Mark Grinblatt

28 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0001-9857-6769

UCLA Anderson School of Management and NBER

Publications

• Book-to-Market, Mispricing, and the Cross Section of Corporate Bond Returns — Journal of Financial and Quantitative Analysis 2025
• Global market inefficiencies — Journal of Financial Economics 2021
• Style and Skill: Hedge Funds, Mutual Funds, and Momentum — Management Science 2020
• When Factors Do Not Span Their Basis Portfolios — Journal of Financial and Quantitative Analysis 2018
• Agnostic fundamental analysis works — Journal of Financial Economics 2018
• IQ and Mutual Fund Choice — Management Science 2016
• IQ, trading behavior, and performance⋆ — Journal of Financial Economics 2012
• IQ and Stock Market Participation — The Journal of Finance 2011
• Sensation Seeking, Overconfidence, and Trading Activity — The Journal of Finance 2009
• Prospect theory, mental accounting, and momentum — Journal of Financial Economics 2005
• Predicting stock price movements from past returns: the role of consistency and tax-loss selling — Journal of Financial Economics 2004
• Tax-loss trading and wash sales — Journal of Financial Economics 2004
• Information Aggregation, Security Design, and Currency Swaps — Journal of Political Economy 2002
• What Makes Investors Trade? — The Journal of Finance 2001
• How Distance, Language, and Culture Influence Stockholdings and Trades — The Journal of Finance 2001
• Financial Innovation and the Role of Derivative Securities: An Empirical Analysis of the Treasury STRIPS Program — The Journal of Finance 2000
• The investment behavior and performance of various investor types: a study of Finland's unique data set — Journal of Financial Economics 2000 (name-matched, not ORCID-linked)
• Do Industries Explain Momentum? — The Journal of Finance 1999
• Measuring Mutual Fund Performance with Characteristic-Based Benchmarks — The Journal of Finance 1997
• Relative Pricing of Eurodollar Futures and Forward Contracts — The Journal of Finance 1996
• A Study of Monthly Mutual Fund Returns and Performance Evaluation Techniques — Journal of Financial and Quantitative Analysis 1994
• The Persistence of Mutual Fund Performance — The Journal of Finance 1992
• Signalling and the Pricing of New Issues — The Journal of Finance 1989
• Portfolio Performance Evaluation: Old Issues and New Insights — The Review of Financial Studies 1989
• A Put Option Paradox — Journal of Financial and Quantitative Analysis 1988
• Market Power in a Securities Market with Endogenous Information — The Quarterly Journal of Economics 1985
• Approximate Factor Structures: Interpretations and Implications for Empirical Tests — The Journal of Finance 1985
• Factor pricing in a finite economy — Journal of Financial Economics 1983