Author Page for Mark Grinblatt

AEA 2010 Atlanta Meetings Paper, CRSP Working Paper, Western Finance Association 2010 Meetings Paper, Journal of Finance, Forthcoming, Chicago Booth Research Paper No. 09-27

Number of pages: 56 Posted: 02 Aug 2009 Last Revised: 23 Jan 2011

Mark Grinblatt, Matti Keloharju and Juhani T. Linnainmaa

University of California, Los Angeles (UCLA) - Finance Area, Aalto University - School of Business and Dartmouth College - Tuck School of Business

Downloads 3,798 (5,074)

Citation 86

Abstract:

4.

Positive Portfolio Factors

Yale School of Management Working Paper No. F-57

Number of pages: 22 Posted: 23 Apr 1998

Stephen J. Brown, William N. Goetzmann and Mark Grinblatt

New York University - Stern School of Business, Yale School of Management - International Center for Finance and University of California, Los Angeles (UCLA) - Finance Area

Downloads 3,389 (6,035)

Abstract:

Positive Portfolio Factors

NBER Working Paper No. w6412

Number of pages: 19 Posted: 20 Sep 2000 Last Revised: 09 Jan 2022

Stephen J. Brown, William N. Goetzmann and Mark Grinblatt

New York University - Stern School of Business, Yale School of Management - International Center for Finance and University of California, Los Angeles (UCLA) - Finance Area

Downloads 126 (384,244)

Abstract:

5.

What Makes Investors Trade?

Number of pages: 32 Posted: 10 Jul 2000

Mark Grinblatt and Matti Keloharju

University of California, Los Angeles (UCLA) - Finance Area and Aalto University - School of Business

Downloads 2,926 (7,754)

Citation 99

Abstract:

6.

The Valuation Effects of Stock Splits and Stock Dividends

Journal of Financial Economics (JFE), Vol. 13, No. 4, 1984

Number of pages: 36 Posted: 21 Jun 2007

Mark Grinblatt, Ronald W. Masulis and Sheridan Titman

University of California, Los Angeles (UCLA) - Finance Area, University of New South Wales, Sydney and University of Texas at Austin - Department of Finance

Downloads 2,388 (10,665)

Citation 14

Abstract:

7.

IQ, Trading Behavior, and Performance

Journal of Financial Economics, Forthcoming, CRSP Working Paper, AFA 2010 Atlanta Meetings Paper, EFA 2010 Frankfurt Meetings Paper, Chicago Booth Research Paper No. 09-33

Number of pages: 65 Posted: 20 Mar 2009 Last Revised: 17 Nov 2011

Mark Grinblatt, Matti Keloharju and Juhani T. Linnainmaa

University of California, Los Angeles (UCLA) - Finance Area, Aalto University - School of Business and Dartmouth College - Tuck School of Business

Downloads 2,304 (11,323)

Citation 43

Abstract:

8.

An Analytic Solution for Interest Rate Swap Spreads

Number of pages: 45 Posted: 21 Jan 2002

Mark Grinblatt

University of California, Los Angeles (UCLA) - Finance Area

Downloads 2,115 (12,968)

Citation 23

Abstract:

9.

Global Market Inefficiencies

Journal of Financial Economics, Vol. 139 (1), January 2021, 234–259.

Number of pages: 69 Posted: 02 Aug 2017 Last Revised: 30 Aug 2021

Söhnke M. Bartram and Mark Grinblatt

University of Warwick and University of California, Los Angeles (UCLA) - Finance Area

Downloads 990 (39,889)

Abstract:

Global Market Inefficiencies

Journal of Financial Economics, Vol. 139 (1), January 2021, 234–259.

Number of pages: 69 Posted: 20 Dec 2014 Last Revised: 30 Aug 2021

Söhnke M. Bartram and Mark Grinblatt

University of Warwick and University of California, Los Angeles (UCLA) - Finance Area

Downloads 614 (75,559)

Abstract:

Global Market Inefficiencies

Journal of Financial Economics, Vol. 139 (1), January 2021, 234–259.

Number of pages: 69 Posted: 14 Jul 2017 Last Revised: 30 Aug 2021

Söhnke M. Bartram and Mark Grinblatt

University of Warwick and University of California, Los Angeles (UCLA) - Finance Area

Downloads 217 (241,170)

Abstract:

Global Market Inefficiencies

Journal of Financial Economics, Vol. 139 (1), January 2021, 234–259.

Number of pages: 69 Posted: 01 Aug 2018 Last Revised: 30 Aug 2021

Söhnke M. Bartram and Mark Grinblatt

University of Warwick and University of California, Los Angeles (UCLA) - Finance Area

Downloads 169 (302,301)

Citation 1

Abstract:

Global Market Inefficiencies

CEPR Discussion Paper No. DP14232

Number of pages: 61 Posted: 14 Jan 2020

Söhnke M. Bartram and Mark Grinblatt

University of Warwick and University of California, Los Angeles (UCLA) - Finance Area

Downloads 1 (1,096,556)

Citation 17

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Abstract:

Global Market Inefficiencies

Journal of Financial Economics, Vol. 139 (1), January 2021, 234–259.

Posted: 09 Aug 2017 Last Revised: 30 Aug 2021

Söhnke M. Bartram and Mark Grinblatt

University of Warwick and University of California, Los Angeles (UCLA) - Finance Area

Downloads 0 (232,367)

Citation 1

Abstract:

10.

Style and Skill: Hedge Funds, Mutual Funds, and Momentum

Downloads 1,824 (16,380)

Citation 4

2

Style and Skill: Hedge Funds, Mutual Funds, and Momentum

Number of pages: 47 Posted: 08 Jan 2016 Last Revised: 11 Jan 2020

Mark Grinblatt, Gergana Jostova, Lubomir Petrasek and Alexander Philipov

University of California, Los Angeles (UCLA) - Finance Area, George Washington University - Department of Finance, Board of Governors of the Federal Reserve System and George Mason University - Department of Finance

Downloads 1,824 (16,104)

Citation 4

Abstract:

Style and Skill: Hedge Funds, Mutual Funds, and Momentum

Management Science, Forthcoming

Posted: 29 Jan 2020

Mark Grinblatt, Gergana Jostova, Lubomir Petrasek and Alexander Philipov

University of California, Los Angeles (UCLA) - Finance Area, George Washington University - Department of Finance, Board of Governors of the Federal Reserve System and George Mason University - Department of Finance

Abstract:

11.

The Cross Section of Expected Returns and its Relation to Past Returns: New Evidence

Number of pages: 42 Posted: 20 Oct 1999

Mark Grinblatt, Tobias J. Moskowitz and Tobias J. Moskowitz

University of California, Los Angeles (UCLA) - Finance Area and Yale University, Yale SOMAQR Capital

Downloads 1,718 (17,976)

Citation 22

Abstract:

12.

Distance, Language, and Culture Bias: The Role of Investor Sophistication

Number of pages: 27 Posted: 31 May 2000

Mark Grinblatt and Matti Keloharju

University of California, Los Angeles (UCLA) - Finance Area and Aalto University - School of Business

Downloads 1,444 (23,411)

Citation 24

Abstract:

13.

What Do We Really Know About the Cross-Sectional Relation Between Past and Expected Returns?

Number of pages: 50 Posted: 25 Jan 2002

Mark Grinblatt, Tobias J. Moskowitz and Tobias J. Moskowitz

University of California, Los Angeles (UCLA) - Finance Area and Yale University, Yale SOMAQR Capital

Downloads 1,124 (33,782)

Abstract:

14.

Agnostic Fundamental Analysis Works

Journal of Financial Economics, Vol. 128 (1), April 2018, 125–147.

Number of pages: 56 Posted: 30 Jun 2016 Last Revised: 30 Aug 2021

Söhnke M. Bartram and Mark Grinblatt

University of Warwick and University of California, Los Angeles (UCLA) - Finance Area

Downloads 1,005 (39,620)

Citation 35

Abstract:

15.

Analyst Bias and Mispricing

Downloads 997 (40,083)

Citation 3

2

Analyst Bias and Mispricing

7th Miami Behavioral Finance Conference 2016

Number of pages: 53 Posted: 02 Sep 2015 Last Revised: 29 Mar 2023

Mark Grinblatt, Gergana Jostova and Alexander Philipov

University of California, Los Angeles (UCLA) - Finance Area, George Washington University - Department of Finance and George Mason University - Department of Finance

Downloads 982 (40,318)

Citation 3

Abstract:

Analyst Bias and Mispricing

NBER Working Paper No. w31094

Number of pages: 53 Posted: 03 Apr 2023 Last Revised: 18 Jun 2023

Mark Grinblatt, Gergana Jostova and Alexander Philipov

University of California, Los Angeles (UCLA) - Finance Area, George Washington University - Department of Finance and George Mason University - Department of Finance

Downloads 15 (966,079)

Add to Cart

Abstract:

16.

The Disposition Effect and Momentum

NBER Working Paper No. w8734

Number of pages: 45 Posted: 24 Jan 2002 Last Revised: 15 May 2022

Bing Han and Mark Grinblatt

University of Toronto, Rotman School of Management and University of California, Los Angeles (UCLA) - Finance Area

Downloads 801 (54,486)

Citation 1

Abstract:

17.

Jensen's Inequality, Parameter Uncertainty, and Multi-Period Investment

Chicago Booth Research Paper No. 10-22, CRSP Working Paper

Number of pages: 48 Posted: 23 Jun 2010 Last Revised: 02 Nov 2010

Mark Grinblatt and Juhani T. Linnainmaa

University of California, Los Angeles (UCLA) - Finance Area and Dartmouth College - Tuck School of Business

Downloads 774 (56,843)

Citation 2

Abstract:

18.

Book-to-Market, Mispricing, and the Cross-Section of Corporate Bond Returns

Downloads 667 (68,947)

Citation 2

3

Book-to-Market, Mispricing, and the Cross-Section of Corporate Bond Returns

WBS Finance Group Research Paper

Number of pages: 82 Posted: 13 Oct 2020 Last Revised: 14 Aug 2023

Söhnke M. Bartram, Mark Grinblatt and Yoshio Nozawa

University of Warwick, University of California, Los Angeles (UCLA) - Finance Area and University of Toronto

Downloads 629 (73,336)

Abstract:

Book-to-Market, Mispricing, and the Cross-Section of Corporate Bond Returns

NBER Working Paper No. w27655

Number of pages: 63 Posted: 10 Aug 2020 Last Revised: 26 Jul 2023

Söhnke M. Bartram, Mark Grinblatt and Yoshio Nozawa

University of Warwick, University of California, Los Angeles (UCLA) - Finance Area and University of Toronto

Downloads 25 (865,772)

Citation 2

Abstract:

Book-to-Market, Mispricing, and the Cross-Section of Corporate Bond Returns

WBS Finance Group Research Paper

Number of pages: 82 Posted: 11 Oct 2020 Last Revised: 14 Aug 2023

Söhnke M. Bartram, Mark Grinblatt and Yoshio Nozawa

University of Warwick, University of California, Los Angeles (UCLA) - Finance Area and University of Toronto

Downloads 13 (987,631)

Abstract:

19.

Tax-Loss Trading and Wash Sales

Downloads 566 (84,711)

Citation 29

2

Tax-Loss Trading and Wash Sales

Number of pages: 41 Posted: 22 Aug 2000

Mark Grinblatt and Matti Keloharju

University of California, Los Angeles (UCLA) - Finance Area and Aalto University - School of Business

Downloads 486 (101,153)

Abstract:

Tax-Loss Trading and Wash Sales

NBER Working Paper No. w8745

Number of pages: 38 Posted: 24 Jan 2002 Last Revised: 29 Nov 2022

Mark Grinblatt and Matti Keloharju

University of California, Los Angeles (UCLA) - Finance Area and Aalto University - School of Business

Downloads 80 (526,305)

Citation 10

Abstract:

20.

IQ and Mutual Fund Choice

AFA 2013 San Diego Meetings Paper, San Diego Jan. 4-6, 2013

Number of pages: 57 Posted: 15 Mar 2012 Last Revised: 16 May 2013

Mark Grinblatt, Seppo Ikaheimo, Seppo Ikaheimo, Matti Keloharju and Samuli Knüpfer

University of California, Los Angeles (UCLA) - Finance Area, Aalto UniversityAalto University - Department of Accounting and Finance, Aalto University - School of Business and Aalto University School of Business

Downloads 562 (85,452)

Citation 20

Abstract:

21.

Interpersonal Effects in Consumption: Evidence from the Automobile Purchases of Neighbors

Downloads 404 (126,977)

Citation 3

2

Interpersonal Effects in Consumption: Evidence from the Automobile Purchases of Neighbors

Number of pages: 49 Posted: 13 Apr 2004

Mark Grinblatt, Matti Keloharju, Seppo Ikaheimo and Seppo Ikaheimo

University of California, Los Angeles (UCLA) - Finance Area, Aalto University - School of Business and Aalto UniversityAalto University - Department of Accounting and Finance

Downloads 341 (152,107)

Abstract:

Interpersonal Effects in Consumption: Evidence from the Automobile Purchases of Neighbors

NBER Working Paper No. w10226

Number of pages: 42 Posted: 23 Jan 2004 Last Revised: 18 Apr 2022

Mark Grinblatt, Matti Keloharju, Seppo Ikaheimo and Seppo Ikaheimo

University of California, Los Angeles (UCLA) - Finance Area, Aalto University - School of Business and Aalto UniversityAalto University - Department of Accounting and Finance

Downloads 63 (602,584)

Abstract:

22.

Debt Policy, Corporate Taxes, and Discount Rates

Downloads 388 (132,927)

Citation 8

2

Debt Policy, Corporate Taxes, and Discount Rates

UCLA Finance Working Paper No. 14-02

Number of pages: 34 Posted: 13 Jun 2003

Mark Grinblatt and Jun Liu

University of California, Los Angeles (UCLA) - Finance Area and University of California, San Diego (UCSD) - Rady School of Management

Downloads 306 (170,756)

Citation 1

Abstract:

Debt Policy, Corporate Taxes, and Discount Rates

NBER Working Paper No. w9353

Number of pages: 35 Posted: 21 Nov 2002 Last Revised: 24 Jul 2022

Mark Grinblatt and Jun Liu

University of California, Los Angeles (UCLA) - Finance Area and University of California, San Diego (UCSD) - Rady School of Management

Downloads 82 (518,469)

Citation 1

Abstract:

23.

Information Aggregation, Security Design, and Currency Swaps

Downloads 354 (147,149)

Citation 2

3

Information Aggregation, Security Design, and Currency Swaps

Yale ICF Working Paper No. 00-73

Number of pages: 31 Posted: 04 Feb 2002

Mark Grinblatt, Bhagwan Chowdhry, David K. Levine and David K. Levine

University of California, Los Angeles (UCLA) - Finance Area, UCLA Anderson and Washington University in St. Louis - Department of EconomicsEuropean University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)

Downloads 310 (168,478)

Abstract:

Information Aggregation, Security Design and Currency Swaps

NBER Working Paper No. w8746

Number of pages: 30 Posted: 11 Feb 2004 Last Revised: 29 Nov 2022

Bhagwan Chowdhry, Mark Grinblatt, David K. Levine and David K. Levine

UCLA Anderson, University of California, Los Angeles (UCLA) - Finance Area and Washington University in St. Louis - Department of EconomicsEuropean University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)

Downloads 44 (714,197)

Citation 1

Abstract:

Information Aggregation, Security Design, and Currency Swaps

Posted: 20 Jun 2002

Bhagwan Chowdhry, Mark Grinblatt, David K. Levine and David K. Levine

UCLA Anderson, University of California, Los Angeles (UCLA) - Finance Area and Washington University in St. Louis - Department of EconomicsEuropean University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)

Abstract:

24.

Sensation Seeking, Overconfidence, and Trading Activity

NBER Working Paper No. w12223

Number of pages: 33 Posted: 25 May 2006 Last Revised: 26 Dec 2022

Mark Grinblatt and Matti Keloharju

University of California, Los Angeles (UCLA) - Finance Area and Aalto University - School of Business

Downloads 297 (177,326)

Citation 37

Abstract:

25.

Are Mutual Fund Fees Competitive? What IQ-Related Behavior Tells Us

Number of pages: 33 Posted: 17 Mar 2008

Mark Grinblatt, Seppo Ikaheimo, Seppo Ikaheimo and Matti Keloharju

University of California, Los Angeles (UCLA) - Finance Area, Aalto UniversityAalto University - Department of Accounting and Finance and Aalto University - School of Business

Downloads 277 (190,533)

Citation 4

Abstract:

26.

Social Influence and Consumption: Evidence from the Automobile Purchases of Neighbors

Downloads 174 (294,972)

Citation 42

2

Social Influence and Consumption: Evidence from the Automobile Purchases of Neighbors

Number of pages: 53 Posted: 22 Jun 2007

Mark Grinblatt, Matti Keloharju, Seppo Ikaheimo and Seppo Ikaheimo

University of California, Los Angeles (UCLA) - Finance Area, Aalto University - School of Business and Aalto UniversityAalto University - Department of Accounting and Finance

Downloads 174 (294,793)

Citation 42

Abstract:

Social Influence and Consumption: Evidence from the Automobile Purchases of Neighbors

Review of Economics and Statistics, Forthcoming

Posted: 18 Oct 2007

Mark Grinblatt, Matti Keloharju, Seppo Ikaheimo and Seppo Ikaheimo

University of California, Los Angeles (UCLA) - Finance Area, Aalto University - School of Business and Aalto UniversityAalto University - Department of Accounting and Finance

Abstract:

27.

What Do We Really Know About the Cross-Sectional Relation between Past and Expected Returns?

NBER Working Paper No. w8744

Number of pages: 49 Posted: 24 Jan 2002 Last Revised: 29 Nov 2022

Mark Grinblatt, Tobias J. Moskowitz and Tobias J. Moskowitz

University of California, Los Angeles (UCLA) - Finance Area and Yale University, Yale SOMAQR Capital

Downloads 127 (380,538)

Abstract:

28.

State Pricing, Effectively Complete Markets, and Corporate Finance

Journal of Corporate Finance, Forthcoming

Number of pages: 23 Posted: 14 Nov 2019

Mark Grinblatt and Kam-Ming Wan

University of California, Los Angeles (UCLA) - Finance Area and Hanken School of Economics

Downloads 52 (650,091)

Citation 2

Abstract:

29.

When Factors Don't Span Their Basis Portfolios

Journal of Financial and Quantitative Analysis, 2018

Posted: 05 Jun 2016 Last Revised: 02 Feb 2019

Mark Grinblatt and Konark Saxena

University of California, Los Angeles (UCLA) - Finance Area and University of New South Wales

Abstract:

30.

Signalling and the Pricing of New Issues

University of Illinois at Urbana-Champaign's Academy for Entrepreneurial Leadership Historical Research Reference in Entrepreneurship

Posted: 17 Nov 2009

Mark Grinblatt and Chuan-Yang Hwang

University of California, Los Angeles (UCLA) - Finance Area and Nanyang Business School, Nanyang Technological University

Abstract:

31.

The Investment Behavior and Performance of Various Investor Types: A Study of Finland's Unique Data Set

Posted: 13 Sep 2001

Mark Grinblatt and Matti Keloharju

University of California, Los Angeles (UCLA) - Finance Area and Aalto University - School of Business

Abstract:

32.

The Relative Pricing of Eurodollar Futures and Forward Contracts

Posted: 16 Sep 1999

Narasimhan Jegadeesh and Mark Grinblatt

Emory University - Department of Finance and University of California, Los Angeles (UCLA) - Finance Area

Abstract:

33.

Momentum Investment Strategies, Portfolio Performance, and Herding: A Study of Mutual Fund Behavior

Posted: 07 Sep 1999

Mark Grinblatt, Sheridan Titman and Russ Wermers

University of California, Los Angeles (UCLA) - Finance Area, University of Texas at Austin - Department of Finance and University of Maryland - Robert H. Smith School of Business

Abstract:

34.

Financial Innovation and the Role of Derivative Securities: An Empirical Analysis of the Treasury Strips Program

Working Paper 1-96

Posted: 01 Jul 1998

Mark Grinblatt and Francis A. Longstaff

University of California, Los Angeles (UCLA) - Finance Area and University of California, Los Angeles (UCLA) - Finance Area

Mark Grinblatt

University of California, Los Angeles (UCLA) - Finance Area

Professor of Finance

Yale University - International Center for Finance

Fellow

National Bureau of Economic Research (NBER)

Director

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Scholarly Papers (34)

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Global Market Inefficiencies

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Analyst Bias and Mispricing

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