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Mark Grinblatt

Global rank #1803 97%

Institution: University of California-Los Angeles (UCLA)

Primary Field: Finance (weighted toward more recent publications)

First Publication: 1983

Most Recent: 2012

RePEc ID: pgr231 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 0.00 0.00 0.00
Last 10 Years 0.00 0.00 0.00 0.00 0.00
All Time 2.35 16.76 2.01 0.00 44.91

Publication Statistics

Raw Publications 23
Coauthorship-Adjusted Count 21.20

Publications (23)

Year Article Journal Tier Authors
2012 IQ, trading behavior, and performance Journal of Financial Economics A 3
2011 IQ and Stock Market Participation Journal of Finance A 3
2009 Sensation Seeking, Overconfidence, and Trading Activity Journal of Finance A 2
2008 Debt policy, corporate taxes, and discount rates Journal of Economic Theory A 2
2008 Social Influence and Consumption: Evidence from the Automobile Purchases of Neighbors Review of Economics and Statistics A 3
2005 Prospect theory, mental accounting, and momentum Journal of Financial Economics A 2
2004 Tax-loss trading and wash sales Journal of Financial Economics A 2
2004 Predicting stock price movements from past returns: the role of consistency and tax-loss selling Journal of Financial Economics A 2
2002 Information Aggregation, Security Design, and Currency Swaps Journal of Political Economy S 3
2001 What Makes Investors Trade? Journal of Finance A 2
2001 How Distance, Language, and Culture Influence Stockholdings and Trades Journal of Finance A 2
2000 Financial Innovation and the Role of Derivative Securities: An Empirical Analysis of the Treasury STRIPS Program Journal of Finance A 2
2000 The investment behavior and performance of various investor types: a study of Finland's unique data set Journal of Financial Economics A 2
1999 Do Industries Explain Momentum? Journal of Finance A 2
1996 Relative Pricing of Eurodollar Features and Forward Contracts. Journal of Finance A 2
1995 Momentum Investment Strategies, Portfolio Performance, and Herding: A Study of Mutual Fund Behavior. American Economic Review S 3
1994 A Study of Monthly Mutual Fund Returns and Performance Evaluation Techniques Journal of Financial and Quantitative Analysis B 2
1992 The Persistence of Mutual Fund Performance. Journal of Finance A 2
1988 A Put Option Paradox Journal of Financial and Quantitative Analysis B 2
1985 Approximate Factor Structures: Interpretations and Implications for Empirical Tests. Journal of Finance A 2
1985 Market Power in a Securities Market with Endogenous Information Quarterly Journal of Economics S 2
1984 The valuation effects of stock splits and stock dividends Journal of Financial Economics A 3
1983 Factor pricing in a finite economy Journal of Financial Economics A 2