Mark Grinblatt

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Mark Grinblatt
MarkGrinblatt.jpg
NationalityAmerican
Alma materYale University
OccupationAcademic
Author
Years activeSince 1981
EmployerUCLA
WebsiteGrinblatt 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
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, and S. Titman (2012). Financial Markets and Corporate Strategy: European Edition (2nd edition). Burr-Ridge, IL.: McGraw-Hill/Irwin. p. 936. ISBN 978-0077129422.CS1 maint: multiple names: authors list (link)
  • M.Grinblatt (2007). Stephen A. Ross, Mentor: Influence through Generations. Burr-Ridge, IL.: McGraw-Hill/Irwin. ISBN 978-0073365374.
  • M.Grinblatt and S. Titman (1998). Financial Markets and Corporate Strategy (2nd edition). Burr-Ridge, IL.: McGraw-Hill/Irwin. p. 912. ISBN 978-0072294330.
  • M.Grinblatt and 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

  1. "Amundi Smith Breeden Prizes". American Finance Association. Retrieved December 17, 2015.
  2. Grinblatt, Mark and Keloharju, Matti, (2000). What Makes Investors Trade?. Yale ICF Working Paper No. 00-02: SSRN.CS1 maint: extra punctuation (link) CS1 maint: multiple names: authors list (link) CS1 maint: location (link)
  3. Han, Bing and Grinblatt, Mark (2004). Prospect Theory, Mental Accounting, and Momentum. Yale ICF Working Paper No. 00-71: SSRN.CS1 maint: multiple names: authors list (link) CS1 maint: location (link)
  4. The Valuation Effects of Stock Splits and Stock Dividends. Journal of Financial Economics (JFE), Vol. 13, No. 4, 1984: SSRN. 1984.CS1 maint: location (link)
  5. Sensation Seeking, Overconfidence, and Trading Activity. NBER Working Paper No. w12223: SSRN. 2006.CS1 maint: location (link)
  6. An Analytic Solution for Interest Rate Swap Spread. Yale ICF Working Paper No. 02-02: SSRN. 2002.CS1 maint: location (link)
  7. The Disposition Effect and Momentum. NBER Working Paper No. w8734: SSRN. 2002.CS1 maint: location (link)
  8. Grinblatt, Mark and Keloharju, Matti and Linnainmaa, Juhani T., (2010). IQ and Stock Market Participation. Journal of Finance, Forthcoming: SSRN.CS1 maint: extra punctuation (link) CS1 maint: multiple names: authors list (link)
  9. Distance, Language, and Culture Bias: The Role of Investor Sophistication. Yale ICF Working Paper No. 00-04: SSRN. 2000.CS1 maint: location (link)

External links