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Details about Mark Grinblatt

Workplace:Anderson Graduate School of Management, University of California-Los Angeles (UCLA), (more information at EDIRC)

Access statistics for papers by Mark Grinblatt.

Last updated 2016-10-06. Update your information in the RePEc Author Service.

Short-id: pgr231


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Working Papers

2008

  1. Positive Portfolio Factors
    Yale School of Management Working Papers, Yale School of Management Downloads
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1998) Downloads View citations (1)
    Yale School of Management Working Papers, Yale School of Management (2004) Downloads

2007

  1. Prospect Theory, Mental Accounting, and Momentum
    Yale School of Management Working Papers, Yale School of Management Downloads
    See also Journal Article in Journal of Financial Economics (2005)

2006

  1. Sensation Seeking, Overconfidence, and Trading Activity
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (5)
    See also Journal Article in Journal of Finance (2009)

2004

  1. Interpersonal Effects in Consumption: Evidence from the Automobile Purchases of Neighbors
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (12)
    Also in Yale School of Management Working Papers, Yale School of Management (1969) Downloads
    University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA (2003) Downloads

2003

  1. The Disposition Effect and Momentum
    Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics Downloads View citations (1)
    Also in University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA (2001) Downloads View citations (7)
    NBER Working Papers, National Bureau of Economic Research, Inc (2002) Downloads View citations (12)
    Yale School of Management Working Papers, Yale School of Management (2001) Downloads View citations (6)

2002

  1. An Analytic Solution for Interest Rate Swap Spreads
    Yale School of Management Working Papers, Yale School of Management Downloads View citations (5)
    Also in University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA (1995) Downloads View citations (23)

    See also Journal Article in International Review of Finance (2001)
  2. Debt Policy, Corporate Taxes, and Discount Rates
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
    Also in University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA (2002) Downloads View citations (1)

    See also Journal Article in Journal of Economic Theory (2008)
  3. Information Aggregation, Security Design and Currency Swaps
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (3)
    Also in Yale School of Management Working Papers, Yale School of Management (2002) Downloads View citations (3)

    See also Journal Article in Journal of Political Economy (2002)
  4. Tax-Loss Trading and Wash Sales
    Yale School of Management Working Papers, Yale School of Management Downloads
    Also in University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA (2000) Downloads
    NBER Working Papers, National Bureau of Economic Research, Inc (2002) Downloads View citations (1)

    See also Journal Article in Journal of Financial Economics (2004)
  5. What Do We Really Know About the Cross-Sectional Relation Between Past and Expected Returns?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (3)
    Also in Yale School of Management Working Papers, Yale School of Management (2002) Downloads View citations (1)
    Yale School of Management Working Papers, Yale School of Management (2002) Downloads View citations (1)

2001

  1. Distance, Language, and Culture Bias: The Role of Investor Sophistication
    Yale School of Management Working Papers, Yale School of Management Downloads View citations (20)
  2. Information Aggregation, Currency Swaps, and the Design of Derivative Securities
    Levine's Working Paper Archive, David K. Levine Downloads
    Also in University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA (1997) Downloads
  3. The Cross Section Of Expected Returns And Its Relation To Past Returns: New Evidence
    Yale School of Management Working Papers, Yale School of Management Downloads
    Also in CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago Downloads
    University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA (1999) Downloads View citations (4)
  4. What Makes Investors Trade?
    Yale School of Management Working Papers, Yale School of Management Downloads View citations (189)
    See also Journal Article in Journal of Finance (2001)

1996

  1. 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 Downloads

1991

  1. 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 Downloads View citations (1)

1989

  1. 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 Downloads

1984

  1. 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 Downloads

Undated

  1. 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 View citations (17)
    See also Journal Article in Management Science (1989)
  2. Do Industries Explain Momentum?
    CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago View citations (4)
    Also in CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago View citations (5)

    See also Journal Article in Journal of Finance (1999)
  3. 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 View citations (3)
    See also Journal Article in The Journal of Business (1989)
  4. 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 View citations (37)
  5. 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 View citations (142)
    Also in Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research View citations (1)

Journal Articles

2012

  1. IQ, trading behavior, and performance
    Journal of Financial Economics, 2012, 104, (2), 339-362 Downloads View citations (33)

2011

  1. IQ and Stock Market Participation
    Journal of Finance, 2011, 66, (6), 2121-2164 Downloads View citations (87)

2009

  1. Sensation Seeking, Overconfidence, and Trading Activity
    Journal of Finance, 2009, 64, (2), 549-578 Downloads View citations (73)
    See also Working Paper (2006)

2008

  1. Debt policy, corporate taxes, and discount rates
    Journal of Economic Theory, 2008, 141, (1), 225-254 Downloads View citations (4)
    See also Working Paper (2002)
  2. Social Influence and Consumption: Evidence from the Automobile Purchases of Neighbors
    The Review of Economics and Statistics, 2008, 90, (4), 735-753 Downloads View citations (25)

2005

  1. Prospect theory, mental accounting, and momentum
    Journal of Financial Economics, 2005, 78, (2), 311-339 Downloads View citations (108)
    See also Working Paper (2007)

2004

  1. Predicting stock price movements from past returns: the role of consistency and tax-loss selling
    Journal of Financial Economics, 2004, 71, (3), 541-579 Downloads View citations (73)
  2. Tax-loss trading and wash sales
    Journal of Financial Economics, 2004, 71, (1), 51-76 Downloads View citations (17)
    See also Working Paper (2002)

2002

  1. Information Aggregation, Security Design, and Currency Swaps
    Journal of Political Economy, 2002, 110, (3), 609-633 Downloads View citations (3)
    See also Working Paper (2002)

2001

  1. An Analytic Solution for Interest Rate Swap Spreads
    International Review of Finance, 2001, 2, (3), 113-149 Downloads View citations (21)
    See also Working Paper (2002)
  2. How Distance, Language, and Culture Influence Stockholdings and Trades
    Journal of Finance, 2001, 56, (3), 1053-1073 Downloads View citations (287)
  3. What Makes Investors Trade?
    Journal of Finance, 2001, 56, (2), 589-616 Downloads View citations (203)
    See also Working Paper (2001)

2000

  1. Financial Innovation and the Role of Derivative Securities: An Empirical Analysis of the Treasury STRIPS Program
    Journal of Finance, 2000, 55, (3), 1415-1436 Downloads View citations (27)
  2. The investment behavior and performance of various investor types: a study of Finland's unique data set
    Journal of Financial Economics, 2000, 55, (1), 43-67 Downloads View citations (292)

1999

  1. Do Industries Explain Momentum?
    Journal of Finance, 1999, 54, (4), 1249-1290 Downloads View citations (268)
    See also Working Paper

1996

  1. Relative Pricing of Eurodollar Features and Forward Contracts
    Journal of Finance, 1996, 51, (4), 1499-1522 Downloads View citations (3)

1995

  1. Momentum Investment Strategies, Portfolio Performance, and Herding: A Study of Mutual Fund Behavior
    American Economic Review, 1995, 85, (5), 1088-1105 Downloads View citations (405)

1994

  1. A Study of Monthly Mutual Fund Returns and Performance Evaluation Techniques
    Journal of Financial and Quantitative Analysis, 1994, 29, (03), 419-444 Downloads View citations (80)

1993

  1. Performance Measurement without Benchmarks: An Examination of Mutual Fund Returns
    The Journal of Business, 1993, 66, (1), 47-68 Downloads View citations (150)

1992

  1. The Persistence of Mutual Fund Performance
    Journal of Finance, 1992, 47, (5), 1977-84 Downloads View citations (110)

1989

  1. Adverse Risk Incentives and the Design of Performance-Based Contracts
    Management Science, 1989, 35, (7), 807-822 Downloads View citations (34)
    See also Working Paper
  2. Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings
    The Journal of Business, 1989, 62, (3), 393-416 Downloads View citations (221)
    See also Working Paper
  3. Signalling and the Pricing of New Issues
    Journal of Finance, 1989, 44, (2), 393-420 Downloads View citations (142)

1988

  1. A Put Option Paradox
    Journal of Financial and Quantitative Analysis, 1988, 23, (01), 23-26 Downloads View citations (3)

1987

  1. The Relation between Mean-Variance Efficiency and Arbitrage Pricing
    The Journal of Business, 1987, 60, (1), 97-112 Downloads View citations (25)

1985

  1. Approximate Factor Structures: Interpretations and Implications for Empirical Tests
    Journal of Finance, 1985, 40, (5), 1367-73 Downloads View citations (5)
  2. Market Power in a Securities Market with Endogenous Information
    The Quarterly Journal of Economics, 1985, 100, (4), 1143-1167 Downloads View citations (9)

1984

  1. The valuation effects of stock splits and stock dividends
    Journal of Financial Economics, 1984, 13, (4), 461-490 Downloads View citations (89)

1983

  1. Factor pricing in a finite economy
    Journal of Financial Economics, 1983, 12, (4), 497-507 Downloads View citations (20)
 
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