Mark Grinblatt
Mark Grinblatt | |
---|---|
Nationality | American |
Alma mater | Yale University |
Occupation | Academic Author |
Years active | Since 1981 |
Employer | UCLA |
Known for | Behavioral finance Portfolio performance evaluation |
Website | Grinblatt at UCLA |
Mark Grinblatt is the Japan Alumni Chair in International Finance at the UCLA Anderson School of Management, where he has been on the faculty since 1981. Professor Grinblatt's interests include asset pricing, bond markets, capital budgeting, derivatives, fixed-income securities, mutual funds, portfolio performance evaluation, behavioral finance, and the stock market.
Papers
Grinblatt is the co-author of the following most cited papers, ranked from most to least cited. His 2000 paper,What Makes Investors Trade? won an Amundi Smith Breeden Prizes distinguished paper award.[1]
Year | Study |
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2000 | What Makes Investors Trade?[2] |
2004 | Prospect Theory, Mental Accounting, and Momentum[3] |
1984 | The Valuation Effects of Stock Splits and Stock Dividends[4] |
2006 | Sensation Seeking, Overconfidence, and Trading Activity[5] |
2002 | An Analytic Solution for Interest Rate Swap Spreads[6] |
2002 | The Disposition Effect and Momentum[7] |
2010 | IQ and Stock Market Participation[8] |
2000 | Distance, Language, and Culture Bias: The Role of Investor Sophistication[9] |
Books
- M. Grinblatt; D. Hillier; S. Titman (2012). Financial Markets and Corporate Strategy: European Edition (2nd edition). Burr-Ridge, IL.: McGraw-Hill/Irwin. p. 936. ISBN 978-0077129422.
- M.Grinblatt (2007). Stephen A. Ross, Mentor: Influence through Generations. Burr-Ridge, IL.: McGraw-Hill/Irwin. ISBN 978-0073365374.
- M.Grinblatt; S. Titman (1998). Financial Markets and Corporate Strategy (2nd edition). Burr-Ridge, IL.: McGraw-Hill/Irwin. p. 912. ISBN 978-0072294330.
- M.Grinblatt; S. Titman (1998). Solutions Manual to Accompany Financial Markets and Corporate Strategy (2nd edition). Burr-Ridge, IL.: McGraw-Hill/Irwin. p. 136. ISBN 978-0072294347.
See also
References
- ↑ "Amundi Smith Breeden Prizes". American Finance Association. Retrieved December 17, 2015.
- ↑ Grinblatt, Mark; Keloharju, Matti (2000). What Makes Investors Trade?. Yale ICF Working Paper No. 00-02: SSRN.
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: CS1 maint: location (link) - ↑ Han, Bing; Grinblatt, Mark (2004). Prospect Theory, Mental Accounting, and Momentum. Yale ICF Working Paper No. 00-71: SSRN.
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: CS1 maint: location (link) - ↑ The Valuation Effects of Stock Splits and Stock Dividends. Journal of Financial Economics (JFE), Vol. 13, No. 4, 1984: SSRN. 1984.
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: CS1 maint: location (link) - ↑ Sensation Seeking, Overconfidence, and Trading Activity. NBER Working Paper No. w12223: SSRN. 2006.
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: CS1 maint: location (link) - ↑ An Analytic Solution for Interest Rate Swap Spread. Yale ICF Working Paper No. 02-02: SSRN. 2002.
{{cite book}}
: CS1 maint: location (link) - ↑ The Disposition Effect and Momentum. NBER Working Paper No. w8734: SSRN. 2002.
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: CS1 maint: location (link) - ↑ Grinblatt, Mark; Keloharju, Matti; Linnainmaa, Juhani T. (2010). IQ and Stock Market Participation. Journal of Finance, Forthcoming: SSRN.
- ↑ Distance, Language, and Culture Bias: The Role of Investor Sophistication. Yale ICF Working Paper No. 00-04: SSRN. 2000.
{{cite book}}
: CS1 maint: location (link)
External links
- Home page
- Author page, Academic search (beta)
- Mark Grinblatt : Citation Profile, CitEc
- Authors page, SSRN