| Year |
Citation |
Score |
| 2020 |
Bartram SM, Grinblatt M, Nozawa Y. Book-to-Market, Mispricing, and the Cross-Section of Corporate Bond Returns National Bureau of Economic Research. DOI: 10.3386/W27655 |
0.5 |
|
| 2020 |
Grinblatt M, Jostova G, Petrasek L, Philipov A. Style and Skill: Hedge Funds, Mutual Funds, and Momentum Management Science. DOI: 10.2139/Ssrn.2712050 |
0.488 |
|
| 2020 |
Bartram SM, Grinblatt M. Global Market Inefficiencies Journal of Financial Economics. DOI: 10.2139/Ssrn.2540216 |
0.509 |
|
| 2020 |
Grinblatt M, Wan K. State pricing, effectively complete markets, and corporate finance Journal of Corporate Finance. 60: 101542. DOI: 10.1016/J.Jcorpfin.2019.101542 |
0.387 |
|
| 2018 |
Grinblatt M, Saxena K. Improving Factor Models The Journal of Portfolio Management. 44: 74-88. DOI: 10.3905/Jpm.2018.44.6.074 |
0.32 |
|
| 2018 |
Grinblatt M, Saxena K. When Factors Do Not Span Their Basis Portfolios Journal of Financial and Quantitative Analysis. 53: 2335-2354. DOI: 10.2139/Ssrn.2788387 |
0.404 |
|
| 2017 |
Bartram SM, Grinblatt M. Agnostic Fundamental Analysis Works Journal of Financial Economics. 128: 125-147. DOI: 10.1016/J.Jfineco.2016.11.008 |
0.515 |
|
| 2016 |
Grinblatt M, Ikäheimo S, Keloharju M, Knüpfer S. IQ and mutual fund choice Management Science. 62: 924-944. DOI: 10.2139/Ssrn.2021957 |
0.362 |
|
| 2012 |
Grinblatt M, Keloharju M, Linnainmaa JT. IQ, trading behavior, and performance Journal of Financial Economics. 104: 339-362. DOI: 10.1016/J.Jfineco.2011.05.016 |
0.688 |
|
| 2011 |
Grinblatt M, Linnainmaa JT. Jensen's Inequality, Parameter Uncertainty, and Multi-Period Investment The Review of Asset Pricing Studies. 1: 1-34. DOI: 10.2139/Ssrn.1629189 |
0.653 |
|
| 2011 |
Grinblatt M, Keloharju M, Linnainmaa J. IQ and Stock Market Participation Journal of Finance. 66: 2121-2164. DOI: 10.1111/J.1540-6261.2011.01701.X |
0.688 |
|
| 2009 |
Grinblatt M, Keloharju M. Sensation seeking, overconfidence, and trading activity Journal of Finance. 64: 549-578. DOI: 10.1111/J.1540-6261.2009.01443.X |
0.45 |
|
| 2008 |
Grinblatt M, Keloharju M, Ikäheimo S. Social influence and consumption: Evidence from the automobile purchases of neighbors Review of Economics and Statistics. 90: 735-753. DOI: 10.2139/Ssrn.995855 |
0.321 |
|
| 2008 |
Grinblatt M, Liu J. Debt policy, corporate taxes, and discount rates Journal of Economic Theory. 141: 225-254. DOI: 10.2139/Ssrn.349060 |
0.389 |
|
| 2005 |
Grinblatt M, Han B. Prospect theory, mental accounting, and momentum Journal of Financial Economics. 78: 311-339. DOI: 10.2139/Ssrn.288466 |
0.46 |
|
| 2004 |
Grinblatt M, Keloharju M, Ikaheimo S. Interpersonal Effects in Consumption: Evidence from the Automobile Purchases of Neighbors The Finance. DOI: 10.3386/W10226 |
0.386 |
|
| 2004 |
Grinblatt M, Keloharju M. Tax-loss trading and wash sales Journal of Financial Economics. 71: 51-76. DOI: 10.1016/S0304-405X(03)00180-6 |
0.43 |
|
| 2004 |
Grinblatt M, Moskowitz TJ. Predicting stock price movements from past returns: The role of consistency and tax-loss selling Journal of Financial Economics. 71: 541-579. DOI: 10.1016/S0304-405X(03)00176-4 |
0.483 |
|
| 2002 |
Grinblatt M, Han B. The Disposition Effect and Momentum The Finance. DOI: 10.3386/W8734 |
0.546 |
|
| 2002 |
Grinblatt M, Moskowitz TJ. What Do We Really Know About the Cross-Sectional Relation between Past and Expected Returns? National Bureau of Economic Research. DOI: 10.2139/Ssrn.296643 |
0.449 |
|
| 2002 |
Chowdhry B, Grinblatt M, Levine D. Information aggregation, security design, and currency swaps Journal of Political Economy. 110: 609-633. DOI: 10.1086/339717 |
0.42 |
|
| 2001 |
Grinblatt M. An Analytic Solution for Interest Rate Swap Spreads International Review of Finance. 2: 113-149. DOI: 10.2139/Ssrn.6460 |
0.306 |
|
| 2001 |
Grinblatt M, Keloharju M. What makes investors trade? Journal of Finance. 56: 589-616. DOI: 10.2139/Ssrn.228801 |
0.485 |
|
| 2001 |
Grinblatt M, Keloharju M. How distance, language, and culture influence stockholdings and trades Journal of Finance. 56: 1053-1073. DOI: 10.1111/0022-1082.00355 |
0.371 |
|
| 2000 |
Grinblatt M, Longstaff FA. Financial innovation and the role of derivative securities: An empirical analysis of the treasury strips program Journal of Finance. 55: 1415-1436. DOI: 10.1111/0022-1082.00252 |
0.488 |
|
| 2000 |
Grinblatt M, Keloharju M. The investment behavior and performance of various investor types: A study of Finland's unique data set Journal of Financial Economics. 55: 43-67. DOI: 10.1016/S0304-405X(99)00044-6 |
0.44 |
|
| 1999 |
Grinblatt M, Moskowitz TJ. The Cross Section Of Expected Returns And Its Relation To Past Returns: New Evidence The Finance. DOI: 10.2139/Ssrn.188608 |
0.335 |
|
| 1999 |
Moskowitz TJ, Grinblatt M. Do industries explain momentum? Journal of Finance. 54: 1249-1290. DOI: 10.1111/0022-1082.00146 |
0.442 |
|
| 1997 |
Brown SJ, Goetzmann WN, Grinblatt M. Positive Portfolio Factors National Bureau of Economic Research. DOI: 10.2139/Ssrn.79373 |
0.318 |
|
| 1997 |
Daniel K, Grinblatt M, Titman S, Wermers R. Measuring mutual fund performance with characteristic-based benchmarks Journal of Finance. 52: 1035-1058. DOI: 10.1111/J.1540-6261.1997.Tb02724.X |
0.43 |
|
| 1996 |
Grinblatt M, Jegadeesh N. Relative pricing of Eurodollar futures and forward contracts Journal of Finance. 51: 1499-1522. DOI: 10.1111/J.1540-6261.1996.Tb04077.X |
0.468 |
|
| 1995 |
Grinblatt M, Titman S. Chapter 19 Performance evaluation Handbooks in Operations Research and Management Science. 9: 581-609. DOI: 10.1016/S0927-0507(05)80063-5 |
0.362 |
|
| 1994 |
Grinblatt M, Titman S. A Study of Monthly Mutual Fund Returns and Performance Evaluation Techniques Journal of Financial and Quantitative Analysis. 29: 419-444. DOI: 10.2307/2331338 |
0.39 |
|
| 1993 |
Grinblatt M, Titman S. Performance Measurement without Benchmarks: An Examination of Mutual Fund Returns The Journal of Business. 66: 47-68. DOI: 10.1086/296593 |
0.405 |
|
| 1992 |
Grinblatt M, Titman S. The Persistence of Mutual Fund Performance Journal of Finance. 47: 1977-1984. DOI: 10.1111/J.1540-6261.1992.Tb04692.X |
0.385 |
|
| 1989 |
Grinblatt M, Titman S. Adverse risk incentives and the design of performance-bases contracts Management Science. 35: 807-822. DOI: 10.1287/Mnsc.35.7.807 |
0.414 |
|
| 1989 |
GRINBLATT M, HWANG CY. Signalling and the Pricing of New Issues The Journal of Finance. 44: 393-420. DOI: 10.1111/J.1540-6261.1989.Tb05063.X |
0.423 |
|
| 1989 |
Grinblatt M, Titman S. Portfolio Performance Evaluation: Old Issues and New Insights Review of Financial Studies. 2: 393-421. DOI: 10.1093/Rfs/2.3.393 |
0.429 |
|
| 1989 |
Grinblatt M, Titman SD. Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings The Journal of Business. 62: 393-416. DOI: 10.1086/296468 |
0.368 |
|
| 1988 |
Grinblatt M, Johnson H. A Put Option Paradox Journal of Financial and Quantitative Analysis. 23: 23-26. DOI: 10.2307/2331021 |
0.423 |
|
| 1987 |
Grinblatt M, Titman S. How clients can win the gaming game The Journal of Portfolio Management. 13: 14-20. DOI: 10.3905/Jpm.1987.409114 |
0.394 |
|
| 1987 |
Grinblatt M, Titman S. The Relation between Mean-Variance Efficiency and Arbitrage Pricing The Journal of Business. 60: 97-112. DOI: 10.1086/296387 |
0.501 |
|
| 1985 |
Grinblatt MS, Ross SA. Market power in a securities market with endogenous information Quarterly Journal of Economics. 100: 1143-1167. DOI: 10.2307/1885678 |
0.33 |
|
| 1985 |
GRINBLATT M, TITMAN S. Approximate Factor Structures: Interpretations and Implications for Empirical Tests The Journal of Finance. 40: 1367-1373. DOI: 10.1111/J.1540-6261.1985.Tb02388.X |
0.375 |
|
| 1984 |
Grinblatt MS, Masulis RW, Titman S. The valuation effects of stock splits and stock dividends Journal of Financial Economics. 13: 461-490. DOI: 10.1016/0304-405X(84)90011-4 |
0.413 |
|
| 1983 |
Grinblatt M, Titman S. Factor pricing in a finite economy Journal of Financial Economics. 12: 497-507. DOI: 10.1016/0304-405X(83)90046-6 |
0.44 |
|
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