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 |
3 |
51 |
| Adverse Risk Incentives and the Design of Performance-Based Contracts |
0 |
0 |
0 |
0 |
2 |
3 |
6 |
859 |
| An Analytic Solution for Interest Rate Swap Spreads |
0 |
0 |
0 |
221 |
2 |
5 |
6 |
719 |
| An Analytic Solution for Interest Rate Swap Spreads |
0 |
0 |
0 |
11 |
1 |
1 |
5 |
76 |
| Analyst Bias and Mispricing |
0 |
1 |
2 |
19 |
4 |
11 |
13 |
44 |
| Book-to-Market, Mispricing, and the Cross-Section of Corporate Bond Returns |
0 |
0 |
1 |
32 |
2 |
4 |
8 |
98 |
| Debt Policy, Corporate Taxes, and Discount Rates |
0 |
0 |
0 |
137 |
1 |
2 |
2 |
619 |
| Debt Policy, Corporate Taxes, and Discount Rates |
0 |
0 |
0 |
5 |
1 |
1 |
2 |
34 |
| Distance, Language, and Culture Bias: The Role of Investor Sophistication |
0 |
0 |
0 |
152 |
1 |
7 |
9 |
522 |
| Do Benchmarks Matter? Do Measures Matter? A Study of Monthly Mutual Fund Returns |
0 |
0 |
0 |
11 |
1 |
1 |
1 |
33 |
| Do Industries Explain Momentum? |
0 |
0 |
0 |
0 |
1 |
3 |
13 |
903 |
| Do Industries Explain Momentum? |
0 |
0 |
0 |
0 |
2 |
7 |
12 |
733 |
| Information Aggregation, Currency Swaps, and the Design of Derivative Securities |
0 |
0 |
0 |
2 |
1 |
1 |
2 |
92 |
| Information Aggregation, Currency Swaps, and the Design of Derivative Securities |
0 |
0 |
0 |
341 |
1 |
2 |
5 |
1,153 |
| Information Aggregation, Security Design and Currency Swaps |
0 |
0 |
0 |
124 |
0 |
2 |
4 |
980 |
| 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 |
7 |
0 |
0 |
1 |
57 |
| Interpersonal Effects in Consumption: Evidence from the Automobile Purchases of Neighbors |
0 |
0 |
0 |
184 |
0 |
3 |
5 |
1,887 |
| Monetary Policy Predicts Currency Movements |
0 |
0 |
18 |
18 |
2 |
5 |
31 |
31 |
| Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings |
0 |
0 |
0 |
7 |
4 |
7 |
10 |
996 |
| Portfolio Performance Evaluation: Old Issues and New Insights |
0 |
0 |
0 |
1 |
1 |
3 |
3 |
1,445 |
| Positive Portfolio Factors |
0 |
0 |
0 |
32 |
0 |
1 |
3 |
155 |
| Positive Portfolio Factors |
0 |
0 |
1 |
141 |
2 |
4 |
9 |
475 |
| Positive Portfolio Factors |
0 |
0 |
0 |
124 |
0 |
3 |
4 |
402 |
| Sensation Seeking, Overconfidence, and Trading Activity |
0 |
0 |
0 |
241 |
5 |
7 |
16 |
928 |
| Signalling and the Pricing of Unseasoned New Issues |
0 |
0 |
0 |
0 |
6 |
8 |
12 |
299 |
| Signalling and the Pricing of Unseasoned New Issues |
0 |
0 |
0 |
1 |
1 |
3 |
17 |
545 |
| Tax Loss Trading and Wash Sales |
0 |
0 |
0 |
1 |
4 |
4 |
6 |
47 |
| Tax-Loss Trading and Wash Sales |
0 |
0 |
0 |
12 |
0 |
3 |
3 |
180 |
| Tax-Loss Trading and Wash Sales |
0 |
0 |
0 |
76 |
9 |
11 |
13 |
964 |
| The Cross Section Of Expected Returns And Its Relation To Past Returns: New Evidence |
0 |
0 |
0 |
44 |
3 |
3 |
5 |
204 |
| The Cross Section of Expected Returns and its Relation to Past Returns: New Evidence |
0 |
0 |
0 |
4 |
1 |
1 |
3 |
44 |
| The Cross Section of Expected Returns and its Relation to Past Returns: New Evidence |
0 |
0 |
0 |
251 |
0 |
1 |
2 |
567 |
| The Disposition Effect and Momentum |
0 |
0 |
0 |
90 |
1 |
1 |
4 |
322 |
| The Disposition Effect and Momentum |
0 |
0 |
1 |
784 |
4 |
14 |
25 |
3,074 |
| The Disposition Effect and Momentum |
0 |
0 |
0 |
201 |
2 |
4 |
6 |
655 |
| The Disposition Effect and Momentum |
0 |
0 |
0 |
10 |
6 |
6 |
11 |
160 |
| The Impact of Performance-Based Fees on Pension Fund Management |
0 |
0 |
0 |
10 |
1 |
1 |
2 |
33 |
| 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 |
102 |
1 |
3 |
3 |
467 |
| What Do We Really Know About the Cross-Sectional Relation Between Past and Expected Returns? |
0 |
0 |
0 |
16 |
2 |
3 |
4 |
139 |
| What Makes Investors Trade? |
0 |
0 |
2 |
353 |
4 |
8 |
15 |
890 |
| Total Working Papers |
0 |
1 |
26 |
3,809 |
79 |
157 |
305 |
22,069 |
| 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 |
5 |
8 |
65 |
| A Study of Monthly Mutual Fund Returns and Performance Evaluation Techniques |
1 |
2 |
9 |
413 |
3 |
10 |
32 |
1,105 |
| Adverse Risk Incentives and the Design of Performance-Based Contracts |
0 |
0 |
1 |
58 |
2 |
4 |
7 |
151 |
| An Analytic Solution for Interest Rate Swap Spreads |
0 |
0 |
1 |
60 |
2 |
7 |
15 |
253 |
| 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 |
3 |
3 |
9 |
322 |
| Do Industries Explain Momentum? |
6 |
10 |
37 |
655 |
15 |
48 |
117 |
2,239 |
| Factor pricing in a finite economy |
0 |
0 |
0 |
167 |
1 |
3 |
5 |
454 |
| Financial Innovation and the Role of Derivative Securities: An Empirical Analysis of the Treasury STRIPS Program |
0 |
2 |
3 |
223 |
1 |
4 |
9 |
669 |
| How Distance, Language, and Culture Influence Stockholdings and Trades |
2 |
6 |
20 |
317 |
8 |
18 |
40 |
1,178 |
| IQ and Stock Market Participation |
0 |
1 |
3 |
151 |
9 |
17 |
22 |
463 |
| IQ, trading behavior, and performance |
1 |
3 |
8 |
236 |
39 |
59 |
83 |
965 |
| Information Aggregation, Security Design, and Currency Swaps |
0 |
0 |
1 |
51 |
0 |
2 |
6 |
407 |
| Market Power in a Securities Market with Endogenous Information |
0 |
0 |
0 |
64 |
2 |
4 |
11 |
178 |
| Momentum Investment Strategies, Portfolio Performance, and Herding: A Study of Mutual Fund Behavior |
2 |
4 |
15 |
1,845 |
10 |
24 |
60 |
5,595 |
| Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings |
2 |
6 |
26 |
1,479 |
9 |
23 |
91 |
4,454 |
| Performance Measurement without Benchmarks: An Examination of Mutual Fund Returns |
1 |
1 |
12 |
2,203 |
4 |
6 |
41 |
5,902 |
| Predicting stock price movements from past returns: the role of consistency and tax-loss selling |
0 |
2 |
5 |
370 |
3 |
9 |
22 |
1,113 |
| Prospect theory, mental accounting, and momentum |
0 |
2 |
9 |
583 |
18 |
51 |
73 |
1,738 |
| Relative Pricing of Eurodollar Features and Forward Contracts |
0 |
0 |
3 |
123 |
2 |
3 |
9 |
493 |
| Sensation Seeking, Overconfidence, and Trading Activity |
2 |
2 |
9 |
340 |
13 |
20 |
44 |
1,202 |
| Social Influence and Consumption: Evidence from the Automobile Purchases of Neighbors |
0 |
1 |
3 |
135 |
1 |
6 |
14 |
511 |
| Tax-loss trading and wash sales |
0 |
0 |
0 |
50 |
1 |
1 |
7 |
312 |
| The Persistence of Mutual Fund Performance |
1 |
1 |
5 |
567 |
5 |
9 |
17 |
1,449 |
| The Relation between Mean-Variance Efficiency and Arbitrage Pricing |
0 |
0 |
0 |
145 |
0 |
0 |
2 |
416 |
| The investment behavior and performance of various investor types: a study of Finland's unique data set |
1 |
5 |
5 |
945 |
7 |
19 |
24 |
2,278 |
| The valuation effects of stock splits and stock dividends |
0 |
5 |
8 |
714 |
0 |
6 |
15 |
2,183 |
| What Makes Investors Trade? |
1 |
3 |
8 |
228 |
5 |
11 |
44 |
709 |
| Total Journal Articles |
20 |
56 |
191 |
12,211 |
165 |
372 |
827 |
36,883 |
|
|
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