William Goetzmann : Citation Profile

Are you William Goetzmann?

Yale University

34

H index

60

i10 index

4258

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: 129
   Journals where William Goetzmann has often published
   Relations with other researchers
   Recent citing documents: 340.    Total self citations: 64 (1.48 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgo59
   Updated: 2021-10-16    RAS profile: 2021-06-16    
   Missing citations? Add them    Incorrect content? Let us know

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 (32)

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 (24)

Vishny, Robert (16)

Spaenjers, Christophe (15)

Grinblatt, Mark (13)

Summers, Lawrence (13)

Titman, Sheridan (13)

Rajan, Raghuram (12)

French, Kenneth (12)

Renneboog, Luc (11)

Main data

Where William Goetzmann has published?

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

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2021Behavioural Bias Benefits: Beating Benchmarks By Bundling Bouncy Baskets. (2021). Kashyap, Ravi. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:3:p:4885-4921.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2021Nudging against panic selling: Making use of the IKEA effect. (2021). Stutz, David ; Rieger, Marc Oliver ; Ashtiani, Amin Zokaei. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000460.

Full description at Econpapers || Download paper

2021Short sales restrictions and market quality: Evidence from Korea. (2021). Sohn, Wook ; Hahn, Jaehoon ; Eom, Yunsung. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000484.

Full description at Econpapers || Download paper

2021Do multiple competing offerings on a crowdfunding platform influence investment behavior?. (2021). Ferretti, Riccardo ; Pedrazzoli, Alessia ; Venturelli, Valeria. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000502.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.
[Citation analysis]
This paper has another version. Agregated cites: 20		paper
2009Art and Money.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20		paper
2010Art and Money.(2010) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20		paper
2010Art and Money.(2010) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20		paper
2010Art and Money.(2010) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
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]		article147
2007China and the world financial markets 1870–1939: Modern lessons from historical globalization1 In: Economic History Review.
[Full Text][Citation analysis]		article3
2005Rain or Shine: Where is the Weather Effect? In: European Financial Management.
[Full Text][Citation analysis]		article82
2003Rain or Shine: Where is the Weather Effect?.(2003) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 82		paper
2004Rain or Shine: Where is the Weather Effect?.(2004) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 82		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: 82		paper
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.
[Full Text][Citation analysis]
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.
[Citation analysis]
This paper has another version. Agregated cites: 149		paper
1990TESTING THE PREDICTIVE POWER OF DIVIDEND YIELDS..(1990) In: Columbia - Graduate School of Business.
[Citation analysis]
This paper has another version. Agregated cites: 149		paper
1995 Performance Persistence. In: Journal of Finance.
[Full Text][Citation analysis]		article314
2005Performance Persistence.(2005) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 314		paper
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]		article117
2001High-Water Marks and Hedge Fund Management Contracts.(2001) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 117		paper
2001High-Water Marks and Hedge Fund Management Contracts.(2001) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 117		paper
2007Efficiency and the Bear: Short Sales and Markets Around the World In: Journal of Finance.
[Full Text][Citation analysis]		article277
2003Efficiency and the Bear: Short Sales and Markets around the World.(2003) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 277		paper
2004Efficiency and the Bear: Short Sales and Markets around the World.(2004) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 277		paper
2003Efficiency and the Bear: Short Sales and Markets around the World.(2003) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 277		paper
2005Efficiency and the Bear: Short Sales and Markets around the World.(2005) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 277		paper
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 55		paper
2012Tiebreaker: Certification and Multiple Credit Ratings In: Journal of Finance.
[Full Text][Citation analysis]		article87
2009Tiebreaker: Certification and Multiple Credit Ratings.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 87		paper
2009Tiebreaker: Certification and Multiple Credit Ratings.(2009) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 87		paper
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 17		paper
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]
This paper has another version. Agregated cites: 17		paper
2001The Bias of the RSR Estimator and the Accuracy of Some Alternatives.(2001) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 17		paper
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9		paper
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11		paper
2003Disposition Matters: Volume, Volatility and PriceImpact of a Behavioral Bias.(2003) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11		paper
2004Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias.(2004) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11		paper
2005Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias.(2005) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11		paper
2005Disposition Matters: Volume, Volatility and Price Impact of Behavioral Bias.(2005) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11		paper
2004Dispersion of Opinion and Stock Returns In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper31
2005Dispersion of opinion and stock returns.(2005) In: Journal of Financial Markets.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 31		article
2005Dispersion of Opinion and Stock Returns.(2005) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 31		paper
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 49		paper
2000Re-emerging Markets.(2000) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 49		paper
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 69		paper
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 37		paper
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 61		paper
1999Daily Momentum And Contrarian Behavior Of Index Fund Investors.(1999) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 61		paper
2001Daily Momentum And Contrarian Behavior Of Index Fund Investors.(2001) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 61		paper
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 275		paper
2005Long-Term Global Market Correlations.(2005) In: The Journal of Business.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 275		article
2008Long-Term Global Market Correlations.(2008) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 275		paper
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.
[Full Text][Citation analysis]
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]		article46
2000A New Historical Database For The NYSE 1815 To 1925: Performance And Predictability.(2000) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 46		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: 46		paper
2012Trust and delegation In: Journal of Financial Economics.
[Full Text][Citation analysis]		article23
2009Trust and Delegation.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23		paper
2009Trust and Delegation.(2009) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 30		paper
2009New Evidence on the First Financial Bubble.(2009) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 30		paper
2018Momentum in Imperial Russia In: Journal of Financial Economics.
[Full Text][Citation analysis]		article5
2015Momentum in Imperial Russia.(2015) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		paper
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.
[Citation analysis]
This paper has another version. Agregated cites: 2		paper
2017The Present Value Relation Over Six Centuries: The Case of the Bazacle Company.(2017) In: TSE Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		paper
1997Mutual fund styles In: Journal of Financial Economics.
[Full Text][Citation analysis]		article80
1998Mutual Fund Styles.(1998) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
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.
[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.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		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]		paper26
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: 26		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]		paper64
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: 64		article
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.
[Citation analysis]
This paper has another version. Agregated cites: 54		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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9		paper
1998Offshore Hedge Funds: Survival and Performance, 1989-1995.(1998) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9		paper
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10		paper
2001The Japanese Open-End Fund Puzzle..(2001) In: The Journal of Business.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10		article
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 27		paper
2008The Dow Theory: William Peter Hamiltons Track Record Re-Considered.(2008) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 27		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]		paper22
1998Hedge Funds and the Asian Currency Crisis of 1997.(1998) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22		paper
2008Hedge Funds and the Asian Currency Crisis of 1997.(2008) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22		paper
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]		article9
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22		paper
1997A Spatial Model of Housing Returns and Neighborhood Substitutability.(1997) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22		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.
[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]		article46
2009The Subprime Crisis and House Price Appreciation.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 46		paper
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		paper
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		paper
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7		paper
2004Fibonacci and the Financial Revolution.(2004) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7		paper
2004Soft Information, Hard Sell: The Role of Soft Information in the Pricing of Intellectual Property In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2005British Investment Overseas 1870-1913: A Modern Portfolio Theory Approach In: NBER Working Papers.
[Full Text][Citation analysis]		paper43
2006British Investment Overseas 1870-1913: A Modern Portfolio Theory Approach.(2006) In: Review of Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 43		article
2005British Investment Overseas 1870-1913: A Modern Portfolio Theory Approach.(2005) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 43		paper
2009Risk Aversion and Clientele Effects In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2010Securitization in the 1920s In: NBER Working Papers.
[Full Text][Citation analysis]		paper4
2010Securitizations in the 1920s.(2010) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		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.
[Full Text][Citation analysis]		paper0
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.
[Full Text][Citation analysis]		paper10
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.
[Citation analysis]
This paper has another version. Agregated cites: 7		paper
2004A Century of Global Stock Markets.(2004) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7		paper
2000A Century of Global Stock Markets.(2000) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7		paper
1998Positive Portfolio Factors In: NBER Working Papers.
[Full Text][Citation analysis]		paper1
2004Positive Portfolio Factors.(2004) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2008Positive Portfolio Factors.(2008) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
1998High Water Marks In: NBER Working Papers.
[Full Text][Citation analysis]		paper22
2004High Water Marks.(2004) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22		paper
1999Pairs Trading: Performance of a Relative Value Arbitrage Rule In: NBER Working Papers.
[Full Text][Citation analysis]		paper176
2006Pairs Trading: Performance of a Relative-Value Arbitrage Rule.(2006) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 176		article
1998Pairs Trading: Performance of a Relative Value Arbitrage Rule.(1998) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 176		paper
1998Pairs Trading: Performance of a Relative Value Arbitrage Rule.(1998) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 176		paper
1998Pairs Trading: Performance of a Relative Value Arbitrage Rule.(1998) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 176		paper
1999Index Funds and Stock Market Growth In: NBER Working Papers.
[Full Text][Citation analysis]		paper73
2003Index Funds and Stock Market Growth.(2003) In: The Journal of Business.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 73		article
1999Index Funds and Stock Market Growth.(1999) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 73		paper
1998Index Funds and Stock Market Growth.(1998) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 73		paper
2000Global Real Estate Markets - Cycles and Fundamentals In: NBER Working Papers.
[Full Text][Citation analysis]		paper41
1999Global Real Estate Markets: Cycles And Fundamentals.(1999) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 41		paper
2001Global Real Estate Markets: Cycles And Fundamentals.(2001) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 41		paper
2001Hedge Funds With Style In: NBER Working Papers.
[Full Text][Citation analysis]		paper37
2001Hedge Funds With Style.(2001) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 37		paper
2008Hedge Funds With Style.(2008) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 37		paper
2001Equity Portfolio Diversification In: NBER Working Papers.
[Full Text][Citation analysis]		paper249
2008Equity Portfolio Diversification.(2008) In: Review of Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 249		article
2004Equity Portfolio Diversification.(2004) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 249		paper
2001Equity Portfolio Diversification.(2001) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 249		paper
2002Sharpening Sharpe Ratios In: NBER Working Papers.
[Full Text][Citation analysis]		paper32
2002Sharpening Sharpe Ratios.(2002) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 32		paper
2002Sharpening Sharpe Ratios.(2002) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 32		paper
2003Fees on Fees in Funds of Funds In: NBER Working Papers.
[Full Text][Citation analysis]		paper35
2005FEES ON FEES IN FUNDS OF FUNDS.(2005) In: World Scientific Book Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 35		chapter
2004Fees on Fees in Funds of Funds.(2004) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 35		paper
2009Fees on Fees in Funds of Funds.(2009) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 35		paper
2003Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares In: NBER Working Papers.
[Full Text][Citation analysis]		paper8
2003Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows In: NBER Working Papers.
[Full Text][Citation analysis]		paper44
2002Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows.(2002) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 44		paper
2008Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows.(2008) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 44		paper
2011The Efficient Market Theory and Evidence: Implications for Active Investment Management In: Foundations and Trends(R) in Finance.
[Full Text][Citation analysis]		article2
2015Weather-Induced Mood, Institutional Investors, and Stock Returns In: Review of Financial Studies.
[Full Text][Citation analysis]		article34
2006The Equity Risk Premium: Essays and Explorations In: OUP Catalogue.
[Citation analysis]		book9
2011A Shareholder Lawsuit in Fourteenth-Century Toulouse In: Palgrave Macmillan Books.
[Citation analysis]		chapter0
2016Introduction In: Introductory Chapters.
[Full Text][Citation analysis]		chapter0
2016Money Changes Everything: How Finance Made Civilization Possible In: Economics Books.
[Citation analysis]		book18
2014Is trading behavior stable across contexts? Evidence from style and multi-style investors In: Quantitative Finance.
[Full Text][Citation analysis]		article1
1997Rejoinder: The J-Shape Of Performance Persistence Given Survivorship Bias In: The Review of Economics and Statistics.
[Full Text][Citation analysis]		article3
2006Estimating House Price Indexes in the Presence of Seller Reservation Prices In: The Review of Economics and Statistics.
[Full Text][Citation analysis]		article33
1993Patterns in Three Centuries of Stock Market Prices. In: The Journal of Business.
[Full Text][Citation analysis]		article24
1995A Longer Look at Dividend Yields. In: The Journal of Business.
[Full Text][Citation analysis]		article25
1998A Longer Look at Dividend Yields.(1998) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 25		paper
1999Offshore Hedge Funds: Survival and Performance, 1989-95. In: The Journal of Business.
[Full Text][Citation analysis]		article126
2001China and the World Financial Markets 1870-1930: Modern Lessons From Historical Globalization In: Center for Financial Institutions Working Papers.
[Full Text][Citation analysis]		paper2
2006Portfolio Performance Manipulation and Manipulation-Proof Performance Measures In: Yale School of Management Working Papers.
[Full Text][Citation analysis]		paper165
2006Simulating Real Estate in the Investment Portfolio: Model Uncertainty and Inflation Hedging In: Yale School of Management Working Papers.
[Full Text][Citation analysis]		paper5
2009Estimating Operational Risk for Hedge Funds: The ?-Score In: Yale School of Management Working Papers.
[Full Text][Citation analysis]		paper17
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.
[Full Text][Citation analysis]		paper0
2008Safety First Portfolio Insurance In: Yale School of Management Working Papers.
[Full Text][Citation analysis]		paper0
2009Investor Expectations, Business Conditions, and the Pricing of Beta-Instability Risk In: Yale School of Management Working Papers.
[Full Text][Citation analysis]		paper1
2004Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs In: Yale School of Management Working Papers.
[Full Text][Citation analysis]		paper11
2008Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs.(2008) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11		paper
1999Do Cities and Suburbs Cluster? In: Yale School of Management Working Papers.
[Full Text][Citation analysis]		paper1
2004China and the World Financial Markets 1870-1930:Modern Lessons From Historical Globalization (Chinese Version) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]		paper1
2001China and the World Financial Markets 1870-1930: Modern Lessons From Historical Globalization (Chinese Version).(2001) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2001The Development Of Corporate Performance Measures: Benchmarks Before EVA In: Yale School of Management Working Papers.
[Full Text][Citation analysis]		paper2
2000Behavioral Factors in Mutual Fund Flows In: Yale School of Management Working Papers.
[Full Text][Citation analysis]		paper24
2001Behavioral Factors in Mutual Fund Flows.(2001) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 24		paper
2001The Policy Implications of Portfolio Choice in Underserved Mortgage Markets In: Yale School of Management Working Papers.
[Full Text][Citation analysis]		paper10
2001Heterogeneity of Trade and Stock Returns. Evidence from Index Fund Investors In: Yale School of Management Working Papers.
[Full Text][Citation analysis]		paper1
2003Dispersion of Opinion and Stock Returns: Evidence from Index Fund Investors In: Yale School of Management Working Papers.
[Full Text][Citation analysis]		paper0
2009China and the World Financial Markets 1870-1930: Modern Lessons From Historical Globalization (English Version) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]		paper0
2004Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares (English version) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]		paper5
2002Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares (English Version).(2002) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		paper
2003Estimating Indices in the Presence of Seller Reservation Prices In: Yale School of Management Working Papers.
[Full Text][Citation analysis]		paper1
2009The Impact of Clientele Changes: Evidence from Stock Splits In: Yale School of Management Working Papers.
[Full Text][Citation analysis]		paper0
2006Home Equity Insurance: A Pilot Project In: Yale School of Management Working Papers.
[Full Text][Citation analysis]		paper8
2003Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares (Russian Version) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]		paper3
2003Diversification Decisions of Individual Investors and Asset Prices In: Yale School of Management Working Papers.
[Full Text][Citation analysis]		paper5
2006Bubble Investors: What Were They Thinking? In: Yale School of Management Working Papers.
[Full Text][Citation analysis]		paper4
2005History and the Equity Risk Premium In: Yale School of Management Working Papers.
[Full Text][Citation analysis]		paper7
2005More Social Security, Not Less In: Yale School of Management Working Papers.
[Full Text][Citation analysis]		paper2
2009Short-Sales in Global Perspective In: Yale School of Management Working Papers.
[Full Text][Citation analysis]		paper2
2005Why Do Individual Investors Hold Under-Diversified Portfolios? In: Yale School of Management Working Papers.
[Full Text][Citation analysis]		paper21
2004Will History Rhyme? The Past as Financial Future In: Yale School of Management Working Papers.
[Full Text][Citation analysis]		paper0
2005The Performance of Real Estate Portfolios: A Simulation Approach In: Yale School of Management Working Papers.
[Full Text][Citation analysis]		paper5
2005Institutional Perspectives on Real Estate Investing: The Role of Risk and Uncertainty In: Yale School of Management Working Papers.
[Full Text][Citation analysis]		paper5
1998An Emerging Market: The NYSE From 1815 to 1871 In: Yale School of Management Working Papers.
[Full Text][Citation analysis]		paper1
2004An Emerging Market: The NYSE From 1815 to 1871.(2004) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2000The Effect of Seller Reserves on Market Index Estimation In: Yale School of Management Working Papers.
[Full Text][Citation analysis]		paper0
1996Suburbs and Cities In: Yale School of Management Working Papers.
[Full Text][Citation analysis]		paper0
2001Two Decades Of Commercial Property Returns: A NCREIF Index Using Independent Appraisals In: Yale School of Management Working Papers.
[Full Text][Citation analysis]		paper0
2008The Open-End Japanese Mutual Fund Puzzle In: Yale School of Management Working Papers.
[Full Text][Citation analysis]		paper0
2004China and the World Financial Markets 1870-1930: In: Yale School of Management Working Papers.
[Full Text][Citation analysis]		paper2

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 2 2021. Contact: CitEc Team