Mark Grinblatt : Citation Profile

University of California-Los Angeles (UCLA)

26

H index

30

i10 index

6176

Citations

RESEARCH PRODUCTION:

28

Articles

42

Papers

RESEARCH ACTIVITY:

   42 years (1983 - 2025). See details.
   Cites by year: 147
   Journals where Mark Grinblatt has often published
   Relations with other researchers
   Recent citing documents: 233.    Total self citations: 17 (0.27 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgr231
   Updated: 2025-04-12    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 (47)

wermers, russell (42)

Weber, Martin (35)

Warnock, Francis (33)

Gallagher, David (31)

Ramadorai, Tarun (31)

Pastor, Lubos (26)

Teoh, Siew Hong (23)

Jagannathan, Ravi (22)

Schmukler, Sergio (21)

Cites to:

Shleifer, Andrei (27)

Titman, Sheridan (17)

Fama, Eugene (16)

Campbell, John (16)

French, Kenneth (14)

Vishny, Robert (13)

Odean, Terrance (11)

Keim, Donald (10)

Keloharju, Matti (10)

Calvet, Laurent (10)

Thaler, Richard (9)

Main data

Production by document typepaperarticle1983198419851986198719881989199019911992199319941995199619971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320242025051015Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published19831984198519861987198819891990199119921993199419951996199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023202420250255075Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received198519861987198819891990199119921993199419951996199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023202420250200400600Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year198319841985198619871988198919901991199219931994199519961997199819992000200120022003200420052006200720082009201020112012201320142015201620172018201920202021202220232024202505001,0001,500Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 26Most cited documents1234567891011121314151617181920212223242526272805001,000Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution2013082013092013102013112013122014012014022014032014042014052014062014072014082014092014102014112014122015012015022015032015042015052015062015072015082015092015102015112015122016012016022016032016042016052016062016072016082016092016102016112016122017012017022017032017042017052017062017072017082017092017102017112017122018012018022018032018042018052018062018072018082018092018102018112018122019012019022019032019042019052019062019072019082019092019102019112019122020012020022020032020042020052020062020072020082020092020102020112020122021012021022021032021042021052021062021072021082021092021102021112021122022012022022022032022042022052022062022072022082022092022102022112022122023012023022023032023042023052023062023072023082023092023102023112023122024012024022024032024042024052024062024072024082024092024102024112024122025012025022025032025040102030h-index Highcharts.comExport to raster or vector imagePrint the chart

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)

Year  ↓Title of citing document  ↓
2024Robustifying 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.

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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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2024.

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2024.

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2024.

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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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2024Cognition 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.

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

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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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2024.

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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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2024.

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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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2024.

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2024.

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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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2025.

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2024Narrow 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.

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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.

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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.

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

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2024Systematic 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.

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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.

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2024Effect 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.

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

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

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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.

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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.

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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.

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2024Long-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.

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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.

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2024Retail 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.

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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.

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2024Expensive 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.

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2024Factor 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.

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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.

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2024The 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.

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2024The 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.

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2024Intermediate cross-sectional prospect theory value in stock markets: A novel method. (2024). Park, Jong Won ; Eom, Yunsung. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000528.

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2024Numerological superstitions and market-wide herding: Evidence from China. (2024). Gebka, Bartosz ; Gavriilidis, Konstantinos ; Cui, Yueting ; Kallinterakis, Vasileios. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001315.

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2024Network centrality, information diffusion and asset pricing. (2024). Zhong, Angel ; Hu, Xiaolu ; Yu, Miao. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001558.

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2024Zoom in on momentum. (2024). Kim, Junyong. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001492.

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2024Population intensity, location choice, and investment portfolio selection: A case of emerging economies. (2024). Wang, Jian ; Sun, Kai ; Xu, Runguo ; He, Xinao. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002035.

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2024Political investing of mutual funds. (2024). Zhao, Zhao ; Kong, Dongmin. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003600.

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2024Retail traders and co-movement: Evidence from Robinhood trading activity. (2024). faff, robert ; Oliver, Barry ; Haghighi, Afshin. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003636.

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2024Shared analyst coverage, 52-week high, and cross-firm return predictability. (2024). Lin, Mei-Chen. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003806.

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2024Representative investors versus best clienteles: Performance evaluation disagreement in mutual funds. (2024). Chretien, Stephane ; Kammoun, Manel. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004307.

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2024Impact of long-term care insurance on the financial asset allocation of middle-aged and elderly households: Evidence from China. (2024). Chen, Chen ; Shao, Zhanqiang. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pc:s1057521924004484.

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2024The constraining impact mechanism of financial cognitive ability on the effective demand for housing reverse mortgages in China. (2024). Li, Wei ; Zhang, BO. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pc:s1057521924004630.

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2024Fee structure and equity fund manager’s optimal locking in profits strategy. (2024). Dickinson, David ; Zhan, Yaosong ; Liu, Zhenya. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s105752192400543x.

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2024Unveiling the drivers of banks misconduct: Sanctions, signals, and the extent of unethical behaviour. (2024). Tselika, Maria ; D'Avino, Carmela. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005489.

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2024Measuring speculation beyond day trading and bets on lottery-like stocks. (2024). De Winne, Rudy ; Dhondt, Catherine ; de Bondt, Werner. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005647.

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2024Underwriting syndicate structure and foreign IPO underpricing: A team production perspective. (2024). Huang, Wenhui ; Zhao, Ruocheng ; Lin, YU ; Shen, Zhihan. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005726.

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2024Monetary policy uncertainty and green investment decisions: A cross-national spillover perspective. (2024). Jiang, Yong ; Klein, Tony ; Ren, Yi-Shuai. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s105752192400574x.

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2024Social media attention and retail investor behavior: Evidence from r/wallstreetbets. (2024). Warkulat, Sonja ; Pelster, Matthias. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006537.

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2024From Gambling to Gaming: The Crowding Out Effect. (2024). Ma, Xiyuan ; Kou, Shubo. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323011637.

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2024Stock price crash prediction based on multimodal data machine learning models. (2024). Ma, Ding ; Qu, Yuanyu ; Sheng, Yankai. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324002253.

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2024Capital market liberalization and accounting quality: Evidence from China. (2024). Zhang, Yifu. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004896.

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2024A closer look at the substitution effects between retail trading and national lotteries. (2024). Liang, Qiqi ; Sun, Licheng. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s1544612324006275.

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2024A blessing or a curse? Non-local mutual fund holdings and firm investment efficiency. (2024). Xiong, Xiong ; Zhang, Wei ; Zuo, Junqing ; Ruan, Chenghao. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s1544612324006548.

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2024Balancing against geopolitical risk: Household investment portfolios during the U.S.-China trade war. (2024). Cheng, Zhengquan ; Cai, Xiqian ; Li, Dongxu. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s1544612324007335.

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2024Evaluating ESG Investment Profitability: From the Perspective of Sophistication in Investment Decision-Making. (2024). Lu, Xiaomeng ; Zhang, Xianjun ; Guo, Fusen ; Li, Feng. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324011346.

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2024Digital inclusive finance and the resilience of households involved in financial markets. (2024). Peng, Geng ; Liu, Fang. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324013175.

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2024Institutional herding and investor sentiment. (2024). Li, Shenru ; Zhang, Chengping ; Gu, Chen ; Guo, XU. In: Journal of Financial Markets. RePEc:eee:finmar:v:68:y:2024:i:c:s1386418124000090.

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2024Attitude toward numbers: A better predictor of financial literacy and intelligence than need for cognition. (2024). Stevens, Elizabeth M ; Gignac, Gilles E. In: Intelligence. RePEc:eee:intell:v:103:y:2024:i:c:s0160289624000023.

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2024Herding in the cryptocurrency market: A transaction-level analysis. (2024). Preda, Alex ; Gemayel, Roland. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001750.

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2024Digital finance era: Will individual investors become better players?. (2024). Yue, Pengpeng ; Guo, Jiaojiao ; Zhang, Xianjun ; Lu, Xiaomeng. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000015.

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2024Foreign institutional ownership stability and stock price crash risk. (2024). Thenmozhi, M ; Shruti, R. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000039.

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2024International trade network and stock market connectedness: Evidence from eleven major economies. (2024). Mishra, Tapas ; Patra, Ramakanta ; Raju, V L ; You, Kefei. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000052.

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2024Someone like you: Lottery-like preference and the cross-section of expected returns in the cryptocurrency market. (2024). Liu, Weiyi ; Wang, YE ; Zhao, Xiaojuan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000234.

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

Works by Mark Grinblatt:

Year  ↓Title  ↓Type  ↓Cited  ↓
1995Momentum Investment Strategies, Portfolio Performance, and Herding: A Study of Mutual Fund Behavior. In: American Economic Review.
[Full Text][Citation analysis]		article715
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]		article213
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]		article609
Do Industries Explain Momentum?.() In: CRSP working papers.
[Citation analysis]
This paper has nother version. Agregated cites: 609		paper
Do Industries Explain Momentum?..() In: CRSP working papers.
[Citation analysis]
This paper has nother version. Agregated cites: 609		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]		article436
2001What Makes Investors Trade?.(2001) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 436		paper
2001How Distance, Language, and Culture Influence Stockholdings and Trades In: Journal of Finance.
[Full Text][Citation analysis]		article636
2009Sensation Seeking, Overconfidence, and Trading Activity In: Journal of Finance.
[Full Text][Citation analysis]		article261
2006Sensation Seeking, Overconfidence, and Trading Activity.(2006) In: NBER Working Papers.
[Full Text][Citation analysis]
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2011IQ and Stock Market Participation In: Journal of Finance.
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2000Tax Loss Trading and Wash Sales In: University of California at Los Angeles, Anderson Graduate School of Management.
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2004Tax-loss trading and wash sales.(2004) In: Journal of Financial Economics.
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2002Tax-Loss Trading and Wash Sales.(2002) In: NBER Working Papers.
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2002Tax-Loss Trading and Wash Sales.(2002) In: Yale School of Management Working Papers.
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1997Information Aggregation, Currency Swaps, and the Design of Derivative Securities In: University of California at Los Angeles, Anderson Graduate School of Management.
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2001Information Aggregation, Currency Swaps, and the Design of Derivative Securities.(2001) In: Levine's Working Paper Archive.
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1999The Cross Section of Expected Returns and its Relation to Past Returns: New Evidence In: University of California at Los Angeles, Anderson Graduate School of Management.
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2001The Cross Section Of Expected Returns And Its Relation To Past Returns: New Evidence.(2001) In: Yale School of Management Working Papers.
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1991Do Benchmarks Matter? Do Measures Matter? A Study of Monthly Mutual Fund Returns In: University of California at Los Angeles, Anderson Graduate School of Management.
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1996The Impact of Performance-Based Fees on Pension Fund Management In: University of California at Los Angeles, Anderson Graduate School of Management.
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2003Interpersonal Effects in Consumption: Evidence from the Automobile Purchases of Neighbors In: University of California at Los Angeles, Anderson Graduate School of Management.
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2004Interpersonal Effects in Consumption: Evidence from the Automobile Purchases of Neighbors.(2004) In: NBER Working Papers.
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2001The Disposition Effect and Momentum In: University of California at Los Angeles, Anderson Graduate School of Management.
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2003The Disposition Effect and Momentum.(2003) In: Working Paper Series.
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2002The Disposition Effect and Momentum.(2002) In: NBER Working Papers.
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2001The Disposition Effect and Momentum.(2001) In: Yale School of Management Working Papers.
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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.
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2002Debt Policy, Corporate Taxes, and Discount Rates In: University of California at Los Angeles, Anderson Graduate School of Management.
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2008Debt policy, corporate taxes, and discount rates.(2008) In: Journal of Economic Theory.
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2002Debt Policy, Corporate Taxes, and Discount Rates.(2002) In: NBER Working Papers.
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1984The Jensen Measure and Errors in Variables: A Note In: University of California at Los Angeles, Anderson Graduate School of Management.
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1988A Put Option Paradox In: Journal of Financial and Quantitative Analysis.
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1994A Study of Monthly Mutual Fund Returns and Performance Evaluation Techniques In: Journal of Financial and Quantitative Analysis.
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1983Factor pricing in a finite economy In: Journal of Financial Economics.
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1984The valuation effects of stock splits and stock dividends In: Journal of Financial Economics.
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2000The investment behavior and performance of various investor types: a study of Finlands unique data set In: Journal of Financial Economics.
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2004Predicting stock price movements from past returns: the role of consistency and tax-loss selling In: Journal of Financial Economics.
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2005Prospect theory, mental accounting, and momentum In: Journal of Financial Economics.
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2001Signalling and the Pricing of Unseasoned New Issues In: Rodney L. White Center for Financial Research Working Papers.
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1989Signalling and the Pricing of Unseasoned New Issues.(1989) In: Rodney L. White Center for Financial Research Working Papers.
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1988Adverse Risk Incentives and the Design of Performance-Based Contracts In: Rodney L. White Center for Financial Research Working Papers.
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1989Adverse Risk Incentives and the Design of Performance-Based Contracts.(1989) In: Management Science.
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1988Portfolio Performance Evaluation: Old Issues and New Insights In: Rodney L. White Center for Financial Research Working Papers.
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1988Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings In: Rodney L. White Center for Financial Research Working Papers.
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1989Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings..(1989) In: The Journal of Business.
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2020Book-to-Market, Mispricing, and the Cross-Section of Corporate Bond Returns In: NBER Working Papers.
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2023Analyst Bias and Mispricing In: NBER Working Papers.
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2025Monetary Policy Predicts Currency Movements In: NBER Working Papers.
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1998Positive Portfolio Factors In: NBER Working Papers.
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2004Positive Portfolio Factors.(2004) In: Yale School of Management Working Papers.
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2008Positive Portfolio Factors.(2008) In: Yale School of Management Working Papers.
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2002What Do We Really Know About the Cross-Sectional Relation Between Past and Expected Returns? In: NBER Working Papers.
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2002What Do We Really Know About the Cross-Sectional Relation Between Past and Expected Returns?.(2002) In: Yale School of Management Working Papers.
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2002Information Aggregation, Security Design and Currency Swaps In: NBER Working Papers.
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2002Information Aggregation, Security Design, and Currency Swaps.(2002) In: Journal of Political Economy.
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2002Information Aggregation, Security Design, and Currency Swaps.(2002) In: Yale School of Management Working Papers.
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2008Social Influence and Consumption: Evidence from the Automobile Purchases of Neighbors In: The Review of Economics and Statistics.
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1987The Relation between Mean-Variance Efficiency and Arbitrage Pricing. In: The Journal of Business.
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1993Performance Measurement without Benchmarks: An Examination of Mutual Fund Returns. In: The Journal of Business.
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2001Distance, Language, and Culture Bias: The Role of Investor Sophistication In: Yale School of Management Working Papers.
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