“Global Market Inefficiencies,” (with S. Bartram), 2021 Journal of Financial Economics, 139, 2021 (1), 234-259.
“State Pricing, Effectively Complete Markets, and Corporate Finance” (with K.M. Wan), January 2020, Journal of Corporate Finance 60, 101542.
“Style and Skill: Hedge Funds, Mutual Funds, and Momentum,” (with G. Jostova, Petrosek, A. Philipov), 2020, Management Science, 66, 5505–5531.
“When Factors Don’t Span their Basis Portfolios” (with K. Saxena), 2018, Journal of Financial and Quantitative Analysis, 53 (6), pp. 2335-2354, lead article.
“Improving Factor Models,” (with K. Saxena), 2018 Journal of Portfolio Management, 44(6), pp.74-88.
Mark Grinblatt , S. Ikaheimo, M. Keloharju and S. Kupfer. (2016). IQ and Mutual Fund Choice. Management Science 62 (6), pp. 924-944.
Mark Grinblatt, E. Castle, N. Eisenberger, T. Seeman, W. Moons, I. Boggero, and S. Taylor. (2012). Neural and Behavioral Bases of Age Differences in Perceptions of Trust. Proceedings of the National Academy of Sciences, 109 (51), pp. 20848-20852.
Mark Grinblatt, M. Keloharju and J. Linnainmaa. (2012). IQ, Trading Behavior, and Performance. Journal of Financial Economics, 104, pp. 339-369.
Mark Grinblatt, M. Keloharju and J. Linnainmaa. (2011). IQ and Stock Market Participation. The Journal of Finance, 66 (6), pp 2119-2164.
Mark Grinblatt and J. Linnainmaa. (2011). Jensen's Inequality, Parameter Uncertainty, and Multi-period Investment. Review of Asset Pricing Studies, 1 (1), pp 1-34.
Mark Grinblatt and M. Keloharju. (2009). Sensation Seeking, Overconfidence, and Trading Activity. The Journal of Finance, 64 (2), pp 549-578.
Mark Grinblatt and J. Liu. (2008). Debt Policy, Corporate Taxes, and Discount Rates. Journal of Economic Theory, 141 (1), pp 225-254.
Mark Grinblatt, M. Keloharju and S. Ikaheimo. (2008). Social Influence and Consumption: Evidence from the Automobile Purchases of Neighbors. Review of Economics and Statistics, 90 (4), pp 735-753.
Mark Grinblatt and B. Han. (2005). Prospect Theory, Mental Accounting, and Momentum. Journal of Financial Economics, 78 (2), pp 311-339.
Mark Grinblatt and T. Moskowitz. (2004). Predicting Stock Price Movements from Past Returns: The Role of Consistency and Tax Loss Selling. Journal of Financial Economics, 71 (3), pp 541-579.
Mark Grinblatt and M. Keloharju. (2004). Tax-loss Trading and Wash Sales. Journal of Financial Economics, 71 (1), pp 51-76.
Mark Grinblatt and M. Keloharju. (2001). How Distance, Language and Culture Influence Stockholdings and Trade. The Journal of Finance, 56 (3), pp 1053-1073.
Mark Grinblatt and M. Keloharju. (2001). What Makes Investors Trade?. The Journal of Finance, 56 (2), pp 589-616.
Mark Grinblatt, B. Chowdhry and D. Levine. (2002). Information Aggregation, Security Design, and Currency Swaps. Journal of Political Economy, 110 (3), pp 609-633.
Mark Grinblatt. (2001). An Analytic Solution for Interest Rate Swap Spreads. International Review of Finance, 2 (3), pp 113-149.
Mark Grinblatt and F. Longstaff. (2000). Financial Innovation and the Role of Derivative Securities: An Empirical Analysis of the Treasury Strips Program. The Journal of Finance, 55 (3), pp 1415-1436.
Mark Grinblatt and M. Keloharju. (2000). The Investment Behavior and Performance of Various Investor-Types: A Study of Finland's Unique Data Set. Journal of Financial Economics, 55 (1), pp 43-67.
Mark Grinblatt and N. Jegadeesh. (2000). Futures vs. Forward Prices: Implications for Swap Pricing and Derivatives Valuation. Advanced Fixed-Income Valuation Tools for Professionals, pp. 58-79.
Mark Grinblatt and T. Moskowitz. (1999). Do Industries Explain Momentum?. The Journal of Finance, 54(4), pp. 1249-1290.
Mark Grinblatt and D. Keim. (1999). Stock Splits and Stock Returns for OTC Stocks: The Effects of Investor Trading and Bid-Ask Spreads on Ex-Date Returns. Security Market Imperfections in World Wide Equity Markets, pp. 276-293.
Mark Grinblatt, K. Daniel, S. Titman, and R. Wermers. (1997). Measuring Mutual Fund Performance with Characteristic-Based Benchmarks. The Journal of Finance, 52(3), pp. 1035-1058.
Mark Grinblatt and N. Jegadeesh. (1996). The Relative Pricing of Eurodollar Futures and Forward Contracts. The Journal of Finance, 51(4), pp. 1499-1522.
Mark Grinblatt, S. Titman and R. Werners. (1995). Momentum Investment Strategies, Portfolio Performance, and Herding: A Study of Mutual Fund Behavior. American Economic Review, 85 (5), pp. 1088-1105.