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 4 854
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 0 1 1 72
Analyst Bias and Mispricing 0 0 3 18 0 0 8 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 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 0 2 19 895
Do Industries Explain Momentum? 0 0 0 0 1 3 9 726
Information Aggregation, Currency Swaps, and the Design of Derivative Securities 0 0 0 341 0 0 3 1,151
Information Aggregation, Currency Swaps, and the Design of Derivative Securities 0 0 0 2 0 0 1 90
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 0 6 0 0 0 56
Interpersonal Effects in Consumption: Evidence from the Automobile Purchases of Neighbors 0 0 1 184 0 1 2 1,883
Monetary Policy Predicts Currency Movements 1 3 17 17 2 9 22 22
Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings 0 0 0 7 1 1 5 988
Portfolio Performance Evaluation: Old Issues and New Insights 0 0 0 1 0 0 3 1,442
Positive Portfolio Factors 0 0 0 32 0 0 1 153
Positive Portfolio Factors 0 1 1 141 0 1 4 470
Positive Portfolio Factors 0 0 0 124 0 1 2 399
Sensation Seeking, Overconfidence, and Trading Activity 0 0 0 241 3 7 10 921
Signalling and the Pricing of Unseasoned New Issues 0 0 0 0 1 2 7 290
Signalling and the Pricing of Unseasoned New Issues 0 0 0 1 1 7 27 539
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 2 953
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 1 2 5 152
The Disposition Effect and Momentum 0 0 0 783 2 3 19 3,055
The Disposition Effect and Momentum 0 0 1 201 0 0 2 650
The Disposition Effect and Momentum 0 0 0 90 0 0 4 320
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 16 0 0 0 135
What Do We Really Know About the Cross-Sectional Relation Between Past and Expected Returns? 0 0 0 102 0 0 0 464
What Makes Investors Trade? 0 0 3 352 1 1 8 880
Total Working Papers 1 4 29 3,804 13 44 184 21,864


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 1 14 409 2 8 45 1,091
Adverse Risk Incentives and the Design of Performance-Based Contracts 0 0 1 57 0 0 5 146
An Analytic Solution for Interest Rate Swap Spreads 0 1 1 60 1 5 7 244
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 0 2 2 315
Do Industries Explain Momentum? 3 7 30 634 6 16 82 2,164
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 1 1 3 221 2 2 8 665
How Distance, Language, and Culture Influence Stockholdings and Trades 1 4 23 306 1 7 49 1,154
IQ and Stock Market Participation 0 0 6 148 0 0 11 443
IQ, trading behavior, and performance 0 1 7 232 3 7 31 898
Information Aggregation, Security Design, and Currency Swaps 0 0 1 51 1 2 3 404
Market Power in a Securities Market with Endogenous Information 0 0 0 64 1 4 7 172
Momentum Investment Strategies, Portfolio Performance, and Herding: A Study of Mutual Fund Behavior 2 5 14 1,838 5 16 57 5,561
Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings 1 8 35 1,466 8 31 100 4,415
Performance Measurement without Benchmarks: An Examination of Mutual Fund Returns 0 4 20 2,199 1 12 46 5,886
Predicting stock price movements from past returns: the role of consistency and tax-loss selling 2 3 5 368 3 6 23 1,102
Prospect theory, mental accounting, and momentum 1 5 7 579 3 10 24 1,678
Relative Pricing of Eurodollar Features and Forward Contracts 1 1 4 123 1 2 7 489
Sensation Seeking, Overconfidence, and Trading Activity 1 5 7 337 1 12 27 1,176
Social Influence and Consumption: Evidence from the Automobile Purchases of Neighbors 2 2 3 134 2 3 11 502
Tax-loss trading and wash sales 0 0 0 50 1 3 6 309
The Persistence of Mutual Fund Performance 1 3 7 565 2 4 15 1,438
The Relation between Mean-Variance Efficiency and Arbitrage Pricing 0 0 2 145 0 1 4 416
The investment behavior and performance of various investor types: a study of Finland's unique data set 0 0 3 940 0 1 15 2,257
The valuation effects of stock splits and stock dividends 0 0 10 709 1 1 22 2,174
What Makes Investors Trade? 0 0 5 222 1 10 40 688
Total Journal Articles 16 51 208 12,113 46 166 650 36,374


Statistics updated 2025-07-04