31
H index
57
i10 index
3354
Citations
William Goetzmann : Citation Profile
Yale University | RESEARCH PRODUCTION: 52 Articles 178 Papers 1 Books 4 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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29 years (1988 - 2017). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with William Goetzmann. | Is cited by:
| Cites to:
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Main data
Where William Goetzmann has published?
| Working Papers Series with more than one paper published | # docs |
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| Yale School of Management Working Papers / Yale School of Management | 110 |
Recent works citing William Goetzmann (2018 and 2017)
| Year | Title of citing document | |
|---|---|---|
| 2017 | The role of cointegration for optimal hedging with heteroscedastic error term. (2017). Johansen, Soren ; Gatarek, Lukasz . In: CREATES Research Papers. RePEc:aah:create:2017-12. Full description at Econpapers || Download paper | |
| 2017 | Economic value of portfolio diversification: Evidence from international multi-asset portfolios. (2017). Sharma, Prateek. In: Theoretical and Applied Economics. RePEc:agr:journl:v:4(613):y:2017:i:4(613):p:33-42. Full description at Econpapers || Download paper | |
| 2017 | Optimal Mean-Reverting Spread Trading: Nonlinear Integral Equation Approach. (2017). Leung, Tim ; Kitapbayev, Yerkin. In: Papers. RePEc:arx:papers:1701.00875. Full description at Econpapers || Download paper | |
| 2018 | Pairs Trading under Drift Uncertainty and Risk Penalization. (2018). Altay, Suhan ; Eksi, Zehra ; Colaneri, Katia. In: Papers. RePEc:arx:papers:1704.06697. Full description at Econpapers || Download paper | |
| 2017 | Stop-loss and Leverage in optimal Statistical Arbitrage with an application to Energy market. (2017). Baviera, Roberto ; Baldi, Tommaso Santagostino . In: Papers. RePEc:arx:papers:1706.07021. Full description at Econpapers || Download paper | |
| 2018 | Mean Reversion Trading with Sequential Deadlines and Transaction Costs. (2018). Leung, Tim ; Kitapbayev, Yerkin. In: Papers. RePEc:arx:papers:1707.03498. Full description at Econpapers || Download paper | |
| 2017 | The Mathematics of Market Timing. (2017). Metcalfe, Guy. In: Papers. RePEc:arx:papers:1712.05031. Full description at Econpapers || Download paper | |
| 2018 | Generalized Information Ratio. (2018). He, Zhongzhi Lawrence . In: Papers. RePEc:arx:papers:1803.01381. Full description at Econpapers || Download paper | |
| 2018 | Parisian excursion below a fixed level from the last record maximum of Levy insurance risk process. (2018). Surya, B A. In: Papers. RePEc:arx:papers:1806.02083. Full description at Econpapers || Download paper | |
| 2018 | Connecting Sharpe ratio and Student t-statistic, and beyond. (2018). Benhamou, Eric . In: Papers. RePEc:arx:papers:1808.04233. Full description at Econpapers || Download paper | |
| 2018 | Exploring sentiment-driven trading behavior of different types of investors in London office market. (2018). Ke, Qiulin ; Sieracki, Karen. In: ERES. RePEc:arz:wpaper:eres2018_112. Full description at Econpapers || Download paper | |
| 2018 | Liquidity Pricing of Illiquid Assets. (2018). Marcato, Gianluca. In: ERES. RePEc:arz:wpaper:eres2018_215. Full description at Econpapers || Download paper | |
| 2018 | The Role of Holding Periods in Repeat Sales Models. (2018). Francke, Marc. In: ERES. RePEc:arz:wpaper:eres2018_270. Full description at Econpapers || Download paper | |
| 2018 | Decision-making in property Investment by Property Fund Managers. (2018). Hutcheson, Tiffany ; Newell, Graeme. In: ERES. RePEc:arz:wpaper:eres2018_295. Full description at Econpapers || Download paper | |
| 2018 | Revisiting supply and demand indexes in real estate. (2018). van Dijk, Dorinth ; van De, Alex ; Geltner, David. In: ERES. RePEc:arz:wpaper:eres2018_41. Full description at Econpapers || Download paper | |
| 2017 | A Counterfactual Valuation of the Stock Index as a Predictor of Crashes. (2017). Roberts, Tom. In: Staff Working Papers. RePEc:bca:bocawp:17-38. Full description at Econpapers || Download paper | |
| 2018 | External Credit Ratings and Bank Lending. (2018). Cahn, Christophe ; Salvade, Federica ; Girotti, Mattia. In: Working papers. RePEc:bfr:banfra:691. Full description at Econpapers || Download paper | |
| 2018 | Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M. In: BIS Papers. RePEc:bis:bisbps:95. Full description at Econpapers || Download paper | |
| 2017 | Credit ratings of domestic and global agencies: What drives the differences in China and how are they priced?. (2017). Packer, Frank ; Jiang, Xianfeng . In: BIS Working Papers. RePEc:bis:biswps:648. Full description at Econpapers || Download paper | |
| 2017 | Asset prices and macroeconomic outcomes: a survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: BIS Working Papers. RePEc:bis:biswps:676. Full description at Econpapers || Download paper | |
| 2017 | Can Real Estate Investors Avoid Specific Risk?. (2017). Baum, Andrew ; Colley, Nick . In: Abacus. RePEc:bla:abacus:v:53:y:2017:i:3:p:395-430. Full description at Econpapers || Download paper | |
| 2017 | The role of managerial risk-taking in the ‘rise and fall’ of the CDS market. (2017). Dias, Roshanthi . In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i::p:117-145. Full description at Econpapers || Download paper | |
| 2017 | Mutual Fund Liquidity Costs. (2017). Fulkerson, Jon A ; Riley, Timothy B. In: Financial Management. RePEc:bla:finmgt:v:46:y:2017:i:2:p:359-375. Full description at Econpapers || Download paper | |
| 2017 | Duration Dependence, Behavioral Restrictions, and the Market Timing Ability of Commodity Trading Advisors. (2017). Frömmel, Michael ; Mende, Alexander ; Frommel, Michael ; Elaut, Gert. In: International Review of Finance. RePEc:bla:irvfin:v:17:y:2017:i:3:p:427-450. Full description at Econpapers || Download paper | |
| 2017 | A CLOSER LOOK AT VALUE PREMIUM: LITERATURE REVIEW AND SYNTHESIS. (2017). Pätäri, Eero ; Leivo, Timo ; Patari, Eero. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:31:y:2017:i:1:p:79-168. Full description at Econpapers || Download paper | |
| 2017 | How Has the Behavior of Cross-Market Correlations Altered During Financial and Debt Crises?. (2017). demiralay, sercan ; Ulusoy, Veysel. In: Manchester School. RePEc:bla:manchs:v:85:y:2017:i:6:p:765-794. Full description at Econpapers || Download paper | |
| 2017 | An historical perspective on financial stability and monetary policy regimes: A case for caution in central banks current obsession with financial stability. (2017). Bordo, Michaeld . In: Working Paper. RePEc:bno:worpap:2018_05. Full description at Econpapers || Download paper | |
| 2018 | The real value of China’s stock market. (2018). Carpenter, Jennifer N ; Whitelaw, Robert F ; Lu, Fangzhou . In: BOFIT Discussion Papers. RePEc:bof:bofitp:002. Full description at Econpapers || Download paper | |
| 2018 | The real value of China’s stock market. (2018). Carpenter, Jennifer N ; Whitelaw, Robert F ; Lu, Fangzhou . In: BOFIT Discussion Papers. RePEc:bof:bofitp:2018_002. Full description at Econpapers || Download paper | |
| 2017 | Does the Tail Wag the Dog? Evidence from Fund Flow to VIX ETFs and ETNs. (2017). Biakowski, Jdrzej ; Wei, Xiaopeng ; Dang, Huong Dieu. In: Working Papers in Economics. RePEc:cbt:econwp:17/17. Full description at Econpapers || Download paper | |
| 2017 | The Global Equity Premium Revisited: What Human Rights Imply for Assets’ Purchasing Power. (2017). Biakowski, Jdrzej ; Ronn, Ehud I. In: Working Papers in Economics. RePEc:cbt:econwp:17/19. Full description at Econpapers || Download paper | |
| 2018 | Paralyzed by Shock and Confused by Glut: The Portfolio Formation Behavior of Peer-to-Business Lending Investors. (2018). Dorfleitner, Gregor ; Weber, Martina ; Hornuf, Lars. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7092. Full description at Econpapers || Download paper | |
| 2017 | This paper proposes a new approach to style analysis of mutual funds in a general state space framework with particle filtering and generalized simulated annealing (GSA). Speci cally, we regard the ex. (2017). Fukui, Takaya ; Takahashi, Akihiko ; Sato, Seisho. In: CARF F-Series. RePEc:cfi:fseres:cf383. Full description at Econpapers || Download paper | |
| 2017 | Short Selling Ban and Intraday Dynamics. (2017). Crego, Julio A. In: Working Papers. RePEc:cmf:wpaper:wp2017_1715. Full description at Econpapers || Download paper | |
| 2017 | Short Selling Ban and Intraday Dynamics. (2017). Crego, Julio A. In: Working Papers. RePEc:cmf:wpaper:wp2018_1715. Full description at Econpapers || Download paper | |
| 2017 | The Economic Effects of Public Financing: Evidence from Municipal Bond Ratings Recalibration. (2017). Ferreira, Miguel ; Adelino, Manuel ; Cunha, Igor. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11811. Full description at Econpapers || Download paper | |
| 2017 | Bank sectoral concentration and (systemic) risk: Evidence from a worldwide sample of banks. (2017). Mulier, Klaas ; De Jonghe, Olivier ; Beck, Thorsten. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12009. Full description at Econpapers || Download paper | |
| 2017 | Beresfords Revenge: British equity holdings in Latin America, 1869-1929. (2017). Grossman, Richard. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12042. Full description at Econpapers || Download paper | |
| 2017 | Belief Dispersion in the Stock Market. (2017). Basak, Suleyman ; Atmaz, Adem . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12056. Full description at Econpapers || Download paper | |
| 2017 | Stocks for the Long Run: New Monthly Indices of British Equities, 1869-1929. (2017). Grossman, Richard. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12121. Full description at Econpapers || Download paper | |
| 2017 | Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12460. Full description at Econpapers || Download paper | |
| 2017 | Does it pay to pay performance fees? Empirical evidence from Dutch pension funds. (2017). Broeders, Dirk ; Rijsbergen, David ; van Oord, Arco . In: DNB Working Papers. RePEc:dnb:dnbwpp:561. Full description at Econpapers || Download paper | |
| 2018 | Revisiting supply and demand indexes in real estate. (2018). van Dijk, Dorinth ; van De, Alex ; Geltner, David. In: DNB Working Papers. RePEc:dnb:dnbwpp:583. Full description at Econpapers || Download paper | |
| 2017 | Mutual Fund Flows and Benchmark Portfolio Returns. (2017). Kvamvold, Joakim . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-02-32. Full description at Econpapers || Download paper | |
| 2017 | Are International Portfolio Diversification Opportunities Decreasing? Evidence from Principal Component Analysis. (2017). Todorov, Galin K. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-03-85. Full description at Econpapers || Download paper | |
| 2017 | Statistical Arbitrage Pairs Trading with High-frequency Data. (2017). Stubinger, Johannes ; Bredthauer, Jens. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-04-76. Full description at Econpapers || Download paper | |
| 2017 | Managerial ability and success: Evidence from the career paths of film directors. (2017). John, Kose ; Sunder, Jayanthi ; Ravid, Abraham S. In: Journal of Corporate Finance. RePEc:eee:corfin:v:44:y:2017:i:c:p:425-439. Full description at Econpapers || Download paper | |
| 2018 | Factor-adjusted multiple testing of correlations. (2018). Du, Lilun ; Zhong, Pingshou ; Luo, Ronghua ; Lan, Wei. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:128:y:2018:i:c:p:34-47. Full description at Econpapers || Download paper | |
| 2017 | Money and velocity during financial crises: From the great depression to the great recession. (2017). Duca, John ; Bordo, Michael ; Anderson, Richard G. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:81:y:2017:i:c:p:32-49. Full description at Econpapers || Download paper | |
| 2017 | Daily happiness and stock returns: The case of Chinese company listed in the United States. (2017). Shen, Dehua ; Zhang, Wei ; Xue, Mei ; Li, Xiao. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:496-501. Full description at Econpapers || Download paper | |
| 2018 | Testing for bubbles in the art markets: An empirical investigation. (2018). Assaf, Ata. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:340-355. Full description at Econpapers || Download paper | |
| 2018 | Optimal effort under high-water mark contracts. (2018). Zhao, LI ; Ba, Shusong ; Huang, Wenli. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:599-610. Full description at Econpapers || Download paper | |
| 2018 | Price competition in the mutual fund industry. (2018). Parida, Sitikantha ; Tang, Zhenyang. In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:29-39. Full description at Econpapers || Download paper | |
| 2018 | Financial integration in Africa: New evidence using network approach. (2018). Inekwe, John ; Valenzuela, Maria Rebecca ; Bhattacharya, Mita. In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:379-390. Full description at Econpapers || Download paper | |
| 2017 | Precision about manager skill, mutual fund flows, and performance persistence. (2017). Jeon, Hyunglae ; Lee, Changjun ; Kang, Jangkoo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:40:y:2017:i:c:p:222-237. Full description at Econpapers || Download paper | |
| 2017 | Learning about individual managers’ performance in UK pension funds: The importance of specialization. (2017). Alda, Mercedes ; Sarto, Jose Luis ; Andreu, Laura. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:654-667. Full description at Econpapers || Download paper | |
| 2018 | The “Sell in May” effect: A review and new empirical evidence. (2018). Degenhardt, Thomas ; Auer, Benjamin R. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:43:y:2018:i:c:p:169-205. Full description at Econpapers || Download paper | |
| 2017 | Long-Term Estimates of the Energy-Return-on-Investment (EROI) of Coal, Oil, and Gas Global Productions. (2017). Fizaine, Florian ; Court, Victor. In: Ecological Economics. RePEc:eee:ecolec:v:138:y:2017:i:c:p:145-159. Full description at Econpapers || Download paper | |
| 2017 | Measurement of diversification between asset classes in the Survey of Consumer Finances. (2017). Hyun, SU ; Kim, Kyong Tae ; Seay, Martin C. In: Economics Letters. RePEc:eee:ecolet:v:156:y:2017:i:c:p:22-26. Full description at Econpapers || Download paper | |
| 2017 | Home bias in domestic art markets: Evidence from China. (2017). Shi, Yang ; Conroy, Paul ; Wang, Mancang ; Xu, Hui. In: Economics Letters. RePEc:eee:ecolet:v:159:y:2017:i:c:p:201-203. Full description at Econpapers || Download paper | |
| 2018 | Do 18th century ‘bubbles’ survive the scrutiny of 21st century time series econometrics?. (2018). Oxley, Les ; Hu, Yang. In: Economics Letters. RePEc:eee:ecolet:v:162:y:2018:i:c:p:131-134. Full description at Econpapers || Download paper | |
| 2017 | Boards of directors in Russian publicly traded companies in 1998–2014: Structure, dynamics and performance effects. (2017). Муравьев, Александр. In: Economic Systems. RePEc:eee:ecosys:v:41:y:2017:i:1:p:5-25. Full description at Econpapers || Download paper | |
| 2017 | Bayesian estimation of the global minimum variance portfolio. (2017). Bodnar, Taras ; Okhrin, Yarema ; Mazur, Stepan. In: European Journal of Operational Research. RePEc:eee:ejores:v:256:y:2017:i:1:p:292-307. Full description at Econpapers || Download paper | |
| 2017 | Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the S&P 500. (2017). Huck, Nicolas ; Krauss, Christopher ; Do, Xuan Anh . In: European Journal of Operational Research. RePEc:eee:ejores:v:259:y:2017:i:2:p:689-702. Full description at Econpapers || Download paper | |
| 2018 | Naive versus optimal diversification: Tail risk and performance. (2018). Hwang, In Chang ; Xu, Simon ; In, Francis. In: European Journal of Operational Research. RePEc:eee:ejores:v:265:y:2018:i:1:p:372-388. Full description at Econpapers || Download paper | |
| 2018 | DEA frontier improvement and portfolio rebalancing: An application of China mutual funds on considering sustainability information disclosure. (2018). Zhou, Zhongbao ; Liu, Wenbin ; Jin, Qianying ; Xiao, Helu. In: European Journal of Operational Research. RePEc:eee:ejores:v:269:y:2018:i:1:p:111-131. Full description at Econpapers || Download paper | |
| 2018 | Deep learning with long short-term memory networks for financial market predictions. (2018). Fischer, Thomas ; Krauss, Christopher. In: European Journal of Operational Research. RePEc:eee:ejores:v:270:y:2018:i:2:p:654-669. Full description at Econpapers || Download paper | |
| 2018 | Long-run wavelet-based correlation for financial time series. (2018). Conlon, Thomas ; Genay, Ramazan ; Cotter, John. In: European Journal of Operational Research. RePEc:eee:ejores:v:271:y:2018:i:2:p:676-696. Full description at Econpapers || Download paper | |
| 2017 | All about fun(ds) in emerging markets? The case of equity mutual funds. (2017). Wagner, Moritz ; Margaritis, Dimitris. In: Emerging Markets Review. RePEc:eee:ememar:v:33:y:2017:i:c:p:62-78. Full description at Econpapers || Download paper | |
| 2018 | Dynamics of the Turkish paintings market: A comprehensive empirical study. (2018). Gözgör, Giray ; Demir, Ender ; Sari, Emre. In: Emerging Markets Review. RePEc:eee:ememar:v:36:y:2018:i:c:p:180-194. Full description at Econpapers || Download paper | |
| 2017 | Systemic risk and cross-sectional hedge fund returns. (2017). Hwang, In Chang ; Kim, Tong Suk ; In, Francis ; Xu, Simon. In: Journal of Empirical Finance. RePEc:eee:empfin:v:42:y:2017:i:c:p:109-130. Full description at Econpapers || Download paper | |
| 2017 | Predicting international stock returns with conditional price-to-fundamental ratios. (2017). Lawrenz, Jochen ; Zorn, Josef. In: Journal of Empirical Finance. RePEc:eee:empfin:v:43:y:2017:i:c:p:159-184. Full description at Econpapers || Download paper | |
| 2017 | Trading system upgrades and short-sale bans: Uncoupling the effects of technology and regulation. (2017). Chakrabarty, Bidisha ; Pascual, Roberto ; Moulton, Pamela C. In: Journal of Empirical Finance. RePEc:eee:empfin:v:43:y:2017:i:c:p:74-90. Full description at Econpapers || Download paper | |
| 2017 | Idiosyncratic returns and relative value in the US Treasury market. (2017). Nielsen, Youngju ; Pungaliya, Raunaq S. In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:125-144. Full description at Econpapers || Download paper | |
| 2017 | The evolving beta-liquidity relationship of hedge funds. (2017). Stefanova, Denitsa ; Siegmann, Arjen. In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:286-303. Full description at Econpapers || Download paper | |
| 2017 | How some bankers made a million by trading just two securities?. (2017). Rinne, Kalle ; Suominen, Matti. In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:304-315. Full description at Econpapers || Download paper | |
| 2018 | Hindsight effect: What are the actual cash flow timing skills of mutual fund investors?. (2018). Muoz, Fernando ; Vicente, Ruth . In: Journal of Empirical Finance. RePEc:eee:empfin:v:45:y:2018:i:c:p:181-193. Full description at Econpapers || Download paper | |
| 2018 | “On the (Ab)use of Omega?”. (2018). Caporin, Massimiliano ; Maillet, Bertrand ; Jannin, Gregory ; Costola, Michele. In: Journal of Empirical Finance. RePEc:eee:empfin:v:46:y:2018:i:c:p:11-33. Full description at Econpapers || Download paper | |
| 2017 | Construction of an efficient portfolio of power purchase decisions based on risk-diversification tradeoff. (2017). Contreras, Javier ; Sosa, Anibal ; Rodriguez, Yeny E. In: Energy Economics. RePEc:eee:eneeco:v:64:y:2017:i:c:p:286-297. Full description at Econpapers || Download paper | |
| 2018 | Relative value arbitrage in European commodity markets. (2018). Hain, Martin ; Uhrig-Homburg, Marliese ; Hess, Julian. In: Energy Economics. RePEc:eee:eneeco:v:69:y:2018:i:c:p:140-154. Full description at Econpapers || Download paper | |
| 2017 | Are investors consistent in their trading strategies? An examination of individual investor-level data. (2017). Duxbury, Darren ; Yao, Songyao . In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:77-87. Full description at Econpapers || Download paper | |
| 2017 | Stock returns and investors mood: Good day sunshine or spurious correlation?. (2017). Kim, Jae. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:94-103. Full description at Econpapers || Download paper | |
| 2017 | Cognitive biases in investors behaviour under stress: Evidence from the London Stock Exchange. (2017). Philippas, Dionisis ; SIRIOPOULOS, COSTAS ; Kariofyllas, Spyridon. In: International Review of Financial Analysis. RePEc:eee:finana:v:54:y:2017:i:c:p:54-62. Full description at Econpapers || Download paper | |
| 2018 | A conditional regime switching CAPM. (2018). Vendrame, Vasco ; Tucker, Jon ; Guermat, Cherif. In: International Review of Financial Analysis. RePEc:eee:finana:v:56:y:2018:i:c:p:1-11. Full description at Econpapers || Download paper | |
| 2017 | Nonparametric tolerance limits for pair trading. (2017). Chen, Cathy W. S. ; Lin, Tsai-Yu . In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:1-9. Full description at Econpapers || Download paper | |
| 2017 | Comparing performance sensitivity of retail and institutional mutual funds’ investment flows. (2017). Salganik-Shoshan, Galla ; Zagonov, Maxim ; Mazur, Mieszko . In: Finance Research Letters. RePEc:eee:finlet:v:22:y:2017:i:c:p:66-73. Full description at Econpapers || Download paper | |
| 2017 | Investor familiarity and corporate debt financing conditions. (2017). Stolper, Oscar A ; Herrmann, Leonie. In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:263-268. Full description at Econpapers || Download paper | |
| 2018 | How does short selling affect liquidity in financial markets?. (2018). Blau, Benjamin M ; Whitby, Ryan J. In: Finance Research Letters. RePEc:eee:finlet:v:25:y:2018:i:c:p:244-250. Full description at Econpapers || Download paper | |
| 2018 | The curious case of negative volatility. (2018). Merkle, Christoph. In: Journal of Financial Markets. RePEc:eee:finmar:v:40:y:2018:i:c:p:92-108. Full description at Econpapers || Download paper | |
| 2017 | The effects of macroprudential policies on house prices: Evidence from an event study using Korean real transaction data. (2017). Jung, Hosung ; Lee, Jieun. In: Journal of Financial Stability. RePEc:eee:finsta:v:31:y:2017:i:c:p:167-185. Full description at Econpapers || Download paper | |
| 2018 | Reputational shocks and the information content of credit ratings. (2018). Bedendo, Mascia ; El-Jahel, Lina ; Cathcart, Lara. In: Journal of Financial Stability. RePEc:eee:finsta:v:34:y:2018:i:c:p:44-60. Full description at Econpapers || Download paper | |
| 2017 | National culture, population age, and other country factors in volume–price volatility relationship. (2017). Hua, Wei ; Wei, Peihwang . In: Global Finance Journal. RePEc:eee:glofin:v:32:y:2017:i:c:p:83-96. Full description at Econpapers || Download paper | |
| 2018 | Who trades profusely? The characteristics of individual investors who trade frequently. (2018). Richards, Daniel W ; Willows, Gizelle D. In: Global Finance Journal. RePEc:eee:glofin:v:35:y:2018:i:c:p:1-11. Full description at Econpapers || Download paper | |
| 2018 | Performance ranking (dis)similarities in commodity markets. (2018). Zhang, Hanxiong ; Vortelinos, Dimitrios I ; Auer, Benjamin R. In: Global Finance Journal. RePEc:eee:glofin:v:35:y:2018:i:c:p:115-137. Full description at Econpapers || Download paper | |
| 2018 | The effects of options listing and delisting in a short-sale-constrained market: Evidence from the Indian equities markets. (2018). Banerjee, Pradip ; Maitra, Debasish ; Christie-David, Rohan ; Chatrath, Arjun . In: Global Finance Journal. RePEc:eee:glofin:v:35:y:2018:i:c:p:157-169. Full description at Econpapers || Download paper | |
| 2017 | Herding in frontier markets: Evidence from African stock exchanges. (2017). Guney, Yilmaz ; Komba, Gabriel ; Kallinterakis, Vasileios. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:47:y:2017:i:c:p:152-175. Full description at Econpapers || Download paper | |
| 2018 | Multi-market trading and liquidity: Evidence from cross-listed companies. (2018). Atanasova, Christina ; Li, Mingxin. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:53:y:2018:i:c:p:117-138. Full description at Econpapers || Download paper | |
| 2017 | Forecasting market returns: bagging or combining?. (2017). Wohar, Mark ; Jordan, Steven J ; Vivian, Andrew. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:1:p:102-120. Full description at Econpapers || Download paper | |
| 2017 | Selecting exchange rate fundamentals by bootstrap. (2017). Ribeiro, Pinho. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:894-914. Full description at Econpapers || Download paper | |
| 2017 | Information in CDS spreads. (2017). Norden, Lars . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:75:y:2017:i:c:p:118-135. Full description at Econpapers || Download paper | |
| 2017 | Competition in the credit rating Industry: Benefits for investors and issuers. (2017). Morkoetter, Stefan ; Westerfeld, Simone ; Stebler, Roman . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:75:y:2017:i:c:p:235-257. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
William Goetzmann has edited the books:
| Year | Title | Type | Cited |
|---|
Works by William Goetzmann:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2011 | Art and Money In: American Economic Review. [Full Text][Citation analysis] | article | 20 |
| 2009 | Art and Money.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
| 2010 | Art and Money.(2010) In: Discussion Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
| 2010 | Art and Money.(2010) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
| 1993 | Accounting for Taste: Art and the Financial Markets over Three Centuries. In: American Economic Review. [Full Text][Citation analysis] | article | 107 |
| 2007 | China and the world financial markets 1870-1939: Modern lessons from historical globalization -super-1 In: Economic History Review. [Full Text][Citation analysis] | article | 2 |
| 2005 | Rain or Shine: Where is the Weather Effect? In: European Financial Management. [Full Text][Citation analysis] | article | 54 |
| 2003 | Rain or Shine: Where is the Weather Effect?.(2003) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 54 | paper | |
| 2004 | Rain 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: 54 | paper | |
| 2009 | Rain 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: 54 | paper | |
| 1990 | THE PERFORMANCE OF REAL ESTATE AS AN ASSET CLASS In: Journal of Applied Corporate Finance. [Full Text][Citation analysis] | article | 30 |
| 1993 | Testing the Predictive Power of Dividend Yields. In: Journal of Finance. [Full Text][Citation analysis] | article | 136 |
| 1992 | Testing the Predictive Power of Dividend Yields..(1992) In: Columbia - Graduate School of Business. [Citation analysis] This paper has another version. Agregated cites: 136 | paper | |
| 1990 | TESTING THE PREDICTIVE POWER OF DIVIDEND YIELDS..(1990) In: Columbia - Graduate School of Business. [Citation analysis] This paper has another version. Agregated cites: 136 | paper | |
| 1995 | Performance Persistence. In: Journal of Finance. [Full Text][Citation analysis] | article | 251 |
| 2005 | Performance Persistence.(2005) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 251 | paper | |
| 1995 | Survival. In: Journal of Finance. [Full Text][Citation analysis] | article | 49 |
| 1998 | The Dow Theory: William Peter Hamiltons Track Record Reconsidered In: Journal of Finance. [Full Text][Citation analysis] | article | 30 |
| 1998 | The Dow Theory: William Peter Hamiltons Track Record Re-Considered.(1998) In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. [Citation analysis] This paper has another version. Agregated cites: 30 | paper | |
| 2004 | The 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: 30 | paper | |
| 2008 | The 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: 30 | paper | |
| 1999 | Global Stock Markets in the Twentieth Century In: Journal of Finance. [Full Text][Citation analysis] | article | 147 |
| 2003 | High-Water Marks and Hedge Fund Management Contracts In: Journal of Finance. [Full Text][Citation analysis] | article | 87 |
| 2001 | High-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: 87 | paper | |
| 2001 | High-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: 87 | paper | |
| 2007 | Efficiency and the Bear: Short Sales and Markets Around the World In: Journal of Finance. [Full Text][Citation analysis] | article | 197 |
| 2003 | Efficiency 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: 197 | paper | |
| 2004 | Efficiency 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: 197 | paper | |
| 2003 | Efficiency 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: 197 | paper | |
| 2005 | Efficiency 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: 197 | paper | |
| 2008 | Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration In: Journal of Finance. [Full Text][Citation analysis] | article | 40 |
| 2009 | Mandatory 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: 40 | paper | |
| 2012 | Tiebreaker: Certification and Multiple Credit Ratings In: Journal of Finance. [Full Text][Citation analysis] | article | 49 |
| 2009 | Tiebreaker: Certification and Multiple Credit Ratings.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 49 | paper | |
| 2009 | Tiebreaker: Certification and Multiple Credit Ratings.(2009) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 49 | paper | |
| 1997 | COGNITIVE DISSONANCE AND MUTUAL FUND INVESTORS In: Journal of Financial Research. [Full Text][Citation analysis] | article | 51 |
| 1997 | Cognitive Dissonance and Mutual Fund Investors In: Journal of Financial Research. [Citation analysis] | article | 105 |
| 1995 | Clustering Methods for Real Estate Portfolios In: Real Estate Economics. [Full Text][Citation analysis] | article | 15 |
| 1998 | Clustering Methods for Real Estate Portfolios.(1998) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
| 2002 | The Bias of the RSR Estimator and the Accuracy of Some Alternatives In: Real Estate Economics. [Full Text][Citation analysis] | article | 16 |
| 2001 | The 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: 16 | paper | |
| 2001 | The 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: 16 | paper | |
| 2004 | Portfolio Diversification, Proximity Investment and City Agglomeration In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 8 |
| 2005 | Portfolio 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: 8 | paper | |
| 2004 | Disposition Matters: Volume, Volatility and Price Impact of Behavioural Bias In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 2005 | Disposition 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: 2 | paper | |
| 2004 | Dispersion of Opinion and Stock Returns In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 18 |
| 2005 | Dispersion of opinion and stock returns.(2005) In: Journal of Financial Markets. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | article | |
| 2005 | Dispersion of Opinion and Stock Returns.(2005) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
| 1999 | Re-Emerging Markets In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 48 |
| 1997 | Re-emerging Markets.(1997) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 48 | paper | |
| 1998 | Re-Emerging Markets.(1998) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 48 | paper | |
| 2000 | Re-emerging Markets.(2000) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 48 | paper | |
| 2000 | Monthly Measurement of Daily Timers In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 55 |
| 2000 | Monthly Measurement of Daily Timers.(2000) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 55 | paper | |
| 2001 | Day Trading International Mutual Funds: Evidence and Policy Solutions In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 34 |
| 2001 | Day 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: 34 | paper | |
| 2002 | Daily Momentum and Contrarian Behavior of Index Fund Investors In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 54 |
| 2000 | Daily Momentum and Contrarian Behavior of Index Fund Investors.(2000) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 54 | paper | |
| 1999 | Daily 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: 54 | paper | |
| 2001 | Daily 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: 54 | paper | |
| 2003 | Long-Term Global Market Correlations In: DNB Staff Reports (discontinued). [Full Text][Citation analysis] | paper | 247 |
| 2001 | Long-Term Global Market Correlations.(2001) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 247 | paper | |
| 2005 | Long-Term Global Market Correlations.(2005) In: The Journal of Business. [Full Text][Citation analysis] This paper has another version. Agregated cites: 247 | article | |
| 2008 | Long-Term Global Market Correlations.(2008) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 247 | paper | |
| 2014 | The Economics of Aesthetics and Three Centuries of Art Price Records In: Les Cahiers de Recherche. [Full Text][Citation analysis] | paper | 0 |
| 2014 | The 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: 0 | paper | |
| 2015 | The economics of aesthetics and record prices for art since 1701 In: Explorations in Economic History. [Full Text][Citation analysis] | article | 2 |
| 2001 | A new historical database for the NYSE 1815 to 1925: Performance and predictability In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 36 |
| 2000 | A 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: 36 | paper | |
| 2004 | A 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: 36 | paper | |
| 2012 | Trust and delegation In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 10 |
| 2009 | Trust and Delegation.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 2009 | Trust and Delegation.(2009) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 2013 | New evidence on the first financial bubble In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 17 |
| 2009 | New Evidence on the First Financial Bubble.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
| 2009 | New 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: 17 | paper | |
| 1997 | Mutual fund styles In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 76 |
| 1998 | Mutual Fund Styles.(1998) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 76 | paper | |
| 1994 | Homogeneous Groupings of Metropolitan Housing Markets In: Journal of Housing Economics. [Full Text][Citation analysis] | article | 3 |
| 1998 | Risks and Incentives in Underserved Mortgage Markets In: Journal of Housing Economics. [Full Text][Citation analysis] | article | 2 |
| 1996 | Risks 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 | |
| 2003 | An analysis of the relative performance of Japanese and foreign money management In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 0 |
| 2002 | An 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 | |
| 2004 | An 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 | |
| 1988 | The effect of the triple witching hour on stock market volatility In: Economic Review. [Citation analysis] | article | 0 |
| 1992 | Non-temporal Components of Residential Real Estate Appreciation. In: Columbia - Graduate School of Business. [Citation analysis] | paper | 24 |
| 1995 | Non-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: 24 | article | |
| 1992 | Safety First Portfolio Choice. In: Columbia - Graduate School of Business. [Citation analysis] | paper | 1 |
| 1992 | Market Response to Mutual Fund Performance. In: Columbia - Graduate School of Business. [Citation analysis] | paper | 2 |
| 1993 | Attrition and Mutual Fund Performance. In: Columbia - Graduate School of Business. [Citation analysis] | paper | 4 |
| 1993 | Commodity Funds as an Investment Asset. In: Columbia - Graduate School of Business. [Citation analysis] | paper | 0 |
| 1991 | Clustering Methods and Commercial Rents. In: Columbia - Graduate School of Business. [Citation analysis] | paper | 0 |
| 1990 | ACCOUNTING FOR TASTE: AN ANALYSIS OF ART RETURNS OVER THREE CENTURIES. In: Columbia - Graduate School of Business. [Citation analysis] | paper | 5 |
| 1990 | BOOTSTRAPPING TESTS OF LONG-TERM STOCK MARKET EFFICIENCY. In: Columbia - Graduate School of Business. [Citation analysis] | paper | 0 |
| 1990 | THE SINGLE FAMILY HOME IN THE INVESTMENT PORTFOLIO. In: Columbia - Graduate School of Business. [Citation analysis] | paper | 58 |
| 1993 | The 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: 58 | article | |
| 1990 | THE ACCURACY OF REAL ESTIMATE INDICES: REPEAT SALE ESTIMATORS. In: Columbia - Graduate School of Business. [Citation analysis] | paper | 45 |
| 1992 | The 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: 45 | article | |
| 1990 | Do Winners Repeat? Patterns in Mutual Fund Behavior. In: Columbia - Graduate School of Business. [Citation analysis] | paper | 24 |
| 1997 | Offshore Hedge Funds: Survival and Performance 1989-1995 In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. [Citation analysis] | paper | 9 |
| 1997 | Offshore 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 | |
| 1998 | Offshore 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 | |
| 1998 | Offshore Hedge Funds: Survival & Performance 1989-1995 In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. [Citation analysis] | paper | 0 |
| 2008 | Offshore 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 | |
| 1998 | The Japanese Open-End Fund Puzzle In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. [Citation analysis] | paper | 10 |
| 1998 | The Japanese Open-End Fund Puzzle.(1998) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 1998 | Hedge Funds and the Asian Currency Crisis of 1997 In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. [Citation analysis] | paper | 21 |
| 1998 | Hedge Funds and the Asian Currency Crisis of 1997.(1998) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | paper | |
| 2008 | Hedge 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: 21 | paper | |
| 2013 | The pricing of soft and hard information: economic lessons from screenplay sales In: Journal of Cultural Economics. [Full Text][Citation analysis] | article | 2 |
| 1997 | A Spatial Model of Housing Returns and Neighborhood Substitutability. In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 20 |
| 1995 | A 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: 20 | paper | |
| 1997 | A 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: 20 | paper | |
| 2000 | Two 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] | article | 22 |
| 2012 | The Subprime Crisis and House Price Appreciation In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 39 |
| 2009 | The Subprime Crisis and House Price Appreciation.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 39 | paper | |
| 2005 | The History of Corporate Ownership in China: State Patronage, Company Legislation, and the Issue of Control In: NBER Chapters. [Full Text][Citation analysis] | chapter | 3 |
| 2004 | The 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: 3 | paper | |
| 2014 | Dutch Securities for American Land Speculation in the Late Eighteenth Century In: NBER Chapters. [Full Text][Citation analysis] | chapter | 0 |
| 2013 | Competition among University Endowments In: NBER Chapters. [Full Text][Citation analysis] | chapter | 4 |
| 2012 | Competition Among University Endowments.(2012) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2003 | Does Governance Matter? The Case of Art Museums In: NBER Chapters. [Full Text][Citation analysis] | chapter | 2 |
| 2004 | Portfolio Diversification and City Agglomeration In: NBER Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2004 | Fibonacci and the Financial Revolution In: NBER Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2004 | Fibonacci 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 | |
| 2004 | Fibonacci 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 | |
| 2004 | Soft Information, Hard Sell: The Role of Soft Information in the Pricing of Intellectual Property In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2005 | British Investment Overseas 1870-1913: A Modern Portfolio Theory Approach In: NBER Working Papers. [Full Text][Citation analysis] | paper | 36 |
| 2006 | British 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: 36 | article | |
| 2005 | British 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: 36 | paper | |
| 2009 | Risk Aversion and Clientele Effects In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Securitization in the 1920s In: NBER Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2010 | Securitizations in the 1920s.(2010) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2014 | Testing 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] | paper | 0 |
| 2015 | The Development of Corporate Governance in Toulouse: 1372-1946 In: NBER Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2015 | Bubble Investing: Learning from History In: NBER Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2015 | Momentum in Imperial Russia In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Crash Beliefs From Investor Surveys In: NBER Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2017 | Negative Bubbles: What Happens After a Crash In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1997 | A Century of Global Stock Markets In: NBER Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2000 | A Century of Global Stock Markets.(2000) In: NBER Working Papers. [Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2004 | A 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 | |
| 2000 | A 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 | |
| 1998 | Positive Portfolio Factors In: NBER Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2004 | Positive Portfolio Factors.(2004) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2008 | Positive Portfolio Factors.(2008) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 1998 | High Water Marks In: NBER Working Papers. [Full Text][Citation analysis] | paper | 22 |
| 2004 | High Water Marks.(2004) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | paper | |
| 1999 | Pairs Trading: Performance of a Relative Value Arbitrage Rule In: NBER Working Papers. [Full Text][Citation analysis] | paper | 119 |
| 2006 | Pairs 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: 119 | article | |
| 1998 | Pairs 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: 119 | paper | |
| 1998 | Pairs 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: 119 | paper | |
| 1998 | Pairs 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: 119 | paper | |
| 1999 | Index Funds and Stock Market Growth In: NBER Working Papers. [Full Text][Citation analysis] | paper | 58 |
| 2003 | Index Funds and Stock Market Growth.(2003) In: The Journal of Business. [Full Text][Citation analysis] This paper has another version. Agregated cites: 58 | article | |
| 1999 | Index Funds and Stock Market Growth.(1999) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 58 | paper | |
| 1998 | Index Funds and Stock Market Growth.(1998) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 58 | paper | |
| 2000 | Global Real Estate Markets - Cycles and Fundamentals In: NBER Working Papers. [Full Text][Citation analysis] | paper | 37 |
| 1999 | Global 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: 37 | paper | |
| 2001 | Global 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: 37 | paper | |
| 2001 | Hedge Funds With Style In: NBER Working Papers. [Full Text][Citation analysis] | paper | 36 |
| 2001 | Hedge Funds With Style.(2001) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 36 | paper | |
| 2008 | Hedge Funds With Style.(2008) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 36 | paper | |
| 2001 | Equity Portfolio Diversification In: NBER Working Papers. [Full Text][Citation analysis] | paper | 159 |
| 2008 | Equity Portfolio Diversification.(2008) In: Review of Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 159 | article | |
| 2004 | Equity Portfolio Diversification.(2004) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 159 | paper | |
| 2001 | Equity Portfolio Diversification.(2001) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 159 | paper | |
| 2002 | Sharpening Sharpe Ratios In: NBER Working Papers. [Full Text][Citation analysis] | paper | 28 |
| 2002 | Sharpening Sharpe Ratios.(2002) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 28 | paper | |
| 2002 | Sharpening Sharpe Ratios.(2002) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 28 | paper | |
| 2003 | Fees on Fees in Funds of Funds In: NBER Working Papers. [Full Text][Citation analysis] | paper | 28 |
| 2004 | Fees 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: 28 | paper | |
| 2009 | Fees 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: 28 | paper | |
| 2003 | Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares In: NBER Working Papers. [Full Text][Citation analysis] | paper | 8 |
| 2003 | Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows In: NBER Working Papers. [Full Text][Citation analysis] | paper | 42 |
| 2002 | Investor 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: 42 | paper | |
| 2008 | Investor 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: 42 | paper | |
| 2003 | Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias In: NBER Working Papers. [Full Text][Citation analysis] | paper | 10 |
| 2003 | Disposition 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: 10 | paper | |
| 2004 | Disposition 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: 10 | paper | |
| 2005 | Disposition 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: 10 | paper | |
| 2005 | Disposition 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: 10 | paper | |
| 2011 | The Efficient Market Theory and Evidence: Implications for Active Investment Management In: Foundations and Trends(R) in Finance. [Full Text][Citation analysis] | article | 0 |
| 2015 | Weather-Induced Mood, Institutional Investors, and Stock Returns In: Review of Financial Studies. [Full Text][Citation analysis] | article | 5 |
| 2006 | The Equity Risk Premium: Essays and Explorations In: OUP Catalogue. [Citation analysis] | book | 9 |
| 2014 | Is trading behavior stable across contexts? Evidence from style and multi-style investors In: Quantitative Finance. [Full Text][Citation analysis] | article | 0 |
| 1997 | Rejoinder: The J-Shape Of Performance Persistence Given Survivorship Bias In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 3 |
| 2006 | Estimating House Price Indexes in the Presence of Seller Reservation Prices In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 22 |
| 1993 | Patterns in Three Centuries of Stock Market Prices. In: The Journal of Business. [Full Text][Citation analysis] | article | 24 |
| 1995 | A Longer Look at Dividend Yields. In: The Journal of Business. [Full Text][Citation analysis] | article | 25 |
| 1998 | A 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 | |
| 1999 | Offshore Hedge Funds: Survival and Performance, 1989-95. In: The Journal of Business. [Full Text][Citation analysis] | article | 95 |
| 2001 | China and the World Financial Markets 1870-1930: Modern Lessons From Historical Globalization In: Center for Financial Institutions Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2006 | Portfolio Performance Manipulation and Manipulation-Proof Performance Measures In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 119 |
| 2006 | Simulating Real Estate in the Investment Portfolio: Model Uncertainty and Inflation Hedging In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2009 | Estimating Operational Risk for Hedge Funds: The ?-Score In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 12 |
| 2004 | Soft 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] | paper | 0 |
| 2004 | Beauty is in the Bid of the Beholder: An Empirical Basis for Style In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Safety First Portfolio Insurance In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Investor Expectations, Business Conditions, and the Pricing of Beta-Instability Risk In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2004 | Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 11 |
| 2008 | Conditions 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 | |
| 1999 | Do Cities and Suburbs Cluster? In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2004 | China 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] | paper | 0 |
| 2001 | China 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: 0 | paper | |
| 2001 | The Development Of Corporate Performance Measures: Benchmarks Before EVA In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2000 | Behavioral Factors in Mutual Fund Flows In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 23 |
| 2001 | Behavioral Factors in Mutual Fund Flows.(2001) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | paper | |
| 2001 | The Policy Implications of Portfolio Choice in Underserved Mortgage Markets In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 10 |
| 2001 | Heterogeneity of Trade and Stock Returns. Evidence from Index Fund Investors In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2003 | Dispersion of Opinion and Stock Returns: Evidence from Index Fund Investors In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2009 | China 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] | paper | 0 |
| 2004 | Modeling 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] | paper | 5 |
| 2002 | Modeling 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 | |
| 2003 | Estimating Indices in the Presence of Seller Reservation Prices In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2009 | The Impact of Clientele Changes: Evidence from Stock Splits In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Home Equity Insurance: A Pilot Project In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 8 |
| 2003 | Modeling 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] | paper | 3 |
| 2003 | Diversification Decisions of Individual Investors and Asset Prices In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2006 | Bubble Investors: What Were They Thinking? In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2005 | History and the Equity Risk Premium In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2005 | More Social Security, Not Less In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2009 | Short-Sales in Global Perspective In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2005 | Why Do Individual Investors Hold Under-Diversified Portfolios? In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 17 |
| 2004 | Will History Rhyme? The Past as Financial Future In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2005 | The Performance of Real Estate Portfolios: A Simulation Approach In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2005 | Institutional Perspectives on Real Estate Investing: The Role of Risk and Uncertainty In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 1998 | An Emerging Market: The NYSE From 1815 to 1871 In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2004 | An 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 | |
| 2000 | The Effect of Seller Reserves on Market Index Estimation In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1996 | Suburbs and Cities In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2001 | Two Decades Of Commercial Property Returns: A NCREIF Index Using Independent Appraisals In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2008 | The Open-End Japanese Mutual Fund Puzzle In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2004 | China and the World Financial Markets 1870-1930: In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 2 |
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