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 |
1 |
1 |
1 |
18 |
1 |
1 |
5 |
56 |
| Adverse Risk Incentives and the Design of Performance-Based Contracts |
0 |
0 |
0 |
0 |
0 |
0 |
9 |
865 |
| An Analytic Solution for Interest Rate Swap Spreads |
0 |
0 |
0 |
11 |
0 |
1 |
14 |
89 |
| An Analytic Solution for Interest Rate Swap Spreads |
0 |
0 |
0 |
221 |
0 |
1 |
10 |
724 |
| Analyst Bias and Mispricing |
0 |
0 |
1 |
19 |
0 |
3 |
30 |
63 |
| Book-to-Market, Mispricing, and the Cross-Section of Corporate Bond Returns |
0 |
0 |
0 |
32 |
1 |
2 |
14 |
108 |
| Debt Policy, Corporate Taxes, and Discount Rates |
0 |
0 |
0 |
137 |
0 |
1 |
9 |
626 |
| Debt Policy, Corporate Taxes, and Discount Rates |
0 |
0 |
0 |
5 |
1 |
1 |
8 |
41 |
| Distance, Language, and Culture Bias: The Role of Investor Sophistication |
0 |
0 |
0 |
152 |
0 |
0 |
9 |
524 |
| Do Benchmarks Matter? Do Measures Matter? A Study of Monthly Mutual Fund Returns |
0 |
0 |
0 |
11 |
0 |
0 |
4 |
36 |
| Do Industries Explain Momentum? |
0 |
0 |
0 |
0 |
7 |
19 |
52 |
952 |
| Do Industries Explain Momentum? |
0 |
0 |
0 |
0 |
7 |
14 |
35 |
761 |
| Information Aggregation, Currency Swaps, and the Design of Derivative Securities |
0 |
0 |
0 |
341 |
1 |
1 |
6 |
1,157 |
| Information Aggregation, Currency Swaps, and the Design of Derivative Securities |
0 |
0 |
0 |
2 |
0 |
0 |
12 |
103 |
| Information Aggregation, Security Design and Currency Swaps |
0 |
0 |
0 |
124 |
0 |
1 |
12 |
990 |
| Information Aggregation, Security Design, and Currency Swaps |
0 |
0 |
0 |
24 |
1 |
1 |
6 |
166 |
| Interpersonal Effects in Consumption: Evidence from the Automobile Purchases of Neighbors |
0 |
0 |
0 |
184 |
0 |
1 |
10 |
1,894 |
| Interpersonal Effects in Consumption: Evidence from the Automobile Purchases of Neighbors |
0 |
0 |
0 |
7 |
0 |
0 |
21 |
78 |
| Monetary Policy Predicts Currency Movements |
0 |
2 |
2 |
20 |
1 |
5 |
18 |
44 |
| Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings |
0 |
0 |
0 |
7 |
0 |
1 |
17 |
1,006 |
| Portfolio Performance Evaluation: Old Issues and New Insights |
0 |
0 |
0 |
1 |
1 |
2 |
13 |
1,455 |
| Positive Portfolio Factors |
0 |
0 |
0 |
124 |
0 |
0 |
10 |
409 |
| Positive Portfolio Factors |
0 |
0 |
0 |
141 |
1 |
1 |
13 |
484 |
| Positive Portfolio Factors |
0 |
0 |
0 |
32 |
1 |
1 |
4 |
158 |
| Sensation Seeking, Overconfidence, and Trading Activity |
0 |
0 |
0 |
241 |
2 |
3 |
34 |
955 |
| Signalling and the Pricing of Unseasoned New Issues |
0 |
0 |
0 |
0 |
0 |
2 |
23 |
314 |
| Signalling and the Pricing of Unseasoned New Issues |
0 |
0 |
0 |
1 |
1 |
2 |
17 |
559 |
| Tax Loss Trading and Wash Sales |
0 |
0 |
0 |
1 |
1 |
2 |
13 |
56 |
| Tax-Loss Trading and Wash Sales |
0 |
0 |
0 |
12 |
0 |
0 |
10 |
187 |
| Tax-Loss Trading and Wash Sales |
0 |
0 |
0 |
76 |
2 |
2 |
25 |
978 |
| The Cross Section Of Expected Returns And Its Relation To Past Returns: New Evidence |
0 |
0 |
0 |
44 |
0 |
0 |
9 |
210 |
| The Cross Section of Expected Returns and its Relation to Past Returns: New Evidence |
0 |
0 |
0 |
4 |
0 |
0 |
6 |
49 |
| The Cross Section of Expected Returns and its Relation to Past Returns: New Evidence |
0 |
0 |
0 |
251 |
0 |
0 |
4 |
570 |
| The Disposition Effect and Momentum |
0 |
0 |
0 |
784 |
2 |
5 |
59 |
3,119 |
| The Disposition Effect and Momentum |
1 |
1 |
1 |
91 |
1 |
2 |
18 |
339 |
| The Disposition Effect and Momentum |
0 |
0 |
0 |
10 |
0 |
0 |
14 |
168 |
| The Disposition Effect and Momentum |
0 |
0 |
0 |
201 |
0 |
1 |
13 |
664 |
| The Impact of Performance-Based Fees on Pension Fund Management |
0 |
0 |
0 |
10 |
0 |
0 |
6 |
38 |
| The Jensen Measure and Errors in Variables: A Note |
0 |
0 |
0 |
3 |
0 |
0 |
4 |
31 |
| What Do We Really Know About the Cross-Sectional Relation Between Past and Expected Returns? |
0 |
0 |
0 |
16 |
0 |
0 |
12 |
148 |
| What Do We Really Know About the Cross-Sectional Relation Between Past and Expected Returns? |
0 |
0 |
0 |
102 |
1 |
1 |
13 |
477 |
| What Makes Investors Trade? |
0 |
0 |
0 |
353 |
0 |
1 |
16 |
898 |
| Total Working Papers |
2 |
4 |
5 |
3,813 |
33 |
78 |
637 |
22,549 |
| 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 |
3 |
9 |
69 |
| A Study of Monthly Mutual Fund Returns and Performance Evaluation Techniques |
0 |
0 |
4 |
415 |
1 |
1 |
24 |
1,119 |
| Adverse Risk Incentives and the Design of Performance-Based Contracts |
0 |
1 |
2 |
60 |
0 |
3 |
15 |
162 |
| An Analytic Solution for Interest Rate Swap Spreads |
0 |
0 |
1 |
61 |
0 |
1 |
24 |
270 |
| Approximate Factor Structures: Interpretations and Implications for Empirical Tests |
1 |
1 |
1 |
25 |
2 |
3 |
9 |
88 |
| Debt policy, corporate taxes, and discount rates |
0 |
0 |
0 |
54 |
0 |
2 |
11 |
330 |
| Do Industries Explain Momentum? |
10 |
19 |
56 |
701 |
45 |
143 |
357 |
2,548 |
| Factor pricing in a finite economy |
0 |
0 |
0 |
167 |
2 |
3 |
9 |
460 |
| Financial Innovation and the Role of Derivative Securities: An Empirical Analysis of the Treasury STRIPS Program |
0 |
0 |
4 |
225 |
0 |
3 |
15 |
680 |
| How Distance, Language, and Culture Influence Stockholdings and Trades |
0 |
0 |
11 |
322 |
3 |
6 |
52 |
1,212 |
| IQ and Stock Market Participation |
0 |
2 |
7 |
157 |
2 |
9 |
57 |
503 |
| IQ, trading behavior, and performance |
1 |
1 |
8 |
241 |
9 |
19 |
209 |
1,115 |
| Information Aggregation, Security Design, and Currency Swaps |
1 |
1 |
1 |
52 |
1 |
2 |
15 |
420 |
| Market Power in a Securities Market with Endogenous Information |
0 |
0 |
1 |
65 |
0 |
1 |
10 |
184 |
| Momentum Investment Strategies, Portfolio Performance, and Herding: A Study of Mutual Fund Behavior |
1 |
5 |
12 |
1,853 |
9 |
30 |
115 |
5,686 |
| Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings |
0 |
0 |
16 |
1,489 |
3 |
10 |
83 |
4,514 |
| Performance Measurement without Benchmarks: An Examination of Mutual Fund Returns |
1 |
4 |
16 |
2,218 |
5 |
8 |
49 |
5,945 |
| Predicting stock price movements from past returns: the role of consistency and tax-loss selling |
0 |
1 |
10 |
378 |
9 |
20 |
56 |
1,160 |
| Prospect theory, mental accounting, and momentum |
1 |
2 |
8 |
589 |
16 |
22 |
124 |
1,811 |
| Relative Pricing of Eurodollar Features and Forward Contracts |
0 |
0 |
0 |
123 |
1 |
1 |
5 |
495 |
| Sensation Seeking, Overconfidence, and Trading Activity |
0 |
1 |
9 |
347 |
3 |
5 |
54 |
1,236 |
| Social Influence and Consumption: Evidence from the Automobile Purchases of Neighbors |
0 |
0 |
3 |
137 |
1 |
4 |
19 |
524 |
| Tax-loss trading and wash sales |
0 |
0 |
2 |
52 |
0 |
3 |
10 |
321 |
| The Persistence of Mutual Fund Performance |
2 |
2 |
11 |
577 |
2 |
3 |
31 |
1,471 |
| The Relation between Mean-Variance Efficiency and Arbitrage Pricing |
0 |
0 |
1 |
146 |
0 |
2 |
12 |
428 |
| The investment behavior and performance of various investor types: a study of Finland's unique data set |
1 |
1 |
8 |
948 |
4 |
11 |
47 |
2,306 |
| The valuation effects of stock splits and stock dividends |
1 |
1 |
8 |
717 |
4 |
6 |
24 |
2,201 |
| What Makes Investors Trade? |
0 |
1 |
11 |
236 |
1 |
6 |
35 |
733 |
| Total Journal Articles |
20 |
43 |
211 |
12,366 |
123 |
330 |
1,480 |
37,991 |
|
|
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