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 |
2 |
5 |
53 |
| Adverse Risk Incentives and the Design of Performance-Based Contracts |
0 |
0 |
0 |
0 |
2 |
5 |
10 |
864 |
| An Analytic Solution for Interest Rate Swap Spreads |
0 |
0 |
0 |
11 |
1 |
10 |
15 |
86 |
| An Analytic Solution for Interest Rate Swap Spreads |
0 |
0 |
0 |
221 |
0 |
3 |
9 |
722 |
| Analyst Bias and Mispricing |
0 |
0 |
1 |
19 |
1 |
7 |
18 |
51 |
| Book-to-Market, Mispricing, and the Cross-Section of Corporate Bond Returns |
0 |
0 |
0 |
32 |
2 |
5 |
9 |
103 |
| Debt Policy, Corporate Taxes, and Discount Rates |
0 |
0 |
0 |
137 |
1 |
4 |
6 |
623 |
| Debt Policy, Corporate Taxes, and Discount Rates |
0 |
0 |
0 |
5 |
0 |
4 |
6 |
38 |
| Distance, Language, and Culture Bias: The Role of Investor Sophistication |
0 |
0 |
0 |
152 |
0 |
1 |
10 |
523 |
| Do Benchmarks Matter? Do Measures Matter? A Study of Monthly Mutual Fund Returns |
0 |
0 |
0 |
11 |
0 |
3 |
4 |
36 |
| Do Industries Explain Momentum? |
0 |
0 |
0 |
0 |
1 |
4 |
14 |
737 |
| Do Industries Explain Momentum? |
0 |
0 |
0 |
0 |
6 |
15 |
25 |
918 |
| Information Aggregation, Currency Swaps, and the Design of Derivative Securities |
0 |
0 |
0 |
341 |
1 |
2 |
4 |
1,155 |
| Information Aggregation, Currency Swaps, and the Design of Derivative Securities |
0 |
0 |
0 |
2 |
0 |
8 |
10 |
100 |
| Information Aggregation, Security Design and Currency Swaps |
0 |
0 |
0 |
124 |
0 |
8 |
11 |
988 |
| Information Aggregation, Security Design, and Currency Swaps |
0 |
0 |
0 |
24 |
0 |
2 |
2 |
162 |
| Interpersonal Effects in Consumption: Evidence from the Automobile Purchases of Neighbors |
0 |
0 |
1 |
7 |
1 |
20 |
21 |
77 |
| Interpersonal Effects in Consumption: Evidence from the Automobile Purchases of Neighbors |
0 |
0 |
0 |
184 |
2 |
2 |
7 |
1,889 |
| Monetary Policy Predicts Currency Movements |
0 |
0 |
4 |
18 |
0 |
5 |
23 |
36 |
| Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings |
0 |
0 |
0 |
7 |
0 |
3 |
12 |
999 |
| Portfolio Performance Evaluation: Old Issues and New Insights |
0 |
0 |
0 |
1 |
0 |
6 |
9 |
1,451 |
| Positive Portfolio Factors |
0 |
0 |
1 |
141 |
0 |
2 |
8 |
477 |
| Positive Portfolio Factors |
0 |
0 |
0 |
32 |
0 |
2 |
4 |
157 |
| Positive Portfolio Factors |
0 |
0 |
0 |
124 |
0 |
4 |
8 |
406 |
| Sensation Seeking, Overconfidence, and Trading Activity |
0 |
0 |
0 |
241 |
4 |
12 |
26 |
940 |
| Signalling and the Pricing of Unseasoned New Issues |
0 |
0 |
0 |
0 |
2 |
12 |
23 |
311 |
| Signalling and the Pricing of Unseasoned New Issues |
0 |
0 |
0 |
1 |
2 |
8 |
21 |
553 |
| Tax Loss Trading and Wash Sales |
0 |
0 |
0 |
1 |
0 |
7 |
12 |
54 |
| Tax-Loss Trading and Wash Sales |
0 |
0 |
0 |
12 |
0 |
2 |
5 |
182 |
| Tax-Loss Trading and Wash Sales |
0 |
0 |
0 |
76 |
4 |
9 |
21 |
973 |
| The Cross Section Of Expected Returns And Its Relation To Past Returns: New Evidence |
0 |
0 |
0 |
44 |
1 |
4 |
9 |
208 |
| The Cross Section of Expected Returns and its Relation to Past Returns: New Evidence |
0 |
0 |
0 |
4 |
0 |
4 |
7 |
48 |
| The Cross Section of Expected Returns and its Relation to Past Returns: New Evidence |
0 |
0 |
0 |
251 |
0 |
1 |
3 |
568 |
| The Disposition Effect and Momentum |
0 |
0 |
0 |
10 |
0 |
8 |
18 |
168 |
| The Disposition Effect and Momentum |
0 |
0 |
0 |
90 |
1 |
6 |
8 |
328 |
| The Disposition Effect and Momentum |
0 |
0 |
0 |
201 |
1 |
2 |
7 |
657 |
| The Disposition Effect and Momentum |
0 |
0 |
1 |
784 |
11 |
26 |
48 |
3,100 |
| The Impact of Performance-Based Fees on Pension Fund Management |
0 |
0 |
0 |
10 |
0 |
3 |
4 |
36 |
| The Jensen Measure and Errors in Variables: A Note |
0 |
0 |
0 |
3 |
0 |
1 |
1 |
28 |
| What Do We Really Know About the Cross-Sectional Relation Between Past and Expected Returns? |
0 |
0 |
0 |
102 |
0 |
4 |
7 |
471 |
| What Do We Really Know About the Cross-Sectional Relation Between Past and Expected Returns? |
0 |
0 |
0 |
16 |
0 |
6 |
10 |
145 |
| What Makes Investors Trade? |
0 |
0 |
1 |
353 |
2 |
7 |
18 |
897 |
| Total Working Papers |
0 |
0 |
9 |
3,809 |
46 |
249 |
498 |
22,318 |
| 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 |
1 |
8 |
66 |
| A Study of Monthly Mutual Fund Returns and Performance Evaluation Techniques |
0 |
0 |
5 |
413 |
1 |
4 |
26 |
1,109 |
| Adverse Risk Incentives and the Design of Performance-Based Contracts |
0 |
0 |
1 |
58 |
0 |
6 |
11 |
157 |
| An Analytic Solution for Interest Rate Swap Spreads |
0 |
0 |
1 |
60 |
0 |
13 |
27 |
266 |
| Approximate Factor Structures: Interpretations and Implications for Empirical Tests |
0 |
0 |
0 |
24 |
1 |
4 |
4 |
83 |
| Debt policy, corporate taxes, and discount rates |
0 |
0 |
0 |
54 |
0 |
3 |
12 |
325 |
| Do Industries Explain Momentum? |
3 |
11 |
39 |
666 |
25 |
54 |
145 |
2,293 |
| Factor pricing in a finite economy |
0 |
0 |
0 |
167 |
0 |
3 |
8 |
457 |
| Financial Innovation and the Role of Derivative Securities: An Empirical Analysis of the Treasury STRIPS Program |
0 |
0 |
3 |
223 |
0 |
4 |
10 |
673 |
| How Distance, Language, and Culture Influence Stockholdings and Trades |
1 |
4 |
19 |
321 |
5 |
17 |
48 |
1,195 |
| IQ and Stock Market Participation |
0 |
0 |
3 |
151 |
5 |
15 |
35 |
478 |
| IQ, trading behavior, and performance |
0 |
3 |
8 |
239 |
25 |
71 |
145 |
1,036 |
| Information Aggregation, Security Design, and Currency Swaps |
0 |
0 |
0 |
51 |
0 |
9 |
14 |
416 |
| Market Power in a Securities Market with Endogenous Information |
0 |
0 |
0 |
64 |
1 |
1 |
11 |
179 |
| Momentum Investment Strategies, Portfolio Performance, and Herding: A Study of Mutual Fund Behavior |
1 |
2 |
14 |
1,847 |
5 |
15 |
65 |
5,610 |
| Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings |
4 |
7 |
28 |
1,486 |
14 |
31 |
101 |
4,485 |
| Performance Measurement without Benchmarks: An Examination of Mutual Fund Returns |
2 |
4 |
12 |
2,207 |
3 |
16 |
44 |
5,918 |
| Predicting stock price movements from past returns: the role of consistency and tax-loss selling |
2 |
3 |
8 |
373 |
3 |
12 |
29 |
1,125 |
| Prospect theory, mental accounting, and momentum |
2 |
2 |
11 |
585 |
8 |
27 |
97 |
1,765 |
| Relative Pricing of Eurodollar Features and Forward Contracts |
0 |
0 |
1 |
123 |
1 |
1 |
7 |
494 |
| Sensation Seeking, Overconfidence, and Trading Activity |
1 |
4 |
12 |
344 |
6 |
16 |
54 |
1,218 |
| Social Influence and Consumption: Evidence from the Automobile Purchases of Neighbors |
1 |
2 |
5 |
137 |
1 |
6 |
18 |
517 |
| Tax-loss trading and wash sales |
0 |
2 |
2 |
52 |
0 |
5 |
11 |
317 |
| The Persistence of Mutual Fund Performance |
1 |
5 |
10 |
572 |
2 |
10 |
25 |
1,459 |
| The Relation between Mean-Variance Efficiency and Arbitrage Pricing |
0 |
0 |
0 |
145 |
1 |
6 |
7 |
422 |
| The investment behavior and performance of various investor types: a study of Finland's unique data set |
0 |
0 |
5 |
945 |
2 |
10 |
32 |
2,288 |
| The valuation effects of stock splits and stock dividends |
0 |
1 |
6 |
715 |
1 |
9 |
19 |
2,192 |
| What Makes Investors Trade? |
0 |
2 |
8 |
230 |
3 |
10 |
41 |
719 |
| Total Journal Articles |
18 |
52 |
201 |
12,263 |
113 |
379 |
1,054 |
37,262 |
|
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