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 14 0 0 3 43
Adverse Risk Incentives and the Design of Performance-Based Contracts 0 0 0 0 2 7 17 831
An Analytic Solution for Interest Rate Swap Spreads 0 0 2 9 2 4 14 58
An Analytic Solution for Interest Rate Swap Spreads 0 0 0 221 0 1 14 665
Book-to-Market, Mispricing, and the Cross-Section of Corporate Bond Returns 0 3 12 12 0 11 29 29
Debt Policy, Corporate Taxes, and Discount Rates 0 0 0 3 0 0 5 27
Debt Policy, Corporate Taxes, and Discount Rates 0 0 0 136 1 2 10 613
Distance, Language, and Culture Bias: The Role of Investor Sophistication 0 0 4 148 1 2 16 481
Do Benchmarks Matter? Do Measures Matter? A Study of Monthly Mutual Fund Returns 0 0 1 9 0 0 3 29
Do Industries Explain Momentum? 0 0 0 0 3 9 25 813
Do Industries Explain Momentum? 0 0 0 0 2 12 68 669
Information Aggregation, Currency Swaps, and the Design of Derivative Securities 0 0 0 2 1 1 6 29
Information Aggregation, Currency Swaps, and the Design of Derivative Securities 0 0 0 341 0 0 8 1,146
Information Aggregation, Security Design and Currency Swaps 0 0 0 123 0 3 12 970
Information Aggregation, Security Design, and Currency Swaps 0 0 0 24 0 0 8 142
Interpersonal Effects in Consumption: Evidence from the Automobile Purchases of Neighbors 0 0 0 181 0 1 7 1,871
Interpersonal Effects in Consumption: Evidence from the Automobile Purchases of Neighbors 0 0 1 6 0 1 8 54
Interpersonal Effects in Consumption: Evidence from the Automobile Purchases of Neighbors 0 0 1 3 0 0 15 38
Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings 0 0 0 7 2 4 38 950
Portfolio Performance Evaluation: Old Issues and New Insights 0 0 0 1 2 6 21 1,390
Positive Portfolio Factors 0 0 0 124 0 0 3 390
Positive Portfolio Factors 0 0 0 32 0 0 4 150
Positive Portfolio Factors 0 0 0 140 0 0 3 463
Prospect Theory, Mental Accounting, and Momentum 0 4 12 102 4 11 36 333
Sensation Seeking, Overconfidence, and Trading Activity 0 1 6 226 1 4 21 851
Signalling and the Pricing of Unseasoned New Issues 0 0 0 1 2 6 32 435
Signalling and the Pricing of Unseasoned New Issues 0 0 0 0 1 5 18 253
Tax Loss Trading and Wash Sales 0 0 0 1 0 0 1 34
Tax-Loss Trading and Wash Sales 0 0 1 73 0 0 7 933
Tax-Loss Trading and Wash Sales 0 0 0 12 1 2 8 170
The Cross Section Of Expected Returns And Its Relation To Past Returns: New Evidence 0 0 0 43 0 0 9 193
The Cross Section of Expected Returns and its Relation to Past Returns: New Evidence 0 0 0 3 0 1 10 33
The Cross Section of Expected Returns and its Relation to Past Returns: New Evidence 0 0 0 249 1 1 9 560
The Disposition Effect and Momentum 0 4 10 763 11 31 72 2,843
The Disposition Effect and Momentum 0 0 3 88 2 6 19 278
The Disposition Effect and Momentum 0 0 0 200 2 3 12 612
The Disposition Effect and Momentum 0 1 2 9 0 4 13 103
The Impact of Performance-Based Fees on Pension Fund Management 0 0 0 7 0 1 5 25
The Jensen Measure and Errors in Variables: A Note 1 1 1 3 1 1 5 27
What Do We Really Know About the Cross-Sectional Relation Between Past and Expected Returns? 0 0 0 101 0 0 2 454
What Do We Really Know About the Cross-Sectional Relation Between Past and Expected Returns? 0 0 0 5 2 3 15 44
What Do We Really Know About the Cross-Sectional Relation Between Past and Expected Returns? 0 0 0 16 1 2 9 121
What Makes Investors Trade? 4 5 14 342 7 13 43 841
Total Working Papers 5 19 70 3,780 52 158 683 20,994


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 10 0 1 2 47
A Study of Monthly Mutual Fund Returns and Performance Evaluation Techniques 1 9 27 328 14 37 108 799
Adverse Risk Incentives and the Design of Performance-Based Contracts 1 1 2 47 2 6 14 117
An Analytic Solution for Interest Rate Swap Spreads 0 0 2 58 1 2 18 221
Approximate Factor Structures: Interpretations and Implications for Empirical Tests 0 0 0 24 0 0 3 74
Debt policy, corporate taxes, and discount rates 0 0 0 49 2 3 14 298
Do Industries Explain Momentum? 0 0 7 519 0 2 42 1,840
Factor pricing in a finite economy 0 0 1 157 2 4 17 432
Financial Innovation and the Role of Derivative Securities: An Empirical Analysis of the Treasury STRIPS Program 1 3 7 205 3 7 24 612
How Distance, Language, and Culture Influence Stockholdings and Trades 2 5 21 216 10 17 58 845
IQ and Stock Market Participation 1 3 19 90 4 11 59 291
IQ, trading behavior, and performance 3 11 37 148 10 33 97 578
Information Aggregation, Security Design, and Currency Swaps 0 0 0 49 0 1 9 384
Market Power in a Securities Market with Endogenous Information 0 0 0 57 0 3 7 145
Momentum Investment Strategies, Portfolio Performance, and Herding: A Study of Mutual Fund Behavior 5 23 85 1,670 23 77 267 4,975
Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings 4 11 46 1,330 9 33 136 3,953
Performance Measurement without Benchmarks: An Examination of Mutual Fund Returns 4 12 54 2,085 12 38 160 5,519
Predicting stock price movements from past returns: the role of consistency and tax-loss selling 2 7 44 281 8 22 105 852
Prospect theory, mental accounting, and momentum 6 9 20 505 13 25 102 1,408
Relative Pricing of Eurodollar Features and Forward Contracts 0 1 4 108 0 2 18 457
Sensation Seeking, Overconfidence, and Trading Activity 2 4 17 272 7 19 78 953
Social Influence and Consumption: Evidence from the Automobile Purchases of Neighbors 0 1 4 107 0 6 36 428
Tax-loss trading and wash sales 0 0 0 41 2 4 12 267
The Persistence of Mutual Fund Performance 1 8 32 507 4 17 75 1,296
The Relation between Mean-Variance Efficiency and Arbitrage Pricing 0 0 5 127 1 3 18 382
The investment behavior and performance of various investor types: a study of Finland's unique data set 2 7 24 879 6 12 88 2,065
The valuation effects of stock splits and stock dividends 6 18 38 589 10 37 100 1,921
What Makes Investors Trade? 1 3 9 161 3 9 29 477
Total Journal Articles 42 136 505 10,619 146 431 1,696 31,636


Statistics updated 2021-01-03