Mark Grinblatt : Citation Profile

Are you Mark Grinblatt?

University of California-Los Angeles (UCLA)

23

H index

28

i10 index

3959

Citations

RESEARCH PRODUCTION:

28

Articles

42

Papers

RESEARCH ACTIVITY:

   43 years (1969 - 2012). See details.
   Cites by year: 92
   Journals where Mark Grinblatt has often published
   Relations with other researchers
   Recent citing documents: 661.    Total self citations: 16 (0.4 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pgr231
   Updated: 2020-05-16    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 (50)

Menkhoff, Lukas (38)

Warnock, Francis (33)

Weber, Martin (28)

Pastor, Lubos (26)

Jagannathan, Ravi (22)

De-Losso, Rodrigo (22)

Gallagher, David (21)

Teoh, Siew Hong (21)

Schmukler, Sergio (20)

Thomas, Charles (19)

Cites to:

Shleifer, Andrei (17)

Fama, Eugene (13)

Titman, Sheridan (13)

Campbell, John (12)

French, Kenneth (11)

Vishny, Robert (9)

Keim, Donald (9)

Keloharju, Matti (8)

Calvet, Laurent (7)

Odean, Terrance (7)

Thaler, Richard (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 (2018 and 2017)

YearTitle of citing document
2017The Impact of Liberalization and Environmental Policy on the Financial Returns of European Energy Utilities. (2017). Premachandra, I M ; Daniel, Ivan Diaz-Rainey . In: The Energy Journal. RePEc:aen:journl:ej38-2-tulloch.

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2018Is Envy Harmful to a Society’s Psychological Health and Wellbeing? A Longitudinal Study of 18,000 Adults. (2018). Oswald, Andrew ; Mujcic, Redzo. In: Economic Research Papers. RePEc:ags:uwarer:269078.

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2017Trading while sleepy? Circadian mismatch and excess volatility in a global experimental asset market. (2017). Greenaway-McGrevy, Ryan ; Dickinson, David ; Chaudhuri, Ananish. In: Working Papers. RePEc:apl:wpaper:17-06.

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2018Statistically validated lead-lag networks and inventory prediction in the foreign exchange market. (2018). Challet, Damien ; Kassibrakis, Serge ; Lallouache, Mehdi ; Chicheportiche, R'emy . In: Papers. RePEc:arx:papers:1609.04640.

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2017Time series momentum and contrarian effects in the Chinese stock market. (2017). Zhou, Wei-Xing ; Shi, Huai-Long . In: Papers. RePEc:arx:papers:1702.07374.

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2017Wax and wane of the cross-sectional momentum and contrarian effects: Evidence from the Chinese stock markets. (2017). Zhou, Wei-Xing. In: Papers. RePEc:arx:papers:1707.05552.

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2018Multilayer Aggregation with Statistical Validation: Application to Investor Networks. (2018). Emmert-Streib, Frank ; Kanniainen, Juho ; Baltakys, Kestutis. In: Papers. RePEc:arx:papers:1708.09850.

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2018Facebook drives behavior of passive households in stock markets. (2018). Kanniainen, Juho ; Hussain, Abid ; Mukkamala, Raghava ; Vatrapu, Ravi ; Jussila, Jari ; Karkkainen, Hannu ; Baltakys, Kestutis ; Siikanen, Milla. In: Papers. RePEc:arx:papers:1709.07300.

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2018Generalized Information Ratio. (2018). He, Zhongzhi Lawrence. In: Papers. RePEc:arx:papers:1803.01381.

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2018A New Model for Pricing Collateralized Financial Derivatives. (2018). Xiao, Tim. In: Papers. RePEc:arx:papers:1805.11981.

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2018A Consistent Stochastic Model of the Term Structure of Interest Rates for Multiple Tenors. (2018). Schlogl, Erik ; Grasselli, Martino ; Alfeus, Mesias. In: Papers. RePEc:arx:papers:1809.06643.

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2018Better to stay apart: asset commonality, bipartite network centrality, and investment strategies. (2018). Spelta, Alessandro ; Pammolli, Fabio ; Lillo, Fabrizio ; Flori, Andrea. In: Papers. RePEc:arx:papers:1811.01624.

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2019Detailed study of a moving average trading rule. (2019). Yen, Ju-Yi ; Silva, Christian A ; Ferreira, Fernando F. In: Papers. RePEc:arx:papers:1907.00212.

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2019Nonlinear price dynamics of S&P 100 stocks. (2019). Desantis, Mark ; Caginalp, Gunduz. In: Papers. RePEc:arx:papers:1907.04422.

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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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2018Exploring sentiment-driven trading behavior of different types of investors in London office market. (2018). Sieracki, Karen ; Ke, Qiulin. In: ERES. RePEc:arz:wpaper:eres2018_112.

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2018Choice via Social Influence. (2018). Kops, Christopher ; Borah, Abhinash. In: Working Papers. RePEc:ash:wpaper:06.

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2018Choice via Social Influence. (2018). Kops, Christopher ; Borah, Abhinash. In: Working Papers. RePEc:ash:wpaper:1010.

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2017Derivative Use of Turkish Investment Funds During the 2008-09 Financial Crisis. (2017). Pirgaip, Burak ; Tademir, Aslihan . In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2017:p:1-14.

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2019Household Leverage and Stock Market Investment Decisions. (2019). Li, Pengfei ; Wang, Zhengwei. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2019:p:30-41.

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2019Stress Testing the Equity Home Bias: A Turnover Analysis of Eurozone Markets. (2019). Lazzari, Valter ; Geranio, Manuela. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp19114.

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2019Bond Funds and Fixed-Income Market Liquidity: A Stress-Testing Approach. (2019). Ouellet Leblanc, Guillaume ; Arora, Rohan ; Shotlander, Ryan ; Bedard-Page, Guillaume. In: Technical Reports. RePEc:bca:bocatr:115.

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2018Banks holdings of and trading in government bonds. (2018). Manna, Michele ; Nobili, Stefano. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1166_18.

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2019Asset mispricing in loan secondary markets. (2019). Talavera, Oleksandr ; Pham, Tho ; Xiong, Xiong ; Caglayan, Mustafa. In: Discussion Papers. RePEc:bir:birmec:19-07.

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2017Understanding the determinants of financial outcomes and choices: the role of noncognitive abilities. (2017). Peijnenburg, Kim ; Parise, Gianpaolo. In: BIS Working Papers. RePEc:bis:biswps:640.

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2018An explanation of negative swap spreads: demand for duration from underfunded pension plans. (2018). Sundaresan, Suresh ; Klingler, Sven. In: BIS Working Papers. RePEc:bis:biswps:705.

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2017How return and risk experiences shape investor beliefs and preferences. (2017). , Arvid ; Smith, Tom ; Post, Thomas. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:3:p:759-788.

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2017Herding behaviour in the Australian loan market and its impact on bank loan quality. (2017). Tran, Vuong Thao ; Lin, Chienting ; Nguyen, Hoa . In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:4:p:1149-1176.

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2017Fools mate: What does CHESS tell us about individual investor trading performance?. (2017). Bradrania, Reza ; Wu, Wei ; Westerholm, Peter Joakim ; Grant, Andrew. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:4:p:981-1017.

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2018A new perspective on performance persistence: evidence using portfolio holdings. (2018). Bennett, Scott ; Warren, Geoffrey J ; Harman, Graham ; Gallagher, David R. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:1:p:91-125.

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2018Dissecting stock price momentum using financial statement analysis. (2018). Ahmed, Anwer S ; Safdar, Irfan. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:s1:p:3-43.

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2018The effect of 52 week highs and lows on analyst stock recommendations. (2018). Lin, MeiChen . In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:s1:p:375-422.

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2019Performance attribution of mutual funds in India: outperformance or mis‐representation?. (2019). Chauhan, Gaurav Singh. In: Accounting and Finance. RePEc:bla:acctfi:v:59:y:2019:i:s1:p:383-409.

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2019Evaluating fund capacity: issues and methods. (2019). O'Neill, Michael J ; Warren, Geoffrey J. In: Accounting and Finance. RePEc:bla:acctfi:v:59:y:2019:i:s1:p:773-800.

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2017Individual investors and local bias in the UK, 1870–1935. (2017). Rutterford, Janette ; Lieshout, Carry ; Sotiropoulos, Dimitris P. In: Economic History Review. RePEc:bla:ehsrev:v:70:y:2017:i:4:p:1291-1320.

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2017Tax Havens, Tax Evasion and Tax Information Exchange Agreements in the OECD. (2017). Kemme, David ; Steigner, Tanja ; Parikh, Bhavik. In: European Financial Management. RePEc:bla:eufman:v:23:y:2017:i:3:p:519-542.

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2018Selling winners, buying losers: Mental decision rules of individual investors on their holdings. (2018). Leal, Cristiana Cerqueira ; Rocha, Manuel J ; Loureiro, Gilberto. In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:3:p:362-386.

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2018Persistency of the momentum effect. (2018). Chen, Hongyi ; Hsieh, Chiahsun ; Chou, PinHuang . In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:5:p:856-892.

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2018Mutual Fund Stock†Picking Skill: New Evidence from Valuation†versus Liquidity†Motivated Trading. (2018). Rohleder, Martin ; Wilkens, Marco ; Syryca, Janik ; Schulte, Dominik. In: Financial Management. RePEc:bla:finmgt:v:47:y:2018:i:2:p:309-347.

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2018Productivity Risk and Industry Momentum. (2018). Misirli, Efdal Ulas. In: Financial Management. RePEc:bla:finmgt:v:47:y:2018:i:3:p:739-774.

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2017Foreign Institutional Investment, Ownership, and Liquidity: Real and Informational Frictions. (2017). Suardi, Sandy ; Nilsson, Birger ; Ding, Mingfa . In: The Financial Review. RePEc:bla:finrev:v:52:y:2017:i:1:p:101-144.

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2017The Value Added by Trading Based on Valuation Criteria. (2017). Andreu, Laura ; Sarto, Jose Luis ; Mateos, Lydia. In: International Review of Finance. RePEc:bla:irvfin:v:17:y:2017:i:3:p:327-352.

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2017Corporate Hedging and the High Idiosyncratic Volatility Low Return Puzzle. (2017). Chng, Michael T ; Zhang, Hongfeng ; Xiang, Vincent ; Fang, Victor. In: International Review of Finance. RePEc:bla:irvfin:v:17:y:2017:i:3:p:395-425.

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2017The Certification Role Of Pre-IPO Banking Relationships: Evidence From IPO Underpricing in Japan. (2017). Ogura, Yoshiaki. In: The Japanese Economic Review. RePEc:bla:jecrev:v:68:y:2017:i:2:p:257-278.

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2018What Makes a Good Trader? On the Role of Intuition and Reflection on Trader Performance. (2018). Porter, David ; Corgnet, Brice ; Desantis, Mark. In: Journal of Finance. RePEc:bla:jfinan:v:73:y:2018:i:3:p:1113-1137.

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2019THE REACTIVE BETA MODEL. (2019). Grebenkov, Denis ; Aboura, Sofiane ; Valeyre, Sebastien. In: Journal of Financial Research. RePEc:bla:jfnres:v:42:y:2019:i:1:p:71-113.

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2018DO INVESTORS MIMIC TRADING STRATEGIES OF FOREIGN INVESTORS OR THE MARKET: IMPLICATIONS FOR CAPITAL ASSET PRICING. (2018). Chamil, Senarathne W ; Wei, Jianguo. In: Studies in Business and Economics. RePEc:blg:journl:v:13:y:2018:i:3:p:171-205.

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2017Why does portfolio choice correlate across generations. (2017). Sarvimäki, Matti ; Knüpfer, Samuli ; Sarvimaki, Matti ; Rantapuska, Elias ; Knupfer, Samuli. In: Research Discussion Papers. RePEc:bof:bofrdp:2017_025.

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2019IQ, Expectations, and Choice. (2019). Weber, Michael ; Paloviita, Maritta ; Hoang, Daniel ; D'Acunto, Francesco. In: Research Discussion Papers. RePEc:bof:bofrdp:2019_002.

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2019Domestic banks as lightning rods? Home bias and information during Eurozone crisis. (2019). Saka, Orkun. In: Research Discussion Papers. RePEc:bof:bofrdp:2019_003.

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2018Who Improves or Worsens Liquidity in the Korean Treasury Bond Market?. (2018). Lee, Jieun. In: Working Papers. RePEc:bok:wpaper:1803.

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2017Social Influence and the Consumer Bankruptcy Decision. (2017). Fisher, Jonathan. In: Working Papers. RePEc:cen:wpaper:17-60.

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2017Monetary Momentum. (2017). Weber, Michael ; Neuhierl, Andreas. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6648.

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2018The Promises and Pitfalls of Robo-advising. (2018). Rossi, Alberto G ; Prabhala, Nagpurnanand ; D'Acunto, Francesco. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6907.

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2019Domestic Banks as Lightning Rods? Home Bias and Information during the Eurozone Crisis. (2019). Saka, Orkun. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7939.

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2019Investors Trading Behaviour and Stock Market Volatility during Crisis Periods: A Dual Long-Memory Model for the Korean Stock Exchange. (2019). Caporale, Guglielmo Maria ; Kartsaklas, Aris ; Yfanti, Stavroula ; Karanasos, Menelaos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7984.

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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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2019Staatsfonds für eine effiziente Altersvorsorge: Welche innovativen Lösungen sind möglich?. (2019). Werding, Martin ; Meier, Volker ; Knabe, Andreas ; Rurup, Bert ; Huchzermeier, Dennis ; Petergruner, Hans ; Corneo, Giacomo ; Hainz, Christa ; Clemens, H C ; di Dio, Donato ; Bortenlanger, Christine ; Weimann, Joachim. In: ifo Schnelldienst. RePEc:ces:ifosdt:v:72:y:2019:i:14:p:03-24.

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2017This paper proposes a new approach to style analysis of mutual funds in a general state space framework with particle filtering and generalized simulated annealing (GSA). Speci cally, we regard the ex. (2017). Fukui, Takaya ; Takahashi, Akihiko ; Sato, Seisho. In: CARF F-Series. RePEc:cfi:fseres:cf383.

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2018Is Envy Harmful to a Society’s Psychological Health and Wellbeing? A Longitudinal Study of 18,000 Adults. (2018). Oswald, Andrew ; Mujcic, Redzo. In: CAGE Online Working Paper Series. RePEc:cge:wacage:361.

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2017DOES REMINDING OF BEHAVIOURAL BIASES INCREASE RETURNS FROM FINANCIAL TRADING? A FIELD EXPERIMENT. (2017). Gioia, Francesca ; De Paola, Maria ; Piluso, Fabio ; Depaola, Maria. In: Working Papers. RePEc:clb:wpaper:201705.

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2017Attention-based vs information-based trading around announcements. Evidence from an emerging market. (2017). Agudelo, Diego ; Munera, Julian ; Hincapie, Juliana ; Amaya, Diego. In: Documentos de Trabajo CIEF. RePEc:col:000122:016359.

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2018Muddying the waters: Who Induces Volatility in an Emerging Market?. (2018). Agudelo, Diego ; Gencay, Ramazan ; Yepes-Henao, Paula A. In: Documentos de Trabajo CIEF. RePEc:col:000122:016974.

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2017Understanding the Determinants of Financial Outcomes and Choices: The Role of Noncognitive Abilities. (2017). Parise, Gianpaolo ; Peijnenburg, Kim. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11900.

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2017Inefficient Globalization of Finance: Evidence from Marketing-Oriented Overseas Expansions of Low-Skilled Mutual Fund Families. (2017). Cheng, SI ; Zhang, Hong ; Massa, Massimo. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11990.

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2017Trading Out of Sight: An Analysis of Cross-Trading in Mutual Fund Families. (2017). Eisele, Alexander ; Peijnenburg, Kim ; Parise, Gianpaolo ; Nefedova, Tamara . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12225.

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2017Noise Traders Incarnate: Describing a Realistic Noise Trading Process. (2017). peress, joel ; Schmidt, Daniel. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12434.

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2017Trading in style: Retail investors vs. institutions. (2017). Wolff, Christian. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12462.

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2017A Pure Hedonic Theory of Utility and Status: Unhappy but Efficient Invidious Comparisons. (2017). Engineer, Merwan ; Courty, Pascal. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12478.

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2018The Leading Premium. (2018). Croce, Mariano Massimiliano ; Schlag, Christian ; Marchuk, Tatyana. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12631.

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2018Efficiently Inefficient Markets for Assets and Asset Management. (2018). Garleanu, Nicolae Bogdan ; Pedersen, Lasse Heje. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12664.

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2018Size Matters, if You Control Your Junk. (2018). Asness, Clifford S ; Pedersen, Lasse Heje ; Israel, Ronen ; Frazzini, Andrea. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12684.

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2018The Economics of Language. (2018). Ginsburgh, Victor ; Weber, Shlomo. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13002.

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2018Idea Sharing and the Performance of Mutual Funds. (2018). Cujean, Julien. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13111.

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2019Benchmark interest rates when the government is risky. (2019). Schmid, Lukas ; Chernov, Mikhail ; Augustin, Patrick ; Song, Dongo . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14105.

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2019Global Market Inefficiencies. (2019). Grinblatt, Mark ; Bartram, Sohnke M. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14232.

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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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2017The 52-Week High and Momentum Investing: Implications for Asset Pricing Models. (2017). Lobao, Julio ; Fernandes, Joao Meira. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2017:v:18:i:1:lobao.

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2017The 52-Week High and Momentum Investing: Implications for Asset Pricing Models. (2017). Lobao, Julio ; Fernandes, Joao Meira. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2017:v:18:i:2:lobao.

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2019Pension funds, large capital inflows and stock returns in a thin market. (2019). Serwa, Dobromi ; Bohl, Martin T ; Brzeszczyski, Janusz. In: Journal of Pension Economics and Finance. RePEc:cup:jpenef:v:18:y:2019:i:03:p:347-387_00.

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2018Legal Harmonization, Institutional Quality, and Countries External Positions: A Sectoral Analysis. (2018). Kliatskova, Tatsiana ; Bremus, Franziska. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1768.

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2018Herding behavior of Dutch pension funds in asset class investments. (2018). Bikker, Jacob ; Koetsier, Ian. In: DNB Working Papers. RePEc:dnb:dnbwpp:602.

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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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2018The Economics of Language. (2018). Ginsburgh, Victor ; Weber, Shlomo. In: Working Papers ECARES. RePEc:eca:wpaper:2013/271889.

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2017The portfolio of euro area fund investors and ECB monetary policy announcements. (2017). Manganelli, Simone ; Bubeck, Johannes ; Habib, Maurizio Michael. In: Working Paper Series. RePEc:ecb:ecbwps:20172116.

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2017A Review on Agency Cost of Shariah Governance in Mutual Fund. (2017). Yahya, Mohamed Hisham ; Fikri, Sofi Mohd ; Hassan, Taufiq. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-01-67.

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2017Herd Behavior and Rational Expectations: A Test of China’s Market Using Quantile Regression. (2017). Chen, Yi-Chang ; Huang, Jen-Jsung ; Wu, Hung-Che . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-02-85.

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2019An Analysis on Investment Performance of Machine Learning: An Empirical Examination on Taiwan Stock Market. (2019). Hsu, Ting-Hsin ; Liu, Yisheng ; Chen, Chia-Cheng . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2019-04-1.

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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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2019Behavior of foreign investors in the Malaysian stock market in times of crisis: A nonlinear approach. (2019). Omay, Tolga ; Iren, Perihan. In: Journal of Asian Economics. RePEc:eee:asieco:v:60:y:2019:i:c:p:85-100.

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2019Institutional preferences, demand shocks and the distress anomaly. (2019). Liu, Jia ; Wu, Yuliang ; Ye, Qing. In: The British Accounting Review. RePEc:eee:bracre:v:51:y:2019:i:1:p:72-91.

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2019The quality of governance and momentum profits: International evidence. (2019). Chen, Jiaqi ; Sherif, Mohamed. In: The British Accounting Review. RePEc:eee:bracre:v:51:y:2019:i:5:s0890838919300484.

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2018China and international housing price growth. (2018). Chang, Yuk Ying ; Shi, Song ; Anderson, Hamish. In: China Economic Review. RePEc:eee:chieco:v:50:y:2018:i:c:p:294-312.

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2019Financial literacy, housing value and household financial market participation: Evidence from urban China. (2019). Deng, Xiaojun ; Zou, Jing . In: China Economic Review. RePEc:eee:chieco:v:55:y:2019:i:c:p:52-66.

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2017Market facilitation by local government and firm efficiency: Evidence from China. (2017). Zhou, Li-An ; Xu, Lixin ; Cull, Robert ; Zhu, Tian ; Yang, XI. In: Journal of Corporate Finance. RePEc:eee:corfin:v:42:y:2017:i:c:p:460-480.

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2017Do banks and industrial companies have equal access to reputable underwriters in debt markets?. (2017). Carbo Valverde, Santiago ; Rodriguez-Fernandez, Francisco ; Cuadros-Solas, Pedro J ; Carbo-Valverde, Santiago . In: Journal of Corporate Finance. RePEc:eee:corfin:v:45:y:2017:i:c:p:176-202.

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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]		article489
2001An Analytic Solution for Interest Rate Swap Spreads In: International Review of Finance.
[Full Text][Citation analysis]		article68
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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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: 68		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]		article151
1996 Relative Pricing of Eurodollar Features and Forward Contracts. In: Journal of Finance.
[Full Text][Citation analysis]		article3
1999Do Industries Explain Momentum? In: Journal of Finance.
[Full Text][Citation analysis]		article366
Do Industries Explain Momentum?.() In: CRSP working papers.
[Citation analysis]
This paper has another version. Agregated cites: 366		paper
Do Industries Explain Momentum?..() In: CRSP working papers.
[Citation analysis]
This paper has another version. Agregated cites: 366		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]		article26
2001What Makes Investors Trade? In: Journal of Finance.
[Full Text][Citation analysis]		article289
2001What Makes Investors Trade?.(2001) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 289		paper
2001How Distance, Language, and Culture Influence Stockholdings and Trades In: Journal of Finance.
[Full Text][Citation analysis]		article380
2009Sensation Seeking, Overconfidence, and Trading Activity In: Journal of Finance.
[Full Text][Citation analysis]		article133
2006Sensation Seeking, Overconfidence, and Trading Activity.(2006) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 133		paper
2011IQ and Stock Market Participation In: Journal of Finance.
[Full Text][Citation analysis]		article133
2000Tax Loss Trading and Wash Sales In: University of California at Los Angeles, Anderson Graduate School of Management.
[Full Text][Citation analysis]		paper19
2004Tax-loss trading and wash sales.(2004) In: Journal of Financial Economics.
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This paper has another version. Agregated cites: 19		article
2002Tax-Loss Trading and Wash Sales.(2002) In: NBER Working Papers.
[Full Text][Citation analysis]
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2002Tax-Loss Trading and Wash Sales.(2002) In: Yale School of Management Working Papers.
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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]		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.
[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]		paper14
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: 14		paper
1969Interpersonal Effects in Consumption: Evidence from the Automobile Purchases of Neighbors.(1969) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]		paper23
2003The Disposition Effect and Momentum.(2003) In: Working Paper Series.
[Full Text][Citation analysis]
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.
[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]		article3
1994A Study of Monthly Mutual Fund Returns and Performance Evaluation Techniques In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article103
2012IQ, trading behavior, and performance In: Journal of Financial Economics.
[Full Text][Citation analysis]		article63
1983Factor pricing in a finite economy In: Journal of Financial Economics.
[Full Text][Citation analysis]		article22
1984The valuation effects of stock splits and stock dividends In: Journal of Financial Economics.
[Full Text][Citation analysis]		article132
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]		article398
2004Predicting stock price movements from past returns: the role of consistency and tax-loss selling In: Journal of Financial Economics.
[Full Text][Citation analysis]		article107
2005Prospect theory, mental accounting, and momentum In: Journal of Financial Economics.
[Full Text][Citation analysis]		article160
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: 160		paper
2001Signalling and the Pricing of Unseasoned New Issues In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]		paper193
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: 193		paper
1988Adverse Risk Incentives and the Design of Performance-Based Contracts In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]		paper51
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: 51		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]		paper277
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: 277		article
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]		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.
[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]		article11
2008Social Influence and Consumption: Evidence from the Automobile Purchases of Neighbors In: The Review of Economics and Statistics.
[Full Text][Citation analysis]		article48
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]		article182
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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