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Economics and Finance

D-Index
45
Citations
33751
World Ranking
1691
National Ranking
995

Overview

Mark Grinblatt is affiliated with the University of California, Los Angeles in the United States. Their research primarily focuses on the field of Economics, Econometrics, and Finance, with a strong emphasis on Finance and Accounting subfields. Their work also intersects with Management Science and Operations Research as well as General Economics and Econometrics.

Their research covers a range of main topics, including:

  • Financial Markets and Investment Strategies
  • Banking stability, regulation, efficiency
  • Credit Risk and Financial Regulations
  • Corporate Finance and Governance
  • Auditing, Earnings Management, Governance
  • Forecasting Techniques and Applications
  • Monetary Policy and Economic Impact

Mark Grinblatt has contributed to a number of publications, with research appearing frequently in the SSRN Electronic Journal. Other notable publication venues include the Journal of Financial Economics, Management Science, and the Journal of Financial and Quantitative Analysis.

Some of their recent papers include:

  • "Global market inefficiencies," 2020, Journal of Financial Economics
  • "Style and Skill: Hedge Funds, Mutual Funds, and Momentum," 2020, Management Science
  • "Book-to-Market, Mispricing, and the Cross-Section of Corporate Bond Returns," 2020, SSRN Electronic Journal
  • "Book-to-Market, Mispricing, and the Cross Section of Corporate Bond Returns," 2024, Journal of Financial and Quantitative Analysis
  • "Analyst Bias and Mispricing," 2023, SSRN Electronic Journal

Throughout their career, Mark Grinblatt has collaborated frequently with several co-authors. Prominent among these are Söhnke M. Bartram, Gergana Jostova, Alexander Philipov, Yoshio Nozawa, and Yan Xu.

Best Publications

  • Measuring mutual fund performance with characteristic-based benchmarks

    Kent Daniel;Mark Grinblatt;Sheridan Titman;Russ Wermers

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

    Mark Grinblatt;Sheridan Titman;Russell Wermers

  • The investment behavior and performance of various investor types: a study of Finland's unique data set

    Mark Grinblatt;Matti Keloharju

  • Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings

    Mark Grinblatt;Sheridan Titman

  • How Distance, Language, and Culture Influence Stockholdings and Trades

    Mark Grinblatt;Matti Keloharju

  • Signalling and the Pricing of New Issues

    Mark Grinblatt;Chuan Yang Hwang

  • Do Industries Explain Momentum

    Tobias J. Moskowitz;Mark Grinblatt

  • What Makes Investors Trade

    Mark Grinblatt;Matti Keloharju

  • The Persistence of Mutual Fund Performance

    Mark Grinblatt;Sheridan Titman

  • Prospect theory, mental accounting, and momentum

    Mark Grinblatt;Bing Han

  • PERFORMANCE-MEASUREMENT WITHOUT BENCHMARKS - AN EXAMINATION OF MUTUAL FUND RETURNS

    Mark Grinblatt;Sheridan Titman

  • The Valuation Effects of Stock Splits and Stock Dividends

    Mark S. Grinblatt;Ronald W. Masulis;Sheridan Titman

  • Sensation Seeking, Overconfidence, and Trading Activity

    Mark Grinblatt;Matti Keloharju

  • IQ and stock market participation

    Mark Grinblatt;Matti Keloharju;Juhani Linnainmaa

  • A Study of Monthly Mutual Fund Returns and Performance Evaluation Techniques

    Mark Grinblatt;Sheridan Titman

  • Portfolio Performance Evaluation: Old Issues and New Insights

    Mark Grinblatt;Sheridan Titman

  • Predicting stock price movements from past returns: The role of consistency and tax-loss selling

    Mark Grinblatt;Tobias J. Moskowitz

  • Financial markets and corporate strategy

    David Hillier;Mark Grinblatt;Sheridan Titman

  • IQ, trading behavior, and performance

    Mark Grinblatt;Matti Keloharju;Matti Keloharju;Juhani T. Linnainmaa

  • Adverse risk incentives and the design of performance-bases contracts

    Mark Grinblatt;Sheridan Titman

  • Prospect Theory, Mental Accounting, and Momentum

    Bing Han;Mark Grinblatt;Mark Grinblatt;Mark Grinblatt

  • The investment behavior and performance of various investor types

    M. Grinblatt;Matti Keloharju

Frequent Co-Authors

Matti Keloharju
Matti Keloharju Aalto University
Sheridan Titman
Sheridan Titman The University of Texas at Austin
Söhnke M. Bartram
Söhnke M. Bartram University of Warwick
Tobias J. Moskowitz
Tobias J. Moskowitz Yale University
William N. Goetzmann
William N. Goetzmann Yale University
David K. Levine
David K. Levine Royal Holloway University of London
Russ Wermers
Russ Wermers University of Maryland, College Park
Francis A. Longstaff
Francis A. Longstaff University of California, Los Angeles
Stephen J. Brown
Stephen J. Brown New York University
Narasimhan Jegadeesh
Narasimhan Jegadeesh Emory University

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