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 |
3 |
51 |
| Adverse Risk Incentives and the Design of Performance-Based Contracts |
0 |
0 |
0 |
0 |
1 |
2 |
4 |
857 |
| An Analytic Solution for Interest Rate Swap Spreads |
0 |
0 |
0 |
221 |
3 |
3 |
4 |
717 |
| An Analytic Solution for Interest Rate Swap Spreads |
0 |
0 |
0 |
11 |
0 |
0 |
4 |
75 |
| Analyst Bias and Mispricing |
0 |
1 |
2 |
19 |
4 |
7 |
9 |
40 |
| Book-to-Market, Mispricing, and the Cross-Section of Corporate Bond Returns |
0 |
0 |
1 |
32 |
2 |
2 |
7 |
96 |
| Debt Policy, Corporate Taxes, and Discount Rates |
0 |
0 |
0 |
5 |
0 |
0 |
1 |
33 |
| Debt Policy, Corporate Taxes, and Discount Rates |
0 |
0 |
0 |
137 |
1 |
1 |
1 |
618 |
| Distance, Language, and Culture Bias: The Role of Investor Sophistication |
0 |
0 |
0 |
152 |
5 |
6 |
8 |
521 |
| 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 |
4 |
5 |
11 |
731 |
| Do Industries Explain Momentum? |
0 |
0 |
0 |
0 |
2 |
2 |
14 |
902 |
| Information Aggregation, Currency Swaps, and the Design of Derivative Securities |
0 |
0 |
0 |
2 |
0 |
1 |
1 |
91 |
| Information Aggregation, Currency Swaps, and the Design of Derivative Securities |
0 |
0 |
0 |
341 |
0 |
1 |
4 |
1,152 |
| Information Aggregation, Security Design and Currency Swaps |
0 |
0 |
0 |
124 |
2 |
3 |
4 |
980 |
| 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 |
184 |
3 |
3 |
5 |
1,887 |
| Interpersonal Effects in Consumption: Evidence from the Automobile Purchases of Neighbors |
0 |
0 |
1 |
7 |
0 |
0 |
1 |
57 |
| Monetary Policy Predicts Currency Movements |
0 |
0 |
18 |
18 |
1 |
3 |
29 |
29 |
| Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings |
0 |
0 |
0 |
7 |
3 |
4 |
7 |
992 |
| Portfolio Performance Evaluation: Old Issues and New Insights |
0 |
0 |
0 |
1 |
0 |
2 |
2 |
1,444 |
| Positive Portfolio Factors |
0 |
0 |
0 |
124 |
2 |
3 |
4 |
402 |
| Positive Portfolio Factors |
0 |
0 |
0 |
32 |
1 |
1 |
3 |
155 |
| Positive Portfolio Factors |
0 |
0 |
1 |
141 |
1 |
2 |
7 |
473 |
| Sensation Seeking, Overconfidence, and Trading Activity |
0 |
0 |
0 |
241 |
0 |
2 |
11 |
923 |
| Signalling and the Pricing of Unseasoned New Issues |
0 |
0 |
0 |
1 |
1 |
3 |
17 |
544 |
| Signalling and the Pricing of Unseasoned New Issues |
0 |
0 |
0 |
0 |
0 |
3 |
6 |
293 |
| Tax Loss Trading and Wash Sales |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
43 |
| Tax-Loss Trading and Wash Sales |
0 |
0 |
0 |
12 |
1 |
3 |
3 |
180 |
| Tax-Loss Trading and Wash Sales |
0 |
0 |
0 |
76 |
2 |
2 |
4 |
955 |
| The Cross Section Of Expected Returns And Its Relation To Past Returns: New Evidence |
0 |
0 |
0 |
44 |
0 |
0 |
2 |
201 |
| The Cross Section of Expected Returns and its Relation to Past Returns: New Evidence |
0 |
0 |
0 |
251 |
0 |
1 |
2 |
567 |
| The Cross Section of Expected Returns and its Relation to Past Returns: New Evidence |
0 |
0 |
0 |
4 |
0 |
0 |
2 |
43 |
| The Disposition Effect and Momentum |
0 |
0 |
1 |
784 |
5 |
10 |
22 |
3,070 |
| The Disposition Effect and Momentum |
0 |
0 |
0 |
10 |
0 |
0 |
5 |
154 |
| The Disposition Effect and Momentum |
0 |
0 |
0 |
201 |
2 |
2 |
4 |
653 |
| The Disposition Effect and Momentum |
0 |
0 |
0 |
90 |
0 |
0 |
3 |
321 |
| 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 |
1 |
1 |
2 |
137 |
| What Do We Really Know About the Cross-Sectional Relation Between Past and Expected Returns? |
0 |
0 |
0 |
102 |
1 |
2 |
2 |
466 |
| What Makes Investors Trade? |
0 |
0 |
2 |
353 |
3 |
4 |
11 |
886 |
| Total Working Papers |
0 |
1 |
26 |
3,809 |
51 |
84 |
233 |
21,990 |
| 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 |
2 |
3 |
7 |
63 |
| A Study of Monthly Mutual Fund Returns and Performance Evaluation Techniques |
0 |
1 |
9 |
412 |
3 |
7 |
32 |
1,102 |
| Adverse Risk Incentives and the Design of Performance-Based Contracts |
0 |
0 |
1 |
58 |
2 |
2 |
5 |
149 |
| An Analytic Solution for Interest Rate Swap Spreads |
0 |
0 |
1 |
60 |
4 |
5 |
13 |
251 |
| 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 |
0 |
6 |
319 |
| Do Industries Explain Momentum? |
3 |
10 |
35 |
649 |
16 |
44 |
108 |
2,224 |
| Factor pricing in a finite economy |
0 |
0 |
0 |
167 |
1 |
2 |
4 |
453 |
| Financial Innovation and the Role of Derivative Securities: An Empirical Analysis of the Treasury STRIPS Program |
0 |
2 |
3 |
223 |
1 |
3 |
8 |
668 |
| How Distance, Language, and Culture Influence Stockholdings and Trades |
2 |
5 |
20 |
315 |
6 |
11 |
38 |
1,170 |
| IQ and Stock Market Participation |
0 |
2 |
4 |
151 |
6 |
10 |
14 |
454 |
| IQ, trading behavior, and performance |
1 |
2 |
7 |
235 |
13 |
22 |
46 |
926 |
| Information Aggregation, Security Design, and Currency Swaps |
0 |
0 |
1 |
51 |
2 |
2 |
6 |
407 |
| Market Power in a Securities Market with Endogenous Information |
0 |
0 |
0 |
64 |
0 |
2 |
9 |
176 |
| Momentum Investment Strategies, Portfolio Performance, and Herding: A Study of Mutual Fund Behavior |
1 |
4 |
15 |
1,843 |
7 |
18 |
58 |
5,585 |
| Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings |
3 |
6 |
31 |
1,477 |
9 |
18 |
92 |
4,445 |
| Performance Measurement without Benchmarks: An Examination of Mutual Fund Returns |
0 |
1 |
12 |
2,202 |
2 |
6 |
40 |
5,898 |
| Predicting stock price movements from past returns: the role of consistency and tax-loss selling |
1 |
2 |
5 |
370 |
1 |
7 |
20 |
1,110 |
| Prospect theory, mental accounting, and momentum |
0 |
3 |
9 |
583 |
17 |
40 |
58 |
1,720 |
| Relative Pricing of Eurodollar Features and Forward Contracts |
0 |
0 |
3 |
123 |
1 |
1 |
7 |
491 |
| Sensation Seeking, Overconfidence, and Trading Activity |
0 |
0 |
7 |
338 |
5 |
8 |
31 |
1,189 |
| Social Influence and Consumption: Evidence from the Automobile Purchases of Neighbors |
1 |
1 |
3 |
135 |
3 |
6 |
16 |
510 |
| Tax-loss trading and wash sales |
0 |
0 |
0 |
50 |
0 |
0 |
6 |
311 |
| The Persistence of Mutual Fund Performance |
0 |
0 |
4 |
566 |
1 |
4 |
15 |
1,444 |
| The Relation between Mean-Variance Efficiency and Arbitrage Pricing |
0 |
0 |
0 |
145 |
0 |
0 |
2 |
416 |
| The investment behavior and performance of various investor types: a study of Finland's unique data set |
2 |
4 |
4 |
944 |
6 |
13 |
19 |
2,271 |
| The valuation effects of stock splits and stock dividends |
2 |
5 |
8 |
714 |
3 |
7 |
15 |
2,183 |
| What Makes Investors Trade? |
1 |
5 |
7 |
227 |
5 |
10 |
41 |
704 |
| Total Journal Articles |
17 |
53 |
189 |
12,191 |
116 |
251 |
716 |
36,718 |
|
|
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