Mark Grinblatt : Citation Profile

University of California-Los Angeles (UCLA)

26

H index

30

i10 index

6574

Citations

RESEARCH PRODUCTION:

28

Articles

42

Papers

RESEARCH ACTIVITY:

   42 years (1983 - 2025). See details.
   Cites by year: 156
   Journals where Mark Grinblatt has often published
   Relations with other researchers
   Recent citing documents: 504.    Total self citations: 17 (0.26 %)

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   Permalink: http://citec.repec.org/pgr231
   Updated: 2026-08-08    RAS profile: 2023-02-24    
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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 (49)

wermers, russell (42)

Weber, Martin (35)

Warnock, Francis (34)

Gallagher, David (34)

Ramadorai, Tarun (31)

Pastor, Lubos (26)

Westerholm, Joakim (23)

Teoh, Siew Hong (23)

Jagannathan, Ravi (22)

Cites to:

Shleifer, Andrei (27)

Titman, Sheridan (17)

Campbell, John (16)

Fama, Eugene (16)

French, Kenneth (14)

Vishny, Robert (13)

Odean, Terrance (11)

Keim, Donald (10)

Calvet, Laurent (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
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
2024The Model of Health Portfolio Intelligence PI-Prognosis Intelligence. (2024). Loukeris, N. In: Biomedical Journal of Scientific & Technical Research. RePEc:abf:journl:v:57:y:2024:i:4:p:49409-49416.

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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.

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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.

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

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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.

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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.

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

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

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

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

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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.

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2026Can 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.

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

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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.

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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.

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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.

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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.

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2025Retail Investor Horizon and Earnings Announcements. (2025). Vamossy, Domonkos F. In: Papers. RePEc:arx:papers:2512.00280.

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2026When the Rules Change: Adaptive Signal Extraction via Kalman Filtering and Markov-Switching Regimes. (2026). Kang, Sungwoo. In: Papers. RePEc:arx:papers:2601.05716.

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2026The Limits of Complexity: Why Feature Engineering Beats Deep Learning in Investor Flow Prediction. (2026). Kang, Sungwoo. In: Papers. RePEc:arx:papers:2601.07131.

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2026Cross-Stock Predictability via LLM-Augmented Semantic Networks. (2026). Ye, Yifan ; Hu, Kaiqi ; Fan, Zheqi ; Huang, Yikuan. In: Papers. RePEc:arx:papers:2604.19476.

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2026Do Short Exposure and Systematic Risk Exposure Drive Asymmetries in the Disposition Effect?. (2026). Guizzardi, Andrea ; Ballestra, Luca Vincenzo ; Zanotti, Marco ; Mazzucchelli, Lorenzo. In: Papers. RePEc:arx:papers:2605.00016.

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2026Portfolio Optimization and Tail-Risk Analytics of Actively Managed ETFs. (2026). Fabozzi, Frank J ; Rachev, Svetlozar T ; Ati-Tay, Priscilla ; Shirvani, Abootaleb ; Appiah, Nicholas ; Lamptey, William W. In: Papers. RePEc:arx:papers:2607.03082.

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2024THE EFFECTS OF MOMENTUM AND CONTRARIAN STRATEGIES ON THE CROATIAN CAPITAL MARKET. (2024). Sagovac, Mislav ; Sikic, Luka ; Maric, Josko. In: Economic Thought and Practice. RePEc:avo:emipdu:v:33:y:2024:i:1:p:149-175.

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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.

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2026Termination Risk and Asset Managers’ Risk Taking in Separately Managed Accounts. (2026). Giacomo, Lucia Spotorno. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp26278.

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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.

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2026The Effect of CEO Overconfidence on Overinvestment of Listed Firms in China: The Moderating Role of Board Financial Expertise. (2026). Xie, Tingting ; Lok, Char-Lee ; Lin, Hanbin. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:10:y:2026:i:3:p:2043-2058.

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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.

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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.

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2026Mutual Fund Performance: A Review of the Literature. (2026). Puopolo, Giovanni Walter. In: International Journal of Finance. RePEc:bhx:ojtijf:v:11:y:2026:i:1:p:1-13:id:3412.

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2026Does Active Management Matter in ESG Investing?. (2026). Ammar, Fatma ; Errais, Eymen. In: International Journal of Finance. RePEc:bhx:ojtijf:v:11:y:2026:i:1:p:56-87:id:3427.

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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.

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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.

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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.

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2026Does Financial Statement Comparability Reduce Differences in Sentiment‐induced Investor Trading Behaviour?. (2026). Jo, Eun Hye ; Lee, Jung Wha. In: Abacus. RePEc:bla:abacus:v:62:y:2026:i:2:p:422-468.

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2026Does Investors’ Information‐acquisition Ability Affect IPO Underpricing? Evidence from a Quasi‐natural Experiment. (2026). Yu, Haipeng ; Ge, Wenxia ; Ouyang, Caiyue ; Cheng, Xiaoke. In: Abacus. RePEc:bla:abacus:v:62:y:2026:i:2:p:601-646.

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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.

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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.

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2024Executive individualism and the tone of firms annual reports. (2024). Li, YU ; Jiang, Wei ; Xie, Sujuan ; Shi, Chuyue. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:5:p:4567-4591.

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2025Stock market liberalisation and debt maturity structure: Evidence from the Shanghai‐Hong Kong Stock Connect. (2025). Yang, Shenggang ; Dai, Pengyi ; Feng, Mengjun ; Yao, Dequan. In: Accounting and Finance. RePEc:bla:acctfi:v:65:y:2025:i:1:p:143-167.

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2025Cross‐asset time‐series momentum strategy: A new perspective. (2025). Singh, Tarlok ; Park, Jung Chul ; Xu, Dezhong ; Li, Bin. In: Accounting and Finance. RePEc:bla:acctfi:v:65:y:2025:i:3:p:2387-2419.

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2025Income changes and participation in risky financial markets: Evidence from China. (2025). Ma, Xinxin. In: Asian Economic Journal. RePEc:bla:asiaec:v:39:y:2025:i:4:p:529-559.

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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.

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2025Spillover of Shocks in Money Flows Across Stock Markets: A Quantile‐Time Frequency Analysis of G7 and BRICS Countries. (2025). Luong, Anh Tram ; Khanh, Vy Thi ; Duong, Trang Thuy ; Tran, Khoi Thai. In: Economic Papers. RePEc:bla:econpa:v:44:y:2025:i:4:p:369-390.

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2025The Value of Investor Sophistication. (2025). Fu, Chengbo ; Lin, Nanying ; Lu, Lei ; Jacoby, Gady. In: Financial Management. RePEc:bla:finmgt:v:54:y:2025:i:4:p:761-790.

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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.

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2025Does time heal all wounds? Psychological responses to trauma and financial risk‐taking. (2025). Veld, Chris ; Shi, Yushui ; Yin, Haiying. In: The Financial Review. RePEc:bla:finrev:v:60:y:2025:i:1:p:33-70.

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2025Attention allocation: An empirical analysis of the asymmetric market responses to information shocks in China. (2025). Li, Youwei ; Gao, YA ; Xiong, Xiong ; Han, Xing ; Vigne, Samuel A. In: The Financial Review. RePEc:bla:finrev:v:60:y:2025:i:2:p:623-652.

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2026Investor Sentiment and the Asymmetric Performance of 52‐Week High and Low Strategies. (2026). Bhootra, Ajay ; Hur, Jungshik. In: The Financial Review. RePEc:bla:finrev:v:61:y:2026:i:3:p:1063-1086.

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2026Bank IPOs and Regulations: Cross‐Country Evidence. (2026). Kouretas, Georgios ; Gounopoulos, Dimitrios ; Agoraki, Mariaeleni K. In: The Financial Review. RePEc:bla:finrev:v:61:y:2026:i:3:p:867-899.

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2026The Long‐Run Roles of Supply Chain Stability: Evidence From Chinese Family Controlled IPOs. (2026). Zhang, Wei ; Wang, Guanying ; Tian, Weisheng ; Xiong, Xiong. In: The Financial Review. RePEc:bla:finrev:v:61:y:2026:i:3:p:927-964.

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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.

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2025Institutional investors and workplace safety. (2025). Pham, Huy ; Chung, Chune Young ; Choi, Wonseok. In: International Review of Finance. RePEc:bla:irvfin:v:25:y:2025:i:1:n:e12480.

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2025The informational role of cross‐border trading: Evidence from the intraday price discovery in China. (2025). Chan, Kalok ; Lu, Yuan. In: International Review of Finance. RePEc:bla:irvfin:v:25:y:2025:i:1:n:e70008.

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2025Local bias under natural disasters. (2025). Li, Dongxu ; Chen, Yining. In: International Review of Finance. RePEc:bla:irvfin:v:25:y:2025:i:1:n:e70009.

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2025Improving momentum returns using generalized linear models. (2025). Visaltanachoti, Nuttawat ; Nguyen, Nhut H ; Zeng, Hui ; Marshall, Ben R. In: International Review of Finance. RePEc:bla:irvfin:v:25:y:2025:i:2:n:e70014.

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2025Geographical proximity and information advantage evidence from the Chinese seasoned equity offering market. (2025). Wang, Yujia ; Meng, Qingbin. In: International Review of Finance. RePEc:bla:irvfin:v:25:y:2025:i:3:n:e70037.

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2026The Echo Effect of Momentum and Investor Trading Behavior. (2026). Park, Jong Won ; Eom, Cheoljun. In: International Review of Finance. RePEc:bla:irvfin:v:26:y:2026:i:2:n:e70072.

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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.

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2024Information or pressure? The effect of director experience on CEO CSR compensation adoption and design. (2024). Yang, LU ; Li, Zhengyu. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:51:y:2024:i:7-8:p:1858-1892.

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2024Geographic links and predictable returns. (2024). Li, Frank Weikai ; Jin, Zuben. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:51:y:2024:i:7-8:p:2239-2274.

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2025The impact of bond market liberalization on accounting conservatism. (2025). Gao, Fang ; Wang, Yanhui ; Fu, Renhui. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:52:y:2025:i:1:p:403-432.

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2025Retail Investors’ Trades Around Comment Letter Disclosures. (2025). Brownentrinh, Ruby ; Bilinski, Pawel ; Cho, Joe. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:52:y:2025:i:5:p:2175-2209.

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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.

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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.

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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.

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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.

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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.

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

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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.

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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.

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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.

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2025Accounting Information Usage and Trading by Retail Investors: Evidence from Integrated Trading Platform. (2025). Chau, Jacky. In: Journal of Accounting Research. RePEc:bla:joares:v:63:y:2025:i:4:p:1377-1452.

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2026Interactivity and Illusions of Ability: How Using Generative AI Affects Investor Judgments. (2026). Croom, Joe. In: Journal of Accounting Research. RePEc:bla:joares:v:64:y:2026:i:2:p:681-719.

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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.

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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.

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

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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.

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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.

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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.

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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.

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

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2026Sustainable Investment Decisions: Heterogeneous Beliefs and Preferences. (2026). Michaud, Pierre-Carl ; Meier, Iwan ; Dastous, Philippe. In: CIRANO Working Papers. RePEc:cir:cirwor:2026s-11.

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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.

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

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2024Is home bias biased? New evidence from the investment fund sector. (2024). Wedow, Michael ; Vivar, Luis Molestina ; Lambert, Claudia. In: Working Paper Series. RePEc:ecb:ecbwps:20242924.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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2025Proximity-powered attention: Exploring spatial spillover in investor attention. (2025). Posch, Peter N ; Lehmann, Kevin Rene. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:48:y:2025:i:c:s2214635025000802.

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2025The effect of social comparison on debt taking: Experimental evidence. (2025). Koch, Melanie ; Grohmann, Antonia. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:48:y:2025:i:c:s2214635025000929.

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More than 100 citations found, this list is not complete...

Works by Mark Grinblatt:

YearTitleTypeCited
1995Momentum Investment Strategies, Portfolio Performance, and Herding: A Study of Mutual Fund Behavior. In: American Economic Review.
[Full Text][Citation analysis]		article732
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]		article219
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]		article647
Do Industries Explain Momentum?.() In: CRSP working papers.
[Citation analysis]
This paper has nother version. Agregated cites: 647		paper
Do Industries Explain Momentum?..() In: CRSP working papers.
[Citation analysis]
This paper has nother version. Agregated cites: 647		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]		article40
2001What Makes Investors Trade? In: Journal of Finance.
[Full Text][Citation analysis]		article471
2001What Makes Investors Trade?.(2001) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 471		paper
2001How Distance, Language, and Culture Influence Stockholdings and Trades In: Journal of Finance.
[Full Text][Citation analysis]		article688
2009Sensation Seeking, Overconfidence, and Trading Activity In: Journal of Finance.
[Full Text][Citation analysis]		article294
2006Sensation Seeking, Overconfidence, and Trading Activity.(2006) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 294		paper
2011IQ and Stock Market Participation In: Journal of Finance.
[Full Text][Citation analysis]		article337
2000Tax Loss Trading and Wash Sales In: University of California at Los Angeles, Anderson Graduate School of Management.
[Full Text][Citation analysis]		paper33
2004Tax-loss trading and wash sales.(2004) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 33		article
2002Tax-Loss Trading and Wash Sales.(2002) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 33		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: 33		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]		article143
2012IQ, trading behavior, and performance In: Journal of Financial Economics.
[Full Text][Citation analysis]		article154
1983Factor pricing in a finite economy In: Journal of Financial Economics.
[Full Text][Citation analysis]		article32
1984The valuation effects of stock splits and stock dividends In: Journal of Financial Economics.
[Full Text][Citation analysis]		article190
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]		article690
2004Predicting stock price movements from past returns: the role of consistency and tax-loss selling In: Journal of Financial Economics.
[Full Text][Citation analysis]		article159
2005Prospect theory, mental accounting, and momentum In: Journal of Financial Economics.
[Full Text][Citation analysis]		article345
2001Signalling and the Pricing of Unseasoned New Issues In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]		paper274
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: 274		paper
1988Adverse Risk Incentives and the Design of Performance-Based Contracts In: Rodney L. White Center for Financial Research Working Papers.
[Citation analysis]		paper66
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: 66		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]		paper409
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: 409		article
2020Book-to-Market, Mispricing, and the Cross-Section of Corporate Bond Returns In: NBER Working Papers.
[Full Text][Citation analysis]		paper3
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]		article100
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]		article246
2001Distance, Language, and Culture Bias: The Role of Investor Sophistication In: Yale School of Management Working Papers.
[Full Text][Citation analysis]		paper30

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