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 |
7 |
55 |
| Adverse Risk Incentives and the Design of Performance-Based Contracts |
0 |
0 |
0 |
0 |
0 |
3 |
11 |
865 |
| An Analytic Solution for Interest Rate Swap Spreads |
0 |
0 |
0 |
221 |
1 |
1 |
10 |
723 |
| An Analytic Solution for Interest Rate Swap Spreads |
0 |
0 |
0 |
11 |
0 |
3 |
16 |
88 |
| Analyst Bias and Mispricing |
0 |
0 |
1 |
19 |
1 |
2 |
19 |
52 |
| Book-to-Market, Mispricing, and the Cross-Section of Corporate Bond Returns |
0 |
0 |
0 |
32 |
1 |
4 |
11 |
105 |
| Debt Policy, Corporate Taxes, and Discount Rates |
0 |
0 |
0 |
5 |
0 |
2 |
7 |
40 |
| Debt Policy, Corporate Taxes, and Discount Rates |
0 |
0 |
0 |
137 |
0 |
3 |
8 |
625 |
| Distance, Language, and Culture Bias: The Role of Investor Sophistication |
0 |
0 |
0 |
152 |
0 |
1 |
10 |
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 |
0 |
11 |
22 |
747 |
| Do Industries Explain Momentum? |
0 |
0 |
0 |
0 |
3 |
18 |
35 |
930 |
| Information Aggregation, Currency Swaps, and the Design of Derivative Securities |
0 |
0 |
0 |
341 |
0 |
2 |
5 |
1,156 |
| Information Aggregation, Currency Swaps, and the Design of Derivative Securities |
0 |
0 |
0 |
2 |
1 |
3 |
13 |
103 |
| Information Aggregation, Security Design and Currency Swaps |
0 |
0 |
0 |
124 |
0 |
1 |
12 |
989 |
| Information Aggregation, Security Design, and Currency Swaps |
0 |
0 |
0 |
24 |
0 |
1 |
3 |
163 |
| Interpersonal Effects in Consumption: Evidence from the Automobile Purchases of Neighbors |
0 |
0 |
1 |
7 |
0 |
2 |
22 |
78 |
| Interpersonal Effects in Consumption: Evidence from the Automobile Purchases of Neighbors |
0 |
0 |
0 |
184 |
1 |
6 |
10 |
1,893 |
| Monetary Policy Predicts Currency Movements |
0 |
0 |
2 |
18 |
1 |
1 |
17 |
37 |
| Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings |
0 |
0 |
0 |
7 |
1 |
3 |
15 |
1,002 |
| Portfolio Performance Evaluation: Old Issues and New Insights |
0 |
0 |
0 |
1 |
0 |
2 |
11 |
1,453 |
| Positive Portfolio Factors |
0 |
0 |
0 |
32 |
0 |
0 |
4 |
157 |
| Positive Portfolio Factors |
0 |
0 |
0 |
141 |
0 |
5 |
12 |
482 |
| Positive Portfolio Factors |
0 |
0 |
0 |
124 |
0 |
3 |
10 |
409 |
| Sensation Seeking, Overconfidence, and Trading Activity |
0 |
0 |
0 |
241 |
2 |
12 |
30 |
948 |
| Signalling and the Pricing of Unseasoned New Issues |
0 |
0 |
0 |
1 |
2 |
5 |
18 |
556 |
| Signalling and the Pricing of Unseasoned New Issues |
0 |
0 |
0 |
0 |
1 |
3 |
23 |
312 |
| Tax Loss Trading and Wash Sales |
0 |
0 |
0 |
1 |
0 |
0 |
12 |
54 |
| Tax-Loss Trading and Wash Sales |
0 |
0 |
0 |
12 |
0 |
4 |
9 |
186 |
| Tax-Loss Trading and Wash Sales |
0 |
0 |
0 |
76 |
0 |
6 |
22 |
975 |
| The Cross Section Of Expected Returns And Its Relation To Past Returns: New Evidence |
0 |
0 |
0 |
44 |
0 |
3 |
11 |
210 |
| The Cross Section of Expected Returns and its Relation to Past Returns: New Evidence |
0 |
0 |
0 |
251 |
1 |
2 |
5 |
570 |
| The Cross Section of Expected Returns and its Relation to Past Returns: New Evidence |
0 |
0 |
0 |
4 |
1 |
1 |
8 |
49 |
| The Disposition Effect and Momentum |
0 |
0 |
0 |
90 |
2 |
7 |
14 |
334 |
| The Disposition Effect and Momentum |
0 |
0 |
0 |
10 |
0 |
0 |
17 |
168 |
| The Disposition Effect and Momentum |
0 |
0 |
0 |
201 |
1 |
7 |
13 |
663 |
| The Disposition Effect and Momentum |
0 |
0 |
1 |
784 |
2 |
20 |
56 |
3,109 |
| The Impact of Performance-Based Fees on Pension Fund Management |
0 |
0 |
0 |
10 |
1 |
2 |
6 |
38 |
| The Jensen Measure and Errors in Variables: A Note |
0 |
0 |
0 |
3 |
1 |
3 |
4 |
31 |
| What Do We Really Know About the Cross-Sectional Relation Between Past and Expected Returns? |
0 |
0 |
0 |
16 |
0 |
3 |
13 |
148 |
| What Do We Really Know About the Cross-Sectional Relation Between Past and Expected Returns? |
0 |
0 |
0 |
102 |
0 |
4 |
11 |
475 |
| What Makes Investors Trade? |
0 |
0 |
1 |
353 |
0 |
2 |
18 |
897 |
| Total Working Papers |
0 |
0 |
6 |
3,809 |
24 |
163 |
584 |
22,435 |
| 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 |
8 |
66 |
| A Study of Monthly Mutual Fund Returns and Performance Evaluation Techniques |
1 |
1 |
5 |
414 |
3 |
7 |
26 |
1,115 |
| Adverse Risk Incentives and the Design of Performance-Based Contracts |
1 |
1 |
2 |
59 |
1 |
2 |
13 |
159 |
| An Analytic Solution for Interest Rate Swap Spreads |
0 |
1 |
1 |
61 |
1 |
3 |
26 |
269 |
| Approximate Factor Structures: Interpretations and Implications for Empirical Tests |
0 |
0 |
0 |
24 |
0 |
3 |
6 |
85 |
| Debt policy, corporate taxes, and discount rates |
0 |
0 |
0 |
54 |
0 |
3 |
13 |
328 |
| Do Industries Explain Momentum? |
7 |
16 |
48 |
679 |
33 |
91 |
201 |
2,359 |
| Factor pricing in a finite economy |
0 |
0 |
0 |
167 |
0 |
0 |
7 |
457 |
| Financial Innovation and the Role of Derivative Securities: An Empirical Analysis of the Treasury STRIPS Program |
0 |
0 |
3 |
223 |
0 |
1 |
11 |
674 |
| How Distance, Language, and Culture Influence Stockholdings and Trades |
0 |
2 |
17 |
322 |
6 |
14 |
51 |
1,204 |
| IQ and Stock Market Participation |
2 |
2 |
5 |
153 |
3 |
16 |
46 |
489 |
| IQ, trading behavior, and performance |
0 |
0 |
7 |
239 |
14 |
66 |
182 |
1,077 |
| Information Aggregation, Security Design, and Currency Swaps |
0 |
0 |
0 |
51 |
0 |
2 |
15 |
418 |
| Market Power in a Securities Market with Endogenous Information |
0 |
1 |
1 |
65 |
0 |
4 |
11 |
182 |
| Momentum Investment Strategies, Portfolio Performance, and Herding: A Study of Mutual Fund Behavior |
0 |
1 |
11 |
1,847 |
9 |
33 |
82 |
5,638 |
| Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings |
0 |
6 |
23 |
1,488 |
6 |
30 |
94 |
4,501 |
| Performance Measurement without Benchmarks: An Examination of Mutual Fund Returns |
5 |
9 |
15 |
2,214 |
6 |
18 |
48 |
5,933 |
| Predicting stock price movements from past returns: the role of consistency and tax-loss selling |
0 |
4 |
9 |
375 |
3 |
14 |
37 |
1,136 |
| Prospect theory, mental accounting, and momentum |
1 |
3 |
8 |
586 |
8 |
22 |
104 |
1,779 |
| Relative Pricing of Eurodollar Features and Forward Contracts |
0 |
0 |
1 |
123 |
0 |
1 |
6 |
494 |
| Sensation Seeking, Overconfidence, and Trading Activity |
1 |
3 |
10 |
346 |
5 |
17 |
54 |
1,229 |
| Social Influence and Consumption: Evidence from the Automobile Purchases of Neighbors |
0 |
1 |
5 |
137 |
1 |
4 |
20 |
520 |
| Tax-loss trading and wash sales |
0 |
0 |
2 |
52 |
0 |
1 |
10 |
318 |
| The Persistence of Mutual Fund Performance |
1 |
2 |
9 |
573 |
3 |
7 |
28 |
1,464 |
| The Relation between Mean-Variance Efficiency and Arbitrage Pricing |
0 |
1 |
1 |
146 |
0 |
4 |
9 |
425 |
| The investment behavior and performance of various investor types: a study of Finland's unique data set |
0 |
1 |
6 |
946 |
1 |
7 |
36 |
2,293 |
| The valuation effects of stock splits and stock dividends |
0 |
1 |
7 |
716 |
0 |
3 |
21 |
2,194 |
| What Makes Investors Trade? |
1 |
5 |
13 |
235 |
1 |
10 |
39 |
726 |
| Total Journal Articles |
20 |
61 |
209 |
12,306 |
104 |
383 |
1,204 |
37,532 |
|
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