William Goetzmann : Citation Profile

Are you William Goetzmann?

Yale University

33

H index

60

i10 index

4230

Citations

RESEARCH PRODUCTION:

60

Articles

182

Papers

2

Books

7

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   33 years (1988 - 2021). See details.
   Cites by year: 128
   Journals where William Goetzmann has often published
   Relations with other researchers
   Recent citing documents: 319.    Total self citations: 64 (1.49 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pgo59
   Updated: 2021-09-25    RAS profile: 2021-06-16    
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Relations with other researchers

Works with:

Ang, Andrew (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 (33)

Renneboog, Luc (30)

Szafarz, Ariane (30)

Spaenjers, Christophe (29)

Campbell, John (23)

Kräussl, Roman (22)

Pelizzon, Loriana (19)

Shiller, Robert (18)

Jagannathan, Ravi (18)

OOSTERLINCK, Kim (17)

Brown, Stephen (17)

Cites to:

Shleifer, Andrei (46)

Shiller, Robert (25)

Brown, Stephen (21)

Vishny, Robert (16)

Spaenjers, Christophe (15)

Titman, Sheridan (13)

Summers, Lawrence (13)

Grinblatt, Mark (13)

French, Kenneth (12)

Rajan, Raghuram (12)

Waldmann, Robert (11)

Main data

Where William Goetzmann has published?

Journals with more than one article published# docs
Journal of Finance10
The Journal of Business6
Journal of Financial Economics5
The Journal of Real Estate Finance and Economics5
Journal of Financial and Quantitative Analysis4
European Financial Management3
The Review of Economics and Statistics3
Review of Finance2
Review of Financial Studies2
Real Estate Economics2
Journal of Housing Economics2
Journal of Cultural Economics2
American Economic Review2
Journal of Financial Markets2

Working Papers Series with more than one paper published# docs
Yale School of Management Working Papers / Yale School of Management109
Post-Print / HAL2

Recent works citing William Goetzmann (2021 and 2020)

YearTitle of citing document
2020Googlization and retail investors trading activity. (2020). D'Hondt, Catherine ; Desagre, Christophe. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2020004.

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2020Retail Investing in Passive Exchange Traded Funds. (2020). Elmaya, Younes Elhichou ; D'Hondt, Catherine ; Petitjean, Mikael. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2020013.

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2021Do retail investors bite off more than they can chew? A close look at their return objectives. (2021). Dhondt, Catherine ; Merli, Maxime ; de Winne, Rudy ; DEWINNE, Rudy . In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021003.

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2020Optimal valuation of American callable credit default swaps under drawdown. (2019). Surya, Budhi ; Palmowski, Zbigniew. In: Papers. RePEc:arx:papers:1904.10063.

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2020Lifetime Ruin Problem Under High-watermark Fees and Drift Uncertainty. (2019). Zhou, Chao ; Yu, Xiang ; Lee, Junbeom. In: Papers. RePEc:arx:papers:1909.01121.

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2020Trading Strategies and Market Color: The Benefits of Friendship with Quantitative Analysts and Financial Engineers. (2019). Kashyap, Ravi. In: Papers. RePEc:arx:papers:1910.02144.

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2020Rational Kernel on Pricing Models of Inflation Derivatives. (2020). Zhou, Yue. In: Papers. RePEc:arx:papers:2001.05124.

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2020A closed-form solution for optimal mean-reverting trading strategies. (2020). de Prado, Marcos Lopez ; Lipton, Alexander. In: Papers. RePEc:arx:papers:2003.10502.

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2021Cryptocurrency Trading: A Comprehensive Survey. (2020). Wu, Fan ; Martinez-Regoband, David ; Li, Lingbo ; Kanthan, Leslie ; Kong, Hoiliong ; Basios, Michail ; Ventre, Carmine ; Fang, Fan. In: Papers. RePEc:arx:papers:2003.11352.

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2020A wavelet analysis of inter-dependence, contagion and long memory among global equity markets. (2020). Bhandari, Avishek. In: Papers. RePEc:arx:papers:2003.14110.

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2020Parisian excursion with capital injection for draw-down reflected Levy insurance risk process. (2020). Zhou, Xiaowen ; Zhao, Xianghua ; Wang, Wenyuan ; Surya, Budhi. In: Papers. RePEc:arx:papers:2005.09214.

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2020Quant Bust 2020. (2020). Kakushadze, Zura. In: Papers. RePEc:arx:papers:2006.05632.

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2020Excursion Risk. (2020). Cont, Rama ; Ananova, Anna ; Xu, Renyuan. In: Papers. RePEc:arx:papers:2011.02870.

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2020Pricing the Information Quantity in Artworks. (2020). Xue, Changyong ; Tu, Zhiyong ; Ju, Lan. In: Papers. RePEc:arx:papers:2011.09129.

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2021An Empirical Assessment of Characteristics and Optimal Portfolios. (2021). Lamoureux, Christopher G ; Zhang, Huacheng. In: Papers. RePEc:arx:papers:2104.12975.

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2021Multivariate Pair Trading by Volatility & Model Adaption Trade-off. (2021). Xie, Tianyang ; Yu, Chenyanzi. In: Papers. RePEc:arx:papers:2106.09132.

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2021Emotions in Macroeconomic News and their Impact on the European Bond Market. (2021). Tosetti, Elisa ; Pezzoli, Luca Tiozzo ; Consoli, Sergio. In: Papers. RePEc:arx:papers:2106.15698.

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2021Margin trading, short selling and corporate green innovation. (2021). You, Da-Ming ; Wu, Ge-Zhi. In: Papers. RePEc:arx:papers:2107.11255.

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2021Behavioral Bias Benefits: Beating Benchmarks By Bundling Bouncy Baskets. (2021). Kashyap, Ravi. In: Papers. RePEc:arx:papers:2109.03740.

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2021Measuring Firms Intrinsic Values in an Emerging Economy: Evidence from Bangladesh. (2021). Fatema-Tuz-Johra, ; Islam, Md Rashidul ; Dewri, Leo Vashkor ; Rahman, Mizanur M. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2021:p:429-445.

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2021A Review of Main Strands on the Flow-Performance Relationship of Mutual Funds. (2021). Filip, Dariusz. In: Athens Journal of Business & Economics. RePEc:ate:journl:ajbev7i3-2.

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2021The Macbeth Factor: The Dark Side of Achievement?driving Analysts. (2021). Wang, Ray R ; Chan, Hung K. In: Abacus. RePEc:bla:abacus:v:57:y:2021:i:2:p:325-361.

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2020Structural holes and hedge fund return comovement: evidence from network‐connected stock hedge funds in China. (2020). Xiao, Tusheng ; Wang, Xueding ; Li, Yang. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:3:p:2811-2841.

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2020Margin trading and price efficiency: information content or price‐adjustment speed?. (2020). Lv, Dayong ; Wu, Wenfeng. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:3:p:2889-2918.

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2020Does news travel slowly before a market crash? The role of margin traders. (2020). Li, Yan ; Qian, LI. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:3:p:3065-3101.

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2020Short?selling and cost of equity: evidence from China. (2020). Lu, Siqi ; Hu, Ning ; Ye, Jianfang ; Ma, Tao. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:4:p:3681-3707.

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2020Equity risk versus retirement adequacy: asset allocation solutions for KiwiSaver. (2020). Bianchi, Robert J ; MacDonald, Kirsten L ; Drew, Michael E. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:4:p:3851-3873.

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2020Evidence of governance arbitrage by private equity sponsors. (2020). Schofield, Guy. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:s1:p:971-1005.

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2021Pairs trading and idiosyncratic cash flow risk. (2021). Faff, Robert ; Do, Binh. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:2:p:3171-3206.

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2021Rating shopping: evidence from the Chinese corporate debt security market. (2021). Shi, Jing ; Pan, Zheyao ; Hu, Xiaolu ; Chang, Zhang . In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:s1:p:2173-2200.

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2020Beyond the efficient markets hypothesis: Towards a new paradigm. (2020). Fender, John . In: Bulletin of Economic Research. RePEc:bla:buecrs:v:72:y:2020:i:3:p:333-351.

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2020Investment in Financial Information and Portfolio Performance. (2020). Jappelli, Tullio ; Guiso, Luigi. In: Economica. RePEc:bla:econom:v:87:y:2020:i:348:p:1133-1170.

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2020Capital market frictions and human capital investment: Evidence from workplace safety around regulation SHO. (2020). Zhang, Chi ; Lee, Eunju ; Bai, John. In: The Financial Review. RePEc:bla:finrev:v:55:y:2020:i:2:p:339-360.

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2020Stock market anomalies and baseball cards. (2020). Thompson, Linh ; Engelberg, Joseph ; Williams, Jared. In: The Financial Review. RePEc:bla:finrev:v:55:y:2020:i:3:p:461-479.

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2020Short‐sale constraints and informational efficiency to private information: A natural experiment. (2020). Mi, Hae. In: The Financial Review. RePEc:bla:finrev:v:55:y:2020:i:4:p:625-643.

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2020What Matters to Individual Investors? Evidence from the Horses Mouth. (2020). Choi, James ; Robertson, Adriana Z. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:4:p:1965-2020.

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2020Riskiness of Real Estate Development: A Perspective from Urban Economics and Option Value Theory. (2020). van De, Alex M ; Kumar, Anil ; Geltner, David. In: Real Estate Economics. RePEc:bla:reesec:v:48:y:2020:i:2:p:406-445.

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2020Risk and Returns of Income Producing Properties: Core versus Noncore. (2020). Thibodeau, Thomas G ; Peng, Liang ; Gang, Jianhua. In: Real Estate Economics. RePEc:bla:reesec:v:48:y:2020:i:2:p:476-503.

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2020Search Benefit in Housing Markets: An Inverted U‐Shaped Price and TOM Relation. (2020). Seiler, Michael J ; Liu, Yingchun ; Lin, Zhenguo ; He, Xin. In: Real Estate Economics. RePEc:bla:reesec:v:48:y:2020:i:3:p:772-807.

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2020Intra-Industry Transfer of Information Inferred From Trading Volume. (2020). Hanousek, Jan ; Tresl, Jiri ; Ferris, Stephen P ; Brushko, Iuliia. In: CERGE-EI Working Papers. RePEc:cer:papers:wp663.

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2020Attention Utility: Evidence from Individual Investors. (2020). Gathergood, John ; Quispe-Torreblanca, Edika ; Stewart, Neil ; Loewenstein, George. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8091.

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2020Does a Local Bias Exist in Equity Crowdfunding?. (2020). Hornuf, Lars ; Stenzhorn, Eliza ; Schmitt, Matthias. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8154.

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2020British Relative Economic Decline in the Aftermath of German Unification. (2020). Crafts, Nicholas. In: CAGE Online Working Paper Series. RePEc:cge:wacage:501.

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2020Does Concurrent Management of Mutual Funds and Pension Plans Create Conflicts of Interest?. (2020). Marti, Carmen Pilar. In: Ensayos de Economía. RePEc:col:000418:018307.

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2020Partisan Professionals: Evidence from Credit Rating Analysts. (2020). Tsoutsoura, Margarita ; Kempf, Elisabeth. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14343.

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2020Inflated credit ratings, regulatory arbitrage and capital requirements: Do investors strategically allocate bond portfolios?. (2020). van der Kroft, Bram ; Boermans, Martijn . In: DNB Working Papers. RePEc:dnb:dnbwpp:673.

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2020Effect of Short Selling on Market Liquidity, Price, and Volatility: A Dynamic Perspective. (2020). Kim, Soonho. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00799.

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2021Issuance and valuation of corporate bonds with quantitative easing. (2021). Pegoraro, Stefano ; Montagna, Mattia. In: Working Paper Series. RePEc:ecb:ecbwps:20212520.

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2020Does mood affect institutional herding?. (2020). Ozturkkal, Belma ; Kallinterakis, Vasileios ; Gavriilidis, Konstantinos. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:26:y:2020:i:c:s2214635019303119.

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2020Measurement of risk preference. (2020). Gubaydullina, Zulia ; Spiwoks, Markus ; Nahmer, Thomas ; Filiz, Ibrahim. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:27:y:2020:i:c:s2214635019303120.

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2020Emotional and attentional influences of photographs on impression management and financial decision making. (2020). Sood, Suresh ; Kanbaty, Majid ; Hellmann, Andreas ; Ang, Lawrence. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:27:y:2020:i:c:s2214635020300940.

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2020Equity premium puzzle — Evidence from Poland. (2020). Zygmanowski, Piotr ; Liwiski, Pawe ; Maruszewski, Janusz ; Gemra, Kamil ; Ukowski, Micha. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:28:y:2020:i:c:s2214635020303257.

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2020How does air pollution-induced fund-manager mood affect stock markets in China?. (2020). Lu, Jing ; Chou, Robin K ; Wu, Qinqin. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:28:y:2020:i:c:s2214635020303269.

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2020When financial literacy meets textual analysis: A conceptual review. (2020). Li, Xiao. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:28:y:2020:i:c:s2214635020303294.

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2021Air pollution and behavioral biases: Evidence from stock market anomalies. (2021). Pham, Mia Hang ; Nguyen, Hung T. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:29:y:2021:i:c:s2214635020303701.

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2021The underlying motivational process behind portfolio diversification choice decisions of individual investors: An experimental design. (2021). Mittal, Shashank ; Deb, Soumya Guha ; Sengupta, Atri. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:29:y:2021:i:c:s2214635020303816.

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2021Googlization and retail trading activity. (2021). Dhondt, Catherine ; Desagre, Christophe. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:29:y:2021:i:c:s2214635020303828.

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2021Exchange-traded certificates, education and the disposition effect. (2021). Silva, Paulo ; Mendes, Victor ; da Silva, Paulo Pereira. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:29:y:2021:i:c:s2214635020303853.

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2020Does the “uptick rule” stabilize the stock market? Insights from adaptive rational equilibrium dynamics. (2020). Radi, Davide ; Dercole, Fabio. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:130:y:2020:i:c:s0960077919303625.

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2020Corporate insider trading and return skewness. (2020). Drobetz, Wolfgang ; Westheide, Christian ; Mussbach, Emil. In: Journal of Corporate Finance. RePEc:eee:corfin:v:60:y:2020:i:c:s0929119918300427.

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2020Short-sale constraints and stock price crash risk: Causal evidence from a natural experiment. (2020). Deng, Xiaohu ; Kim, Jeong-Bon ; Gao, Lei. In: Journal of Corporate Finance. RePEc:eee:corfin:v:60:y:2020:i:c:s092911991830470x.

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2020Worldwide short selling regulations and IPO underpricing. (2020). Zutter, Chad J ; Smart, Scott B ; Boulton, Thomas J. In: Journal of Corporate Finance. RePEc:eee:corfin:v:62:y:2020:i:c:s0929119920300407.

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2020The unintended real effects of short selling in an emerging market. (2020). Yin, Sirui ; Ni, Xiaoran. In: Journal of Corporate Finance. RePEc:eee:corfin:v:64:y:2020:i:c:s0929119920301036.

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2020The impact of short-selling pressure on corporate employee relations. (2020). Xu, Limin ; Luo, Juan ; Brockman, Paul. In: Journal of Corporate Finance. RePEc:eee:corfin:v:64:y:2020:i:c:s0929119920301218.

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2020The time-varying diversifiability of corporate foreign exchange exposure. (2020). Krapl, Alain A. In: Journal of Corporate Finance. RePEc:eee:corfin:v:65:y:2020:i:c:s0929119918300038.

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2020Too gloomy to invest: Weather-induced mood and crowdfunding. (2020). Mohammadi, Ali ; Shafi, Kourosh. In: Journal of Corporate Finance. RePEc:eee:corfin:v:65:y:2020:i:c:s0929119920302054.

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2020Terrorist attacks, investor sentiment, and the pricing of initial public offerings. (2020). Goyal, Abhinav ; Zolotoy, Leon ; Veeraraghavan, Madhu ; Chen, Yangyang. In: Journal of Corporate Finance. RePEc:eee:corfin:v:65:y:2020:i:c:s0929119920302248.

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2021Major shareholders’ trust and market risk: Substituting weak institutions with trust. (2021). Batten, Jonathan ; Aysan, Ahmet ; Chantziaras, Antonios ; Abdelsalam, Omneya. In: Journal of Corporate Finance. RePEc:eee:corfin:v:66:y:2021:i:c:s0929119920302285.

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2021Short-term debt catering. (2021). Lugo, Stefano. In: Journal of Corporate Finance. RePEc:eee:corfin:v:66:y:2021:i:c:s0929119920302613.

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2021Are hedge funds charitable donations strategic?. (2021). Lu, Yan ; Agarwal, Vikas ; Ray, Sugata. In: Journal of Corporate Finance. RePEc:eee:corfin:v:66:y:2021:i:c:s0929119920302868.

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2021U.S. stock prices and the dot.com-bubble: Can dividend policy rescue the efficient market hypothesis?. (2021). Wegener, Christoph ; Vigne, Samuel A ; Klein, Tony ; Basse, Tobias. In: Journal of Corporate Finance. RePEc:eee:corfin:v:67:y:2021:i:c:s0929119921000122.

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2021Do multiple credit ratings reduce money left on the table? Evidence from U.S. IPOs. (2021). Koutroumpis, Panagiotis ; Gounopoulos, Dimitrios ; Goergen, Marc. In: Journal of Corporate Finance. RePEc:eee:corfin:v:67:y:2021:i:c:s0929119921000195.

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2020Separating the signal from the noise – Financial machine learning for Twitter. (2020). Krauss, Christopher ; Fischer, Thomas G ; Schnaubelt, Matthias. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:114:y:2020:i:c:s0165188920300634.

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2021Social Motives and Risk-Taking in Investment Decisions. (2021). Weitzel, Utz ; Rosenkranz, Stephanie ; Kirchler, Michael ; Lindner, Florian. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:127:y:2021:i:c:s0165188921000518.

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2020Art in Africa: Hedonic price analysis of the South African fine art auction market, 2009–2014. (2020). Fedderke, Johannes ; Li, Kaini. In: Economic Modelling. RePEc:eee:ecmode:v:84:y:2020:i:c:p:88-101.

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2020The effect of risk-taking behavior on profitability: Evidence from futures market. (2020). Lin, Chao Hsien ; Lee, Chun I ; Cheng, Teng Yuan. In: Economic Modelling. RePEc:eee:ecmode:v:86:y:2020:i:c:p:19-38.

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2020Can investment advisors promote rational investment? Evidence from micro-data in China. (2020). Wang, Lin ; Zhang, Yixing ; Lu, Xiaomeng. In: Economic Modelling. RePEc:eee:ecmode:v:86:y:2020:i:c:p:251-263.

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2021Price explosiveness in nonferrous metal futures markets. (2021). Xiong, Tao ; Ma, Richie Ruchuan. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:75-90.

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2020Structural breaks in the correlations between Asian and US stock markets. (2020). Chou, Pei-I, ; Lee, Chia-Hao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s106294081830250x.

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2020What do movements in financial traders’ net long positions reveal about aggregate stock returns?. (2020). Dunbar, Kwamie ; Jiang, Jing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818303474.

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2020Disagreements with noisy signals and asset pricing. (2020). Cheng, Fengchao ; Ma, Chaoqun ; Hu, Duni ; Wang, Hailong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818305424.

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2020Disagreement with procyclical beliefs and asset pricing. (2020). Hu, Duni ; Wang, Hailong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819302621.

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2020Do natural disasters and geopolitical risks matter for cross-border country exchange-traded fund returns?. (2020). Lee, Chien-Chiang ; Chen, Mei-Ping. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819303183.

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2020The effect of short-sale restrictions on the information transmission of extended index futures trading. (2020). Wang, Bo-Ting ; Yeh, Shih-Kuo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300632.

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2020Ambiguity aversion for risk choice. (2020). Niu, Yingjie ; Wang, Yuli. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301509.

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2020Happiness sentiments and the prediction of cross-border country exchange-traded fund returns. (2020). Lee, Chien-Chiang ; Chen, Mei-Ping. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301510.

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2020Lottery mindset, mispricing and idiosyncratic volatility puzzle: Evidence from the Chinese stock market. (2020). Eom, Cheoljun ; Tsai, Ping-Chen ; Park, Jongwon ; Van Hai, Hoang . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301637.

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2021Multi-asset pair-trading strategy: A statistical learning approach. (2021). Chen, Cathy W. S. ; Syu, Fong-Yi ; Lin, Tsai-Yu . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820301856.

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2021Limitations of portfolio diversification through fat tails of the return Distributions: Some empirical evidence. (2021). Scalas, Enrico ; Livan, Giacomo ; Kaizoji, Taisei ; Eom, Cheoljun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302394.

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2021Pricing the hedging factor in the cross-section of stock returns. (2021). Dunbar, Kwamie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940821000152.

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2020An investment-based explanation for the dispersion anomaly. (2020). Min, Byoung-Kyu ; Roh, Tai-Yong. In: Economics Letters. RePEc:eee:ecolet:v:186:y:2020:i:c:s0165176519304215.

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2020Music sentiment and stock returns. (2020). Indriawan, Ivan ; Garel, Alexandre ; Fernandez-Perez, Adrian. In: Economics Letters. RePEc:eee:ecolet:v:192:y:2020:i:c:s0165176520301774.

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2021Weather and high-stakes exam performance: Evidence from student-level administrative data in Brazil. (2021). Patel, Pankaj C ; Li, Xiaoxiao. In: Economics Letters. RePEc:eee:ecolet:v:199:y:2021:i:c:s0165176520304584.

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2021Narrative fragmentation and the business cycle. (2021). Bertsch, Christoph ; Zhang, Xin ; Hull, Isaiah. In: Economics Letters. RePEc:eee:ecolet:v:201:y:2021:i:c:s0165176521000604.

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2021Systematic risk in pairs trading and dynamic parameterization. (2021). , Keith ; Li, Yiyun. In: Economics Letters. RePEc:eee:ecolet:v:202:y:2021:i:c:s0165176521001191.

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2020Nonparametric assessment of hedge fund performance. (2020). Garcia, René ; Ardison, Kym ; Almeida, Caio. In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:2:p:349-378.

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2021The implied arbitrage mechanism in financial markets. (2021). Liu, Qingfu ; Chng, Michael T ; Chen, Shiyi. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:468-483.

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2020A simple model of a money-management market with rational and extrapolative investors. (2020). spiegler, ran. In: European Economic Review. RePEc:eee:eecrev:v:127:y:2020:i:c:s0014292120301203.

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2021Corporate governance and industrialization. (2021). Peretto, Pietro ; Iacopetta, Maurizio. In: European Economic Review. RePEc:eee:eecrev:v:135:y:2021:i:c:s0014292121000714.

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2020Hedge fund’s dynamic leverage decisions under time-inconsistent preferences. (2020). Zou, Zhentao ; Yang, Jinqiang ; Liu, BO. In: European Journal of Operational Research. RePEc:eee:ejores:v:284:y:2020:i:2:p:779-791.

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2021An ordinal regression approach for analyzing consumer preferences in the art market. (2021). Zopounidis, Constantin ; Galariotis, Emilios ; Noel, Laurent ; Grigoroudis, Evangelos. In: European Journal of Operational Research. RePEc:eee:ejores:v:290:y:2021:i:2:p:718-733.

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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.
[Full Text][Citation analysis]		article20
2011Art and Money.(2011) In: Post-Print.
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2009Art and Money.(2009) In: NBER Working Papers.
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2010Art and Money.(2010) In: Discussion Paper.
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2010Art and Money.(2010) In: Other publications TiSEM.
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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.
[Full Text][Citation analysis]		article145
2007China and the world financial markets 1870–1939: Modern lessons from historical globalization1 In: Economic History Review.
[Full Text][Citation analysis]		article2
2005Rain or Shine: Where is the Weather Effect? In: European Financial Management.
[Full Text][Citation analysis]		article81
2003Rain or Shine: Where is the Weather Effect?.(2003) In: NBER Working Papers.
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2004Rain or Shine: Where is the Weather Effect?.(2004) In: Yale School of Management Working Papers.
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2009Rain or Shine: Where is the Weather Effect?.(2009) In: Yale School of Management Working Papers.
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2018Investment beliefs of endowments In: European Financial Management.
[Full Text][Citation analysis]		article2
2018Negative bubbles: What happens after a crash In: European Financial Management.
[Full Text][Citation analysis]		article8
2017Negative Bubbles: What Happens After a Crash.(2017) In: NBER Working Papers.
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This paper has another version. Agregated cites: 8		paper
1990THE PERFORMANCE OF REAL ESTATE AS AN ASSET CLASS In: Journal of Applied Corporate Finance.
[Full Text][Citation analysis]		article37
1993 Testing the Predictive Power of Dividend Yields. In: Journal of Finance.
[Full Text][Citation analysis]		article149
1992Testing the Predictive Power of Dividend Yields..(1992) In: Columbia - Graduate School of Business.
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1990TESTING THE PREDICTIVE POWER OF DIVIDEND YIELDS..(1990) In: Columbia - Graduate School of Business.
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1995 Performance Persistence. In: Journal of Finance.
[Full Text][Citation analysis]		article313
2005Performance Persistence.(2005) In: Yale School of Management Working Papers.
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1995 Survival. In: Journal of Finance.
[Full Text][Citation analysis]		article49
1999Global Stock Markets in the Twentieth Century In: Journal of Finance.
[Full Text][Citation analysis]		article161
2001Careers and Survival: Competition and Risk in the Hedge Fund and CTA Industry In: Journal of Finance.
[Full Text][Citation analysis]		article102
2003High?Water Marks and Hedge Fund Management Contracts In: Journal of Finance.
[Full Text][Citation analysis]		article116
2001High-Water Marks and Hedge Fund Management Contracts.(2001) In: Yale School of Management Working Papers.
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2001High-Water Marks and Hedge Fund Management Contracts.(2001) In: Yale School of Management Working Papers.
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2007Efficiency and the Bear: Short Sales and Markets Around the World In: Journal of Finance.
[Full Text][Citation analysis]		article274
2003Efficiency and the Bear: Short Sales and Markets around the World.(2003) In: NBER Working Papers.
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2004Efficiency and the Bear: Short Sales and Markets around the World.(2004) In: Yale School of Management Working Papers.
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2003Efficiency and the Bear: Short Sales and Markets around the World.(2003) In: Yale School of Management Working Papers.
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2005Efficiency and the Bear: Short Sales and Markets around the World.(2005) In: Yale School of Management Working Papers.
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2008Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration In: Journal of Finance.
[Full Text][Citation analysis]		article55
2009Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration.(2009) In: Yale School of Management Working Papers.
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2012Tiebreaker: Certification and Multiple Credit Ratings In: Journal of Finance.
[Full Text][Citation analysis]		article84
2009Tiebreaker: Certification and Multiple Credit Ratings.(2009) In: NBER Working Papers.
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2009Tiebreaker: Certification and Multiple Credit Ratings.(2009) In: Yale School of Management Working Papers.
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2018Estimating Private Equity Returns from Limited Partner Cash Flows In: Journal of Finance.
[Full Text][Citation analysis]		article9
1997COGNITIVE DISSONANCE AND MUTUAL FUND INVESTORS In: Journal of Financial Research.
[Full Text][Citation analysis]		article81
1995Clustering Methods for Real Estate Portfolios In: Real Estate Economics.
[Full Text][Citation analysis]		article17
1998Clustering Methods for Real Estate Portfolios.(1998) In: Yale School of Management Working Papers.
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2002The Bias of the RSR Estimator and the Accuracy of Some Alternatives In: Real Estate Economics.
[Full Text][Citation analysis]		article17
2001The Bias of the RSR Estimator and the Accuracy of Some Alternatives.(2001) In: NBER Technical Working Papers.
[Full Text][Citation analysis]
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2001The Bias of the RSR Estimator and the Accuracy of Some Alternatives.(2001) In: Yale School of Management Working Papers.
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2018Les compagnies de moulins en Occitanie : émergence et gouvernance de sociétés par actions multiséculaires In: Revue d'économie financière.
[Full Text][Citation analysis]		article0
2004Portfolio Diversification, Proximity Investment and City Agglomeration In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper9
2005Portfolio Diversification, Proximity Investment and City Agglomeration.(2005) In: Yale School of Management Working Papers.
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2004Disposition Matters: Volume, Volatility and Price Impact of Behavioural Bias In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper11
2003Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias.(2003) In: NBER Working Papers.
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2003Disposition Matters: Volume, Volatility and PriceImpact of a Behavioral Bias.(2003) In: Yale School of Management Working Papers.
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2004Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias.(2004) In: Yale School of Management Working Papers.
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2005Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias.(2005) In: Yale School of Management Working Papers.
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2005Disposition Matters: Volume, Volatility and Price Impact of Behavioral Bias.(2005) In: Yale School of Management Working Papers.
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2004Dispersion of Opinion and Stock Returns In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper30
2005Dispersion of opinion and stock returns.(2005) In: Journal of Financial Markets.
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2005Dispersion of Opinion and Stock Returns.(2005) In: Yale School of Management Working Papers.
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1999Re-Emerging Markets In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article49
1997Re-emerging Markets.(1997) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 49		paper
1998Re-Emerging Markets.(1998) In: Yale School of Management Working Papers.
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2000Re-emerging Markets.(2000) In: Yale School of Management Working Papers.
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2000Monthly Measurement of Daily Timers In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article69
2000Monthly Measurement of Daily Timers.(2000) In: Yale School of Management Working Papers.
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2001Day Trading International Mutual Funds: Evidence and Policy Solutions In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article37
2001Day Trading International Mutual Funds: Evidence And Policy Solutions.(2001) In: Yale School of Management Working Papers.
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2002Daily Momentum and Contrarian Behavior of Index Fund Investors In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article61
2000Daily Momentum and Contrarian Behavior of Index Fund Investors.(2000) In: NBER Working Papers.
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1999Daily Momentum And Contrarian Behavior Of Index Fund Investors.(1999) In: Yale School of Management Working Papers.
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2001Daily Momentum And Contrarian Behavior Of Index Fund Investors.(2001) In: Yale School of Management Working Papers.
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2003Long-Term Global Market Correlations In: DNB Staff Reports (discontinued).
[Full Text][Citation analysis]		paper275
2001Long-Term Global Market Correlations.(2001) In: NBER Working Papers.
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This paper has another version. Agregated cites: 275		paper
2005Long-Term Global Market Correlations.(2005) In: The Journal of Business.
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2008Long-Term Global Market Correlations.(2008) In: Yale School of Management Working Papers.
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2014The Economics of Aesthetics and Three Centuries of Art Price Records In: HEC Research Papers Series.
[Full Text][Citation analysis]		paper1
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: 1		paper
2015The economics of aesthetics and record prices for art since 1701 In: Explorations in Economic History.
[Full Text][Citation analysis]		article6
2001A new historical database for the NYSE 1815 to 1925: Performance and predictability In: Journal of Financial Markets.
[Full Text][Citation analysis]		article45
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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2004A New Historical Database For The NYSE 1815 To 1925: Performance And Predictability.(2004) In: Yale School of Management Working Papers.
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2012Trust and delegation In: Journal of Financial Economics.
[Full Text][Citation analysis]		article23
2009Trust and Delegation.(2009) In: NBER Working Papers.
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This paper has another version. Agregated cites: 23		paper
2009Trust and Delegation.(2009) In: Yale School of Management Working Papers.
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This paper has another version. Agregated cites: 23		paper
2013New evidence on the first financial bubble In: Journal of Financial Economics.
[Full Text][Citation analysis]		article30
2009New Evidence on the First Financial Bubble.(2009) In: NBER Working Papers.
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This paper has another version. Agregated cites: 30		paper
2009New Evidence on the First Financial Bubble.(2009) In: Yale School of Management Working Papers.
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2018Momentum in Imperial Russia In: Journal of Financial Economics.
[Full Text][Citation analysis]		article5
2015Momentum in Imperial Russia.(2015) In: NBER Working Papers.
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2019The present value relation over six centuries: The case of the Bazacle company In: Journal of Financial Economics.
[Full Text][Citation analysis]		article2
2019The present value relation over six centuries: The case of the Bazacle company.(2019) In: Post-Print.
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2017The Present Value Relation Over Six Centuries: The Case of the Bazacle Company.(2017) In: TSE Working Papers.
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1997Mutual fund styles In: Journal of Financial Economics.
[Full Text][Citation analysis]		article80
1998Mutual Fund Styles.(1998) In: Yale School of Management Working Papers.
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This paper has another version. Agregated cites: 80		paper
1994Homogeneous Groupings of Metropolitan Housing Markets In: Journal of Housing Economics.
[Full Text][Citation analysis]		article4
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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2003An analysis of the relative performance of Japanese and foreign money management In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		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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2004An Analysis of the Relative Performance of Japanese and Foreign Money Management.(2004) In: Yale School of Management Working Papers.
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2016Beauty is in the bid of the beholder: An empirical basis for style In: Research in Economics.
[Full Text][Citation analysis]		article4
2004Beauty is in the Bid of the Beholder: An Empirical Basis for Style.(2004) In: Yale School of Management Working Papers.
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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]		paper26
1995Non-temporal Components of Residential Real Estate Appreciation..(1995) In: The Review of Economics and Statistics.
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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.
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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]		paper64
1993The Single Family Home in the Investment Portfolio..(1993) In: The Journal of Real Estate Finance and Economics.
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1990THE ACCURACY OF REAL ESTIMATE INDICES: REPEAT SALE ESTIMATORS. In: Columbia - Graduate School of Business.
[Citation analysis]		paper54
1992The Accuracy of Real Estate Indices: Repeat Sale Estimators..(1992) In: The Journal of Real Estate Finance and Economics.
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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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1998Offshore Hedge Funds: Survival and Performance, 1989-1995.(1998) In: Yale School of Management Working Papers.
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1998Offshore Hedge Funds: Survival & Performance 1989-1995 In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
[Citation analysis]		paper0
2008Offshore Hedge Funds: Survival & Performance 1989-1995.(2008) In: Yale School of Management Working Papers.
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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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2001The Japanese Open-End Fund Puzzle..(2001) In: The Journal of Business.
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1998The Dow Theory: William Peter Hamiltons Track Record Re-Considered In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
[Citation analysis]		paper27
2004The Dow Theory: William Peter Hamiltons Track Record Re-considered.(2004) In: Yale School of Management Working Papers.
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2008The Dow Theory: William Peter Hamiltons Track Record Re-Considered.(2008) In: Yale School of Management Working Papers.
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1998Hedge Funds and the Asian Currency Crisis of 1997 In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
[Citation analysis]		paper22
1998Hedge Funds and the Asian Currency Crisis of 1997.(1998) In: NBER Working Papers.
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2008Hedge Funds and the Asian Currency Crisis of 1997.(2008) In: Yale School of Management Working Papers.
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2013The pricing of soft and hard information: economic lessons from screenplay sales In: Journal of Cultural Economics.
[Full Text][Citation analysis]		article5
2019Art and gender: market bias or selection bias? In: Journal of Cultural Economics.
[Full Text][Citation analysis]		article7
1997A Spatial Model of Housing Returns and Neighborhood Substitutability. In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]		article22
1995A Spatial Model of Housing Returns and Neighborhood Substitutability..(1995) In: Research Program in Finance Working Papers.
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1997A Spatial Model of Housing Returns and Neighborhood Substitutability.(1997) In: Yale School of Management Working Papers.
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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.
[Full Text][Citation analysis]		article25
2012The Subprime Crisis and House Price Appreciation In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]		article45
2009The Subprime Crisis and House Price Appreciation.(2009) In: NBER Working Papers.
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2005The History of Corporate Ownership in China: State Patronage, Company Legislation, and the Issue of Control In: NBER Chapters.
[Full Text][Citation analysis]		chapter4
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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2014Dutch Securities for American Land Speculation in the Late Eighteenth Century In: NBER Chapters.
[Full Text][Citation analysis]		chapter5
2013Competition among University Endowments In: NBER Chapters.
[Full Text][Citation analysis]		chapter4
2012Competition Among University Endowments.(2012) In: NBER Working Papers.
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2003Does Governance Matter? The Case of Art Museums In: NBER Chapters.
[Full Text][Citation analysis]		chapter2
2004Portfolio Diversification and City Agglomeration In: NBER Working Papers.
[Full Text][Citation analysis]		paper7
2004Fibonacci and the Financial Revolution In: NBER Working Papers.
[Full Text][Citation analysis]		paper7
2004Fibonacci and the Financial Revolution.(2004) In: Yale School of Management Working Papers.
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2004Fibonacci and the Financial Revolution.(2004) In: Yale School of Management Working Papers.
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2004Soft Information, Hard Sell: The Role of Soft Information in the Pricing of Intellectual Property In: NBER Working Papers.
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2005British Investment Overseas 1870-1913: A Modern Portfolio Theory Approach In: NBER Working Papers.
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2006British Investment Overseas 1870-1913: A Modern Portfolio Theory Approach.(2006) In: Review of Finance.
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2005British Investment Overseas 1870-1913: A Modern Portfolio Theory Approach.(2005) In: Yale School of Management Working Papers.
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2009Risk Aversion and Clientele Effects In: NBER Working Papers.
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2010Securitization in the 1920s In: NBER Working Papers.
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2010Securitizations in the 1920s.(2010) In: Yale School of Management Working Papers.
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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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2015The Development of Corporate Governance in Toulouse: 1372-1946 In: NBER Working Papers.
[Full Text][Citation analysis]		paper1
2015Bubble Investing: Learning from History In: NBER Working Papers.
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2016Crash Beliefs From Investor Surveys In: NBER Working Papers.
[Full Text][Citation analysis]		paper8
2021Real and Private-Value Assets In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
1997A Century of Global Stock Markets In: NBER Working Papers.
[Full Text][Citation analysis]		paper7
2000A Century of Global Stock Markets.(2000) In: NBER Working Papers.
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2004A Century of Global Stock Markets.(2004) In: Yale School of Management Working Papers.
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2000A Century of Global Stock Markets.(2000) In: Yale School of Management Working Papers.
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1998Positive Portfolio Factors In: NBER Working Papers.
[Full Text][Citation analysis]		paper1
2004Positive Portfolio Factors.(2004) In: Yale School of Management Working Papers.
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2008Positive Portfolio Factors.(2008) In: Yale School of Management Working Papers.
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1998High Water Marks In: NBER Working Papers.
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1999Pairs Trading: Performance of a Relative Value Arbitrage Rule In: NBER Working Papers.
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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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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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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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2000Global Real Estate Markets - Cycles and Fundamentals In: NBER Working Papers.
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1999Global Real Estate Markets: Cycles And Fundamentals.(1999) In: Yale School of Management Working Papers.
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2001Global Real Estate Markets: Cycles And Fundamentals.(2001) In: Yale School of Management Working Papers.
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2001Hedge Funds With Style In: NBER Working Papers.
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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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2001Equity Portfolio Diversification.(2001) In: Yale School of Management Working Papers.
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2002Sharpening Sharpe Ratios In: NBER Working Papers.
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2003Fees on Fees in Funds of Funds In: NBER Working Papers.
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2005FEES ON FEES IN FUNDS OF FUNDS.(2005) In: World Scientific Book Chapters.
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2004Fees on Fees in Funds of Funds.(2004) In: Yale School of Management Working Papers.
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2009Fees on Fees in Funds of Funds.(2009) In: Yale School of Management Working Papers.
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2003Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares In: NBER Working Papers.
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2003Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows In: NBER Working Papers.
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2002Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows.(2002) In: Yale School of Management Working Papers.
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2008Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows.(2008) In: Yale School of Management Working Papers.
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2011The Efficient Market Theory and Evidence: Implications for Active Investment Management In: Foundations and Trends(R) in Finance.
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2006The Equity Risk Premium: Essays and Explorations In: OUP Catalogue.
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1997Rejoinder: The J-Shape Of Performance Persistence Given Survivorship Bias In: The Review of Economics and Statistics.
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2006Estimating House Price Indexes in the Presence of Seller Reservation Prices In: The Review of Economics and Statistics.
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1993Patterns in Three Centuries of Stock Market Prices. In: The Journal of Business.
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1995A Longer Look at Dividend Yields. In: The Journal of Business.
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1998A Longer Look at Dividend Yields.(1998) In: Yale School of Management Working Papers.
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1999Offshore Hedge Funds: Survival and Performance, 1989-95. In: The Journal of Business.
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2001China and the World Financial Markets 1870-1930: Modern Lessons From Historical Globalization In: Center for Financial Institutions Working Papers.
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2006Portfolio Performance Manipulation and Manipulation-Proof Performance Measures In: Yale School of Management Working Papers.
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2006Simulating Real Estate in the Investment Portfolio: Model Uncertainty and Inflation Hedging In: Yale School of Management Working Papers.
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2009Estimating Operational Risk for Hedge Funds: The ?-Score In: Yale School of Management Working Papers.
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2004Soft Information, Hard Sell: The Role of Soft Information in the Pricing of Intellectual Property - Evidence from Screenplays Sales In: Yale School of Management Working Papers.
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2008Safety First Portfolio Insurance In: Yale School of Management Working Papers.
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2009Investor Expectations, Business Conditions, and the Pricing of Beta-Instability Risk In: Yale School of Management Working Papers.
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2004Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs In: Yale School of Management Working Papers.
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2008Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs.(2008) In: Yale School of Management Working Papers.
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1999Do Cities and Suburbs Cluster? In: Yale School of Management Working Papers.
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2004China and the World Financial Markets 1870-1930:Modern Lessons From Historical Globalization (Chinese Version) In: Yale School of Management Working Papers.
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2001China and the World Financial Markets 1870-1930: Modern Lessons From Historical Globalization (Chinese Version).(2001) In: Yale School of Management Working Papers.
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2001The Development Of Corporate Performance Measures: Benchmarks Before EVA In: Yale School of Management Working Papers.
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2000Behavioral Factors in Mutual Fund Flows In: Yale School of Management Working Papers.
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2001Behavioral Factors in Mutual Fund Flows.(2001) In: Yale School of Management Working Papers.
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2001The Policy Implications of Portfolio Choice in Underserved Mortgage Markets In: Yale School of Management Working Papers.
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2001Heterogeneity of Trade and Stock Returns. Evidence from Index Fund Investors In: Yale School of Management Working Papers.
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2003Dispersion of Opinion and Stock Returns: Evidence from Index Fund Investors In: Yale School of Management Working Papers.
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2009China and the World Financial Markets 1870-1930: Modern Lessons From Historical Globalization (English Version) In: Yale School of Management Working Papers.
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2004Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares (English version) In: Yale School of Management Working Papers.
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2002Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares (English Version).(2002) In: Yale School of Management Working Papers.
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2003Estimating Indices in the Presence of Seller Reservation Prices In: Yale School of Management Working Papers.
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2009The Impact of Clientele Changes: Evidence from Stock Splits In: Yale School of Management Working Papers.
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2006Home Equity Insurance: A Pilot Project In: Yale School of Management Working Papers.
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2003Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares (Russian Version) In: Yale School of Management Working Papers.
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2003Diversification Decisions of Individual Investors and Asset Prices In: Yale School of Management Working Papers.
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2006Bubble Investors: What Were They Thinking? In: Yale School of Management Working Papers.
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2005History and the Equity Risk Premium In: Yale School of Management Working Papers.
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2005More Social Security, Not Less In: Yale School of Management Working Papers.
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2009Short-Sales in Global Perspective In: Yale School of Management Working Papers.
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2005Why Do Individual Investors Hold Under-Diversified Portfolios? In: Yale School of Management Working Papers.
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2004Will History Rhyme? The Past as Financial Future In: Yale School of Management Working Papers.
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2005The Performance of Real Estate Portfolios: A Simulation Approach In: Yale School of Management Working Papers.
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2005Institutional Perspectives on Real Estate Investing: The Role of Risk and Uncertainty In: Yale School of Management Working Papers.
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1998An Emerging Market: The NYSE From 1815 to 1871 In: Yale School of Management Working Papers.
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2004An Emerging Market: The NYSE From 1815 to 1871.(2004) In: Yale School of Management Working Papers.
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2000The Effect of Seller Reserves on Market Index Estimation In: Yale School of Management Working Papers.
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1996Suburbs and Cities In: Yale School of Management Working Papers.
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2001Two Decades Of Commercial Property Returns: A NCREIF Index Using Independent Appraisals In: Yale School of Management Working Papers.
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2008The Open-End Japanese Mutual Fund Puzzle In: Yale School of Management Working Papers.
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2004China and the World Financial Markets 1870-1930: In: Yale School of Management Working Papers.
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