William Goetzmann : Citation Profile


Are you William Goetzmann?

Yale University

30

H index

55

i10 index

3160

Citations

RESEARCH PRODUCTION:

52

Articles

178

Papers

1

Books

4

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   29 years (1988 - 2017). See details.
   Cites by year: 108
   Journals where William Goetzmann has often published
   Relations with other researchers
   Recent citing documents: 254.    Total self citations: 54 (1.68 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgo59
   Updated: 2018-06-16    RAS profile: 2017-02-07    
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Relations with other researchers


Works with:

Pouget, Sébastien (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with William Goetzmann.

Is cited by:

Lo, Andrew (30)

Szafarz, Ariane (24)

Campbell, John (23)

Shiller, Robert (19)

Pelizzon, Loriana (18)

Jagannathan, Ravi (16)

Kilian, Lutz (16)

Sialm, Clemens (16)

Chabot, Benjamin (16)

Irwin, Scott (16)

Graddy, Kathryn (15)

Cites to:

Shleifer, Andrei (47)

Brown, Stephen (27)

Shiller, Robert (23)

Vishny, Robert (16)

Grinblatt, Mark (14)

Rajan, Raghuram (13)

Titman, Sheridan (13)

Summers, Lawrence (13)

French, Kenneth (12)

Fama, Eugene (11)

Harvey, Campbell (11)

Main data


Where William Goetzmann has published?


Journals with more than one article published# docs
Journal of Finance9
The Journal of Real Estate Finance and Economics5
The Journal of Business5
Journal of Financial and Quantitative Analysis4
Journal of Financial Economics3
The Review of Economics and Statistics3
Review of Financial Studies2
Review of Finance2
Real Estate Economics2
Journal of Financial Research2
American Economic Review2
Journal of Financial Markets2
Journal of Housing Economics2

Working Papers Series with more than one paper published# docs
Yale School of Management Working Papers / Yale School of Management110

Recent works citing William Goetzmann (2018 and 2017)


YearTitle of citing document
2017The role of cointegration for optimal hedging with heteroscedastic error term. (2017). Johansen, Soren ; Gatarek, Lukasz . In: CREATES Research Papers. RePEc:aah:create:2017-12.

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2017Economic value of portfolio diversification: Evidence from international multi-asset portfolios. (2017). Sharma, Prateek. In: Theoretical and Applied Economics. RePEc:agr:journl:v:4(613):y:2017:i:4(613):p:33-42.

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2017Optimal Mean-Reverting Spread Trading: Nonlinear Integral Equation Approach. (2017). Leung, Tim ; Kitapbayev, Yerkin. In: Papers. RePEc:arx:papers:1701.00875.

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2018Pairs Trading under Drift Uncertainty and Risk Penalization. (2018). Altay, Suhan ; Eksi, Zehra ; Colaneri, Katia. In: Papers. RePEc:arx:papers:1704.06697.

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2017Stop-loss and Leverage in optimal Statistical Arbitrage with an application to Energy market. (2017). Baviera, Roberto ; Baldi, Tommaso Santagostino . In: Papers. RePEc:arx:papers:1706.07021.

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2018Mean Reversion Trading with Sequential Deadlines and Transaction Costs. (2018). Leung, Tim ; Kitapbayev, Yerkin. In: Papers. RePEc:arx:papers:1707.03498.

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2017The Mathematics of Market Timing. (2017). Metcalfe, Guy. In: Papers. RePEc:arx:papers:1712.05031.

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2018Generalized Information Ratio. (2018). He, Zhongzhi Lawrence . In: Papers. RePEc:arx:papers:1803.01381.

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2017A Counterfactual Valuation of the Stock Index as a Predictor of Crashes. (2017). Roberts, Tom. In: Staff Working Papers. RePEc:bca:bocawp:17-38.

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2018Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M. In: BIS Papers. RePEc:bis:bisbps:95.

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2017Credit ratings of domestic and global agencies: What drives the differences in China and how are they priced?. (2017). Packer, Frank ; Jiang, Xianfeng . In: BIS Working Papers. RePEc:bis:biswps:648.

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2017Asset prices and macroeconomic outcomes: a survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: BIS Working Papers. RePEc:bis:biswps:676.

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2017Can Real Estate Investors Avoid Specific Risk?. (2017). Baum, Andrew ; Colley, Nick . In: Abacus. RePEc:bla:abacus:v:53:y:2017:i:3:p:395-430.

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2017The role of managerial risk-taking in the ‘rise and fall’ of the CDS market. (2017). Dias, Roshanthi . In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i::p:117-145.

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2017Mutual Fund Liquidity Costs. (2017). Fulkerson, Jon A ; Riley, Timothy B. In: Financial Management. RePEc:bla:finmgt:v:46:y:2017:i:2:p:359-375.

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2017Duration Dependence, Behavioral Restrictions, and the Market Timing Ability of Commodity Trading Advisors. (2017). Frömmel, Michael ; Mende, Alexander ; Frommel, Michael ; Elaut, Gert. In: International Review of Finance. RePEc:bla:irvfin:v:17:y:2017:i:3:p:427-450.

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2017How Has the Behavior of Cross-Market Correlations Altered During Financial and Debt Crises?. (2017). demiralay, sercan ; Ulusoy, Veysel. In: Manchester School. RePEc:bla:manchs:v:85:y:2017:i:6:p:765-794.

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2017An historical perspective on financial stability and monetary policy regimes: A case for caution in central banks current obsession with financial stability. (2017). Bordo, Michaeld . In: Working Paper. RePEc:bno:worpap:2018_05.

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2018The real value of China’s stock market. (2018). Carpenter, Jennifer N ; Whitelaw, Robert F ; Lu, Fangzhou . In: BOFIT Discussion Papers. RePEc:bof:bofitp:002.

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2018The real value of China’s stock market. (2018). Carpenter, Jennifer N ; Whitelaw, Robert F ; Lu, Fangzhou . In: BOFIT Discussion Papers. RePEc:bof:bofitp:2018_002.

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2017Does the Tail Wag the Dog? Evidence from Fund Flow to VIX ETFs and ETNs. (2017). Biakowski, Jdrzej ; Wei, Xiaopeng ; Dang, Huong Dieu. In: Working Papers in Economics. RePEc:cbt:econwp:17/17.

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2017The Global Equity Premium Revisited: What Human Rights Imply for Assets’ Purchasing Power. (2017). Biakowski, Jdrzej ; Ronn, Ehud I. In: Working Papers in Economics. RePEc:cbt:econwp:17/19.

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2017The Economic Effects of Public Financing: Evidence from Municipal Bond Ratings Recalibration. (2017). Ferreira, Miguel ; Adelino, Manuel ; Cunha, Igor. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11811.

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2017Bank sectoral concentration and (systemic) risk: Evidence from a worldwide sample of banks. (2017). Mulier, Klaas ; Beck, Thorsten ; de Jonghe, Olivier. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12009.

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2017Beresfords Revenge: British equity holdings in Latin America, 1869-1929. (2017). Grossman, Richard. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12042.

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2017Belief Dispersion in the Stock Market. (2017). Basak, Suleyman ; Atmaz, Adem . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12056.

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2017Stocks for the Long Run: New Monthly Indices of British Equities, 1869-1929. (2017). Grossman, Richard. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12121.

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2017Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12460.

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2017Does it pay to pay performance fees? Empirical evidence from Dutch pension funds. (2017). Broeders, Dirk ; Rijsbergen, David ; van Oord, Arco . In: DNB Working Papers. RePEc:dnb:dnbwpp:561.

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2018Revisiting supply and demand indexes in real estate. (2018). van Dijk, Dorinth ; van De, Alex ; Geltner, David . In: DNB Working Papers. RePEc:dnb:dnbwpp:583.

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2017Mutual Fund Flows and Benchmark Portfolio Returns. (2017). Kvamvold, Joakim . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-02-32.

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2017Are International Portfolio Diversification Opportunities Decreasing? Evidence from Principal Component Analysis. (2017). Todorov, Galin K. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-03-85.

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2017Statistical Arbitrage Pairs Trading with High-frequency Data. (2017). Stubinger, Johannes ; Bredthauer, Jens. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-04-76.

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2017Managerial ability and success: Evidence from the career paths of film directors. (2017). John, Kose ; Sunder, Jayanthi ; Ravid, Abraham S. In: Journal of Corporate Finance. RePEc:eee:corfin:v:44:y:2017:i:c:p:425-439.

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2017Money and velocity during financial crises: From the great depression to the great recession. (2017). Duca, John ; Bordo, Michael ; Anderson, Richard G. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:81:y:2017:i:c:p:32-49.

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2017Daily happiness and stock returns: The case of Chinese company listed in the United States. (2017). Shen, Dehua ; Zhang, Wei ; Xue, Mei ; Li, Xiao. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:496-501.

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2018Testing for bubbles in the art markets: An empirical investigation. (2018). Assaf, Ata. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:340-355.

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2018Optimal effort under high-water mark contracts. (2018). Zhao, LI ; Ba, Shusong ; Huang, Wenli. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:599-610.

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2018Price competition in the mutual fund industry. (2018). Parida, Sitikantha ; Tang, Zhenyang. In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:29-39.

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2017Precision about manager skill, mutual fund flows, and performance persistence. (2017). Jeon, Hyunglae ; Lee, Changjun ; Kang, Jangkoo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:40:y:2017:i:c:p:222-237.

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2017Learning about individual managers’ performance in UK pension funds: The importance of specialization. (2017). Alda, Mercedes ; Sarto, Jose Luis ; Andreu, Laura. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:654-667.

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2018The “Sell in May” effect: A review and new empirical evidence. (2018). Degenhardt, Thomas ; Auer, Benjamin R. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:43:y:2018:i:c:p:169-205.

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2017Long-Term Estimates of the Energy-Return-on-Investment (EROI) of Coal, Oil, and Gas Global Productions. (2017). Fizaine, Florian ; Court, Victor. In: Ecological Economics. RePEc:eee:ecolec:v:138:y:2017:i:c:p:145-159.

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2017Measurement of diversification between asset classes in the Survey of Consumer Finances. (2017). Hyun, SU ; Kim, Kyong Tae ; Seay, Martin C. In: Economics Letters. RePEc:eee:ecolet:v:156:y:2017:i:c:p:22-26.

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2017Home bias in domestic art markets: Evidence from China. (2017). Shi, Yang ; Conroy, Paul ; Wang, Mancang ; Xu, Hui. In: Economics Letters. RePEc:eee:ecolet:v:159:y:2017:i:c:p:201-203.

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2018Do 18th century ‘bubbles’ survive the scrutiny of 21st century time series econometrics?. (2018). Oxley, Les ; Hu, Yang. In: Economics Letters. RePEc:eee:ecolet:v:162:y:2018:i:c:p:131-134.

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2017Boards of directors in Russian publicly traded companies in 1998–2014: Structure, dynamics and performance effects. (2017). Муравьев, Александр. In: Economic Systems. RePEc:eee:ecosys:v:41:y:2017:i:1:p:5-25.

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2017Bayesian estimation of the global minimum variance portfolio. (2017). Bodnar, Taras ; Okhrin, Yarema ; Mazur, Stepan. In: European Journal of Operational Research. RePEc:eee:ejores:v:256:y:2017:i:1:p:292-307.

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2017Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the S&P 500. (2017). Huck, Nicolas ; Krauss, Christopher ; Do, Xuan Anh . In: European Journal of Operational Research. RePEc:eee:ejores:v:259:y:2017:i:2:p:689-702.

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2018DEA frontier improvement and portfolio rebalancing: An application of China mutual funds on considering sustainability information disclosure. (2018). Zhou, Zhongbao ; Liu, Wenbin ; Jin, Qianying ; Xiao, Helu. In: European Journal of Operational Research. RePEc:eee:ejores:v:269:y:2018:i:1:p:111-131.

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2017All about fun(ds) in emerging markets? The case of equity mutual funds. (2017). Wagner, Moritz ; Margaritis, Dimitris. In: Emerging Markets Review. RePEc:eee:ememar:v:33:y:2017:i:c:p:62-78.

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2017Systemic risk and cross-sectional hedge fund returns. (2017). Hwang, In Chang ; Kim, Tong Suk ; In, Francis ; Xu, Simon. In: Journal of Empirical Finance. RePEc:eee:empfin:v:42:y:2017:i:c:p:109-130.

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2017Predicting international stock returns with conditional price-to-fundamental ratios. (2017). Lawrenz, Jochen ; Zorn, Josef. In: Journal of Empirical Finance. RePEc:eee:empfin:v:43:y:2017:i:c:p:159-184.

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2017Trading system upgrades and short-sale bans: Uncoupling the effects of technology and regulation. (2017). Chakrabarty, Bidisha ; Pascual, Roberto ; Moulton, Pamela C. In: Journal of Empirical Finance. RePEc:eee:empfin:v:43:y:2017:i:c:p:74-90.

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2017Idiosyncratic returns and relative value in the US Treasury market. (2017). Nielsen, Youngju ; Pungaliya, Raunaq S. In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:125-144.

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2017The evolving beta-liquidity relationship of hedge funds. (2017). Stefanova, Denitsa ; Siegmann, Arjen. In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:286-303.

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2017How some bankers made a million by trading just two securities?. (2017). Rinne, Kalle ; Suominen, Matti. In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:304-315.

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2018“On the (Ab)use of Omega?”. (2018). Caporin, Massimiliano ; Maillet, Bertrand ; Jannin, Gregory ; Costola, Michele. In: Journal of Empirical Finance. RePEc:eee:empfin:v:46:y:2018:i:c:p:11-33.

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2017Construction of an efficient portfolio of power purchase decisions based on risk-diversification tradeoff. (2017). Contreras, Javier ; Sosa, Anibal ; Rodriguez, Yeny E. In: Energy Economics. RePEc:eee:eneeco:v:64:y:2017:i:c:p:286-297.

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2018Relative value arbitrage in European commodity markets. (2018). Hain, Martin ; Uhrig-Homburg, Marliese ; Hess, Julian. In: Energy Economics. RePEc:eee:eneeco:v:69:y:2018:i:c:p:140-154.

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2017Are investors consistent in their trading strategies? An examination of individual investor-level data. (2017). Duxbury, Darren ; Yao, Songyao . In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:77-87.

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2017Stock returns and investors mood: Good day sunshine or spurious correlation?. (2017). Kim, Jae. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:94-103.

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2017Cognitive biases in investors behaviour under stress: Evidence from the London Stock Exchange. (2017). Philippas, Dionisis ; SIRIOPOULOS, COSTAS ; Kariofyllas, Spyridon. In: International Review of Financial Analysis. RePEc:eee:finana:v:54:y:2017:i:c:p:54-62.

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2018A conditional regime switching CAPM. (2018). Vendrame, Vasco ; Tucker, Jon ; Guermat, Cherif. In: International Review of Financial Analysis. RePEc:eee:finana:v:56:y:2018:i:c:p:1-11.

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2017Nonparametric tolerance limits for pair trading. (2017). Chen, Cathy W. S. ; Lin, Tsai-Yu . In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:1-9.

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2017Comparing performance sensitivity of retail and institutional mutual funds’ investment flows. (2017). Salganik-Shoshan, Galla ; Zagonov, Maxim ; Mazur, Mieszko. In: Finance Research Letters. RePEc:eee:finlet:v:22:y:2017:i:c:p:66-73.

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2017Investor familiarity and corporate debt financing conditions. (2017). Stolper, Oscar A ; Herrmann, Leonie. In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:263-268.

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2017The effects of macroprudential policies on house prices: Evidence from an event study using Korean real transaction data. (2017). Jung, Hosung ; Lee, Jieun. In: Journal of Financial Stability. RePEc:eee:finsta:v:31:y:2017:i:c:p:167-185.

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2018Reputational shocks and the information content of credit ratings. (2018). Bedendo, Mascia ; El-Jahel, Lina ; Cathcart, Lara. In: Journal of Financial Stability. RePEc:eee:finsta:v:34:y:2018:i:c:p:44-60.

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2017National culture, population age, and other country factors in volume–price volatility relationship. (2017). Hua, Wei ; Wei, Peihwang . In: Global Finance Journal. RePEc:eee:glofin:v:32:y:2017:i:c:p:83-96.

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2018Who trades profusely? The characteristics of individual investors who trade frequently. (2018). Richards, Daniel W ; Willows, Gizelle D. In: Global Finance Journal. RePEc:eee:glofin:v:35:y:2018:i:c:p:1-11.

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2018Performance ranking (dis)similarities in commodity markets. (2018). Zhang, Hanxiong ; Vortelinos, Dimitrios I ; Auer, Benjamin R. In: Global Finance Journal. RePEc:eee:glofin:v:35:y:2018:i:c:p:115-137.

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2018The effects of options listing and delisting in a short-sale-constrained market: Evidence from the Indian equities markets. (2018). Banerjee, Pradip ; Maitra, Debasish ; Christie-David, Rohan ; Chatrath, Arjun . In: Global Finance Journal. RePEc:eee:glofin:v:35:y:2018:i:c:p:157-169.

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2017Herding in frontier markets: Evidence from African stock exchanges. (2017). Guney, Yilmaz ; Komba, Gabriel ; Kallinterakis, Vasileios . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:47:y:2017:i:c:p:152-175.

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2018Multi-market trading and liquidity: Evidence from cross-listed companies. (2018). Atanasova, Christina ; Li, Mingxin. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:53:y:2018:i:c:p:117-138.

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2017Forecasting market returns: bagging or combining?. (2017). Wohar, Mark ; Jordan, Steven J ; Vivian, Andrew. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:1:p:102-120.

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2017Selecting exchange rate fundamentals by bootstrap. (2017). Ribeiro, Pinho. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:894-914.

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2017Information in CDS spreads. (2017). Norden, Lars . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:75:y:2017:i:c:p:118-135.

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2017Competition in the credit rating Industry: Benefits for investors and issuers. (2017). Morkoetter, Stefan ; Westerfeld, Simone ; Stebler, Roman . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:75:y:2017:i:c:p:235-257.

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2017Which market integration measure?. (2017). Paradiso, Antonio ; Donadelli, Michael ; Billio, Monica ; Riedel, M. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:76:y:2017:i:c:p:150-174.

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2017Divergence of sentiment and stock market trading. (2017). Siganos, Antonios ; Verwijmeren, Patrick ; Vagenas-Nanos, Evangelos. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:78:y:2017:i:c:p:130-141.

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2017Style drift: Evidence from small-cap mutual funds. (2017). Velthuis, Raisa ; Cao, Charles ; Iliev, Peter . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:78:y:2017:i:c:p:42-57.

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2017Do individual short-sellers make money? Evidence from Korea. (2017). Wang, Shu-Feng ; Woo, Min-Cheol ; Lee, Kuan-Hui . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:79:y:2017:i:c:p:159-172.

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2017Rewarding risk-taking or skill? The case of private equity fund managers. (2017). Wagner, Niklas ; Buchner, Axel. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:80:y:2017:i:c:p:14-32.

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2017Reading between the ratings: Modeling residual credit risk and yield overlap. (2017). Chang, Charles ; Kao, Chu-Lan Michael ; Fuh, Cheng-Der. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:81:y:2017:i:c:p:114-135.

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2017Financial overconfidence over time: Foresight, hindsight, and insight of investors. (2017). Merkle, Christoph. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:84:y:2017:i:c:p:68-87.

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2017Shortability and asset pricing model: Evidence from the Hong Kong stock market. (2017). Qin, Yafeng ; Li, Xiao-Ming ; Bai, Min. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:85:y:2017:i:c:p:15-29.

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2018In search for managerial skills beyond common performance measures. (2018). Yu, Bin ; Chen, Fan ; Qian, Meifen ; Sun, Ping-Wen. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:86:y:2018:i:c:p:224-239.

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2018Capturing the value premium – global evidence from a fair value-based investment strategy. (2018). Woltering, Rene-Ojas ; Weis, Christian ; Schindler, Felix ; Sebastian, Steffen. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:86:y:2018:i:c:p:53-69.

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2018Can lenders discern managerial ability from luck? Evidence from bank loan contracts. (2018). HASAN, IFTEKHAR ; Lin, Chih-Yung ; Chen, Yan-Shing ; Bui, Dien Giau . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:87:y:2018:i:c:p:187-201.

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2017Modifier words in the financial press and investor expectations. (2017). Kräussl, Roman ; Mirgorodskaya, Elizaveta ; Kraussl, Roman ; Bosman, Ronald . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:138:y:2017:i:c:p:85-98.

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2017Don’t let the easy be the enemy of the good. Returns from art investments: What is wrong with it?. (2017). Vecco, Marilena ; Zanola, Roberto . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:140:y:2017:i:c:p:120-129.

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2017Short-sale constraints, information acquisition, and asset prices. (2017). Nezafat, Mahdi ; Schroder, Mark ; Wang, Qinghai. In: Journal of Economic Theory. RePEc:eee:jetheo:v:172:y:2017:i:c:p:273-312.

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2017News implied volatility and disaster concerns. (2017). Manela, Asaf ; Moreira, Alan . In: Journal of Financial Economics. RePEc:eee:jfinec:v:123:y:2017:i:1:p:137-162.

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2017Reference-dependent preferences and the risk–return trade-off. (2017). Wang, Huijun ; Yu, Jianfeng ; Yan, Jinghua . In: Journal of Financial Economics. RePEc:eee:jfinec:v:123:y:2017:i:2:p:395-414.

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2017Skill and luck in private equity performance. (2017). Korteweg, Arthur ; Sorensen, Morten . In: Journal of Financial Economics. RePEc:eee:jfinec:v:124:y:2017:i:3:p:535-562.

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2017Large shareholders and credit ratings. (2017). Kedia, Simi ; Zhou, Xing ; Rajgopal, Shivaram. In: Journal of Financial Economics. RePEc:eee:jfinec:v:124:y:2017:i:3:p:632-653.

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2017Tail risk in hedge funds: A unique view from portfolio holdings. (2017). Agarwal, Vikas ; Weigert, Florian ; Ruenzi, Stefan. In: Journal of Financial Economics. RePEc:eee:jfinec:v:125:y:2017:i:3:p:610-636.

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2018Four centuries of return predictability. (2018). Golez, Benjamin ; Koudijs, Peter . In: Journal of Financial Economics. RePEc:eee:jfinec:v:127:y:2018:i:2:p:248-263.

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2018The consequences of managerial indiscretions: Sex, lies, and firm value. (2018). Cline, Brandon N ; Yore, Adam S ; Walkling, Ralph A. In: Journal of Financial Economics. RePEc:eee:jfinec:v:127:y:2018:i:2:p:389-415.

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2018Alpha or beta in the eye of the beholder: What drives hedge fund flows?. (2018). Agarwal, Vikas ; Ren, Honglin ; Green, Clifton T. In: Journal of Financial Economics. RePEc:eee:jfinec:v:127:y:2018:i:3:p:417-434.

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More than 100 citations found, this list is not complete...

William Goetzmann has edited the books:


YearTitleTypeCited

Works by William Goetzmann:


YearTitleTypeCited
2011Art and Money In: American Economic Review.
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article20
2009Art and Money.(2009) In: NBER Working Papers.
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This paper has another version. Agregated cites: 20
paper
2010Art and Money.(2010) In: Discussion Paper.
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This paper has another version. Agregated cites: 20
paper
2010Art and Money.(2010) In: Yale School of Management Working Papers.
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This paper has another version. Agregated cites: 20
paper
1993Accounting for Taste: Art and the Financial Markets over Three Centuries. In: American Economic Review.
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article103
2007China and the world financial markets 1870-1939: Modern lessons from historical globalization -super-1 In: Economic History Review.
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article1
2005Rain or Shine: Where is the Weather Effect? In: European Financial Management.
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article50
2003Rain or Shine: Where is the Weather Effect?.(2003) In: NBER Working Papers.
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This paper has another version. Agregated cites: 50
paper
2004Rain or Shine: Where is the Weather Effect?.(2004) In: Yale School of Management Working Papers.
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paper
2009Rain or Shine: Where is the Weather Effect?.(2009) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 50
paper
1990THE PERFORMANCE OF REAL ESTATE AS AN ASSET CLASS In: Journal of Applied Corporate Finance.
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article28
1993 Testing the Predictive Power of Dividend Yields. In: Journal of Finance.
[Full Text][Citation analysis]
article133
1992Testing the Predictive Power of Dividend Yields..(1992) In: Columbia - Graduate School of Business.
[Citation analysis]
This paper has another version. Agregated cites: 133
paper
1990TESTING THE PREDICTIVE POWER OF DIVIDEND YIELDS..(1990) In: Columbia - Graduate School of Business.
[Citation analysis]
This paper has another version. Agregated cites: 133
paper
1995 Performance Persistence. In: Journal of Finance.
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article241
2005Performance Persistence.(2005) In: Yale School of Management Working Papers.
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This paper has another version. Agregated cites: 241
paper
1995 Survival. In: Journal of Finance.
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article49
1998The Dow Theory: William Peter Hamiltons Track Record Reconsidered In: Journal of Finance.
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article29
1998The Dow Theory: William Peter Hamiltons Track Record Re-Considered.(1998) In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
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This paper has another version. Agregated cites: 29
paper
2004The Dow Theory: William Peter Hamiltons Track Record Re-considered.(2004) In: Yale School of Management Working Papers.
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This paper has another version. Agregated cites: 29
paper
2008The Dow Theory: William Peter Hamiltons Track Record Re-Considered.(2008) In: Yale School of Management Working Papers.
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This paper has another version. Agregated cites: 29
paper
1999Global Stock Markets in the Twentieth Century In: Journal of Finance.
[Full Text][Citation analysis]
article144
2003High-Water Marks and Hedge Fund Management Contracts In: Journal of Finance.
[Full Text][Citation analysis]
article84
2001High-Water Marks and Hedge Fund Management Contracts.(2001) In: Yale School of Management Working Papers.
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This paper has another version. Agregated cites: 84
paper
2001High-Water Marks and Hedge Fund Management Contracts.(2001) In: Yale School of Management Working Papers.
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This paper has another version. Agregated cites: 84
paper
2007Efficiency and the Bear: Short Sales and Markets Around the World In: Journal of Finance.
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article184
2003Efficiency and the Bear: Short Sales and Markets around the World.(2003) In: NBER Working Papers.
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This paper has another version. Agregated cites: 184
paper
2004Efficiency and the Bear: Short Sales and Markets around the World.(2004) In: Yale School of Management Working Papers.
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This paper has another version. Agregated cites: 184
paper
2003Efficiency and the Bear: Short Sales and Markets around the World.(2003) In: Yale School of Management Working Papers.
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This paper has another version. Agregated cites: 184
paper
2005Efficiency and the Bear: Short Sales and Markets around the World.(2005) In: Yale School of Management Working Papers.
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This paper has another version. Agregated cites: 184
paper
2008Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration In: Journal of Finance.
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article35
2009Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration.(2009) In: Yale School of Management Working Papers.
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This paper has another version. Agregated cites: 35
paper
2012Tiebreaker: Certification and Multiple Credit Ratings In: Journal of Finance.
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article46
2009Tiebreaker: Certification and Multiple Credit Ratings.(2009) In: NBER Working Papers.
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This paper has another version. Agregated cites: 46
paper
2009Tiebreaker: Certification and Multiple Credit Ratings.(2009) In: Yale School of Management Working Papers.
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This paper has another version. Agregated cites: 46
paper
1997COGNITIVE DISSONANCE AND MUTUAL FUND INVESTORS In: Journal of Financial Research.
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article101
1997Cognitive Dissonance and Mutual Fund Investors.(1997) In: Journal of Financial Research.
[Citation analysis]
This paper has another version. Agregated cites: 101
article
1995Clustering Methods for Real Estate Portfolios In: Real Estate Economics.
[Full Text][Citation analysis]
article15
1998Clustering Methods for Real Estate Portfolios.(1998) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15
paper
2002The Bias of the RSR Estimator and the Accuracy of Some Alternatives In: Real Estate Economics.
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article15
2001The Bias of the RSR Estimator and the Accuracy of Some Alternatives.(2001) In: NBER Technical Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15
paper
2001The Bias of the RSR Estimator and the Accuracy of Some Alternatives.(2001) In: Yale School of Management Working Papers.
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This paper has another version. Agregated cites: 15
paper
2004Portfolio Diversification, Proximity Investment and City Agglomeration In: CEPR Discussion Papers.
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paper8
2005Portfolio Diversification, Proximity Investment and City Agglomeration.(2005) In: Yale School of Management Working Papers.
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This paper has another version. Agregated cites: 8
paper
2004Disposition Matters: Volume, Volatility and Price Impact of Behavioural Bias In: CEPR Discussion Papers.
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paper2
2005Disposition Matters: Volume, Volatility and Price Impact of Behavioral Bias.(2005) In: Yale School of Management Working Papers.
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This paper has another version. Agregated cites: 2
paper
2004Dispersion of Opinion and Stock Returns In: CEPR Discussion Papers.
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paper17
2005Dispersion of opinion and stock returns.(2005) In: Journal of Financial Markets.
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This paper has another version. Agregated cites: 17
article
2005Dispersion of Opinion and Stock Returns.(2005) In: Yale School of Management Working Papers.
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This paper has another version. Agregated cites: 17
paper
1999Re-Emerging Markets In: Journal of Financial and Quantitative Analysis.
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article48
1997Re-emerging Markets.(1997) In: NBER Working Papers.
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paper
1998Re-Emerging Markets.(1998) In: Yale School of Management Working Papers.
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paper
2000Re-emerging Markets.(2000) In: Yale School of Management Working Papers.
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paper
2000Monthly Measurement of Daily Timers In: Journal of Financial and Quantitative Analysis.
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article53
2000Monthly Measurement of Daily Timers.(2000) In: Yale School of Management Working Papers.
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This paper has another version. Agregated cites: 53
paper
2001Day Trading International Mutual Funds: Evidence and Policy Solutions In: Journal of Financial and Quantitative Analysis.
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article34
2001Day Trading International Mutual Funds: Evidence And Policy Solutions.(2001) In: Yale School of Management Working Papers.
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paper
2002Daily Momentum and Contrarian Behavior of Index Fund Investors In: Journal of Financial and Quantitative Analysis.
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article54
2000Daily Momentum and Contrarian Behavior of Index Fund Investors.(2000) In: NBER Working Papers.
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This paper has another version. Agregated cites: 54
paper
1999Daily Momentum And Contrarian Behavior Of Index Fund Investors.(1999) In: Yale School of Management Working Papers.
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paper
2001Daily Momentum And Contrarian Behavior Of Index Fund Investors.(2001) In: Yale School of Management Working Papers.
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This paper has another version. Agregated cites: 54
paper
2003Long-Term Global Market Correlations In: DNB Staff Reports (discontinued).
[Full Text][Citation analysis]
paper239
2001Long-Term Global Market Correlations.(2001) In: NBER Working Papers.
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This paper has another version. Agregated cites: 239
paper
2005Long-Term Global Market Correlations.(2005) In: The Journal of Business.
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This paper has another version. Agregated cites: 239
article
2008Long-Term Global Market Correlations.(2008) In: Yale School of Management Working Papers.
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This paper has another version. Agregated cites: 239
paper
2014The Economics of Aesthetics and Three Centuries of Art Price Records In: Les Cahiers de Recherche.
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paper0
2014The Economics of Aesthetics and Three Centuries of Art Price Records.(2014) In: NBER Working Papers.
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This paper has another version. Agregated cites: 0
paper
2015The economics of aesthetics and record prices for art since 1701 In: Explorations in Economic History.
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article1
2001A new historical database for the NYSE 1815 to 1925: Performance and predictability In: Journal of Financial Markets.
[Full Text][Citation analysis]
article35
2000A New Historical Database For The NYSE 1815 To 1925: Performance And Predictability.(2000) In: Yale School of Management Working Papers.
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This paper has another version. Agregated cites: 35
paper
2004A New Historical Database For The NYSE 1815 To 1925: Performance And Predictability.(2004) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 35
paper
2012Trust and delegation In: Journal of Financial Economics.
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article9
2009Trust and Delegation.(2009) In: NBER Working Papers.
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This paper has another version. Agregated cites: 9
paper
2009Trust and Delegation.(2009) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
paper
2013New evidence on the first financial bubble In: Journal of Financial Economics.
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article15
2009New Evidence on the First Financial Bubble.(2009) In: NBER Working Papers.
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This paper has another version. Agregated cites: 15
paper
2009New Evidence on the First Financial Bubble.(2009) In: Yale School of Management Working Papers.
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This paper has another version. Agregated cites: 15
paper
1997Mutual fund styles In: Journal of Financial Economics.
[Full Text][Citation analysis]
article76
1998Mutual Fund Styles.(1998) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 76
paper
1994Homogeneous Groupings of Metropolitan Housing Markets In: Journal of Housing Economics.
[Full Text][Citation analysis]
article3
1998Risks and Incentives in Underserved Mortgage Markets In: Journal of Housing Economics.
[Full Text][Citation analysis]
article2
1996Risks and Incentives in Underserved Mortgage Markets.(1996) In: Yale School of Management Working Papers.
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This paper has another version. Agregated cites: 2
paper
2003An analysis of the relative performance of Japanese and foreign money management In: Pacific-Basin Finance Journal.
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article0
2002An Analysis of the Relative Performance of Japanese and Foreign Money Management.(2002) In: Yale School of Management Working Papers.
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This paper has another version. Agregated cites: 0
paper
2004An Analysis of the Relative Performance of Japanese and Foreign Money Management.(2004) In: Yale School of Management Working Papers.
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This paper has another version. Agregated cites: 0
paper
1988The effect of the triple witching hour on stock market volatility In: Economic Review.
[Citation analysis]
article0
1992Non-temporal Components of Residential Real Estate Appreciation. In: Columbia - Graduate School of Business.
[Citation analysis]
paper23
1995Non-temporal Components of Residential Real Estate Appreciation..(1995) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23
article
1992Safety First Portfolio Choice. In: Columbia - Graduate School of Business.
[Citation analysis]
paper1
1992Market Response to Mutual Fund Performance. In: Columbia - Graduate School of Business.
[Citation analysis]
paper2
1993Attrition and Mutual Fund Performance. In: Columbia - Graduate School of Business.
[Citation analysis]
paper4
1993Commodity Funds as an Investment Asset. In: Columbia - Graduate School of Business.
[Citation analysis]
paper0
1991Clustering Methods and Commercial Rents. In: Columbia - Graduate School of Business.
[Citation analysis]
paper0
1990ACCOUNTING FOR TASTE: AN ANALYSIS OF ART RETURNS OVER THREE CENTURIES. In: Columbia - Graduate School of Business.
[Citation analysis]
paper5
1990BOOTSTRAPPING TESTS OF LONG-TERM STOCK MARKET EFFICIENCY. In: Columbia - Graduate School of Business.
[Citation analysis]
paper0
1990THE SINGLE FAMILY HOME IN THE INVESTMENT PORTFOLIO. In: Columbia - Graduate School of Business.
[Citation analysis]
paper55
1993The Single Family Home in the Investment Portfolio..(1993) In: The Journal of Real Estate Finance and Economics.
[Citation analysis]
This paper has another version. Agregated cites: 55
article
1990THE ACCURACY OF REAL ESTIMATE INDICES: REPEAT SALE ESTIMATORS. In: Columbia - Graduate School of Business.
[Citation analysis]
paper43
1992The Accuracy of Real Estate Indices: Repeat Sale Estimators..(1992) In: The Journal of Real Estate Finance and Economics.
[Citation analysis]
This paper has another version. Agregated cites: 43
article
1990Do Winners Repeat? Patterns in Mutual Fund Behavior. In: Columbia - Graduate School of Business.
[Citation analysis]
paper24
1997Offshore Hedge Funds: Survival and Performance 1989-1995 In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
[Citation analysis]
paper9
1997Offshore Hedge Funds: Survival and Performance 1989-1995.(1997) In: NBER Working Papers.
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paper
1998Offshore Hedge Funds: Survival and Performance, 1989-1995.(1998) In: Yale School of Management Working Papers.
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paper
1998Offshore Hedge Funds: Survival & Performance 1989-1995 In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
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paper0
2008Offshore Hedge Funds: Survival & Performance 1989-1995.(2008) In: Yale School of Management Working Papers.
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paper
1998The Japanese Open-End Fund Puzzle In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
[Citation analysis]
paper10
1998The Japanese Open-End Fund Puzzle.(1998) In: NBER Working Papers.
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paper
1998Hedge Funds and the Asian Currency Crisis of 1997 In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
[Citation analysis]
paper21
1998Hedge Funds and the Asian Currency Crisis of 1997.(1998) In: NBER Working Papers.
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paper
2008Hedge Funds and the Asian Currency Crisis of 1997.(2008) In: Yale School of Management Working Papers.
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paper
2013The pricing of soft and hard information: economic lessons from screenplay sales In: Journal of Cultural Economics.
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article2
1997A Spatial Model of Housing Returns and Neighborhood Substitutability. In: The Journal of Real Estate Finance and Economics.
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article19
1995A Spatial Model of Housing Returns and Neighborhood Substitutability..(1995) In: Research Program in Finance Working Papers.
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paper
1997A Spatial Model of Housing Returns and Neighborhood Substitutability.(1997) In: Yale School of Management Working Papers.
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paper
2000Two Decades of Commercial Property Returns: A Repeated-Measures Regression-Based Version of the NCREIF Index. In: The Journal of Real Estate Finance and Economics.
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article22
2012The Subprime Crisis and House Price Appreciation In: The Journal of Real Estate Finance and Economics.
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article39
2009The Subprime Crisis and House Price Appreciation.(2009) In: NBER Working Papers.
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paper
2005The History of Corporate Ownership in China: State Patronage, Company Legislation, and the Issue of Control In: NBER Chapters.
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chapter3
2004The History of Corporate Ownership in China: State Patronage, Company Legislation, and the Issue of Control.(2004) In: Yale School of Management Working Papers.
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This paper has another version. Agregated cites: 3
paper
2014Dutch Securities for American Land Speculation in the Late Eighteenth Century In: NBER Chapters.
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chapter0
2013Competition among University Endowments In: NBER Chapters.
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chapter4
2012Competition Among University Endowments.(2012) In: NBER Working Papers.
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This paper has another version. Agregated cites: 4
paper
2003Does Governance Matter? The Case of Art Museums In: NBER Chapters.
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chapter2
2004Portfolio Diversification and City Agglomeration In: NBER Working Papers.
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paper7
2004Fibonacci and the Financial Revolution In: NBER Working Papers.
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paper7
2004Fibonacci and the Financial Revolution.(2004) In: Yale School of Management Working Papers.
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paper
2004Fibonacci and the Financial Revolution.(2004) In: Yale School of Management Working Papers.
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paper
2004Soft Information, Hard Sell: The Role of Soft Information in the Pricing of Intellectual Property In: NBER Working Papers.
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paper0
2005British Investment Overseas 1870-1913: A Modern Portfolio Theory Approach In: NBER Working Papers.
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paper31
2006British Investment Overseas 1870-1913: A Modern Portfolio Theory Approach.(2006) In: Review of Finance.
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article
2005British Investment Overseas 1870-1913: A Modern Portfolio Theory Approach.(2005) In: Yale School of Management Working Papers.
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paper
2009Risk Aversion and Clientele Effects In: NBER Working Papers.
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paper0
2010Securitization in the 1920s In: NBER Working Papers.
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paper4
2010Securitizations in the 1920s.(2010) In: Yale School of Management Working Papers.
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paper
2014Testing Asset Pricing Theory on Six Hundred Years of Stock Returns: Prices and Dividends for the Bazacle Company from 1372 to 1946 In: NBER Working Papers.
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paper0
2015The Development of Corporate Governance in Toulouse: 1372-1946 In: NBER Working Papers.
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paper1
2015Bubble Investing: Learning from History In: NBER Working Papers.
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paper7
2015Momentum in Imperial Russia In: NBER Working Papers.
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paper0
2016Crash Beliefs From Investor Surveys In: NBER Working Papers.
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paper2
2017Negative Bubbles: What Happens After a Crash In: NBER Working Papers.
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paper0
1997A Century of Global Stock Markets In: NBER Working Papers.
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paper7
2000A Century of Global Stock Markets.(2000) In: NBER Working Papers.
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paper
2004A Century of Global Stock Markets.(2004) In: Yale School of Management Working Papers.
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paper
2000A Century of Global Stock Markets.(2000) In: Yale School of Management Working Papers.
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paper
1998Positive Portfolio Factors In: NBER Working Papers.
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paper1
2004Positive Portfolio Factors.(2004) In: Yale School of Management Working Papers.
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paper
2008Positive Portfolio Factors.(2008) In: Yale School of Management Working Papers.
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paper
1998High Water Marks In: NBER Working Papers.
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paper22
2004High Water Marks.(2004) In: Yale School of Management Working Papers.
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paper
1999Pairs Trading: Performance of a Relative Value Arbitrage Rule In: NBER Working Papers.
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paper108
2006Pairs Trading: Performance of a Relative-Value Arbitrage Rule.(2006) In: Review of Financial Studies.
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1998Pairs Trading: Performance of a Relative Value Arbitrage Rule.(1998) In: Yale School of Management Working Papers.
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paper
1998Pairs Trading: Performance of a Relative Value Arbitrage Rule.(1998) In: Yale School of Management Working Papers.
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1998Pairs Trading: Performance of a Relative Value Arbitrage Rule.(1998) In: Yale School of Management Working Papers.
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1999Index Funds and Stock Market Growth In: NBER Working Papers.
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paper54
2003Index Funds and Stock Market Growth.(2003) In: The Journal of Business.
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1999Index Funds and Stock Market Growth.(1999) In: Yale School of Management Working Papers.
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1998Index Funds and Stock Market Growth.(1998) In: Yale School of Management Working Papers.
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paper
2000Global Real Estate Markets - Cycles and Fundamentals In: NBER Working Papers.
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paper37
1999Global Real Estate Markets: Cycles And Fundamentals.(1999) In: Yale School of Management Working Papers.
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paper
2001Global Real Estate Markets: Cycles And Fundamentals.(2001) In: Yale School of Management Working Papers.
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paper
2001Hedge Funds With Style In: NBER Working Papers.
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paper36
2001Hedge Funds With Style.(2001) In: Yale School of Management Working Papers.
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2008Hedge Funds With Style.(2008) In: Yale School of Management Working Papers.
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2001Equity Portfolio Diversification In: NBER Working Papers.
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paper148
2008Equity Portfolio Diversification.(2008) In: Review of Finance.
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2004Equity Portfolio Diversification.(2004) In: Yale School of Management Working Papers.
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2001Equity Portfolio Diversification.(2001) In: Yale School of Management Working Papers.
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paper
2002Sharpening Sharpe Ratios In: NBER Working Papers.
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paper26
2002Sharpening Sharpe Ratios.(2002) In: Yale School of Management Working Papers.
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paper
2002Sharpening Sharpe Ratios.(2002) In: Yale School of Management Working Papers.
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paper
2003Fees on Fees in Funds of Funds In: NBER Working Papers.
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paper24
2004Fees on Fees in Funds of Funds.(2004) In: Yale School of Management Working Papers.
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