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 |
2 |
3 |
3 |
51 |
| Adverse Risk Incentives and the Design of Performance-Based Contracts |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
855 |
| An Analytic Solution for Interest Rate Swap Spreads |
0 |
0 |
0 |
221 |
1 |
1 |
1 |
714 |
| An Analytic Solution for Interest Rate Swap Spreads |
0 |
0 |
0 |
11 |
2 |
3 |
4 |
75 |
| Analyst Bias and Mispricing |
0 |
0 |
3 |
18 |
0 |
0 |
6 |
33 |
| Book-to-Market, Mispricing, and the Cross-Section of Corporate Bond Returns |
0 |
0 |
2 |
32 |
0 |
0 |
6 |
94 |
| Debt Policy, Corporate Taxes, and Discount Rates |
0 |
0 |
0 |
5 |
0 |
0 |
1 |
33 |
| Debt Policy, Corporate Taxes, and Discount Rates |
0 |
0 |
0 |
137 |
0 |
0 |
0 |
617 |
| Distance, Language, and Culture Bias: The Role of Investor Sophistication |
0 |
0 |
1 |
152 |
1 |
1 |
3 |
515 |
| 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 |
2 |
5 |
19 |
900 |
| Do Industries Explain Momentum? |
0 |
0 |
0 |
0 |
0 |
1 |
9 |
726 |
| Information Aggregation, Currency Swaps, and the Design of Derivative Securities |
0 |
0 |
0 |
341 |
0 |
0 |
3 |
1,151 |
| Information Aggregation, Currency Swaps, and the Design of Derivative Securities |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
90 |
| Information Aggregation, Security Design and Currency Swaps |
0 |
0 |
0 |
124 |
0 |
0 |
2 |
977 |
| Information Aggregation, Security Design, and Currency Swaps |
0 |
0 |
0 |
24 |
0 |
0 |
1 |
160 |
| Interpersonal Effects in Consumption: Evidence from the Automobile Purchases of Neighbors |
0 |
0 |
1 |
184 |
1 |
1 |
3 |
1,884 |
| Interpersonal Effects in Consumption: Evidence from the Automobile Purchases of Neighbors |
0 |
1 |
1 |
7 |
0 |
1 |
1 |
57 |
| Monetary Policy Predicts Currency Movements |
0 |
2 |
18 |
18 |
0 |
6 |
26 |
26 |
| Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings |
0 |
0 |
0 |
7 |
0 |
1 |
5 |
988 |
| Portfolio Performance Evaluation: Old Issues and New Insights |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
1,442 |
| Positive Portfolio Factors |
0 |
0 |
0 |
32 |
0 |
1 |
2 |
154 |
| Positive Portfolio Factors |
0 |
0 |
1 |
141 |
1 |
1 |
5 |
471 |
| Positive Portfolio Factors |
0 |
0 |
0 |
124 |
0 |
0 |
2 |
399 |
| Sensation Seeking, Overconfidence, and Trading Activity |
0 |
0 |
0 |
241 |
0 |
3 |
10 |
921 |
| Signalling and the Pricing of Unseasoned New Issues |
0 |
0 |
0 |
0 |
0 |
1 |
7 |
290 |
| Signalling and the Pricing of Unseasoned New Issues |
0 |
0 |
0 |
1 |
1 |
3 |
21 |
541 |
| Tax Loss Trading and Wash Sales |
0 |
0 |
0 |
1 |
1 |
1 |
2 |
43 |
| Tax-Loss Trading and Wash Sales |
0 |
0 |
0 |
12 |
0 |
0 |
0 |
177 |
| Tax-Loss Trading and Wash Sales |
0 |
0 |
0 |
76 |
0 |
0 |
2 |
953 |
| The Cross Section Of Expected Returns And Its Relation To Past Returns: New Evidence |
0 |
0 |
0 |
44 |
1 |
2 |
2 |
201 |
| The Cross Section of Expected Returns and its Relation to Past Returns: New Evidence |
0 |
0 |
0 |
4 |
0 |
2 |
2 |
43 |
| The Cross Section of Expected Returns and its Relation to Past Returns: New Evidence |
0 |
0 |
0 |
251 |
0 |
1 |
1 |
566 |
| The Disposition Effect and Momentum |
0 |
0 |
0 |
90 |
0 |
1 |
5 |
321 |
| The Disposition Effect and Momentum |
0 |
1 |
1 |
784 |
2 |
7 |
23 |
3,060 |
| The Disposition Effect and Momentum |
0 |
0 |
0 |
201 |
0 |
1 |
2 |
651 |
| The Disposition Effect and Momentum |
0 |
0 |
0 |
10 |
0 |
3 |
7 |
154 |
| 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 |
1 |
1 |
1 |
136 |
| 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? |
1 |
1 |
4 |
353 |
1 |
3 |
10 |
882 |
| Total Working Papers |
1 |
5 |
32 |
3,808 |
18 |
55 |
201 |
21,906 |
| 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 |
2 |
2 |
4 |
60 |
| A Study of Monthly Mutual Fund Returns and Performance Evaluation Techniques |
1 |
2 |
12 |
411 |
2 |
6 |
36 |
1,095 |
| Adverse Risk Incentives and the Design of Performance-Based Contracts |
1 |
1 |
1 |
58 |
1 |
1 |
4 |
147 |
| An Analytic Solution for Interest Rate Swap Spreads |
0 |
0 |
1 |
60 |
1 |
3 |
8 |
246 |
| 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 |
1 |
4 |
6 |
319 |
| Do Industries Explain Momentum? |
1 |
8 |
32 |
639 |
9 |
22 |
88 |
2,180 |
| Factor pricing in a finite economy |
0 |
0 |
0 |
167 |
0 |
1 |
2 |
451 |
| Financial Innovation and the Role of Derivative Securities: An Empirical Analysis of the Treasury STRIPS Program |
0 |
1 |
1 |
221 |
0 |
2 |
6 |
665 |
| How Distance, Language, and Culture Influence Stockholdings and Trades |
3 |
5 |
26 |
310 |
4 |
6 |
48 |
1,159 |
| IQ and Stock Market Participation |
0 |
1 |
3 |
149 |
0 |
1 |
8 |
444 |
| IQ, trading behavior, and performance |
0 |
1 |
8 |
233 |
0 |
9 |
32 |
904 |
| Information Aggregation, Security Design, and Currency Swaps |
0 |
0 |
1 |
51 |
0 |
2 |
4 |
405 |
| Market Power in a Securities Market with Endogenous Information |
0 |
0 |
0 |
64 |
0 |
3 |
8 |
174 |
| Momentum Investment Strategies, Portfolio Performance, and Herding: A Study of Mutual Fund Behavior |
1 |
3 |
14 |
1,839 |
5 |
11 |
55 |
5,567 |
| Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings |
2 |
6 |
37 |
1,471 |
3 |
20 |
105 |
4,427 |
| Performance Measurement without Benchmarks: An Examination of Mutual Fund Returns |
1 |
2 |
16 |
2,201 |
4 |
7 |
46 |
5,892 |
| Predicting stock price movements from past returns: the role of consistency and tax-loss selling |
0 |
2 |
3 |
368 |
0 |
4 |
21 |
1,103 |
| Prospect theory, mental accounting, and momentum |
0 |
2 |
8 |
580 |
1 |
5 |
24 |
1,680 |
| Relative Pricing of Eurodollar Features and Forward Contracts |
0 |
1 |
4 |
123 |
1 |
2 |
8 |
490 |
| Sensation Seeking, Overconfidence, and Trading Activity |
1 |
2 |
8 |
338 |
4 |
6 |
29 |
1,181 |
| Social Influence and Consumption: Evidence from the Automobile Purchases of Neighbors |
0 |
2 |
3 |
134 |
2 |
4 |
12 |
504 |
| Tax-loss trading and wash sales |
0 |
0 |
0 |
50 |
0 |
3 |
7 |
311 |
| The Persistence of Mutual Fund Performance |
0 |
2 |
6 |
566 |
0 |
4 |
13 |
1,440 |
| The Relation between Mean-Variance Efficiency and Arbitrage Pricing |
0 |
0 |
1 |
145 |
0 |
0 |
3 |
416 |
| The investment behavior and performance of various investor types: a study of Finland's unique data set |
0 |
0 |
2 |
940 |
0 |
1 |
13 |
2,258 |
| The valuation effects of stock splits and stock dividends |
0 |
0 |
7 |
709 |
1 |
3 |
18 |
2,176 |
| What Makes Investors Trade? |
0 |
0 |
5 |
222 |
2 |
7 |
41 |
694 |
| Total Journal Articles |
11 |
41 |
199 |
12,138 |
43 |
139 |
649 |
36,467 |
|
|
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