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 2 2 17 1 2 3 47
Adverse Risk Incentives and the Design of Performance-Based Contracts 0 0 0 0 0 0 8 845
An Analytic Solution for Interest Rate Swap Spreads 0 0 0 221 1 4 29 704
An Analytic Solution for Interest Rate Swap Spreads 0 0 1 11 0 0 7 70
Book-to-Market, Mispricing, and the Cross-Section of Corporate Bond Returns 0 0 8 24 1 1 18 64
Debt Policy, Corporate Taxes, and Discount Rates 0 0 0 3 1 1 2 29
Debt Policy, Corporate Taxes, and Discount Rates 0 0 0 136 0 0 1 615
Distance, Language, and Culture Bias: The Role of Investor Sophistication 0 0 1 150 1 4 8 496
Do Benchmarks Matter? Do Measures Matter? A Study of Monthly Mutual Fund Returns 0 1 2 11 0 2 3 32
Do Industries Explain Momentum? 0 0 0 0 1 5 16 697
Do Industries Explain Momentum? 0 0 0 0 1 2 25 853
Information Aggregation, Currency Swaps, and the Design of Derivative Securities 0 0 0 2 1 8 25 57
Information Aggregation, Currency Swaps, and the Design of Derivative Securities 0 0 0 341 0 0 1 1,148
Information Aggregation, Security Design and Currency Swaps 0 0 0 124 0 0 1 975
Information Aggregation, Security Design, and Currency Swaps 0 0 0 24 1 3 6 154
Interpersonal Effects in Consumption: Evidence from the Automobile Purchases of Neighbors 0 0 0 181 0 0 3 1,875
Interpersonal Effects in Consumption: Evidence from the Automobile Purchases of Neighbors 0 0 0 6 0 0 2 56
Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings 0 0 0 7 1 1 9 969
Portfolio Performance Evaluation: Old Issues and New Insights 0 0 0 1 1 1 11 1,418
Positive Portfolio Factors 0 0 0 32 0 0 2 152
Positive Portfolio Factors 0 0 0 124 0 0 2 392
Positive Portfolio Factors 0 0 0 140 0 0 1 465
Sensation Seeking, Overconfidence, and Trading Activity 0 1 3 232 3 6 13 876
Signalling and the Pricing of Unseasoned New Issues 0 0 0 0 4 7 14 273
Signalling and the Pricing of Unseasoned New Issues 0 0 0 1 5 8 23 470
Tax Loss Trading and Wash Sales 0 0 0 1 0 0 3 40
Tax-Loss Trading and Wash Sales 0 0 0 12 1 1 3 176
Tax-Loss Trading and Wash Sales 0 0 0 75 1 1 1 940
The Cross Section Of Expected Returns And Its Relation To Past Returns: New Evidence 0 0 1 44 0 0 2 197
The Cross Section of Expected Returns and its Relation to Past Returns: New Evidence 0 0 1 250 0 0 2 562
The Cross Section of Expected Returns and its Relation to Past Returns: New Evidence 0 0 1 4 0 0 2 38
The Disposition Effect and Momentum 0 0 0 200 1 2 8 622
The Disposition Effect and Momentum 0 1 1 10 0 3 13 123
The Disposition Effect and Momentum 0 0 1 89 1 1 7 290
The Disposition Effect and Momentum 1 1 5 768 5 13 57 2,951
The Impact of Performance-Based Fees on Pension Fund Management 0 0 1 9 0 0 3 29
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 1 1 8 131
What Do We Really Know About the Cross-Sectional Relation Between Past and Expected Returns? 0 0 0 101 0 1 4 460
What Makes Investors Trade? 0 0 1 344 0 1 5 854
Total Working Papers 2 6 29 3,714 33 79 351 21,172
3 registered items for which data could not be found


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 5 54
A Study of Monthly Mutual Fund Returns and Performance Evaluation Techniques 3 4 15 358 9 18 72 939
Adverse Risk Incentives and the Design of Performance-Based Contracts 0 0 3 52 1 1 12 135
An Analytic Solution for Interest Rate Swap Spreads 0 0 0 59 0 0 3 227
Approximate Factor Structures: Interpretations and Implications for Empirical Tests 0 0 0 24 0 0 0 78
Debt policy, corporate taxes, and discount rates 0 0 1 50 0 1 3 303
Do Industries Explain Momentum? 3 5 27 554 10 23 90 1,960
Factor pricing in a finite economy 0 0 4 161 0 0 6 439
Financial Innovation and the Role of Derivative Securities: An Empirical Analysis of the Treasury STRIPS Program 2 3 6 213 3 4 20 641
How Distance, Language, and Culture Influence Stockholdings and Trades 0 3 13 238 1 8 73 950
IQ and Stock Market Participation 6 9 16 114 10 17 39 350
IQ, trading behavior, and performance 1 3 18 187 7 15 98 742
Information Aggregation, Security Design, and Currency Swaps 0 1 1 50 0 1 11 398
Market Power in a Securities Market with Endogenous Information 1 2 3 63 1 3 11 161
Momentum Investment Strategies, Portfolio Performance, and Herding: A Study of Mutual Fund Behavior 3 6 41 1,764 16 31 177 5,312
Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings 1 7 26 1,366 8 23 108 4,126
Performance Measurement without Benchmarks: An Examination of Mutual Fund Returns 0 6 27 2,131 7 27 126 5,715
Predicting stock price movements from past returns: the role of consistency and tax-loss selling 0 4 29 337 1 18 104 1,021
Prospect theory, mental accounting, and momentum 3 6 20 540 5 18 80 1,545
Relative Pricing of Eurodollar Features and Forward Contracts 2 3 7 115 2 4 12 471
Sensation Seeking, Overconfidence, and Trading Activity 1 3 14 302 5 11 64 1,059
Social Influence and Consumption: Evidence from the Automobile Purchases of Neighbors 0 4 8 120 1 7 18 460
Tax-loss trading and wash sales 1 2 7 48 2 4 15 289
The Persistence of Mutual Fund Performance 1 5 23 539 5 17 52 1,371
The Relation between Mean-Variance Efficiency and Arbitrage Pricing 0 0 2 131 0 1 5 393
The investment behavior and performance of various investor types: a study of Finland's unique data set 1 2 6 894 3 5 36 2,133
The valuation effects of stock splits and stock dividends 1 5 29 641 5 12 63 2,027
What Makes Investors Trade? 1 3 8 172 7 12 28 520
Total Journal Articles 31 86 354 11,234 109 282 1,331 33,819


Statistics updated 2022-06-07