Access Statistics for Mark Grinblatt
Author contact details at EconPapers.
| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Comparison of Measures of Abnormal Performance on a Sample of Monthly Mutual Fund Returns, formerly titled; The Evaluation of Mutual Fund Performance: An Analysis of Monthly Returns |
0 |
0 |
0 |
17 |
0 |
0 |
0 |
48 |
| Adverse Risk Incentives and the Design of Performance-Based Contracts |
0 |
0 |
0 |
0 |
0 |
1 |
5 |
854 |
| An Analytic Solution for Interest Rate Swap Spreads |
0 |
0 |
0 |
11 |
0 |
0 |
0 |
71 |
| An Analytic Solution for Interest Rate Swap Spreads |
0 |
0 |
0 |
221 |
0 |
0 |
0 |
713 |
| Analyst Bias and Mispricing |
0 |
0 |
3 |
18 |
0 |
1 |
11 |
33 |
| Book-to-Market, Mispricing, and the Cross-Section of Corporate Bond Returns |
0 |
1 |
2 |
32 |
0 |
4 |
8 |
94 |
| Debt Policy, Corporate Taxes, and Discount Rates |
0 |
0 |
0 |
137 |
0 |
0 |
0 |
617 |
| Debt Policy, Corporate Taxes, and Discount Rates |
0 |
0 |
0 |
5 |
1 |
1 |
1 |
33 |
| Distance, Language, and Culture Bias: The Role of Investor Sophistication |
0 |
0 |
1 |
152 |
1 |
1 |
2 |
514 |
| Do Benchmarks Matter? Do Measures Matter? A Study of Monthly Mutual Fund Returns |
0 |
0 |
0 |
11 |
0 |
0 |
0 |
32 |
| Do Industries Explain Momentum? |
0 |
0 |
0 |
0 |
1 |
3 |
9 |
724 |
| Do Industries Explain Momentum? |
0 |
0 |
0 |
0 |
0 |
3 |
20 |
893 |
| Information Aggregation, Currency Swaps, and the Design of Derivative Securities |
0 |
0 |
0 |
341 |
0 |
2 |
3 |
1,151 |
| Information Aggregation, Currency Swaps, and the Design of Derivative Securities |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
90 |
| Information Aggregation, Security Design and Currency Swaps |
0 |
0 |
0 |
124 |
0 |
1 |
2 |
977 |
| Information Aggregation, Security Design, and Currency Swaps |
0 |
0 |
0 |
24 |
0 |
1 |
1 |
160 |
| Interpersonal Effects in Consumption: Evidence from the Automobile Purchases of Neighbors |
0 |
0 |
0 |
6 |
0 |
0 |
0 |
56 |
| Interpersonal Effects in Consumption: Evidence from the Automobile Purchases of Neighbors |
0 |
0 |
1 |
184 |
0 |
0 |
1 |
1,882 |
| Monetary Policy Predicts Currency Movements |
2 |
16 |
16 |
16 |
6 |
19 |
19 |
19 |
| Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings |
0 |
0 |
0 |
7 |
0 |
1 |
4 |
987 |
| Portfolio Performance Evaluation: Old Issues and New Insights |
0 |
0 |
0 |
1 |
0 |
0 |
4 |
1,442 |
| Positive Portfolio Factors |
0 |
0 |
0 |
32 |
0 |
1 |
1 |
153 |
| Positive Portfolio Factors |
0 |
0 |
0 |
124 |
1 |
1 |
2 |
399 |
| Positive Portfolio Factors |
1 |
1 |
1 |
141 |
1 |
4 |
4 |
470 |
| Sensation Seeking, Overconfidence, and Trading Activity |
0 |
0 |
0 |
241 |
1 |
1 |
6 |
915 |
| Signalling and the Pricing of Unseasoned New Issues |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
288 |
| Signalling and the Pricing of Unseasoned New Issues |
0 |
0 |
0 |
1 |
3 |
5 |
25 |
535 |
| Tax Loss Trading and Wash Sales |
0 |
0 |
0 |
1 |
0 |
1 |
2 |
42 |
| Tax-Loss Trading and Wash Sales |
0 |
0 |
0 |
76 |
1 |
2 |
3 |
953 |
| Tax-Loss Trading and Wash Sales |
0 |
0 |
0 |
12 |
0 |
0 |
0 |
177 |
| The Cross Section Of Expected Returns And Its Relation To Past Returns: New Evidence |
0 |
0 |
0 |
44 |
0 |
0 |
0 |
199 |
| The Cross Section of Expected Returns and its Relation to Past Returns: New Evidence |
0 |
0 |
0 |
251 |
0 |
0 |
0 |
565 |
| The Cross Section of Expected Returns and its Relation to Past Returns: New Evidence |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
41 |
| The Disposition Effect and Momentum |
0 |
0 |
0 |
90 |
0 |
1 |
5 |
320 |
| The Disposition Effect and Momentum |
0 |
0 |
1 |
201 |
0 |
1 |
2 |
650 |
| The Disposition Effect and Momentum |
0 |
0 |
2 |
783 |
1 |
3 |
21 |
3,053 |
| The Disposition Effect and Momentum |
0 |
0 |
0 |
10 |
1 |
2 |
4 |
151 |
| The Impact of Performance-Based Fees on Pension Fund Management |
0 |
0 |
0 |
10 |
0 |
0 |
1 |
32 |
| The Jensen Measure and Errors in Variables: A Note |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
27 |
| What Do We Really Know About the Cross-Sectional Relation Between Past and Expected Returns? |
0 |
0 |
0 |
16 |
0 |
0 |
0 |
135 |
| What Do We Really Know About the Cross-Sectional Relation Between Past and Expected Returns? |
0 |
0 |
0 |
102 |
0 |
0 |
0 |
464 |
| What Makes Investors Trade? |
0 |
1 |
3 |
352 |
0 |
2 |
8 |
879 |
| Total Working Papers |
3 |
19 |
30 |
3,803 |
18 |
62 |
182 |
21,838 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Put Option Paradox |
0 |
0 |
0 |
11 |
0 |
0 |
2 |
58 |
| A Study of Monthly Mutual Fund Returns and Performance Evaluation Techniques |
1 |
5 |
20 |
409 |
4 |
11 |
50 |
1,087 |
| Adverse Risk Incentives and the Design of Performance-Based Contracts |
0 |
0 |
2 |
57 |
0 |
2 |
6 |
146 |
| An Analytic Solution for Interest Rate Swap Spreads |
0 |
0 |
0 |
59 |
2 |
3 |
5 |
241 |
| Approximate Factor Structures: Interpretations and Implications for Empirical Tests |
0 |
0 |
0 |
24 |
0 |
0 |
0 |
79 |
| Debt policy, corporate taxes, and discount rates |
0 |
0 |
0 |
54 |
0 |
0 |
2 |
313 |
| Do Industries Explain Momentum? |
2 |
9 |
29 |
629 |
5 |
23 |
78 |
2,153 |
| Factor pricing in a finite economy |
0 |
0 |
0 |
167 |
1 |
1 |
1 |
450 |
| Financial Innovation and the Role of Derivative Securities: An Empirical Analysis of the Treasury STRIPS Program |
0 |
0 |
2 |
220 |
0 |
1 |
6 |
663 |
| How Distance, Language, and Culture Influence Stockholdings and Trades |
2 |
5 |
26 |
304 |
3 |
9 |
57 |
1,150 |
| IQ and Stock Market Participation |
0 |
0 |
7 |
148 |
0 |
2 |
17 |
443 |
| IQ, trading behavior, and performance |
0 |
2 |
9 |
231 |
0 |
7 |
36 |
891 |
| Information Aggregation, Security Design, and Currency Swaps |
0 |
0 |
1 |
51 |
0 |
0 |
1 |
402 |
| Market Power in a Securities Market with Endogenous Information |
0 |
0 |
0 |
64 |
1 |
2 |
4 |
169 |
| Momentum Investment Strategies, Portfolio Performance, and Herding: A Study of Mutual Fund Behavior |
2 |
4 |
14 |
1,835 |
6 |
15 |
65 |
5,551 |
| Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings |
4 |
7 |
36 |
1,462 |
6 |
14 |
89 |
4,390 |
| Performance Measurement without Benchmarks: An Examination of Mutual Fund Returns |
2 |
4 |
22 |
2,197 |
5 |
12 |
48 |
5,879 |
| Predicting stock price movements from past returns: the role of consistency and tax-loss selling |
0 |
0 |
4 |
365 |
1 |
5 |
20 |
1,097 |
| Prospect theory, mental accounting, and momentum |
3 |
3 |
5 |
577 |
4 |
5 |
22 |
1,672 |
| Relative Pricing of Eurodollar Features and Forward Contracts |
0 |
2 |
3 |
122 |
0 |
3 |
5 |
487 |
| Sensation Seeking, Overconfidence, and Trading Activity |
1 |
1 |
12 |
333 |
5 |
10 |
37 |
1,169 |
| Social Influence and Consumption: Evidence from the Automobile Purchases of Neighbors |
0 |
0 |
4 |
132 |
1 |
2 |
13 |
500 |
| Tax-loss trading and wash sales |
0 |
0 |
0 |
50 |
2 |
3 |
5 |
308 |
| The Persistence of Mutual Fund Performance |
1 |
1 |
7 |
563 |
1 |
2 |
17 |
1,435 |
| The Relation between Mean-Variance Efficiency and Arbitrage Pricing |
0 |
0 |
2 |
145 |
1 |
2 |
5 |
416 |
| The investment behavior and performance of various investor types: a study of Finland's unique data set |
0 |
0 |
5 |
940 |
1 |
3 |
24 |
2,257 |
| The valuation effects of stock splits and stock dividends |
0 |
2 |
13 |
709 |
0 |
3 |
30 |
2,173 |
| What Makes Investors Trade? |
0 |
0 |
7 |
222 |
2 |
9 |
44 |
680 |
| Total Journal Articles |
18 |
45 |
230 |
12,080 |
51 |
149 |
689 |
36,259 |
|
|
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