Mark Grinblatt : Citation Profile

University of California-Los Angeles (UCLA)

26

H index

30

i10 index

6351

Citations

RESEARCH PRODUCTION:

28

Articles

42

Papers

RESEARCH ACTIVITY:

   42 years (1983 - 2025). See details.
   Cites by year: 151
   Journals where Mark Grinblatt has often published
   Relations with other researchers
   Recent citing documents: 340.    Total self citations: 17 (0.27 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgr231
   Updated: 2026-01-17    RAS profile: 2023-02-24    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Bartram, Söhnke (2)

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 (48)

wermers, russell (42)

Weber, Martin (35)

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 (27)

Titman, Sheridan (17)

Campbell, John (16)

Fama, Eugene (16)

French, Kenneth (14)

Vishny, Robert (13)

Odean, Terrance (11)

Keloharju, Matti (10)

Calvet, Laurent (10)

Keim, Donald (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
NBER Working Papers / National Bureau of Economic Research, Inc11
Yale School of Management Working Papers / Yale School of Management10

Recent works citing Mark Grinblatt (2025 and 2024)

YearTitle of citing document
2024Robustifying Conditional Portfolio Decisions via Optimal Transport. (2024). Ye, Yinyu ; Nguyen, Viet Anh ; Blanchet, Jose ; Zhang, Fan ; Delage, Erick. In: Papers. RePEc:arx:papers:2103.16451.

Full description at Econpapers || Download paper

2025Online 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.

Full description at Econpapers || Download paper

2024Price predictability at ultra-high frequency: Entropy-based randomness test. (2024). Marmi, Stefano ; Shternshis, Andrey. In: Papers. RePEc:arx:papers:2312.16637.

Full description at Econpapers || Download paper

2024The test of investors behavioral bias through the price discovery process in cryptoasset exchange Transactional-level evidence from Thailand. (2024). Nakavachara, Voraprapa ; Amonthumniyom, Thitiphong ; Ratanabanchuen, Roongkiat ; Parinyavuttichai, Pongsathon ; Vinaibodee, Polpatt ; Saengchote, Kanis. In: Papers. RePEc:arx:papers:2406.02878.

Full description at Econpapers || Download paper

2025Predicting the distributions of stock returns around the globe in the era of big data and learning. (2024). Baruník, Jozef ; Tobek, Ondrej ; Hronec, Martin. In: Papers. RePEc:arx:papers:2408.07497.

Full description at Econpapers || Download paper

2024Trading with Time Series Causal Discovery: An Empirical Study. (2024). Tang, Ruijie. In: Papers. RePEc:arx:papers:2408.15846.

Full description at Econpapers || Download paper

2024Extracting Alpha from Financial Analyst Networks. (2024). Zohren, Stefan ; Dong, Xiaowen ; Kong, Yaxuan ; Gorduza, Dragos. In: Papers. RePEc:arx:papers:2410.20597.

Full description at Econpapers || Download paper

2025Follow the Leader: Enhancing Systematic Trend-Following Using Network Momentum. (2025). Ferreira, William ; Li, Linze. In: Papers. RePEc:arx:papers:2501.07135.

Full description at Econpapers || Download paper

2025Modeling metaorder impact with a Non-Markovian Zero Intelligence model. (2025). Ravagnani, Adele ; Lillo, Fabrizio. In: Papers. RePEc:arx:papers:2503.05254.

Full description at Econpapers || Download paper

2025Heterogeneity of household stock portfolios in a national market. (2025). Mantegna, Rosario N ; Piilo, Jyrki ; Musciotto, Federico ; Milazzo, Matteo. In: Papers. RePEc:arx:papers:2503.17778.

Full description at Econpapers || Download paper

2025Can LLM-based Financial Investing Strategies Outperform the Market in Long Run?. (2025). Li, Weixian Waylon ; Kim, Hyeonjun ; Ma, Tiejun ; Cucuringu, Mihai. In: Papers. RePEc:arx:papers:2505.07078.

Full description at Econpapers || Download paper

2025Shortermism and excessive risk taking in optimal execution with a target performance. (2025). Lan, Yuheng ; Barucci, Emilio. In: Papers. RePEc:arx:papers:2505.15611.

Full description at Econpapers || Download paper

2025Replication of Reference-Dependent Preferences and the Risk-Return Trade-Off in the Chinese Market. (2025). Xu, Penggan. In: Papers. RePEc:arx:papers:2505.20608.

Full description at Econpapers || Download paper

2025Supervised Similarity for Firm Linkages. (2025). Duchnowski, Paul ; di Matteo, Tiziana ; Cottrell, Sebastien ; Candelori, Luca ; Banner, Adrian ; Samson, Ryan ; Stever, Ryan ; Villani, Dario ; Pasquali, Stefano ; Musaelian, Kharen ; Marques, Jose ; Kirakosyan, Vahagn. In: Papers. RePEc:arx:papers:2506.19856.

Full description at Econpapers || Download paper

2025Hierarchical AI Multi-Agent Fundamental Investing: Evidence from Chinas A-Share Market. (2025). Xiong, Yuxuan ; Ma, Kewei ; Luo, YE ; Li, Xiangguo ; Huang, Zhonghao ; He, Chujun ; Zhao, Mingyang ; Zhang, Xiaowei. In: Papers. RePEc:arx:papers:2510.21147.

Full description at Econpapers || Download paper

2025An extreme Gradient Boosting (XGBoost) Trees approach to Detect and Identify Unlawful Insider Trading (UIT) Transactions. (2025). Griva, Igor ; Neupane, Krishna. In: Papers. RePEc:arx:papers:2511.08306.

Full description at Econpapers || Download paper

2025Study on behavioural economics for efficient regulation and supervision. (2025). de los Mercados, Comisin Nacional. In: Colección Estudios de Mercado. RePEc:awo:epaper:e/cnmc/002/23_eng.

Full description at Econpapers || Download paper

2025Gender and Investment Literacy on Investors Behaviour: Evidence from Indonesian Beginners Investors. (2025). Saladin, Khairani ; Putra, Rahmat Eka ; Fansurya, Alfi Husni ; Asri, Marwan. In: Economic Studies journal. RePEc:bas:econst:y:2025:i:2:p:146-162.

Full description at Econpapers || Download paper

2025Relationship Between Cognitive Biases and Reading Comprehension among College Students. (2025). Bocacao, Hazel R ; Amoroso, Sheila E ; Labanon, Daniel M ; Decipulo, Ayessa C. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:9:y:2025:i:10:p:4423-4431.

Full description at Econpapers || Download paper

2024The case for mindful customer protection: a review and some thoughts on neuroeconomics and neurofinance. (2024). Affinito, Massimiliano ; Privitera, Francesco ; Galotto, Ludovica. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_888_24.

Full description at Econpapers || Download paper

2025Foreign Eyes on Wall Street: Investor Attention and U.S. Stock Reactions. (2025). Talavera, Oleksandr ; Nikolsko-Rzhevskyy, Alex ; Fan, Rui. In: Discussion Papers. RePEc:bir:birmec:25-02.

Full description at Econpapers || Download paper

2024Regulation, information asymmetries and the funding of new ventures. (2024). Cornelli, Giulio ; Aquilina, Matteo ; del Villar, Marina Sanchez. In: BIS Working Papers. RePEc:bis:biswps:1162.

Full description at Econpapers || Download paper

2025Performance Analysis of Top Five Equity, Hybrid, and Debt Mutual Funds in India: A Five-Year Study (2020-2025). (2025). Koley, Jyotirmoy. In: International Journal of Research and Scientific Innovation. RePEc:bjc:journl:v:12:y:2025:i:9:p:2894-2905.

Full description at Econpapers || Download paper

2024The impact of post‐retirement financial market participation on retirement income sufficiency in Australia. (2024). Xu, Xiaobo ; Young, Martin ; Zou, Liping ; Fang, Jiali. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:1:p:903-939.

Full description at Econpapers || Download paper

2024Time distance and mutual fund holding horizon: Evidence from a quasi‐natural experiment setting of high‐speed railway opening. (2024). Tian, LI ; Liu, Qiliang ; Xie, Jian ; Wang, Junbo ; Chen, Xuanyi. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:4277-4312.

Full description at Econpapers || Download paper

2024Does geographic or market proximity matter? Evidence from institutional investor monitoring on earnings attributes in US cross‐listed stocks. (2024). Kang, Sanggyu ; Chung, Chune Young ; Fard, Amirhossein. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:76:y:2024:i:2:p:443-469.

Full description at Econpapers || Download paper

2024Discrimination announcements, employee opinion, and capital structure: Evidence from the EEOC. (2024). Barnes, Spencer. In: The Financial Review. RePEc:bla:finrev:v:59:y:2024:i:3:p:745-777.

Full description at Econpapers || Download paper

2024Cognition ability, financial advice seeking, and investment performance: New evidence from China. (2024). Yang, Ziying ; Gao, Jie ; Yu, DU. In: International Review of Finance. RePEc:bla:irvfin:v:24:y:2024:i:1:p:53-82.

Full description at Econpapers || Download paper

2024Global outsourcing and voluntary disclosure. (2024). Dai, Lili ; Ng, Lilian ; Peng, Zihang. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:51:y:2024:i:3-4:p:846-879.

Full description at Econpapers || Download paper

2024Finance and intelligence: An overview of the literature. (2024). ROGER, Patrick ; EBER, Nicolas. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:2:p:503-554.

Full description at Econpapers || Download paper

2024How does liberalization affect emerging stock markets? Theories and empirical evidence. (2024). Hoang, Bao Trung ; Mateus, Cesario. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:3:p:877-898.

Full description at Econpapers || Download paper

2024Leverage Is a Double‐Edged Sword. (2024). Tang, Ke ; Wang, Jingyuan ; Yang, Xuewei ; Subrahmanyam, Avanidhar. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:2:p:1579-1634.

Full description at Econpapers || Download paper

2024Political Polarization Affects Households Financial Decisions: Evidence from Home Sales. (2024). Zhang, Calvin ; Orellanali, John ; ben McCartney, W. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:2:p:795-841.

Full description at Econpapers || Download paper

2024Broadband Internet and the Stock Market Investments of Individual Investors. (2024). Vestad, Ola ; Mogstad, Magne ; Meling, Tom G ; Hvide, Hans K. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:3:p:2163-2194.

Full description at Econpapers || Download paper

2024Treasury Richness. (2024). Longstaff, Francis A ; Fleckenstein, Matthias. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:4:p:2797-2844.

Full description at Econpapers || Download paper

2024Capital gain overhang and risk–return trade‐off: An international study. (2024). Zheng, Dazhi ; Li, Huimin. In: Journal of Financial Research. RePEc:bla:jfnres:v:47:y:2024:i:1:p:211-242.

Full description at Econpapers || Download paper

2024Interstate migration networks and stock return comovement. (2024). Park, Jung Chul ; Pantzalis, Christos ; Lee, Suin. In: Journal of Financial Research. RePEc:bla:jfnres:v:47:y:2024:i:1:p:89-121.

Full description at Econpapers || Download paper

2024Wrong Kind of Transparency? Mutual Funds’ Higher Reporting Frequency, Window Dressing, and Performance. (2024). Zhang, Zilong ; Yeung, Eric P ; Xin, Xiangang. In: Journal of Accounting Research. RePEc:bla:joares:v:62:y:2024:i:2:p:737-781.

Full description at Econpapers || Download paper

2024Connecting Cross‐Border Market Participants: The Intermediary Role of International Analysts in Global Capital Markets. (2024). Jeong, Youngchul ; Yu, Jisun ; Ryu, Wonsang. In: Journal of Management Studies. RePEc:bla:jomstd:v:61:y:2024:i:6:p:2535-2569.

Full description at Econpapers || Download paper

2024Split personalities? Behavioral effects of temperature on financial decision‐making. (2024). Litina, Anastasia ; Gavresi, Despina ; Makridis, Christos A. In: Kyklos. RePEc:bla:kyklos:v:77:y:2024:i:3:p:664-689.

Full description at Econpapers || Download paper

2024Stock-Picking by Mutual Funds: Evidence from Trading in Family-Controlled Firms. (2024). XIE, Jing. In: Working Papers. RePEc:boa:wpaper:202411.

Full description at Econpapers || Download paper

2024Behavioural Biases in Financial Investments: A Comprehensive Literature Review. (2024). Prasad, Lalit ; Bagchi, Sadhna ; Shrivastava, Mukesh. In: Acta Universitatis Bohemiae Meridionalis. RePEc:boh:actaub:v:27:y:2024:i:3:p:81-93.

Full description at Econpapers || Download paper

2024Should We Augment Large Covariance Matrix Estimation with Auxiliary Network Information?. (2024). LINTON, OLIVER ; Su, W ; Liu, W ; Ge, S. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2427.

Full description at Econpapers || Download paper

2025Dual Industry Effects and Cross-Stock Predictability. (2025). Li, S ; Ge, S ; Avramov, D ; Linton, O B. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2512.

Full description at Econpapers || Download paper

2024Should We Augment Large Covariance Matrix Estimation with Auxiliary Network Information?. (2024). LINTON, OLIVER ; Su, W ; Liu, W ; Ge, S. In: Janeway Institute Working Papers. RePEc:cam:camjip:2416.

Full description at Econpapers || Download paper

2025Dual Industry Effects and Cross-Stock Predictability. (2025). Linton, O B ; Ge, S ; Avramov, D. In: Janeway Institute Working Papers. RePEc:cam:camjip:2506.

Full description at Econpapers || Download paper

2025Stock Market Participation, Work from Home, and Inequality. (2025). schröder, carsten ; Menkhoff, Lukas ; Schrder, Carsten ; Meister, Lorenz. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2138.

Full description at Econpapers || Download paper

2024Nonparametric analysis of financial portfolio performance. (2024). De Rock, Bram ; Cherchye, Laurens ; Saelens, Dieter. In: Working Papers ECARES. RePEc:eca:wpaper:2013/374531.

Full description at Econpapers || Download paper

2025The impacts of clan culture on private investment: Financing substitution and human capital accumulation. (2025). Zhang, Yan ; Wang, Xiaoyang. In: Journal of Asian Economics. RePEc:eee:asieco:v:97:y:2025:i:c:s1049007825000089.

Full description at Econpapers || Download paper

2024Lottery demand, weather and the cross-section of stock returns. (2024). Gao, YA ; Bradrania, Reza. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:42:y:2024:i:c:s221463502400025x.

Full description at Econpapers || Download paper

2024Air pollution and online lender behavior: Evidence from Chinese peer-to-peer lending. (2024). Chen, Xiao ; Guo, Gangxing. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:42:y:2024:i:c:s2214635024000340.

Full description at Econpapers || Download paper

2024Investor heterogeneity and anchoring-induced momentum. (2024). Kongahawatte, Sampath ; Onishchenko, Olena ; Zhao, Jing ; Kuruppuarachchi, Duminda. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:42:y:2024:i:c:s2214635024000418.

Full description at Econpapers || Download paper

2024Home bias and the returns of strategic portfolios: Neither always so good nor so bad. (2024). Alonso-Gonzalez, Pablo J ; Vega-Gamez, Fernando. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:42:y:2024:i:c:s221463502400042x.

Full description at Econpapers || Download paper

2024Prospect theory in M&A: Do historical purchase prices affect merger offer premiums and announcement returns?. (2024). Mugerman, Yevgeny ; Shemesh, Joshua ; Lauterbach, Beni. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:42:y:2024:i:c:s2214635024000467.

Full description at Econpapers || Download paper

2024Investor horizon, experience, and the disposition effect. (2024). Neupane, Suman ; Fan, Zhebin. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:44:y:2024:i:c:s2214635024001187.

Full description at Econpapers || Download paper

2025Tournament-type utility, absolute cumulative intra-quarter return, institutional feedback trading and return autocorrelation. (2025). Ülkü, Numan ; Dul, Justyna. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:45:y:2025:i:c:s2214635024001254.

Full description at Econpapers || Download paper

2025Pricing anomalies in a general equilibrium model with biased learning. (2025). Bottazzi, Giulio ; Antico, Andrea ; Giachini, Daniele. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:45:y:2025:i:c:s2214635025000085.

Full description at Econpapers || Download paper

2025Kick the cat? Retail investors displaced aggression: Evidence from amazon product ratings. (2025). Wei, Siqi ; Zhao, Yanhui. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:46:y:2025:i:c:s2214635025000395.

Full description at Econpapers || Download paper

2025Hedge funds, short sales, and the 52-week high. (2025). Rui, Yixuan ; Durand, Robert B. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:47:y:2025:i:c:s2214635025000644.

Full description at Econpapers || Download paper

2025The effect of stock market manipulation on investor behavioral bias. (2025). Chen, Zhenshan ; Zhang, Jingru ; Liu, Jie. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:47:y:2025:i:c:s2214635025000711.

Full description at Econpapers || Download paper

2024Narrow framing and under-diversification: Empirical evidence from Chinese households. (2024). Xie, Yuxin ; Lu, Xiaomeng ; Tang, Ruohua ; Pantelous, Athanasios A. In: China Economic Review. RePEc:eee:chieco:v:83:y:2024:i:c:s1043951x23001803.

Full description at Econpapers || Download paper

2024Business aspects in focus, investor underreaction and return predictability. (2024). Jin, Zuben. In: Journal of Corporate Finance. RePEc:eee:corfin:v:84:y:2024:i:c:s0929119923001748.

Full description at Econpapers || Download paper

2024Unveiling investors substitution behavior: Stock trading decisions in response to housing market dynamics. (2024). Lu, Yiqing ; Zhu, Ning ; Zhao, Bin. In: Journal of Corporate Finance. RePEc:eee:corfin:v:86:y:2024:i:c:s092911992400052x.

Full description at Econpapers || Download paper

2024Signaling through timing of stock splits. (2024). Iannino, Maria Chiara ; Zhuk, Sergey ; Zhang, Min. In: Journal of Corporate Finance. RePEc:eee:corfin:v:87:y:2024:i:c:s0929119924000725.

Full description at Econpapers || Download paper

2024Corruption and insider trading. (2024). Liu, Siming ; Kyriacou, Kyriacos ; Mase, Bryan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:89:y:2024:i:c:s0929119924001160.

Full description at Econpapers || Download paper

2025Foreign ownership and board cultural diversity. (2025). Frijns, Bart ; Sekerci, Naciye ; Ravid, Abraham S ; el Moujahid, Oussama. In: Journal of Corporate Finance. RePEc:eee:corfin:v:92:y:2025:i:c:s0929119925000215.

Full description at Econpapers || Download paper

2025Intercity mentioning: Stock posts, city network, and firms. (2025). Zhu, Hongquan ; Shen, Longmin ; Peng, Yuelin ; Jiang, Danling ; Dong, Dayong. In: Journal of Corporate Finance. RePEc:eee:corfin:v:93:y:2025:i:c:s0929119925000719.

Full description at Econpapers || Download paper

2025Director informativeness following board gender balancing: Evidence from insider trading. (2025). Ødegaard, Bernt ; Eckbo, Bjorn. In: Journal of Corporate Finance. RePEc:eee:corfin:v:94:y:2025:i:c:s0929119925001191.

Full description at Econpapers || Download paper

2025Granular information and sectoral movements. (2025). Jiang, Hao ; Li, Sophia Zhengzi ; Yuan, Peixuan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:171:y:2025:i:c:s0165188924002100.

Full description at Econpapers || Download paper

2024Does oil price uncertainty affect IPO underpricing? Evidence from China. (2024). He, XU ; Xiang, Xin ; Han, Yajie. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:84:y:2024:i:c:p:240-259.

Full description at Econpapers || Download paper

2025CEOs hometown connections and optimism in analyst earnings forecasts: Evidence from China. (2025). Fang, Jing ; Yao, Shujie ; Zhang, Fan ; Lin, Chuan ; Fu, Fanjie. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:1031-1052.

Full description at Econpapers || Download paper

2024What drives the tail risk effect in the Chinese stock market?. (2024). Zhu, Yifeng ; Sun, Kaisi ; Wang, Hui. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s0264999323004431.

Full description at Econpapers || Download paper

2025Does mobile phone proficiency contribute to stock market participation? The role of payment convenience, liquidity, and social interaction. (2025). Fatima, Shumaila ; Chakraborty, Madhumita. In: Economic Modelling. RePEc:eee:ecmode:v:144:y:2025:i:c:s0264999324003456.

Full description at Econpapers || Download paper

2024Systematic COVID risk, idiosyncratic COVID risk and stock returns. (2024). Wan, Xiaoyuan ; Zhang, Jiachen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001274.

Full description at Econpapers || Download paper

2024Are banks better money doctors? An analysis of mutual fund flows of bank and non-bank funds using Canadian data. (2024). Lin, Shannon ; Hebb, Greg. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001481.

Full description at Econpapers || Download paper

2024Effect of sectoral holdings on the flow-performance sensitivity of mutual funds. (2024). Covachev, Svetoslav ; Yadav, Vijay. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pb:s1062940823001377.

Full description at Econpapers || Download paper

2024Institutional monitoring on corporate earnings: Evidence from U.S. Cross-listed Firms. (2024). Kim, Hye Seok ; Chung, Chune Young ; Liu, Chang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001845.

Full description at Econpapers || Download paper

2024The role of investor sentiment and market belief in forecasting V-shaped disposition effect: Evidence from a Bayesian learning process with DSSW model. (2024). Gider, Zeynullah ; Hassan, Kabir M ; Bataineh, Hassan ; Bouteska, Ahmed. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000081.

Full description at Econpapers || Download paper

2024Foreign ownership and M&A activity: Evidence from China. (2024). Ye, Xiaofen ; Zhang, Qun ; Liu, Hao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001049.

Full description at Econpapers || Download paper

2024The liquidity timing ability of mutual funds. (2024). Yin, Zhengnan ; Osullivan, Niall ; Sherman, Meadhbh. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001268.

Full description at Econpapers || Download paper

2025CEO turnover and financial policy transfer. (2025). Kim, Daniel Sungyeon ; Jang, Hanwool ; Ahn, Kwangwon ; Lee, Jaeyoon. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:77:y:2025:i:c:s1062940825000221.

Full description at Econpapers || Download paper

2025Age structure impacts on household carbon emissions: Based on a social interaction perspective. (2025). Hu, Yaqi ; Chen, Yingzi ; Yang, Wanwan ; Li, Yutong. In: Ecological Economics. RePEc:eee:ecolec:v:230:y:2025:i:c:s0921800925000175.

Full description at Econpapers || Download paper

2024Foreign portfolio investments and voting bias in the Eurovision Song Contest. (2024). Giofre, Maela. In: Economics Letters. RePEc:eee:ecolet:v:243:y:2024:i:c:s0165176524003872.

Full description at Econpapers || Download paper

2024Dynamic portfolio selection with sector-specific regularization. (2024). Wang, Linqi ; Hafner, Christian M. In: Econometrics and Statistics. RePEc:eee:ecosta:v:32:y:2024:i:c:p:17-33.

Full description at Econpapers || Download paper

2025Robust Estimation of Probit Models with Endogeneity. (2025). Zhelonkin, Mikhail ; Vradi, MT ; Naghi, Andrea A. In: Econometrics and Statistics. RePEc:eee:ecosta:v:34:y:2025:i:c:p:78-90.

Full description at Econpapers || Download paper

2024Long-term dynamic asset allocation under asymmetric risk preferences. (2024). Kallinterakis, Vasileios ; Kontosakos, Vasileios E ; Hwang, Soosung ; Pantelous, Athanasios A. In: European Journal of Operational Research. RePEc:eee:ejores:v:312:y:2024:i:2:p:765-782.

Full description at Econpapers || Download paper

2025Industry return prediction via interpretable deep learning. (2025). Sermpinis, Georgios ; Iannino, Maria Chiara ; Psaradellis, Ioannis ; Zografopoulos, Lazaros. In: European Journal of Operational Research. RePEc:eee:ejores:v:321:y:2025:i:1:p:257-268.

Full description at Econpapers || Download paper

2024Retail fund flows and performance: Insights from supervisory data. (2024). Szabo, Milan ; Hodula, Martin ; Bajzik, Josef. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000062.

Full description at Econpapers || Download paper

2024Fintech innovation: Is it beneficial or detrimental to financial inclusion and financial stability? A systematic literature review and research directions. (2024). Figueiredo, Paulo N. In: Emerging Markets Review. RePEc:eee:ememar:v:60:y:2024:i:c:s1566014124000359.

Full description at Econpapers || Download paper

2024FDI and import competition and domestic firms capital structure: Evidence from Chinese firm-level data. (2024). Hong, Tongtong ; Pyun, Ju Hyun. In: Emerging Markets Review. RePEc:eee:ememar:v:61:y:2024:i:c:s1566014124000566.

Full description at Econpapers || Download paper

2025Risk-sharing networks, consumption, and asset allocation: Micro-evidence from China. (2025). Yang, Zan ; Wang, Yidi ; Fan, Ying. In: Emerging Markets Review. RePEc:eee:ememar:v:66:y:2025:i:c:s156601412500038x.

Full description at Econpapers || Download paper

2024Expensive anomalies. (2024). Ray, Sugata ; Seyhun, Nejat H ; Xu, Luqi ; Anginer, Deniz. In: Journal of Empirical Finance. RePEc:eee:empfin:v:75:y:2024:i:c:s092753982300107x.

Full description at Econpapers || Download paper

2024Factor momentum in the Chinese stock market. (2024). Ma, Tian ; Jiang, Fuwei ; Liao, Cunfei. In: Journal of Empirical Finance. RePEc:eee:empfin:v:75:y:2024:i:c:s0927539823001251.

Full description at Econpapers || Download paper

2024Information acquisition and processing skills of institutions and retail investors around information shocks. (2024). Tsai, Shih-Chuan ; Fung, Scott ; Obaid, Khaled. In: Journal of Empirical Finance. RePEc:eee:empfin:v:77:y:2024:i:c:s0927539824000306.

Full description at Econpapers || Download paper

2024The correlated trading and investment performance of individual investors. (2024). Zhao, Jing ; Lin, Tse-Chun ; Kuo, Wei-Yu. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000574.

Full description at Econpapers || Download paper

2024Short-term momentum and reversals, turnover, and a stock’s price-to-52-week-high ratio. (2024). Chen, Chen ; Stivers, Chris ; Sun, Licheng. In: Journal of Empirical Finance. RePEc:eee:empfin:v:79:y:2024:i:c:s0927539824000902.

Full description at Econpapers || Download paper

2025What drives robo-advice?. (2025). Lehner, Sebastian ; Scherer, Bernd. In: Journal of Empirical Finance. RePEc:eee:empfin:v:80:y:2025:i:c:s0927539824001087.

Full description at Econpapers || Download paper

2025Geographical proximity, cultural familiarity and financial information production. (2025). Hao, Han ; Liu, Chun ; Pang, Shunzhi. In: Journal of Empirical Finance. RePEc:eee:empfin:v:80:y:2025:i:c:s0927539824001105.

Full description at Econpapers || Download paper

2025Smart beta, “smarter” flows. (2025). Zhan, Xintong ; Xiao, Zhanbing ; Song, Linjia ; Cao, Jie ; Hsu, Jason C. In: Journal of Empirical Finance. RePEc:eee:empfin:v:81:y:2025:i:c:s0927539825000027.

Full description at Econpapers || Download paper

2025Maxing out short-term reversals in weekly stock returns. (2025). Chen, Chen ; Cohen, Andrew ; Liang, Qiqi ; Sun, Licheng. In: Journal of Empirical Finance. RePEc:eee:empfin:v:82:y:2025:i:c:s0927539825000301.

Full description at Econpapers || Download paper

2025The rise of venture capital and IPO quality. (2025). Nain, Amrita ; Ying, Jie ; Arthur, Joseph. In: Journal of Empirical Finance. RePEc:eee:empfin:v:82:y:2025:i:c:s0927539825000350.

Full description at Econpapers || Download paper

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]		article723
2001An Analytic Solution for Interest Rate Swap Spreads In: International Review of Finance.
[Full Text][Citation analysis]		article82
1995An Analytic Solution for Interest Rate Swap Spreads.(1995) In: University of California at Los Angeles, Anderson Graduate School of Management.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 82		paper
2002An Analytic Solution for Interest Rate Swap Spreads.(2002) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 82		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]		article214
1996 Relative Pricing of Eurodollar Features and Forward Contracts. In: Journal of Finance.
[Full Text][Citation analysis]		article6
1999Do Industries Explain Momentum? In: Journal of Finance.
[Full Text][Citation analysis]		article629
Do Industries Explain Momentum?.() In: CRSP working papers.
[Citation analysis]
This paper has nother version. Agregated cites: 629		paper
Do Industries Explain Momentum?..() In: CRSP working papers.
[Citation analysis]
This paper has nother version. Agregated cites: 629		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]		article39
2001What Makes Investors Trade? In: Journal of Finance.
[Full Text][Citation analysis]		article453
2001What Makes Investors Trade?.(2001) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 453		paper
2001How Distance, Language, and Culture Influence Stockholdings and Trades In: Journal of Finance.
[Full Text][Citation analysis]		article659
2009Sensation Seeking, Overconfidence, and Trading Activity In: Journal of Finance.
[Full Text][Citation analysis]		article277
2006Sensation Seeking, Overconfidence, and Trading Activity.(2006) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 277		paper
2011IQ and Stock Market Participation In: Journal of Finance.
[Full Text][Citation analysis]		article315
2000Tax Loss Trading and Wash Sales In: University of California at Los Angeles, Anderson Graduate School of Management.
[Full Text][Citation analysis]		paper32
2004Tax-loss trading and wash sales.(2004) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32		article
2002Tax-Loss Trading and Wash Sales.(2002) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32		paper
2002Tax-Loss Trading and Wash Sales.(2002) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32		paper
1997Information Aggregation, Currency Swaps, and the Design of Derivative Securities In: University of California at Los Angeles, Anderson Graduate School of Management.
[Full Text][Citation analysis]		paper0
2001Information Aggregation, Currency Swaps, and the Design of Derivative Securities.(2001) In: Levine's Working Paper Archive.
[Full Text][Citation analysis]
This paper has 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.
[Full Text][Citation analysis]		paper10
The Cross Section of Expected Returns and its Relation to Past Returns: New Evidence..() In: CRSP working papers.
[Full Text][Citation analysis]
This paper has 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.
[Full Text][Citation analysis]		paper1
1996The Impact of Performance-Based Fees on Pension Fund Management In: University of California at Los Angeles, Anderson Graduate School of Management.
[Full Text][Citation analysis]		paper1
2003Interpersonal Effects in Consumption: Evidence from the Automobile Purchases of Neighbors In: University of California at Los Angeles, Anderson Graduate School of Management.
[Full Text][Citation analysis]		paper15
2004Interpersonal Effects in Consumption: Evidence from the Automobile Purchases of Neighbors.(2004) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		paper
2001The Disposition Effect and Momentum In: University of California at Los Angeles, Anderson Graduate School of Management.
[Full Text][Citation analysis]		paper38
2003The Disposition Effect and Momentum.(2003) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 38		paper
2002The Disposition Effect and Momentum.(2002) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 38		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: 38		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]		article142
2012IQ, trading behavior, and performance In: Journal of Financial Economics.
[Full Text][Citation analysis]		article149
1983Factor pricing in a finite economy In: Journal of Financial Economics.
[Full Text][Citation analysis]		article31
1984The valuation effects of stock splits and stock dividends In: Journal of Financial Economics.
[Full Text][Citation analysis]		article181
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]		article668
2004Predicting stock price movements from past returns: the role of consistency and tax-loss selling In: Journal of Financial Economics.
[Full Text][Citation analysis]		article155
2005Prospect theory, mental accounting, and momentum In: Journal of Financial Economics.
[Full Text][Citation analysis]		article322
2001Signalling and the Pricing of Unseasoned New Issues In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]		paper263
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: 263		paper
1988Adverse Risk Incentives and the Design of Performance-Based Contracts In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]		paper65
1989Adverse Risk Incentives and the Design of Performance-Based Contracts.(1989) In: Management Science.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 65		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]		paper394
1989Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings..(1989) In: The Journal of Business.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 394		article
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]		paper1
2025Monetary Policy Predicts Currency Movements 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.
[Full Text][Citation analysis]		paper4
2002Information Aggregation, Security Design, and Currency Swaps.(2002) In: Journal of Political Economy.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		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: 4		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]		article95
1987The Relation between Mean-Variance Efficiency and Arbitrage Pricing. In: The Journal of Business.
[Full Text][Citation analysis]		article35
1993Performance Measurement without Benchmarks: An Examination of Mutual Fund Returns. In: The Journal of Business.
[Full Text][Citation analysis]		article241
2001Distance, Language, and Culture Bias: The Role of Investor Sophistication In: Yale School of Management Working Papers.
[Full Text][Citation analysis]		paper30

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team