Mark Grinblatt : Citation Profile


Are you Mark Grinblatt?

University of California-Los Angeles (UCLA)

26

H index

31

i10 index

5838

Citations

RESEARCH PRODUCTION:

28

Articles

41

Papers

RESEARCH ACTIVITY:

   40 years (1983 - 2023). See details.
   Cites by year: 145
   Journals where Mark Grinblatt has often published
   Relations with other researchers
   Recent citing documents: 207.    Total self citations: 17 (0.29 %)

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   Permalink: http://citec.repec.org/pgr231
   Updated: 2024-01-16    RAS profile: 2023-02-24    
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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 (57)

Menkhoff, Lukas (45)

wermers, russell (42)

Weber, Martin (33)

Warnock, Francis (33)

Ramadorai, Tarun (31)

Gallagher, David (31)

Pastor, Lubos (26)

Teoh, Siew Hong (23)

Jagannathan, Ravi (22)

Schmukler, Sergio (21)

Cites to:

Shleifer, Andrei (22)

Titman, Sheridan (17)

Fama, Eugene (16)

Campbell, John (16)

French, Kenneth (14)

Vishny, Robert (13)

Odean, Terrance (11)

Calvet, Laurent (10)

Keim, Donald (10)

Keloharju, Matti (10)

Thaler, Richard (9)

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
University of California at Los Angeles, Anderson Graduate School of Management / Anderson Graduate School of Management, UCLA11
Yale School of Management Working Papers / Yale School of Management10
NBER Working Papers / National Bureau of Economic Research, Inc10

Recent works citing Mark Grinblatt (2024 and 2023)


YearTitle of citing document
2023Fund Characteristics and Performances of Socially Responsible Mutual Funds: Do ESG Ratings Play a Role?. (2018). Chatterjee, Swarnankur. In: Papers. RePEc:arx:papers:1806.09906.

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2023Bitcoin 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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2023Physical Momentum in the Indian Stock Market. (2023). Das, Tulasi Narendra ; Devulapally, Naresh Kumar. In: Papers. RePEc:arx:papers:2302.13245.

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2023A Unified Framework for Fast Large-Scale Portfolio Optimization. (2023). Safikhani, Abolfazl ; Polak, Pawel ; Shah, Ronakdilip ; Deng, Weichuan. In: Papers. RePEc:arx:papers:2303.12751.

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2023Online Ensemble of Models for Optimal Predictive Performance with Applications to Sector Rotation Strategy. (2023). Polak, Pawel ; Miao, Jiaju. In: Papers. RePEc:arx:papers:2304.09947.

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2023Network Momentum across Asset Classes. (2023). Zohren, Stefan ; Dong, Xiaowen ; Roberts, Stephen ; Pu, Xingyue. In: Papers. RePEc:arx:papers:2308.11294.

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2023Learning to Learn Financial Networks for Optimising Momentum Strategies. (2023). Dong, Xiaowen ; Roberts, Stephen ; Zohren, Stefan ; Pu, Xingyue. In: Papers. RePEc:arx:papers:2308.12212.

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2023Information Content of Financial Youtube Channel: Case Study of 3PROTV and Korean Stock Market. (2023). Kim, Hyeonjun. In: Papers. RePEc:arx:papers:2311.15247.

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2023Geographical and Cultural Proximity in Retail Banking. (2023). Perez Saiz, Hector ; Carbo Valverde, Santiago ; Xiao, Hongyu ; Carbo-Valverde, Santiago . In: Staff Working Papers. RePEc:bca:bocawp:23-2.

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2023Love thy neighbour: Evidence from capital structure decisions. (2023). Cheung, Adrian Waikong ; Li, Bin ; Omura, Akihiro ; Lin, Yuen ; Su, Xiufen ; Chu, Chien Chi. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:3:p:2907-2933.

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2023Climate change disclosure and the information environment in the initial public offering market. (2023). Peng, Zihang ; Khoo, Eunice S ; Chen, Jerry W. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:s1:p:907-952.

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2023Digital financial inclusion and investment diversification: Evidence from China. (2023). Zhang, Yong ; Lai, Yali ; Lu, Xiaomeng. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:s2:p:2781-2799.

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2023What happens in Vegas stays in Vegas? Firsthand experience and EDGAR search activity in Las Vegas casino hotels. (2023). Souther, Matthew E ; Lee, Choonsik ; Flugum, Ryan. In: Financial Management. RePEc:bla:finmgt:v:52:y:2023:i:3:p:409-432.

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2023.

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2023Risk?taking begets risk?taking: Evidence from casino openings and investor portfolios. (2023). Liao, Chi. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:1:p:143-165.

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2023.

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2023Pockets of Predictability. (2023). Timmermann, Allan ; Schmidt, Lawrence ; Farmer, Leland E. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1279-1341.

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2023Who Owns What? A Factor Model for Direct Stockholding. (2023). Ramadorai, Tarun ; Campbell, John ; Ranish, Benjamin ; Balasubramaniam, Vimal. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1545-1591.

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2023Visibility Bias in the Transmission of Consumption Beliefs and Undersaving. (2023). Hirshleifer, David ; Walden, Johan ; Han, Bing. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1647-1704.

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2023Naïve Buying Diversification and Narrow Framing by Individual Investors. (2023). Hirshleifer, David ; Gathergood, John ; Stewart, Neil ; Sakaguchi, Hiroaki ; Leake, David. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1705-1741.

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2023Homemade international diversification under economic policy uncertainty. (2023). Zhou, YI ; Zhang, Chunqiu ; Fang, Junxiong ; Chen, Jing. In: Journal of Financial Research. RePEc:bla:jfnres:v:46:y:2023:i:1:p:31-62.

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2023A cognitive perspective on real options investment: CEO overconfidence. (2023). Chen, Guoli ; Park, Jung Chul ; Lee, Joon Mahn. In: Strategic Management Journal. RePEc:bla:stratm:v:44:y:2023:i:4:p:1084-1110.

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2023Disposed to Be Overconfident. (2023). Smeets, Paul ; Odean, Terrance ; Godker, Katrin. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10357.

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2023J’Accuse! Antisemitism and Financial Markets in the Time of the Dreyfus Affair. (2023). Marx, Benjamin ; Galbiati, Roberto ; Ortiz-Serrano, Miguel A ; Do, Quoc-Anh. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10748.

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2023Cyclical Investment Behavior of Investment Funds: Its Heterogeneity and Drivers. (2023). Szabo, Milan. In: Working Papers. RePEc:cnb:wpaper:2023/5.

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2023Emotions and stock market anomalies: A systematic review. (2023). Verma, Shubhangi ; Rao, Purnima ; Kumar, Satish ; Goodell, John W. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022000557.

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2023Impact of gamification on mitigating behavioral biases of investors. (2023). Onay, Ceylan ; Enol, Doa. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022000946.

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2023A bibliometric analysis of the disposition effect: Origins and future research avenues. (2023). Vicente, Luis ; Ortiz, Cristina ; Gutierrez-Nieto, Begoa. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s221463502200096x.

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2023Wage gap and stock returns: Do investors dislike pay inequality?. (2023). Zhu, Yuhao ; Montone, Maurizio ; Dittmann, Ingolf. In: Journal of Corporate Finance. RePEc:eee:corfin:v:78:y:2023:i:c:s0929119922001651.

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2023Historical social capital and contemporary private investment choices. (2023). Kang, Yankun ; Bai, Caiquan ; Feng, Chen. In: Journal of Corporate Finance. RePEc:eee:corfin:v:79:y:2023:i:c:s0929119923000147.

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2023Managers cultural origin and corporate response to an economic shock. (2023). Garcia-Appendini, Emilia ; Siming, Linus ; Bedendo, Mascia. In: Journal of Corporate Finance. RePEc:eee:corfin:v:80:y:2023:i:c:s0929119923000615.

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2023Economic preferences for risk-taking and financing costs. (2023). Tsoumas, Chris ; Iosifidi, Maria ; Hasan, Iftekhar ; Delis, Manthos D. In: Journal of Corporate Finance. RePEc:eee:corfin:v:80:y:2023:i:c:s092911992300072x.

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2023Analysts’ underreaction and momentum strategies. (2023). Azevedo, Vitor. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002639.

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2023Stock market openness and ESG performance: Evidence from Shanghai-Hong Kong connect program. (2023). Wan, Die ; Liu, Xufeng ; Wang, YE. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:1306-1319.

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2023Peer effects on decision making in complex financial situations. (2023). Banerjee, Priyodorshi ; Das, Tanmoy. In: Economic Modelling. RePEc:eee:ecmode:v:127:y:2023:i:c:s0264999323002894.

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2023A study on equity home bias using vine copula approach. (2023). Paul, Samit ; Karmakar, Madhusudan ; Garg, Jyoti. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001954.

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2023Hedge fund performance persistence under different business cycles and stock market regimes. (2023). Tolikas, Konstantinos ; Andrikopoulos, Athanasios ; Stafylas, Dimitrios. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002017.

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2023Can monthly-return rank order reveal a hidden dimension of momentum? The post-cost evidence from the U.S. stock markets. (2023). Yeomans, Julian Scott ; Luukka, Pasi ; Ahmed, Sheraz ; Patari, Eero. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:65:y:2023:i:c:s1062940823000074.

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2023Limited attention, salient anchor, and the modified MAX effect: Evidence from Taiwan’s stock market. (2023). Lien, Donald ; Wang, Zi-Mei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s106294082300027x.

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2023Familiarity bias and economic decisions: Evidence from a survey experiment. (2023). Jin, YI ; Qi, Zhenyan ; Zhu, Zhaobo. In: Economics Letters. RePEc:eee:ecolet:v:229:y:2023:i:c:s0165176523002227.

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2023Canonical correlation-based model selection for the multilevel factors. (2023). Shin, Yongcheol ; Lin, Rui ; Choi, IN. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:22-44.

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2023News-implied linkages and local dependency in the equity market. (2023). Linton, Oliver ; Ge, Shuyi. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:779-815.

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2023Impact of cultural trade on foreign direct investment: Evidence from China. (2023). Chu, Baoju ; Yang, Lianxing ; Wang, Chu ; Li, Chang. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000930.

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2023Salience theory in price and trading volume: Evidence from China. (2023). Zhu, Yifeng ; Wang, Hui ; Sun, Kaisi. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:38-61.

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2023Limit order revisions across investor sophistication. (2023). Chen, Chin-Ho ; Chiu, Junmao. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:74-90.

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2023Overlapping momentum portfolios. (2023). Remesal, Alvaro ; de Jesus, Miguel ; Blanco, Ivan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:1-22.

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2023Disseminating information across connected firms — Analyst site visits can help. (2023). Yin, Chengxi ; Xiao, Xinrong ; Wang, Rundong ; Cao, Zhengyu. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:510-531.

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2023Individual investors’ trading behavior and gender difference in tolerance of sex crimes: Evidence from a natural experiment. (2023). Yang, Chloe Chunliu ; Liu, Zhengkai ; Gao, Huasheng. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:349-368.

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2023Foreign institutions, local investors and momentum trading. (2023). Wu, Winston ; Bradrania, Reza. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:40-64.

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2023A bibliometric analysis of cultural finance. (2023). Pandey, Nitesh ; Lahmar, Oumaima ; Kumar, Satish ; Goodell, John W. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922003921.

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2023CEO personality traits and debt contracting: Evidence from pilot CEOs. (2023). Phan, Hieu V ; Nguyen, Nam H ; Kovacs, Tunde ; Freund, Steven. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004008.

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2023Herding in foreign direct investment. (2023). Muradoglu, Yaz ; Vasileva, Kristina ; Muradolu, Yaz Gulnur ; Levis, Mario. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000194.

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2023Sentiment and covariance characteristics. (2023). le Tran, VU. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000492.

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2023Socially responsible investing: Is it for real or just for show?. (2023). Li, Mingsheng ; Goodell, John W ; Zhang, Zhenqi ; Peng, Hongfeng. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000698.

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2023Left-tail momentum and tail properties of return distributions: A case of Korea. (2023). Park, Jong Won ; Eom, Yunsung. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000868.

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2023Industry costs of equity: Evidence from frontier markets. (2023). McGroarty, Frank ; Demiralay, Sercan ; Wang, Yan ; Hourani, Alya. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000893.

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2023Informative or distracting: CSR disclosure of peer firms and analyst forecast accuracy. (2023). Zhang, Lei ; Hu, YI ; Jin, Shuchang ; Ni, Juan. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000911.

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2023Who are the vectors of contagion? Evidence from emerging markets. (2023). Munera, Daimer J ; Agudelo, Diego A. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001151.

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2023Economic policy uncertainty, investor attention and post-earnings announcement drift. (2023). Ge, Shilong ; Chai, Yiwei ; Ao, Zhu ; Du, Xiuli. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s105752192300131x.

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2023Do religiosity and political beliefs affect female representation and firm performance?. (2023). Shank, Corey A ; Carter, David A. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003253.

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2023Geopolitical risk and household stock market participation. (2023). Lee, Kiryoung. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005074.

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2023The effects of personality and IQ on portfolio outcomes. (2023). Leake, David ; Antoniou, Constantinos ; Stewart, Neil ; Firth, Chris. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006407.

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2023Pre-holiday limit order cancellation of individual and institutional investors. (2023). Zhao, Jing ; Kuo, Wei-Yu. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322006948.

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2023Presidential cycles in international equity flows and returns. (2023). Fu, Hsuan ; Chretien, Stephane. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612322007929.

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2023Can a dynamic correlation factor improve the pricing of industry portfolios?. (2023). Boovi, Milo. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612322008029.

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2023Religion groups and portfolio choice decisions: Evidence from UK households. (2023). Apergis, Nicholas. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001241.

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2023Momentum trading in the NFL gambling market. (2023). Shank, Corey A ; Nofsinger, John R. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003781.

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2023Finding information in obvious places: Work connections and mutual fund investment ideas. (2023). Tran, Hai ; Stark, Jeffrey R ; Shirley, Sara E ; Genc, Egemen. In: Journal of Financial Markets. RePEc:eee:finmar:v:63:y:2023:i:c:s138641812200057x.

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2023Are mutual fund managers good gamblers?. (2023). Stein, Roberto. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418122000763.

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2023Risk disclosure in IPO advertisement and the quality of the firm. (2023). Raithatha, Mehul ; Lawrence, Edward R ; Katti, Supriya. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418122000787.

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2023Informational linkage and price discovery between Chinas futures and spot markets: Evidence from the US–China trade dispute. (2023). Tongurai, Jittima ; Chen, Xiangyu. In: Global Finance Journal. RePEc:eee:glofin:v:55:y:2023:i:c:s1044028322000527.

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2023Property rights and access to equity capital in China. (2023). Boulton, Thomas J. In: Global Finance Journal. RePEc:eee:glofin:v:55:y:2023:i:c:s1044028322000990.

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2023Litigation risk, underpricing, and money-losing IPOs. (2023). Walker, Thomas ; Kooli, Maher ; Boucher, Carene. In: Global Finance Journal. RePEc:eee:glofin:v:55:y:2023:i:c:s104402832300008x.

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2023Internationalization of business angel investments: The role of investor experience. (2023). Ughetto, Elisa ; Schwienbacher, Armin ; Croce, Annalisa. In: International Business Review. RePEc:eee:iburev:v:32:y:2023:i:1:s0969593122000610.

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2023Geopolitical risk and the dynamics of international capital flows. (2023). Xu, Yang ; Vigne, Samuel ; Han, Liyan ; Feng, Chaonan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001652.

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2023What explains the benefits of international portfolio diversification?. (2023). Sy, Oumar ; Nazaire, Gregory ; Guedhami, Omrane ; Attig, Najah. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:83:y:2023:i:c:s1042443122002013.

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2023Asset pricing in bull and bear markets. (2023). Nettayanun, Sampan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:83:y:2023:i:c:s1042443123000021.

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2023FinTech platforms and mutual fund markets. (2023). Lu, Lei ; Zhang, Wenqiao ; Yu, Zongdai ; You, YU. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:84:y:2023:i:c:s104244312200124x.

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2023Turkish currency crunch: Examining behavior across investor types. (2023). Fodor, Andrew ; Onuk, Cagri Berk. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000288.

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2023Exploring style herding by mutual funds. (2023). , Remco ; Santi, Caterina. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000306.

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2023The wisdom of crowds and the markets response to earnings news: Evidence using the geographic dispersion of investors. (2023). Chen, Jason V. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:75:y:2023:i:2:s0165410122000908.

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2023Executive compensation, individual-level tax rates, and insider trading profits. (2023). Ozel, Naim Bugra ; Goldman, Nathan C. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:76:y:2023:i:1:s0165410122000970.

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2023Sign matters: Stock-movement-based trading decisions of individual investors. (2023). Chen, Hung-Ling ; Rieger, Marc Oliver ; Muhl, Stefan ; Cao, JI. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:148:y:2023:i:c:s0378426622003193.

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2023What drives stock market participation? The role of institutional, traditional, and behavioral factors. (2023). Luotonen, Niilo ; Conlin, Andrew ; Kaustia, Markku. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:148:y:2023:i:c:s0378426622003235.

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2023Cognitive ability, cognitive aging, and debt accumulation. (2023). Kapteyn, Arie ; Burke, Jeremy ; Angrisani, Marco. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:148:y:2023:i:c:s0378426622003272.

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2023Hot potatoes: Underpricing of stocks following extreme negative returns. (2023). Reyes-Pea, Robinson ; Lawrence, Edward ; Caglayan, Mustafa O. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s0378426623000018.

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2023Context?specific experience and institutional investors’ performance. (2023). Vithanage, Kulunu ; Thapa, Chandra ; Neupane, Suman. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s0378426623000225.

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2023Institutional investor inattention bias in auctioned IPOs. (2023). Wu, Fei ; Ma, Xinru ; He, Jingbin ; Chi, Yeguang. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:150:y:2023:i:c:s0378426623000560.

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2023Population diversity and financial risk-taking. (2023). Ongena, Steven ; Dioikitopoulos, Evangelos V ; Delis, Manthos D. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:151:y:2023:i:c:s0378426623000778.

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2023Behavioral bias, distorted stock prices, and stock splits. (2023). Shang, Longfei ; Lin, Tse-Chun. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001449.

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2023Canonical portfolios: Optimal asset and signal combination. (2023). Firoozye, Nikan ; Zohren, Stefan ; Tan, Vincent. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001577.

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2023Beauty and stock market participation. (2023). Zhou, Yang ; Niu, Geng ; Lu, Weijie ; Gan, Hongwu. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:155:y:2023:i:c:s0378426623001929.

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2023Industry momentum in Latin America. (2023). Lizarzaburu, Edmundo ; Cardona, Emilio ; Berggrun, Luis. In: Journal of Business Research. RePEc:eee:jbrese:v:158:y:2023:i:c:s0148296323000693.

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2023Social influence research in consumer behavior: What we learned and what we need to learn? – A hybrid systematic literature review. (2023). Paul, Justin ; Bhukya, Ramulu. In: Journal of Business Research. RePEc:eee:jbrese:v:162:y:2023:i:c:s014829632300228x.

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2023Borrowing to keep up (with the Joneses): Inequality, debt, and conspicuous consumption. (2023). Nguyen, Ha ; Banuri, Sheheryar. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:206:y:2023:i:c:p:222-242.

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2023Hollywood, Wall Street, and Mistrusting Individual Investors. (2023). Mayer, Maximilian ; Lenz, Guido. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:210:y:2023:i:c:p:117-138.

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2023Investor trade allocation patterns in stock markets. (2023). Kanniainen, Juho ; Baltakys, Kstutis ; Kivela, Mikko ; Saramaki, Jari. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:210:y:2023:i:c:p:191-209.

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2023International capital markets with interdependent preferences: Theory and empirical evidence. (2023). Curatola, Giuliano ; Dergunov, Ilya. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:212:y:2023:i:c:p:403-421.

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2023New experimental evidence on the relationship between home bias, ambiguity aversion and familiarity heuristics. (2023). Wang, Mei ; Horn, Kristian ; Dlugosch, Dennis. In: Journal of Economics and Business. RePEc:eee:jebusi:v:125-126:y:2023:i::s0148619523000243.

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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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article689
2001An Analytic Solution for Interest Rate Swap Spreads In: International Review of Finance.
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article81
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 nother version. Agregated cites: 81
paper
2002An Analytic Solution for Interest Rate Swap Spreads.(2002) In: Yale School of Management Working Papers.
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This paper has nother version. Agregated cites: 81
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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article204
1996 Relative Pricing of Eurodollar Features and Forward Contracts. In: Journal of Finance.
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article6
1999Do Industries Explain Momentum? In: Journal of Finance.
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article568
Do Industries Explain Momentum?.() In: CRSP working papers.
[Citation analysis]
This paper has nother version. Agregated cites: 568
paper
Do Industries Explain Momentum?..() In: CRSP working papers.
[Citation analysis]
This paper has nother version. Agregated cites: 568
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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article35
2001What Makes Investors Trade? In: Journal of Finance.
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article412
2001What Makes Investors Trade?.(2001) In: Yale School of Management Working Papers.
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This paper has nother version. Agregated cites: 412
paper
2001How Distance, Language, and Culture Influence Stockholdings and Trades In: Journal of Finance.
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article597
2009Sensation Seeking, Overconfidence, and Trading Activity In: Journal of Finance.
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article231
2006Sensation Seeking, Overconfidence, and Trading Activity.(2006) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 231
paper
2011IQ and Stock Market Participation In: Journal of Finance.
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article257
2000Tax Loss Trading and Wash Sales In: University of California at Los Angeles, Anderson Graduate School of Management.
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paper31
2004Tax-loss trading and wash sales.(2004) In: Journal of Financial Economics.
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This paper has nother version. Agregated cites: 31
article
2002Tax-Loss Trading and Wash Sales.(2002) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 31
paper
2002Tax-Loss Trading and Wash Sales.(2002) In: Yale School of Management Working Papers.
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This paper has nother version. Agregated cites: 31
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 nother 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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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 nother 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 nother 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.
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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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paper15
2004Interpersonal Effects in Consumption: Evidence from the Automobile Purchases of Neighbors.(2004) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 15
paper
2001The Disposition Effect and Momentum In: University of California at Los Angeles, Anderson Graduate School of Management.
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paper37
2003The Disposition Effect and Momentum.(2003) In: Working Paper Series.
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This paper has nother version. Agregated cites: 37
paper
2002The Disposition Effect and Momentum.(2002) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 37
paper
2001The Disposition Effect and Momentum.(2001) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 37
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]
paper13
2008Debt policy, corporate taxes, and discount rates.(2008) In: Journal of Economic Theory.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13
article
2002Debt Policy, Corporate Taxes, and Discount Rates.(2002) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13
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]
article136
2012IQ, trading behavior, and performance In: Journal of Financial Economics.
[Full Text][Citation analysis]
article124
1983Factor pricing in a finite economy In: Journal of Financial Economics.
[Full Text][Citation analysis]
article30
1984The valuation effects of stock splits and stock dividends In: Journal of Financial Economics.
[Full Text][Citation analysis]
article171
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]
article614
2004Predicting stock price movements from past returns: the role of consistency and tax-loss selling In: Journal of Financial Economics.
[Full Text][Citation analysis]
article150
2005Prospect theory, mental accounting, and momentum In: Journal of Financial Economics.
[Full Text][Citation analysis]
article273
2001Signalling and the Pricing of Unseasoned New Issues In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
paper259
1989Signalling and the Pricing of Unseasoned New Issues.(1989) In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 259
paper
1988Adverse Risk Incentives and the Design of Performance-Based Contracts In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]
paper17
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]
paper371
1989Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings..(1989) In: The Journal of Business.
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This paper has nother version. Agregated cites: 371
article
1989Adverse Risk Incentives and the Design of Performance-Based Contracts In: Management Science.
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article60
2020Book-to-Market, Mispricing, and the Cross-Section of Corporate Bond Returns In: NBER Working Papers.
[Full Text][Citation analysis]
paper2
2023Analyst Bias and Mispricing In: NBER Working Papers.
[Full Text][Citation analysis]
paper0
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 nother version. Agregated cites: 1
paper
2008Positive Portfolio Factors.(2008) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has nother 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 nother version. Agregated cites: 4
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 nother 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 nother 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]
article82
1987The Relation between Mean-Variance Efficiency and Arbitrage Pricing. In: The Journal of Business.
[Full Text][Citation analysis]
article34
1993Performance Measurement without Benchmarks: An Examination of Mutual Fund Returns. In: The Journal of Business.
[Full Text][Citation analysis]
article229
2001Distance, Language, and Culture Bias: The Role of Investor Sophistication In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
paper29

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