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 |
|
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