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Mark Grinblatt

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This is information that was supplied by Mark Grinblatt in registering through RePEc. If you are Mark Grinblatt , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Mark
Middle Name:
Last Name: Grinblatt
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RePEc Short-ID: pgr231

Email: [This author has chosen not to make the email address public]
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Affiliation

Anderson Graduate School of Management
University of California-Los Angeles (UCLA)
Location: Los Angeles, California (United States)
Homepage: http://www.anderson.ucla.edu/
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Fax:
Postal: 110 Westwood Plaza, Los Angeles, CA. 90095
Handle: RePEc:edi:aguclus (more details at EDIRC)

Works

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Working papers

  1. Mark Grinblatt & Matti Keloharju, 2006. "Sensation Seeking, Overconfidence, and Trading Activity," NBER Working Papers 12223, National Bureau of Economic Research, Inc.
  2. Mark Grinblatt & Matti Keloharju & Seppo Ikaheimo, 2004. "Interpersonal Effects in Consumption: Evidence from the Automobile Purchases of Neighbors," NBER Working Papers 10226, National Bureau of Economic Research, Inc.
  3. Mark Grinblatt & Jun Liu, 2002. "Debt Policy, Corporate Taxes, and Discount Rates," NBER Working Papers 9353, National Bureau of Economic Research, Inc.
  4. Mark Grinblatt & Bhagwan Chowdhry & David Levine, 2002. "Information Aggregation, Security Design, and Currency Swaps," Yale School of Management Working Papers ysm38, Yale School of Management.
  5. Mark Grinblatt & Tobias J. Moskowitz, 2002. "What Do We Really Know About the Cross-Sectional Relation Between Past and Expected Returns?," NBER Working Papers 8744, National Bureau of Economic Research, Inc.
  6. Mark Grinblatt, 2002. "An Analytic Solution for Interest Rate Swap Spreads," Yale School of Management Working Papers ysm39, Yale School of Management.
  7. Bing NMI1 Han & Mark Grinblatt, 2001. "The Disposition Effect and Momentum," Yale School of Management Working Papers ysm239, Yale School of Management.
  8. Bhagwan Chowdhry & Mark Grinblatt & David K Levine, 2001. "Information Aggregation, Currency Swaps, and the Design of Derivative Securities," Levine's Working Paper Archive 2106, David K. Levine.
  9. Mark Grinblatt & Matti Keloharju, 2000. "What Makes Investors Trade?," Yale School of Management Working Papers ysm146, Yale School of Management, revised 01 Nov 2001.
  10. Mark Grinblatt & Matti Keloharju, 2000. "Distance, Language, and Culture Bias: The Role of Investor Sophistication," Yale School of Management Working Papers ysm142, Yale School of Management, revised 01 Nov 2001.
  11. Mark Grinblatt & Matti Keloharju, 2000. "Tax-Loss Trading and Wash Sales," Yale School of Management Working Papers ysm148, Yale School of Management, revised 01 Nov 2002.
  12. Mark Grinblatt & Tobias Moskowitz, 1999. "The Cross Section Of Expected Returns And Its Relation To Past Returns: New Evidence," Yale School of Management Working Papers ysm127, Yale School of Management, revised 01 Mar 2001.
  13. Stephen Brown & William Goetzmann & Mark Grinblatt, 1998. "Positive Portfolio Factors," Yale School of Management Working Papers ysm87, Yale School of Management, revised 01 Apr 2008.
  14. Tobias J. Moskowitz & Mark Grinblatt, . "Do Industries Explain Momentum?," CRSP working papers 352, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
  15. Mark Grinblatt & Sheridan Titman, . "Portfolio Performance Evaluation: Old Issues and New Insights," Rodney L. White Center for Financial Research Working Papers 22-88, Wharton School Rodney L. White Center for Financial Research.
  16. Mark Grinblatt & Sheridan Titman, . "Adverse Risk Incentives and the Design of Performance-Based Contracts," Rodney L. White Center for Financial Research Working Papers 21-88, Wharton School Rodney L. White Center for Financial Research.
  17. Mark Grinblatt & Sheridan Titman, . "Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings," Rodney L. White Center for Financial Research Working Papers 23-88, Wharton School Rodney L. White Center for Financial Research.
  18. Mark Grinblatt & Chuan Yang Hwang, . "Signalling and the Pricing of Unseasoned New Issues," Rodney L. White Center for Financial Research Working Papers 1-89, Wharton School Rodney L. White Center for Financial Research.

Articles

  1. Mark Grinblatt & Matti Keloharju, 2009. "Sensation Seeking, Overconfidence, and Trading Activity," Journal of Finance, American Finance Association, vol. 64(2), pages 549-578, 04.
  2. Grinblatt, Mark & Liu, Jun, 2008. "Debt policy, corporate taxes, and discount rates," Journal of Economic Theory, Elsevier, vol. 141(1), pages 225-254, July.
  3. Mark Grinblatt & Matti Keloharju & Seppo Ikäheimo, 2008. "Social Influence and Consumption: Evidence from the Automobile Purchases of Neighbors," The Review of Economics and Statistics, MIT Press, vol. 90(4), pages 735-753, November.
  4. Grinblatt, Mark & Han, Bing, 2005. "Prospect theory, mental accounting, and momentum," Journal of Financial Economics, Elsevier, vol. 78(2), pages 311-339, November.
  5. Grinblatt, Mark & Keloharju, Matti, 2004. "Tax-loss trading and wash sales," Journal of Financial Economics, Elsevier, vol. 71(1), pages 51-76, January.
  6. Grinblatt, Mark & Moskowitz, Tobias J., 2004. "Predicting stock price movements from past returns: the role of consistency and tax-loss selling," Journal of Financial Economics, Elsevier, vol. 71(3), pages 541-579, March.
  7. Bhagwan Chowdhry & Mark Grinblatt & David Levine, 2002. "Information Aggregation, Security Design, and Currency Swaps," Journal of Political Economy, University of Chicago Press, vol. 110(3), pages 609-633, June.
  8. Mark Grinblatt, 2001. "What Makes Investors Trade?," Journal of Finance, American Finance Association, vol. 56(2), pages 589-616, 04.
  9. Mark Grinblatt, 2001. "An Analytic Solution for Interest Rate Swap Spreads," International Review of Finance, International Review of Finance Ltd., vol. 2(3), pages 113-149.
  10. Mark Grinblatt, 2001. "How Distance, Language, and Culture Influence Stockholdings and Trades," Journal of Finance, American Finance Association, vol. 56(3), pages 1053-1073, 06.
  11. Mark Grinblatt & Francis A. Longstaff, 2000. "Financial Innovation and the Role of Derivative Securities: An Empirical Analysis of the Treasury STRIPS Program," Journal of Finance, American Finance Association, vol. 55(3), pages 1415-1436, 06.
  12. Grinblatt, Mark & Keloharju, Matti, 2000. "The investment behavior and performance of various investor types: a study of Finland's unique data set," Journal of Financial Economics, Elsevier, vol. 55(1), pages 43-67, January.
  13. Tobias J. Moskowitz & Mark Grinblatt, 1999. "Do Industries Explain Momentum?," Journal of Finance, American Finance Association, vol. 54(4), pages 1249-1290, 08.
  14. Grinblatt, Mark & Jegadeesh, Narasimhan, 1996. " Relative Pricing of Eurodollar Features and Forward Contracts," Journal of Finance, American Finance Association, vol. 51(4), pages 1499-1522, September.
  15. Grinblatt, Mark & Titman, Sheridan & Wermers, Russ, 1995. "Momentum Investment Strategies, Portfolio Performance, and Herding: A Study of Mutual Fund Behavior," American Economic Review, American Economic Association, vol. 85(5), pages 1088-1105, December.
  16. Grinblatt, Mark & Titman, Sheridan, 1994. "A Study of Monthly Mutual Fund Returns and Performance Evaluation Techniques," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 29(03), pages 419-444, September.
  17. Grinblatt, Mark & Titman, Sheridan, 1993. "Performance Measurement without Benchmarks: An Examination of Mutual Fund Returns," The Journal of Business, University of Chicago Press, vol. 66(1), pages 47-68, January.
  18. Grinblatt, Mark & Titman, Sheridan, 1992. " The Persistence of Mutual Fund Performance," Journal of Finance, American Finance Association, vol. 47(5), pages 1977-84, December.
  19. Grinblatt, Mark & Titman, Sheridan D, 1989. "Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings," The Journal of Business, University of Chicago Press, vol. 62(3), pages 393-416, July.
  20. Grinblatt, Mark & Hwang, Chuan Yang, 1989. " Signalling and the Pricing of New Issues," Journal of Finance, American Finance Association, vol. 44(2), pages 393-420, June.
  21. Grinblatt, Mark & Johnson, Herb, 1988. "A Put Option Paradox," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 23(01), pages 23-26, March.
  22. Grinblatt, Mark & Titman, Sheridan, 1987. "The Relation between Mean-Variance Efficiency and Arbitrage Pricing," The Journal of Business, University of Chicago Press, vol. 60(1), pages 97-112, January.
  23. Grinblatt, Mark S & Ross, Stephen A, 1985. "Market Power in a Securities Market with Endogenous Information," The Quarterly Journal of Economics, MIT Press, vol. 100(4), pages 1143-67, November.
  24. Grinblatt, Mark & Titman, Sheridan, 1985. " Approximate Factor Structures: Interpretations and Implications for Empirical Tests," Journal of Finance, American Finance Association, vol. 40(5), pages 1367-73, December.
  25. Grinblatt, Mark S. & Masulis, Ronald W. & Titman, Sheridan, 1984. "The valuation effects of stock splits and stock dividends," Journal of Financial Economics, Elsevier, vol. 13(4), pages 461-490, December.
  26. Grinblatt, Mark & Titman, Sheridan, 1983. "Factor pricing in a finite economy," Journal of Financial Economics, Elsevier, vol. 12(4), pages 497-507, December.

NEP Fields

9 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CFN: Corporate Finance (1) 2002-11-28
  2. NEP-DEV: Development (1) 2004-03-22
  3. NEP-FIN: Finance (2) 2004-03-22 2006-05-20
  4. NEP-FMK: Financial Markets (5) 2000-10-05 2002-02-10 2002-02-10 2004-03-22 2006-05-20. Author is listed
  5. NEP-GEO: Economic Geography (1) 2004-01-12
  6. NEP-IFN: International Finance (1) 2002-02-10
  7. NEP-MIC: Microeconomics (1) 2004-01-12
  8. NEP-RMG: Risk Management (1) 2004-03-22
  9. NEP-URE: Urban & Real Estate Economics (1) 2004-01-12

Statistics

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Distinct Works, Weighted by Simple Impact Factor
  3. Number of Distinct Works, Weighted by Recursive Impact Factor
  4. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  5. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  6. Number of Citations
  7. Number of Citations, Discounted by Citation Age
  8. Number of Citations, Weighted by Simple Impact Factor
  9. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  10. Number of Citations, Weighted by Recursive Impact Factor
  11. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  12. Number of Citations, Weighted by Number of Authors
  13. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  14. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  15. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  16. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  17. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  18. h-index
  19. Number of Registered Citing Authors
  20. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  21. Number of Journal Pages, Weighted by Simple Impact Factor
  22. Number of Journal Pages, Weighted by Recursive Impact Factor
  23. Number of Journal Pages, Weighted by Number of Authors
  24. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  25. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  26. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
  27. Breadth of citations across fields
  28. Wu-Index

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