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 |
1 |
1 |
1 |
49 |
| Adverse Risk Incentives and the Design of Performance-Based Contracts |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
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 |
2 |
2 |
73 |
| Analyst Bias and Mispricing |
0 |
0 |
3 |
18 |
0 |
0 |
7 |
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 |
137 |
0 |
0 |
0 |
617 |
| Debt Policy, Corporate Taxes, and Discount Rates |
0 |
0 |
0 |
5 |
0 |
0 |
1 |
33 |
| Distance, Language, and Culture Bias: The Role of Investor Sophistication |
0 |
0 |
1 |
152 |
0 |
0 |
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 |
3 |
5 |
22 |
898 |
| Do Industries Explain Momentum? |
0 |
0 |
0 |
0 |
0 |
2 |
9 |
726 |
| 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 |
0 |
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 |
0 |
1 |
2 |
1,883 |
| Interpersonal Effects in Consumption: Evidence from the Automobile Purchases of Neighbors |
1 |
1 |
1 |
7 |
1 |
1 |
1 |
57 |
| Monetary Policy Predicts Currency Movements |
1 |
2 |
18 |
18 |
4 |
7 |
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 |
2 |
1,442 |
| Positive Portfolio Factors |
0 |
0 |
0 |
32 |
1 |
1 |
2 |
154 |
| Positive Portfolio Factors |
0 |
0 |
0 |
124 |
0 |
0 |
2 |
399 |
| Positive Portfolio Factors |
0 |
0 |
1 |
141 |
0 |
0 |
4 |
470 |
| Sensation Seeking, Overconfidence, and Trading Activity |
0 |
0 |
0 |
241 |
0 |
6 |
10 |
921 |
| Signalling and the Pricing of Unseasoned New Issues |
0 |
0 |
0 |
0 |
0 |
2 |
7 |
290 |
| Signalling and the Pricing of Unseasoned New Issues |
0 |
0 |
0 |
1 |
1 |
5 |
22 |
540 |
| Tax Loss Trading and Wash Sales |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
42 |
| 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 |
1 |
1 |
200 |
| The Cross Section of Expected Returns and its Relation to Past Returns: New Evidence |
0 |
0 |
0 |
4 |
2 |
2 |
3 |
43 |
| The Cross Section of Expected Returns and its Relation to Past Returns: New Evidence |
0 |
0 |
0 |
251 |
1 |
1 |
1 |
566 |
| The Disposition Effect and Momentum |
0 |
0 |
1 |
201 |
1 |
1 |
3 |
651 |
| The Disposition Effect and Momentum |
0 |
0 |
0 |
90 |
1 |
1 |
5 |
321 |
| The Disposition Effect and Momentum |
0 |
0 |
0 |
10 |
2 |
3 |
7 |
154 |
| The Disposition Effect and Momentum |
1 |
1 |
1 |
784 |
3 |
5 |
22 |
3,058 |
| 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 |
0 |
3 |
352 |
1 |
2 |
9 |
881 |
| Total Working Papers |
3 |
4 |
32 |
3,807 |
24 |
50 |
197 |
21,888 |
| 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 |
1 |
1 |
13 |
410 |
2 |
6 |
37 |
1,093 |
| Adverse Risk Incentives and the Design of Performance-Based Contracts |
0 |
0 |
0 |
57 |
0 |
0 |
3 |
146 |
| An Analytic Solution for Interest Rate Swap Spreads |
0 |
1 |
1 |
60 |
1 |
4 |
7 |
245 |
| 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 |
5 |
5 |
318 |
| Do Industries Explain Momentum? |
4 |
9 |
32 |
638 |
7 |
18 |
82 |
2,171 |
| Factor pricing in a finite economy |
0 |
0 |
0 |
167 |
1 |
1 |
2 |
451 |
| Financial Innovation and the Role of Derivative Securities: An Empirical Analysis of the Treasury STRIPS Program |
0 |
1 |
2 |
221 |
0 |
2 |
7 |
665 |
| How Distance, Language, and Culture Influence Stockholdings and Trades |
1 |
3 |
23 |
307 |
1 |
5 |
46 |
1,155 |
| IQ and Stock Market Participation |
1 |
1 |
4 |
149 |
1 |
1 |
9 |
444 |
| IQ, trading behavior, and performance |
1 |
2 |
8 |
233 |
6 |
13 |
35 |
904 |
| Information Aggregation, Security Design, and Currency Swaps |
0 |
0 |
1 |
51 |
1 |
3 |
4 |
405 |
| Market Power in a Securities Market with Endogenous Information |
0 |
0 |
0 |
64 |
2 |
5 |
8 |
174 |
| Momentum Investment Strategies, Portfolio Performance, and Herding: A Study of Mutual Fund Behavior |
0 |
3 |
13 |
1,838 |
1 |
11 |
53 |
5,562 |
| Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings |
3 |
7 |
38 |
1,469 |
9 |
34 |
107 |
4,424 |
| Performance Measurement without Benchmarks: An Examination of Mutual Fund Returns |
1 |
3 |
17 |
2,200 |
2 |
9 |
44 |
5,888 |
| Predicting stock price movements from past returns: the role of consistency and tax-loss selling |
0 |
3 |
4 |
368 |
1 |
6 |
23 |
1,103 |
| Prospect theory, mental accounting, and momentum |
1 |
3 |
8 |
580 |
1 |
7 |
24 |
1,679 |
| Relative Pricing of Eurodollar Features and Forward Contracts |
0 |
1 |
4 |
123 |
0 |
2 |
7 |
489 |
| Sensation Seeking, Overconfidence, and Trading Activity |
0 |
4 |
7 |
337 |
1 |
8 |
28 |
1,177 |
| Social Influence and Consumption: Evidence from the Automobile Purchases of Neighbors |
0 |
2 |
3 |
134 |
0 |
2 |
10 |
502 |
| Tax-loss trading and wash sales |
0 |
0 |
0 |
50 |
2 |
3 |
7 |
311 |
| The Persistence of Mutual Fund Performance |
1 |
3 |
8 |
566 |
2 |
5 |
16 |
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 |
3 |
940 |
1 |
1 |
14 |
2,258 |
| The valuation effects of stock splits and stock dividends |
0 |
0 |
9 |
709 |
1 |
2 |
19 |
2,175 |
| What Makes Investors Trade? |
0 |
0 |
5 |
222 |
4 |
12 |
40 |
692 |
| Total Journal Articles |
14 |
47 |
204 |
12,127 |
50 |
165 |
642 |
36,424 |
|
|
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