincapie-Salazar, Juliana. In: Global Finance Journal. RePEc:eee:glofin:v:46:y:2020:i:c:s1044028319301632.

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2020Curbing obfuscation: Empower consumers or regulate firms?. (2020). Gu, Yiquan ; Wenzel, Tobias. In: International Journal of Industrial Organization. RePEc:eee:indorg:v:70:y:2020:i:c:s0167718720300047.

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2020Investor experiences and international capital flows. (2020). Pouzo, Demian ; Malmendier, Ulrike ; Vanasco, Victoria. In: Journal of International Economics. RePEc:eee:inecon:v:124:y:2020:i:c:s0022199620300210.

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2020Better the devil you know: Home and sectoral biases in bank lending. (2020). Ureche-Rangau, L ; Burietz, A. In: International Economics. RePEc:eee:inteco:v:164:y:2020:i:c:p:69-85.

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2020Can China’s cross-sectional dispersion of stock returns influence the herding behaviour of traders in other local markets and China’s trading partners?. (2020). McGowan, C B ; Matemilola, Bolaji Tunde ; Bany-Ariffin, A N ; Chong, Oiping. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:65:y:2020:i:c:s1042443119302495.

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2020Signal-herding in cryptocurrencies. (2020). Tziogkidis, Panagiotis ; Philippas, Dionisis ; Rjiba, Hatem. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:65:y:2020:i:c:s1042443120300755.

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2020Why do firms manage their stock price levels?. (2020). Mohamed, Abdulkadir ; Cai, Charlie X ; Buchner, Axel ; Amini, Shima. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:67:y:2020:i:c:s1042443120301049.

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2020Compulsive gambling in the financial markets: Evidence from two investor surveys. (2020). Cox, Ruben ; Kouwenberg, Roy ; Kamolsareeratana, Atcha. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:111:y:2020:i:c:s0378426619302808.

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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.
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article544
2001An Analytic Solution for Interest Rate Swap Spreads In: International Review of Finance.
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article71
1995An Analytic Solution for Interest Rate Swap Spreads.(1995) In: University of California at Los Angeles, Anderson Graduate School of Management.
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This paper has another version. Agregated cites: 71
paper
2002An Analytic Solution for Interest Rate Swap Spreads.(2002) In: Yale School of Management Working Papers.
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This paper has another version. Agregated cites: 71
paper
1985 Approximate Factor Structures: Interpretations and Implications for Empirical Tests. In: Journal of Finance.
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article5
1992 The Persistence of Mutual Fund Performance. In: Journal of Finance.
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article164
1996 Relative Pricing of Eurodollar Features and Forward Contracts. In: Journal of Finance.
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article3
1999Do Industries Explain Momentum? In: Journal of Finance.
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article406
Do Industries Explain Momentum?.() In: CRSP working papers.
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This paper has another version. Agregated cites: 406
paper
Do Industries Explain Momentum?..() In: CRSP working papers.
[Citation analysis]
This paper has another version. Agregated cites: 406
paper
2000Financial Innovation and the Role of Derivative Securities: An Empirical Analysis of the Treasury STRIPS Program In: Journal of Finance.
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article27
2001What Makes Investors Trade? In: Journal of Finance.
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article329
2001What Makes Investors Trade?.(2001) In: Yale School of Management Working Papers.
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This paper has another version. Agregated cites: 329
paper
2001How Distance, Language, and Culture Influence Stockholdings and Trades In: Journal of Finance.
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article423
2009Sensation Seeking, Overconfidence, and Trading Activity In: Journal of Finance.
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article162
2006Sensation Seeking, Overconfidence, and Trading Activity.(2006) In: NBER Working Papers.
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This paper has another version. Agregated cites: 162
paper
2011IQ and Stock Market Participation In: Journal of Finance.
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article160
2000Tax Loss Trading and Wash Sales In: University of California at Los Angeles, Anderson Graduate School of Management.
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paper22
2004Tax-loss trading and wash sales.(2004) In: Journal of Financial Economics.
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This paper has another version. Agregated cites: 22
article
2002Tax-Loss Trading and Wash Sales.(2002) In: NBER Working Papers.
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This paper has another version. Agregated cites: 22
paper
2002Tax-Loss Trading and Wash Sales.(2002) In: Yale School of Management Working Papers.
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paper
1997Information Aggregation, Currency Swaps, and the Design of Derivative Securities In: University of California at Los Angeles, Anderson Graduate School of Management.
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paper0
2001Information Aggregation, Currency Swaps, and the Design of Derivative Securities.(2001) In: Levine's Working Paper Archive.
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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.
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paper4
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: 4
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: 4
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.
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paper1
1996The Impact of Performance-Based Fees on Pension Fund Management In: University of California at Los Angeles, Anderson Graduate School of Management.
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paper1
2003Interpersonal Effects in Consumption: Evidence from the Automobile Purchases of Neighbors In: University of California at Los Angeles, Anderson Graduate School of Management.
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paper14
2004Interpersonal Effects in Consumption: Evidence from the Automobile Purchases of Neighbors.(2004) In: NBER Working Papers.
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This paper has another version. Agregated cites: 14
paper
1969Interpersonal Effects in Consumption: Evidence from the Automobile Purchases of Neighbors.(1969) In: Yale School of Management Working Papers.
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This paper has another version. Agregated cites: 14
paper
2001The Disposition Effect and Momentum In: University of California at Los Angeles, Anderson Graduate School of Management.
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paper23
2003The Disposition Effect and Momentum.(2003) In: Working Paper Series.
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This paper has another version. Agregated cites: 23
paper
2002The Disposition Effect and Momentum.(2002) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23
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: 23
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]
paper0
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.
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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]
article3
1994A Study of Monthly Mutual Fund Returns and Performance Evaluation Techniques In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
article113
2012IQ, trading behavior, and performance In: Journal of Financial Economics.
[Full Text][Citation analysis]
article80
1983Factor pricing in a finite economy In: Journal of Financial Economics.
[Full Text][Citation analysis]
article23
1984The valuation effects of stock splits and stock dividends In: Journal of Financial Economics.
[Full Text][Citation analysis]
article148
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]
article445
2004Predicting stock price movements from past returns: the role of consistency and tax-loss selling In: Journal of Financial Economics.
[Full Text][Citation analysis]
article114
2005Prospect theory, mental accounting, and momentum In: Journal of Financial Economics.
[Full Text][Citation analysis]
article181
2007Prospect Theory, Mental Accounting, and Momentum.(2007) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 181
paper
2001Signalling and the Pricing of Unseasoned New Issues In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
paper223
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: 223
paper
1988Adverse Risk Incentives and the Design of Performance-Based Contracts In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
paper53
1989Adverse Risk Incentives and the Design of Performance-Based Contracts.(1989) In: Management Science.
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This paper has another version. Agregated cites: 53
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]
paper305
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: 305
article
2020Book-to-Market, Mispricing, and the Cross-Section of Corporate Bond Returns In: NBER Working Papers.
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paper1
1998Positive Portfolio Factors In: NBER Working Papers.
[Full Text][Citation analysis]
paper1
2004Positive Portfolio Factors.(2004) In: Yale School of Management Working Papers.
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This paper has another version. Agregated cites: 1
paper
2008Positive Portfolio Factors.(2008) In: Yale School of Management Working Papers.
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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.
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paper1
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: 1
paper
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: 1
paper
2002Information Aggregation, Security Design and Currency Swaps In: NBER Working Papers.
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paper3
2002Information Aggregation, Security Design, and Currency Swaps.(2002) In: Journal of Political Economy.
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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]
article13
2008Social Influence and Consumption: Evidence from the Automobile Purchases of Neighbors In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
article55
1987The Relation between Mean-Variance Efficiency and Arbitrage Pricing. In: The Journal of Business.
[Full Text][Citation analysis]
article30
1993Performance Measurement without Benchmarks: An Examination of Mutual Fund Returns. In: The Journal of Business.
[Full Text][Citation analysis]
article199
2001Distance, Language, and Culture Bias: The Role of Investor Sophistication In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
paper24

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