26
H index
32
i10 index
5978
Citations
University of California-Los Angeles (UCLA) | 26 H index 32 i10 index 5978 Citations RESEARCH PRODUCTION: 28 Articles 41 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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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: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Finance | 9 |
Journal of Financial Economics | 7 |
The Journal of Business | 3 |
Journal of Financial and Quantitative Analysis | 2 |
Working Papers Series with more than one paper published | # docs |
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University of California at Los Angeles, Anderson Graduate School of Management / Anderson Graduate School of Management, UCLA | 11 |
Yale School of Management Working Papers / Yale School of Management | 10 |
NBER Working Papers / National Bureau of Economic Research, Inc | 10 |
Year | Title of citing document | |
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2023 | Fund Characteristics and Performances of Socially Responsible Mutual Funds: Do ESG Ratings Play a Role?. (2018). Chatterjee, Swarnankur. In: Papers. RePEc:arx:papers:1806.09906. Full description at Econpapers || Download paper | |
2023 | Bitcoin Trading is Irrational! An Analysis of the Disposition Effect in Bitcoin. (2020). Haslhofer, Bernhard ; Schatzmann, Jurgen E. In: Papers. RePEc:arx:papers:2010.12415. Full description at Econpapers || Download paper | |
2024 | Robustifying Conditional Portfolio Decisions via Optimal Transport. (2021). Ye, Yinyu ; Delage, Erick ; Blanchet, Jose ; Zhang, Fan ; Nguyen, Viet Anh. In: Papers. RePEc:arx:papers:2103.16451. Full description at Econpapers || Download paper | |
2023 | Physical Momentum in the Indian Stock Market. (2023). Das, Tulasi Narendra ; Devulapally, Naresh Kumar. In: Papers. RePEc:arx:papers:2302.13245. Full description at Econpapers || Download paper | |
2023 | A Unified Framework for Fast Large-Scale Portfolio Optimization. (2023). Safikhani, Abolfazl ; Polak, Pawel ; Shah, Ronakdilip ; Deng, Weichuan. In: Papers. RePEc:arx:papers:2303.12751. Full description at Econpapers || Download paper | |
2023 | Online 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 | |
2023 | Network Momentum across Asset Classes. (2023). Zohren, Stefan ; Dong, Xiaowen ; Roberts, Stephen ; Pu, Xingyue. In: Papers. RePEc:arx:papers:2308.11294. Full description at Econpapers || Download paper | |
2023 | Learning to Learn Financial Networks for Optimising Momentum Strategies. (2023). Dong, Xiaowen ; Roberts, Stephen ; Zohren, Stefan ; Pu, Xingyue. In: Papers. RePEc:arx:papers:2308.12212. Full description at Econpapers || Download paper | |
2023 | Information Content of Financial Youtube Channel: Case Study of 3PROTV and Korean Stock Market. (2023). Kim, Hyeonjun. In: Papers. RePEc:arx:papers:2311.15247. Full description at Econpapers || Download paper | |
2023 | Geographical 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. Full description at Econpapers || Download paper | |
2023 | Love 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. Full description at Econpapers || Download paper | |
2023 | Climate 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. Full description at Econpapers || Download paper | |
2023 | Digital 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. Full description at Econpapers || Download paper | |
2023 | What 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. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | To see is to believe: Corporate site visits and mutual fund herding. (2023). Keng, Kelvin Jui ; Li, Donghui ; Xiang, Cheng ; Quan, Xiaofeng. In: Financial Management. RePEc:bla:finmgt:v:52:y:2023:i:4:p:711-740. Full description at Econpapers || Download paper | |
2023 | Risk?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. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | The cross?predictability of industry returns in international financial markets. (2023). Zhang, Haofei ; Wang, Xin. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:4:p:859-885. Full description at Econpapers || Download paper | |
2024 | Cognition ability, financial advice seeking, and investment performance: New evidence from China. (2024). Yu, DU ; Gao, Jie ; Yang, Ziying. In: International Review of Finance. RePEc:bla:irvfin:v:24:y:2024:i:1:p:53-82. Full description at Econpapers || Download paper | |
2023 | Pockets 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. Full description at Econpapers || Download paper | |
2023 | Who 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. Full description at Econpapers || Download paper | |
2023 | Visibility 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. Full description at Econpapers || Download paper | |
2023 | Naïve 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. Full description at Econpapers || Download paper | |
2023 | Homemade 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. Full description at Econpapers || Download paper | |
2023 | A 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. Full description at Econpapers || Download paper | |
2023 | Disposed to Be Overconfident. (2023). Smeets, Paul ; Odean, Terrance ; Godker, Katrin. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10357. Full description at Econpapers || Download paper | |
2023 | J’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. Full description at Econpapers || Download paper | |
2023 | Cyclical Investment Behavior of Investment Funds: Its Heterogeneity and Drivers. (2023). Szabo, Milan. In: Working Papers. RePEc:cnb:wpaper:2023/5. Full description at Econpapers || Download paper | |
2023 | Emotions 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. Full description at Econpapers || Download paper | |
2023 | Impact 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. Full description at Econpapers || Download paper | |
2023 | A 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. Full description at Econpapers || Download paper | |
2023 | Genetic distance and stock market integration. (2023). Todea, Anita. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000412. Full description at Econpapers || Download paper | |
2023 | Social capital and the riskiness of trade credit. (2023). James, Hui L. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000461. Full description at Econpapers || Download paper | |
2023 | Neighbors in space: Satellite imagery and Chinese B-share discount. (2023). Zuo, Zhengyu ; Chen, Minhao ; Dai, Yue. In: China Economic Review. RePEc:eee:chieco:v:82:y:2023:i:c:s1043951x23001487. Full description at Econpapers || Download paper | |
2024 | Narrow framing and under-diversification: Empirical evidence from Chinese households. (2024). Pantelous, Athanasios A ; Tang, Ruohua ; Xie, Yuxin ; Lu, Xiaomeng. In: China Economic Review. RePEc:eee:chieco:v:83:y:2024:i:c:s1043951x23001803. Full description at Econpapers || Download paper | |
2023 | Wage 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. Full description at Econpapers || Download paper | |
2023 | Historical 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. Full description at Econpapers || Download paper | |
2023 | Managers 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. Full description at Econpapers || Download paper | |
2023 | Economic 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. Full description at Econpapers || Download paper | |
2024 | Business 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 | |
2023 | Analysts’ underreaction and momentum strategies. (2023). Azevedo, Vitor. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002639. Full description at Econpapers || Download paper | |
2023 | Stock 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. Full description at Econpapers || Download paper | |
2023 | Peer 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. Full description at Econpapers || Download paper | |
2023 | No place like home: Home bias and flight-to-quality in Group of Seven countries. (2023). Nagy, Balint-Zsolt ; Socaciu, Erzsebet-Mirjam ; Benedek, Botond. In: Economic Modelling. RePEc:eee:ecmode:v:129:y:2023:i:c:s0264999323003619. Full description at Econpapers || Download paper | |
2023 | A 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. Full description at Econpapers || Download paper | |
2023 | Hedge 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. Full description at Econpapers || Download paper | |
2023 | Can 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. Full description at Econpapers || Download paper | |
2023 | Limited 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. Full description at Econpapers || Download paper | |
2024 | Systematic COVID risk, idiosyncratic COVID risk and stock returns. (2024). Zhang, Jiachen ; Wan, Xiaoyuan. 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 | |
2024 | Are 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 | |
2024 | Effect of sectoral holdings on the flow-performance sensitivity of mutual funds. (2024). Yadav, Vijay ; Covachev, Svetoslav. 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 | |
2023 | Familiarity 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. Full description at Econpapers || Download paper | |
2023 | Investment behavior of retail investors in response to COVID-19 economic impact payments. (2023). Sul, Hong Kee ; Kim, Donghyun ; Jung, Woosung. In: Economics Letters. RePEc:eee:ecolet:v:233:y:2023:i:c:s0165176523003956. Full description at Econpapers || Download paper | |
2023 | Canonical 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. Full description at Econpapers || Download paper | |
2023 | News-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. Full description at Econpapers || Download paper | |
2024 | Long-term dynamic asset allocation under asymmetric risk preferences. (2024). Pantelous, Athanasios A ; Kallinterakis, Vasileios ; Hwang, Soosung ; Kontosakos, Vasileios E. In: European Journal of Operational Research. RePEc:eee:ejores:v:312:y:2024:i:2:p:765-782. Full description at Econpapers || Download paper | |
2023 | Impact 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. Full description at Econpapers || Download paper | |
2024 | Retail fund flows and performance: Insights from supervisory data. (2024). Hodula, Martin ; Bajzik, Josef ; Szabo, Milan. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000062. Full description at Econpapers || Download paper | |
2023 | Salience 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. Full description at Econpapers || Download paper | |
2023 | Limit 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. Full description at Econpapers || Download paper | |
2023 | Overlapping 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. Full description at Econpapers || Download paper | |
2023 | Disseminating 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. Full description at Econpapers || Download paper | |
2023 | Individual 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. Full description at Econpapers || Download paper | |
2023 | Foreign 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. Full description at Econpapers || Download paper | |
2023 | Forecasting realized volatility with wavelet decomposition. (2023). Vivian, Andrew ; Souropanis, Ioannis. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000993. Full description at Econpapers || Download paper | |
2023 | Stock returns in global value chains: The role of upstreamness and downstreamness. (2023). Meyerhof, Paul ; Flacke, Rene Marian ; Branger, Nicole ; Windmuller, Steffen. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823001044. Full description at Econpapers || Download paper | |
2023 | A financial modeling approach to industry exchange-traded funds selection. (2023). Conlon, Thomas ; cotter, john ; Post, Thierry ; Kovalenko, Illia. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823001081. Full description at Econpapers || Download paper | |
2024 | Expensive anomalies. (2024). Seyhun, Nejat H ; Ray, Sugata ; Anginer, Deniz ; Xu, Luqi. In: Journal of Empirical Finance. RePEc:eee:empfin:v:75:y:2024:i:c:s092753982300107x. Full description at Econpapers || Download paper | |
2024 | Factor momentum in the Chinese stock market. (2024). Jiang, Fuwei ; Liao, Cunfei ; Ma, Tian. In: Journal of Empirical Finance. RePEc:eee:empfin:v:75:y:2024:i:c:s0927539823001251. Full description at Econpapers || Download paper | |
2023 | A 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. Full description at Econpapers || Download paper | |
2023 | CEO 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. Full description at Econpapers || Download paper | |
2023 | Herding 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. Full description at Econpapers || Download paper | |
2023 | Sentiment and covariance characteristics. (2023). le Tran, VU. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000492. Full description at Econpapers || Download paper | |
2023 | Socially 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. Full description at Econpapers || Download paper | |
2023 | Left-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. Full description at Econpapers || Download paper | |
2023 | Industry 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. Full description at Econpapers || Download paper | |
2023 | Informative 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. Full description at Econpapers || Download paper | |
2023 | Who 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. Full description at Econpapers || Download paper | |
2023 | Economic 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. Full description at Econpapers || Download paper | |
2023 | Do 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. Full description at Econpapers || Download paper | |
2023 | Foreign investment and information quality – A quasi-experiment from China. (2023). Liao, Yunxiang ; Zhang, Liguang ; Hu, Ning ; Wang, Yunchen. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003125. Full description at Econpapers || Download paper | |
2023 | Is anti-herding always a smart choice? Evidence from mutual funds. (2023). Margaritis, Dimitris ; Lee, John Byong-Tek ; Yang, Wanyi. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s105752192300340x. Full description at Econpapers || Download paper | |
2023 | Optimal trend-following with transaction costs. (2023). Giner, Javier ; Zakamulin, Valeriy. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004441. Full description at Econpapers || Download paper | |
2024 | The mutual funds puzzle and the elusive von Neumann-Morgenstern preference relation. (2024). David, OR ; Sonenshine, Ralph ; Shelef, Amit ; Nisani, Doron. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000310. Full description at Econpapers || Download paper | |
2024 | The role of distance and financial development: Evidence from international financial markets. (2024). Zhang, Haofei ; Wang, Xin ; Li, Wei. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000401. Full description at Econpapers || Download paper | |
2023 | Geopolitical risk and household stock market participation. (2023). Lee, Kiryoung. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005074. Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2023 | Pre-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. Full description at Econpapers || Download paper | |
2023 | Presidential 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. Full description at Econpapers || Download paper | |
2023 | Can 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. Full description at Econpapers || Download paper | |
2023 | Religion 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. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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2001 | An Analytic Solution for Interest Rate Swap Spreads In: International Review of Finance. [Full Text][Citation analysis] | article | 59 |
2002 | An 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: 59 | paper | |
1985 | Approximate Factor Structures: Interpretations and Implications for Empirical Tests. In: Journal of Finance. [Full Text][Citation analysis] | article | 5 |
1992 | The Persistence of Mutual Fund Performance. In: Journal of Finance. [Full Text][Citation analysis] | article | 207 |
1996 | Relative Pricing of Eurodollar Features and Forward Contracts. In: Journal of Finance. [Full Text][Citation analysis] | article | 6 |
1999 | Do Industries Explain Momentum? In: Journal of Finance. [Full Text][Citation analysis] | article | 589 |
Do Industries Explain Momentum?.() In: CRSP working papers. [Citation analysis] This paper has nother version. Agregated cites: 589 | paper | ||
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2000 | Financial Innovation and the Role of Derivative Securities: An Empirical Analysis of the Treasury STRIPS Program In: Journal of Finance. [Full Text][Citation analysis] | article | 35 |
2001 | What Makes Investors Trade? In: Journal of Finance. [Full Text][Citation analysis] | article | 419 |
2001 | What Makes Investors Trade?.(2001) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 419 | paper | |
2001 | How Distance, Language, and Culture Influence Stockholdings and Trades In: Journal of Finance. [Full Text][Citation analysis] | article | 611 |
2009 | Sensation Seeking, Overconfidence, and Trading Activity In: Journal of Finance. [Full Text][Citation analysis] | article | 240 |
2006 | Sensation Seeking, Overconfidence, and Trading Activity.(2006) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 240 | paper | |
2011 | IQ and Stock Market Participation In: Journal of Finance. [Full Text][Citation analysis] | article | 274 |
2000 | Tax Loss Trading and Wash Sales In: University of California at Los Angeles, Anderson Graduate School of Management. [Full Text][Citation analysis] | paper | 1 |
1997 | Information 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] | paper | 0 |
1999 | The 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] | paper | 10 |
1991 | Do 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] | paper | 1 |
1996 | The 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] | paper | 1 |
2003 | Interpersonal 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] | paper | 1 |
2001 | The Disposition Effect and Momentum In: University of California at Los Angeles, Anderson Graduate School of Management. [Full Text][Citation analysis] | paper | 11 |
1989 | A 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] | paper | 1 |
2002 | Debt Policy, Corporate Taxes, and Discount Rates In: University of California at Los Angeles, Anderson Graduate School of Management. [Full Text][Citation analysis] | paper | 1 |
1984 | The Jensen Measure and Errors in Variables: A Note In: University of California at Los Angeles, Anderson Graduate School of Management. [Full Text][Citation analysis] | paper | 0 |
1995 | An Analytic Solution for Interest Rate Swap Spreads In: University of California at Los Angeles, Anderson Graduate School of Management. [Full Text][Citation analysis] | paper | 25 |
2001 | Information Aggregation, Currency Swaps, and the Design of Derivative Securities In: Levine's Working Paper Archive. [Full Text][Citation analysis] | paper | 0 |
1988 | A Put Option Paradox In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 4 |
1994 | A Study of Monthly Mutual Fund Returns and Performance Evaluation Techniques In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 139 |
2003 | The Disposition Effect and Momentum In: Working Paper Series. [Full Text][Citation analysis] | paper | 37 |
2002 | The Disposition Effect and Momentum.(2002) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 37 | paper | |
2001 | The 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 | |
2008 | Debt policy, corporate taxes, and discount rates In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 12 |
2002 | Debt Policy, Corporate Taxes, and Discount Rates.(2002) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
2012 | IQ, trading behavior, and performance In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 131 |
1983 | Factor pricing in a finite economy In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 31 |
1984 | The valuation effects of stock splits and stock dividends In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 174 |
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2004 | Tax-loss trading and wash sales In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 31 |
2002 | Tax-Loss Trading and Wash Sales.(2002) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 31 | paper | |
2002 | Tax-Loss Trading and Wash Sales.(2002) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 31 | paper | |
2004 | Predicting stock price movements from past returns: the role of consistency and tax-loss selling In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 153 |
2005 | Prospect theory, mental accounting, and momentum In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 287 |
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1989 | Signalling 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 | |
1988 | Adverse Risk Incentives and the Design of Performance-Based Contracts In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 62 |
1989 | Adverse Risk Incentives and the Design of Performance-Based Contracts.(1989) In: Management Science. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 62 | article | |
1988 | Portfolio Performance Evaluation: Old Issues and New Insights In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 36 |
1988 | Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 377 |
1989 | Mutual 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: 377 | article | |
2004 | Interpersonal Effects in Consumption: Evidence from the Automobile Purchases of Neighbors In: NBER Working Papers. [Full Text][Citation analysis] | paper | 15 |
2020 | Book-to-Market, Mispricing, and the Cross-Section of Corporate Bond Returns In: NBER Working Papers. [Full Text][Citation analysis] | paper | 2 |
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1998 | Positive Portfolio Factors In: NBER Working Papers. [Full Text][Citation analysis] | paper | 1 |
2004 | Positive Portfolio Factors.(2004) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2008 | Positive Portfolio Factors.(2008) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2002 | What Do We Really Know About the Cross-Sectional Relation Between Past and Expected Returns? In: NBER Working Papers. [Full Text][Citation analysis] | paper | 4 |
2002 | What 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 | |
2002 | Information Aggregation, Security Design and Currency Swaps In: NBER Working Papers. [Full Text][Citation analysis] | paper | 3 |
2002 | Information Aggregation, Security Design, and Currency Swaps.(2002) In: Journal of Political Economy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
2002 | Information 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 | |
1985 | Market Power in a Securities Market with Endogenous Information In: The Quarterly Journal of Economics. [Full Text][Citation analysis] | article | 15 |
2008 | Social Influence and Consumption: Evidence from the Automobile Purchases of Neighbors In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 84 |
1987 | The Relation between Mean-Variance Efficiency and Arbitrage Pricing. In: The Journal of Business. [Full Text][Citation analysis] | article | 34 |
1993 | Performance Measurement without Benchmarks: An Examination of Mutual Fund Returns. In: The Journal of Business. [Full Text][Citation analysis] | article | 230 |
The Cross Section of Expected Returns and its Relation to Past Returns: New Evidence. In: CRSP working papers. [Full Text][Citation analysis] | paper | 0 | |
2001 | The 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: 0 | paper | |
2001 | Distance, Language, and Culture Bias: The Role of Investor Sophistication In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 29 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated June, 27 2024. Contact: CitEc Team