Mark Grinblatt

Names

Identifer

Contact

Affiliations

• University of California-Los Angeles (UCLA) / Anderson Graduate School of Management
  • EDIRC entry
  • location:

Research profile

author of:

• Momentum Investment Strategies, Portfolio Performance, and Herding: A Study of Mutual Fund Behavior
  American Economic Review, American Economic Association (1995)
  by Grinblatt, Mark & Titman, Sheridan & Wermers, Russ
  (ReDIF-article, aea:aecrev:v:85:y:1995:i:5:p:1088-1105)
• An Analytic Solution for Interest Rate Swap Spreads
  International Review of Finance, International Review of Finance Ltd. (2001)
  by Mark Grinblatt
  (ReDIF-article, bla:irvfin:v:2:y:2001:i:3:p:113-149)
• Approximate Factor Structures: Interpretations and Implications for Empirical Tests
  Journal of Finance, American Finance Association (1985)
  by Grinblatt, Mark & Titman, Sheridan
  (ReDIF-article, bla:jfinan:v:40:y:1985:i:5:p:1367-73)
• The Persistence of Mutual Fund Performance
  Journal of Finance, American Finance Association (1992)
  by Grinblatt, Mark & Titman, Sheridan
  (ReDIF-article, bla:jfinan:v:47:y:1992:i:5:p:1977-84)
• Relative Pricing of Eurodollar Features and Forward Contracts
  Journal of Finance, American Finance Association (1996)
  by Grinblatt, Mark & Jegadeesh, Narasimhan
  (ReDIF-article, bla:jfinan:v:51:y:1996:i:4:p:1499-1522)
• Do Industries Explain Momentum?
  Journal of Finance, American Finance Association (1999)
  by Tobias J. Moskowitz & Mark Grinblatt
  (ReDIF-article, bla:jfinan:v:54:y:1999:i:4:p:1249-1290)
• Financial Innovation and the Role of Derivative Securities: An Empirical Analysis of the Treasury STRIPS Program
  Journal of Finance, American Finance Association (2000)
  by Mark Grinblatt & Francis A. Longstaff
  (ReDIF-article, bla:jfinan:v:55:y:2000:i:3:p:1415-1436)
• What Makes Investors Trade?
  Journal of Finance, American Finance Association (2001)
  by Mark Grinblatt & Matti Keloharju
  (ReDIF-article, bla:jfinan:v:56:y:2001:i:2:p:589-616)
• How Distance, Language, and Culture Influence Stockholdings and Trades
  Journal of Finance, American Finance Association (2001)
  by Mark Grinblatt & Matti Keloharju
  (ReDIF-article, bla:jfinan:v:56:y:2001:i:3:p:1053-1073)
• Sensation Seeking, Overconfidence, and Trading Activity
  Journal of Finance, American Finance Association (2009)
  by Mark Grinblatt & Matti Keloharju
  (ReDIF-article, bla:jfinan:v:64:y:2009:i:2:p:549-578)
• IQ and Stock Market Participation
  Journal of Finance, American Finance Association (2011)
  by Mark Grinblatt & Matti Keloharju & Juhani Linnainmaa
  (ReDIF-article, bla:jfinan:v:66:y:2011:i:6:p:2121-2164)
• Tax Loss Trading and Wash Sales
  University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA (2000)
  by Grinblatt, Mark & Keloharju, Matti
  (ReDIF-paper, cdl:anderf:qt0dq642kg)
• Information Aggregation, Currency Swaps, and the Design of Derivative Securities
  University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA (1997)
  by Chowdhry, Bhagwan & Grinblatt, Mark
  (ReDIF-paper, cdl:anderf:qt0js61067)
• The Cross Section of Expected Returns and its Relation to Past Returns: New Evidence
  University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA (1999)
  by Grinblatt, Mark & Moskowitz, Tobias J.
  (ReDIF-paper, cdl:anderf:qt1k67p66s)
• Do Benchmarks Matter? Do Measures Matter? A Study of Monthly Mutual Fund Returns
  University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA (1991)
  by Grinblatt, Mark & Titman, Sheridan
  (ReDIF-paper, cdl:anderf:qt3308m97q)
• The Impact of Performance-Based Fees on Pension Fund Management
  University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA (1996)
  by Grinblatt, Mark & Titman, Sheridan
  (ReDIF-paper, cdl:anderf:qt5nk82313)
• Interpersonal Effects in Consumption: Evidence from the Automobile Purchases of Neighbors
  University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA (2003)
  by Grinblatt, Mark & Keloharju, Matti & Ikäheimo, Seppo
  (ReDIF-paper, cdl:anderf:qt69h2f7cv)
• The Disposition Effect and Momentum
  University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA (2001)
  by Grinblatt, Mark & Han, Bing
  (ReDIF-paper, cdl:anderf:qt6qg5d62p)
• 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
  University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA (1989)
  by Grinblatt, Mark
  (ReDIF-paper, cdl:anderf:qt6s07x008)
• Debt Policy, Corporate Taxes, and Discount Rates
  University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA (2002)
  by Grinblatt, Mark & Liu, Jun
  (ReDIF-paper, cdl:anderf:qt7dx622kj)
• The Jensen Measure and Errors in Variables: A Note
  University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA (1984)
  by Grinblatt, Mark & Titman, Sheridan
  (ReDIF-paper, cdl:anderf:qt9mm049st)
• An Analytic Solution for Interest Rate Swap Spreads
  University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA (1995)
  by Grinblatt, Mark
  (ReDIF-paper, cdl:anderf:qt9s13f3zx)
• Information Aggregation, Currency Swaps, and the Design of Derivative Securities
  Levine's Working Paper Archive, David K. Levine (2001)
  by Bhagwan Chowdhry & Mark Grinblatt & David K Levine
  (ReDIF-paper, cla:levarc:2106)
• A Put Option Paradox
  Journal of Financial and Quantitative Analysis, Cambridge University Press (1988)
  by Grinblatt, Mark & Johnson, Herb
  (ReDIF-article, cup:jfinqa:v:23:y:1988:i:01:p:23-26_01)
• A Study of Monthly Mutual Fund Returns and Performance Evaluation Techniques
  Journal of Financial and Quantitative Analysis, Cambridge University Press (1994)
  by Grinblatt, Mark & Titman, Sheridan
  (ReDIF-article, cup:jfinqa:v:29:y:1994:i:03:p:419-444_00)
• The Disposition Effect and Momentum
  Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics (2003)
  by Grinblatt, Mark & Han, Bing
  (ReDIF-paper, ecl:ohidic:2004-3)
• Debt policy, corporate taxes, and discount rates
  Journal of Economic Theory, Elsevier (2008)
  by Grinblatt, Mark & Liu, Jun
  (ReDIF-article, eee:jetheo:v:141:y:2008:i:1:p:225-254)
• IQ, trading behavior, and performance
  Journal of Financial Economics, Elsevier (2012)
  by Grinblatt, Mark & Keloharju, Matti & Linnainmaa, Juhani T.
  (ReDIF-article, eee:jfinec:v:104:y:2012:i:2:p:339-362)
• Factor pricing in a finite economy
  Journal of Financial Economics, Elsevier (1983)
  by Grinblatt, Mark & Titman, Sheridan
  (ReDIF-article, eee:jfinec:v:12:y:1983:i:4:p:497-507)
• The valuation effects of stock splits and stock dividends
  Journal of Financial Economics, Elsevier (1984)
  by Grinblatt, Mark S. & Masulis, Ronald W. & Titman, Sheridan
  (ReDIF-article, eee:jfinec:v:13:y:1984:i:4:p:461-490)
• The investment behavior and performance of various investor types: a study of Finland's unique data set
  Journal of Financial Economics, Elsevier (2000)
  by Grinblatt, Mark & Keloharju, Matti
  (ReDIF-article, eee:jfinec:v:55:y:2000:i:1:p:43-67)
• Tax-loss trading and wash sales
  Journal of Financial Economics, Elsevier (2004)
  by Grinblatt, Mark & Keloharju, Matti
  (ReDIF-article, eee:jfinec:v:71:y:2004:i:1:p:51-76)
• Predicting stock price movements from past returns: the role of consistency and tax-loss selling
  Journal of Financial Economics, Elsevier (2004)
  by Grinblatt, Mark & Moskowitz, Tobias J.
  (ReDIF-article, eee:jfinec:v:71:y:2004:i:3:p:541-579)
• Prospect theory, mental accounting, and momentum
  Journal of Financial Economics, Elsevier (2005)
  by Grinblatt, Mark & Han, Bing
  (ReDIF-article, eee:jfinec:v:78:y:2005:i:2:p:311-339)
• Signalling and the Pricing of Unseasoned New Issues
  Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research ()
  by Mark Grinblatt & Chuan Yang Hwang
  (ReDIF-paper, fth:pennfi:01-89)
• Signalling and the Pricing of Unseasoned New Issues
  Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research ()
  by Mark Grinblatt & Chuan Yang Hwang
  (ReDIF-paper, fth:pennfi:1-89)
• Adverse Risk Incentives and the Design of Performance-Based Contracts
  Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research ()
  by Mark Grinblatt & Sheridan Titman
  (ReDIF-paper, fth:pennfi:21-88)
• Portfolio Performance Evaluation: Old Issues and New Insights
  Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research ()
  by Mark Grinblatt & Sheridan Titman
  (ReDIF-paper, fth:pennfi:22-88)
• Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings
  Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research ()
  by Mark Grinblatt & Sheridan Titman
  (ReDIF-paper, fth:pennfi:23-88)
• Unknown item RePEc:inm:ormnsc:v:35:y:1989:i:7:p:807-822 (article)
• Interpersonal Effects in Consumption: Evidence from the Automobile Purchases of Neighbors
  NBER Working Papers, National Bureau of Economic Research, Inc (2004)
  by Mark Grinblatt & Matti Keloharju & Seppo Ikaheimo
  (ReDIF-paper, nbr:nberwo:10226)
• Sensation Seeking, Overconfidence, and Trading Activity
  NBER Working Papers, National Bureau of Economic Research, Inc (2006)
  by Mark Grinblatt & Matti Keloharju
  (ReDIF-paper, nbr:nberwo:12223)
• Book-to-Market, Mispricing, and the Cross-Section of Corporate Bond Returns
  NBER Working Papers, National Bureau of Economic Research, Inc (2020)
  by Söhnke M. Bartram & Mark Grinblatt & Yoshio Nozawa
  (ReDIF-paper, nbr:nberwo:27655)
• Analyst Bias and Mispricing
  NBER Working Papers, National Bureau of Economic Research, Inc (2023)
  by Mark Grinblatt & Gergana Jostova & Alexander Philipov
  (ReDIF-paper, nbr:nberwo:31094)
• Positive Portfolio Factors
  NBER Working Papers, National Bureau of Economic Research, Inc (1998)
  by Stephen J. Brown & William N. Goetzmann & Mark Grinblatt
  (ReDIF-paper, nbr:nberwo:6412)
• The Disposition Effect and Momentum
  NBER Working Papers, National Bureau of Economic Research, Inc (2002)
  by Mark Grinblatt & Bing Han
  (ReDIF-paper, nbr:nberwo:8734)
• What Do We Really Know About the Cross-Sectional Relation Between Past and Expected Returns?
  NBER Working Papers, National Bureau of Economic Research, Inc (2002)
  by Mark Grinblatt & Tobias J. Moskowitz
  (ReDIF-paper, nbr:nberwo:8744)
• Tax-Loss Trading and Wash Sales
  NBER Working Papers, National Bureau of Economic Research, Inc (2002)
  by Mark Grinblatt & Matti Keloharju
  (ReDIF-paper, nbr:nberwo:8745)
• Information Aggregation, Security Design and Currency Swaps
  NBER Working Papers, National Bureau of Economic Research, Inc (2002)
  by Bhagwan Chowdhry & Mark Grinblatt & David Levine
  (ReDIF-paper, nbr:nberwo:8746)
• Debt Policy, Corporate Taxes, and Discount Rates
  NBER Working Papers, National Bureau of Economic Research, Inc (2002)
  by Mark Grinblatt & Jun Liu
  (ReDIF-paper, nbr:nberwo:9353)
• Market Power in a Securities Market with Endogenous Information
  The Quarterly Journal of Economics, Oxford University Press (1985)
  by Mark S. Grinblatt & Stephen A. Ross
  (ReDIF-article, oup:qjecon:v:100:y:1985:i:4:p:1143-1167.)
• Social Influence and Consumption: Evidence from the Automobile Purchases of Neighbors
  The Review of Economics and Statistics, MIT Press (2008)
  by Mark Grinblatt & Matti Keloharju & Seppo Ikäheimo
  (ReDIF-article, tpr:restat:v:90:y:2008:i:4:p:735-753)
• The Relation between Mean-Variance Efficiency and Arbitrage Pricing
  The Journal of Business, University of Chicago Press (1987)
  by Grinblatt, Mark & Titman, Sheridan
  (ReDIF-article, ucp:jnlbus:v:60:y:1987:i:1:p:97-112)
• Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings
  The Journal of Business, University of Chicago Press (1989)
  by Grinblatt, Mark & Titman, Sheridan D
  (ReDIF-article, ucp:jnlbus:v:62:y:1989:i:3:p:393-416)
• Performance Measurement without Benchmarks: An Examination of Mutual Fund Returns
  The Journal of Business, University of Chicago Press (1993)
  by Grinblatt, Mark & Titman, Sheridan
  (ReDIF-article, ucp:jnlbus:v:66:y:1993:i:1:p:47-68)
• Information Aggregation, Security Design, and Currency Swaps
  Journal of Political Economy, University of Chicago Press (2002)
  by Bhagwan Chowdhry & Mark Grinblatt & David Levine
  (ReDIF-article, ucp:jpolec:v:110:y:2002:i:3:p:609-633)
• Do Industries Explain Momentum?
  CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago ()
  by Tobias J. Moskowitz & Mark Grinblatt
  (ReDIF-paper, wop:chispw:352)
• Do Industries Explain Momentum?
  CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago ()
  by Tobias J. Moskowitz & Mark Grinblatt
  (ReDIF-paper, wop:chispw:480)
• The Cross Section of Expected Returns and its Relation to Past Returns: New Evidence
  CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago ()
  by Mark Grinblatt & Tobias J. Moskowitz
  (ReDIF-paper, wop:chispw:503)
• The Cross Section Of Expected Returns And Its Relation To Past Returns: New Evidence
  Yale School of Management Working Papers, Yale School of Management (1999)
  by Mark Grinblatt & Tobias Moskowitz
  (ReDIF-paper, ysm:somwrk:ysm127)
• Distance, Language, and Culture Bias: The Role of Investor Sophistication
  Yale School of Management Working Papers, Yale School of Management (2000)
  by Mark Grinblatt & Matti Keloharju
  (ReDIF-paper, ysm:somwrk:ysm142)
• What Makes Investors Trade?
  Yale School of Management Working Papers, Yale School of Management (2000)
  by Mark Grinblatt & Matti Keloharju
  (ReDIF-paper, ysm:somwrk:ysm146)
• Tax-Loss Trading and Wash Sales
  Yale School of Management Working Papers, Yale School of Management (2000)
  by Mark Grinblatt & Matti Keloharju
  (ReDIF-paper, ysm:somwrk:ysm148)
• The Disposition Effect and Momentum
  Yale School of Management Working Papers, Yale School of Management (2001)
  by Bing NMI1 Han & Mark Grinblatt
  (ReDIF-paper, ysm:somwrk:ysm239)
• What Do We Really Know About the Cross-Sectional Relation Between Past and Expected Returns?
  Yale School of Management Working Papers, Yale School of Management (2002)
  by Tobias J. Moskowitz & Mark Grinblatt
  (ReDIF-paper, ysm:somwrk:ysm259)
• Positive Portfolio Factors
  Yale School of Management Working Papers, Yale School of Management (2004)
  by Stephen J. Brown & William N. Goetzmann & Mark Grinblatt
  (ReDIF-paper, ysm:somwrk:ysm27)
• Information Aggregation, Security Design, and Currency Swaps
  Yale School of Management Working Papers, Yale School of Management (2002)
  by Mark Grinblatt & Bhagwan Chowdhry & David Levine
  (ReDIF-paper, ysm:somwrk:ysm38)
• An Analytic Solution for Interest Rate Swap Spreads
  Yale School of Management Working Papers, Yale School of Management (2002)
  by Mark Grinblatt
  (ReDIF-paper, ysm:somwrk:ysm39)
• Positive Portfolio Factors
  Yale School of Management Working Papers, Yale School of Management (1998)
  by Stephen Brown & William Goetzmann & Mark Grinblatt
  (ReDIF-paper, ysm:somwrk:ysm87)