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 0 5 854
An Analytic Solution for Interest Rate Swap Spreads 0 0 0 221 0 0 0 713
An Analytic Solution for Interest Rate Swap Spreads 0 0 0 11 1 1 1 72
Analyst Bias and Mispricing 0 0 3 18 0 0 10 33
Book-to-Market, Mispricing, and the Cross-Section of Corporate Bond Returns 0 0 2 32 0 3 7 94
Debt Policy, Corporate Taxes, and Discount Rates 0 0 0 5 0 1 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 0 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 2 3 19 895
Do Industries Explain Momentum? 0 0 0 0 1 2 8 725
Information Aggregation, Currency Swaps, and the Design of Derivative Securities 0 0 0 2 0 0 1 90
Information Aggregation, Currency Swaps, and the Design of Derivative Securities 0 0 0 341 0 2 3 1,151
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 2 1,883
Interpersonal Effects in Consumption: Evidence from the Automobile Purchases of Neighbors 0 0 0 6 0 0 0 56
Monetary Policy Predicts Currency Movements 0 9 16 16 1 9 20 20
Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings 0 0 0 7 0 0 4 987
Portfolio Performance Evaluation: Old Issues and New Insights 0 0 0 1 0 0 3 1,442
Positive Portfolio Factors 0 1 1 141 0 3 4 470
Positive Portfolio Factors 0 0 0 32 0 1 1 153
Positive Portfolio Factors 0 0 0 124 0 1 2 399
Sensation Seeking, Overconfidence, and Trading Activity 0 0 0 241 3 4 8 918
Signalling and the Pricing of Unseasoned New Issues 0 0 0 0 1 1 6 289
Signalling and the Pricing of Unseasoned New Issues 0 0 0 1 3 8 26 538
Tax Loss Trading and Wash Sales 0 0 0 1 0 0 2 42
Tax-Loss Trading and Wash Sales 0 0 0 76 0 1 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 4 0 0 1 41
The Cross Section of Expected Returns and its Relation to Past Returns: New Evidence 0 0 0 251 0 0 0 565
The Disposition Effect and Momentum 0 0 0 10 0 2 4 151
The Disposition Effect and Momentum 0 0 0 90 0 0 5 320
The Disposition Effect and Momentum 0 0 1 201 0 1 2 650
The Disposition Effect and Momentum 0 0 0 783 0 3 17 3,053
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 0 102 0 0 0 464
What Do We Really Know About the Cross-Sectional Relation Between Past and Expected Returns? 0 0 0 16 0 0 0 135
What Makes Investors Trade? 0 1 3 352 0 2 7 879
Total Working Papers 0 11 28 3,803 13 50 178 21,851


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 0 4 16 409 2 10 46 1,089
Adverse Risk Incentives and the Design of Performance-Based Contracts 0 0 2 57 0 0 6 146
An Analytic Solution for Interest Rate Swap Spreads 1 1 1 60 2 5 6 243
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 2 2 3 315
Do Industries Explain Momentum? 2 7 28 631 5 15 78 2,158
Factor pricing in a finite economy 0 0 0 167 0 1 1 450
Financial Innovation and the Role of Derivative Securities: An Empirical Analysis of the Treasury STRIPS Program 0 0 2 220 0 0 6 663
How Distance, Language, and Culture Influence Stockholdings and Trades 1 3 25 305 3 9 56 1,153
IQ and Stock Market Participation 0 0 7 148 0 1 17 443
IQ, trading behavior, and performance 1 1 9 232 4 6 32 895
Information Aggregation, Security Design, and Currency Swaps 0 0 1 51 1 1 2 403
Market Power in a Securities Market with Endogenous Information 0 0 0 64 2 4 6 171
Momentum Investment Strategies, Portfolio Performance, and Herding: A Study of Mutual Fund Behavior 1 4 13 1,836 5 15 57 5,556
Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings 3 9 37 1,465 17 28 99 4,407
Performance Measurement without Benchmarks: An Examination of Mutual Fund Returns 2 6 22 2,199 6 15 50 5,885
Predicting stock price movements from past returns: the role of consistency and tax-loss selling 1 1 3 366 2 5 20 1,099
Prospect theory, mental accounting, and momentum 1 4 6 578 3 7 22 1,675
Relative Pricing of Eurodollar Features and Forward Contracts 0 2 3 122 1 3 6 488
Sensation Seeking, Overconfidence, and Trading Activity 3 4 6 336 6 13 30 1,175
Social Influence and Consumption: Evidence from the Automobile Purchases of Neighbors 0 0 1 132 0 1 9 500
Tax-loss trading and wash sales 0 0 0 50 0 3 5 308
The Persistence of Mutual Fund Performance 1 2 6 564 1 3 15 1,436
The Relation between Mean-Variance Efficiency and Arbitrage Pricing 0 0 2 145 0 2 4 416
The investment behavior and performance of various investor types: a study of Finland's unique data set 0 0 5 940 0 3 21 2,257
The valuation effects of stock splits and stock dividends 0 1 12 709 0 1 26 2,173
What Makes Investors Trade? 0 0 6 222 7 13 41 687
Total Journal Articles 17 49 213 12,097 69 166 666 36,328


Statistics updated 2025-06-06