William Goetzmann : Citation Profile


Are you William Goetzmann?

Yale University

37

H index

74

i10 index

5079

Citations

RESEARCH PRODUCTION:

60

Articles

172

Papers

2

Books

7

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   34 years (1988 - 2022). See details.
   Cites by year: 149
   Journals where William Goetzmann has often published
   Relations with other researchers
   Recent citing documents: 442.    Total self citations: 59 (1.15 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pgo59
   Updated: 2023-01-08    RAS profile: 2021-06-16    
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Relations with other researchers


Works with:

Watanabe, Masahiro (2)

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:

Renneboog, Luc (54)

Spaenjers, Christophe (38)

Szafarz, Ariane (36)

Lo, Andrew (33)

OOSTERLINCK, Kim (29)

Kräussl, Roman (27)

Campbell, John (25)

Brown, Stephen (24)

Муравьев, Александр (24)

Shiller, Robert (21)

Irwin, Scott (19)

Cites to:

Shleifer, Andrei (51)

Shiller, Robert (37)

Brown, Stephen (24)

Vishny, Robert (21)

Case, Karl (18)

Spaenjers, Christophe (17)

Rajan, Raghuram (16)

Titman, Sheridan (14)

Grinblatt, Mark (14)

Harvey, Campbell (14)

Summers, Lawrence (13)

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 Cultural Economics2
Real Estate Economics2
Journal of Housing Economics2
Review of Financial Studies2
Journal of Financial Markets2
American Economic Review2
Review of Finance2

Working Papers Series with more than one paper published# docs
Yale School of Management Working Papers / Yale School of Management96
NBER Working Papers / National Bureau of Economic Research, Inc45
CEPR Discussion Papers / C.E.P.R. Discussion Papers3
Post-Print / HAL2

Recent works citing William Goetzmann (2022 and 2021)


YearTitle of citing document
2021.

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

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2021Superstar Returns. (2021). Kohl, Sebastian ; Schularick, Moritz ; Dohmen, Martin ; Amaral, Francisco. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:131.

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2022Short of Capital: Stock Market Implications of Short Sellers’ Losses. (2022). Verwijmeren, Patrick ; Sotes-Paladino, Juan ; Gargano, Antonio. In: Working Papers. RePEc:aoz:wpaper:116.

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2022Estimation of Ornstein-Uhlenbeck Process Using Ultra-High-Frequency Data with Application to Intraday Pairs Trading Strategy. (2018). Tomanov, Petra ; Hol, Vladim'Ir. In: Papers. RePEc:arx:papers:1811.09312.

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2022Cryptocurrency Trading: A Comprehensive Survey. (2020). Wu, Fan ; Martinez-Regoband, David ; Li, Lingbo ; Kanthan, Leslie ; Kong, Hoiliong ; Basios, Michail ; Ventre, Carmine ; Fang, Fan. In: Papers. RePEc:arx:papers:2003.11352.

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2021Statistical Arbitrage Risk Premium by Machine Learning. (2021). Tam, Yu-Man. In: Papers. RePEc:arx:papers:2103.09987.

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

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2021Fund2Vec: Mutual Funds Similarity using Graph Learning. (2021). Mehta, Dhagash ; Desai, Dhruv ; Satone, Vipul. In: Papers. RePEc:arx:papers:2106.12987.

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

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

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

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2021Can Air Pollution Save Lives? Air Quality and Risky Behaviors on Roads. (2021). Jung, Chau-Ren ; Hwang, Bing-Fang ; Hsu, Wen ; Hr, S. In: Papers. RePEc:arx:papers:2111.06837.

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2022Introduction of the Market-Based Price Autocorrelation. (2022). Olkhov, Victor. In: Papers. RePEc:arx:papers:2202.09323.

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2022Detecting data-driven robust statistical arbitrage strategies with deep neural networks. (2022). Neufeld, Ariel ; Yin, Daiying ; Sester, Julian. In: Papers. RePEc:arx:papers:2203.03179.

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2022Does non-linear factorization of financial returns help build better and stabler portfolios?. (2022). Hardle, Wolfgang Karl ; Spilak, Bruno. In: Papers. RePEc:arx:papers:2204.02757.

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2022Publication Bias in Asset Pricing Research. (2022). Zimmermann, Tom ; Chen, Andrew Y. In: Papers. RePEc:arx:papers:2209.13623.

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2022Optimal exercise of American options under time-dependent Ornstein-Uhlenbeck processes. (2022). Garc, Eduardo ; D'Auria, Bernardo ; Azze, Abel. In: Papers. RePEc:arx:papers:2211.04095.

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2022Liquidity Costs, Idiosyncratic Volatility and Expected Stock Returns. (2022). Satchell, Stephen ; Peat, Maurice ; Bradrania, Reza M. In: Papers. RePEc:arx:papers:2211.04695.

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

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

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2022Evidence on the variation of idiosyncratic risk in house price appreciation. (2022). Vermeulen, Philip ; Cheung, Lydia ; Galimberti, Jaqueson. In: Working Papers. RePEc:aut:wpaper:202205.

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2022Historical monetary and financial statistics for policymakers: towards a unified framework. (2022). Thomas, Ryland ; Qvigstad, Jan F ; Jobst, Clemens ; Flandreau, Marc ; Eitrheim, oyvind ; Borio, Claudio. In: BIS Papers. RePEc:bis:bisbps:127.

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

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

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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.

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2021Is information really efficient for the market? Evidence of confirmatory bias in China. (2021). Gao, YA ; Xiong, Xiong ; Chen, Qingchong. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:5:p:5965-5997.

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2021Digital financial inclusion development, investment diversification, and household extreme portfolio risk. (2021). Zhou, Hailing ; Guo, Jiaojiao ; Lu, Xiaomeng. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:5:p:6225-6261.

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

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2022A timing momentum strategy. (2022). Ko, Kuancheng ; Chou, Robin K ; Yang, Nientzu ; Lin, Chaonan. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:s1:p:1339-1379.

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2022Horizontal and vertical differentiation in comic art auctions. (2022). Blum, Marie ; Blazy, Regis. In: Economic Inquiry. RePEc:bla:ecinqu:v:60:y:2022:i:3:p:1382-1415.

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2022Cyberpunk Victoria: The credibility of computers and the first digital revolution, 1848–83. (2022). Legentilhomme, Geoffroy ; Flandreau, Marc. In: Economic History Review. RePEc:bla:ehsrev:v:75:y:2022:i:4:p:1083-1119.

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2021Informativeness of mutual fund advertisements: Does advertising communicate fund quality to investors?. (2021). Pukthuanthong, Kuntara ; Obaid, Khaled. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:1:p:203-236.

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2022Shorting activity and stock return predictability: Evidence from a mandatory disclosure shock. (2022). Kim, Jeongbon ; Kalcheva, Ivalina ; Hong, Hyun A ; Griffin, Paul A. In: Financial Management. RePEc:bla:finmgt:v:51:y:2022:i:1:p:27-71.

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2022The impact of credit rating information on disclosure quality. (2022). Flynn, Sean ; Chi, Yungling. In: Financial Management. RePEc:bla:finmgt:v:51:y:2022:i:1:p:73-115.

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2022Investor learning and mutual fund flows. (2022). Yan, Hong ; Wei, Kelsey D ; Huang, Jennifer. In: Financial Management. RePEc:bla:finmgt:v:51:y:2022:i:3:p:739-765.

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2022Individual investors dispersion in beliefs and stock returns. (2022). Lu, Lei ; Li, Xindan ; Ma, Junjun ; Xiong, Xiong ; Wu, Weixing. In: Financial Management. RePEc:bla:finmgt:v:51:y:2022:i:3:p:929-953.

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2021Are CEOs incentivized to shelter good information?. (2021). Jia, Yuecheng ; Feng, Hongrui. In: The Financial Review. RePEc:bla:finrev:v:56:y:2021:i:1:p:109-132.

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2021Can hedge funds benefit from corporate social responsibility investment?. (2021). Li, Yongjia ; Huang, Qiping ; Duanmu, Jun ; McBrayer, Garrett A. In: The Financial Review. RePEc:bla:finrev:v:56:y:2021:i:2:p:251-278.

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2022The potential built?in supply effect from margin trading in the Chinese stock market. (2022). Choy, Siu Kai ; Li, Yanxi ; Wang, Mingzhu. In: The Financial Review. RePEc:bla:finrev:v:57:y:2022:i:4:p:835-861.

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2022Time?varying impacts of expectations on housing markets across hot and cold phases. (2022). Huang, Meichi. In: International Finance. RePEc:bla:intfin:v:25:y:2022:i:2:p:249-265.

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2021Relaxed Credit Standards in the U.S. Housing Boom: Changes in Risk Characteristics of Mortgage Recipients. (2021). Durguner, Seda. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:1:p:208-254.

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2021Short?sellers at home and abroad: Their respective roles in the price discovery of cross?listed firms. (2021). Tourani-Rad, Alireza ; Chen, Jun ; Yang, Ting ; Xiang, JU ; Touranirad, Alireza. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:3:p:1013-1038.

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2022The local bias in equity crowdfunding: Behavioral anomaly or rational preference?. (2022). , Matthiasschmitt ; Hornuf, Lars ; Stenzhorn, Eliza ; Schmitt, Matthias. In: Journal of Economics & Management Strategy. RePEc:bla:jemstr:v:31:y:2022:i:3:p:693-733.

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2021The Misguided Beliefs of Financial Advisors. (2021). Melzer, Brian ; Previtero, Alessandro ; Linnainmaa, Juhani T. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:2:p:587-621.

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2021The Economics of Hedge Fund Startups: Theory and Empirical Evidence. (2021). Zhang, Hong ; Farnsworth, Grant ; Cao, Charles. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:3:p:1427-1469.

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2021Dont Take Their Word for It: The Misclassification of Bond Mutual Funds. (2021). Gurun, Umit G ; Cohen, Lauren ; Chen, Huaizhi. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:4:p:1699-1730.

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2021Asset Managers: Institutional Performance and Factor Exposures. (2021). Morse, Adair ; Linnainmaa, Juhani T ; Gerakos, Joseph. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:4:p:2035-2075.

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2021Partisan Professionals: Evidence from Credit Rating Analysts. (2021). Tsoutsoura, Margarita ; Kempf, Elisabeth. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:6:p:2805-2856.

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2021Valuing Private Equity Investments Strip by Strip. (2021). van Nieuwerburgh, Stijn ; Gupta, Arpit. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:6:p:3255-3307.

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2022Fully Closed: Individual Responses to Realized Gains and Losses. (2022). Pagel, Michaela ; Meyer, Steffen. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:3:p:1529-1585.

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2022Factor Momentum and the Momentum Factor. (2022). Linnainmaa, Juhani T ; Ehsani, Sina. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:3:p:1877-1919.

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2022Financial Crisis, Creditor?Debtor Conflict, and Populism. (2022). Gyongyosi, Gyozo ; Verner, Emil. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:4:p:2471-2523.

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2021Financial clusters, industry groups, and stock return correlations. (2021). Stowe, John ; Jorgensen, Randy D ; Fodor, Andy. In: Journal of Financial Research. RePEc:bla:jfnres:v:44:y:2021:i:1:p:121-144.

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2021Active share: A blessing and a curse. (2021). Gilstrap, Collin ; Cline, Brandon N. In: Journal of Financial Research. RePEc:bla:jfnres:v:44:y:2021:i:2:p:431-463.

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2022Mutual fund performance and changes in factor exposure. (2022). Matallinsaez, Juan Carlos ; Juan Carlos Matallin Saez, ; de Mingolopez, Diego Victor ; Conlon, Thomas ; Bessler, Wolfgang. In: Journal of Financial Research. RePEc:bla:jfnres:v:45:y:2022:i:1:p:17-52.

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2022Investment horizon for private?value assets: Evidence from the art market. (2022). Nozari, Milad. In: Journal of Financial Research. RePEc:bla:jfnres:v:45:y:2022:i:2:p:229-246.

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2022Short selling and options trading: A tale of two markets. (2022). Harrison, David M ; Cashman, George D ; Sheng, Hainan. In: Journal of Financial Research. RePEc:bla:jfnres:v:45:y:2022:i:2:p:313-338.

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2021High?water mark fee structure in variable annuities. (2021). Li, Dongchen ; Landriault, David ; Wang, Yumin. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:88:y:2021:i:4:p:1057-1094.

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2022Artists labour market and gender: Evidence from German visual artists. (2022). Marchenko, Maria ; Sonnabend, Hendrik. In: Kyklos. RePEc:bla:kyklos:v:75:y:2022:i:3:p:456-471.

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2021Generalized statistical arbitrage concepts and related gain strategies. (2021). Schmidt, Thorsten ; Ruschendorf, Ludger ; Rein, Christian. In: Mathematical Finance. RePEc:bla:mathfi:v:31:y:2021:i:2:p:563-594.

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2021Home Sales Pair Counts: The Organic Metric for Trading Volume in Housing Markets. (2021). Giannetti, Antoine. In: Real Estate Economics. RePEc:bla:reesec:v:49:y:2021:i:2:p:610-634.

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2021House Prices and Systematic Risk: Evidence from Microdata. (2021). Zhang, Lei ; Peng, Liang. In: Real Estate Economics. RePEc:bla:reesec:v:49:y:2021:i:4:p:1069-1092.

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2022Reassessing the magnitude of housing price declines and the use of leverage in the Depressions of the 1890s and 1930s. (2022). Rose, Jonathan D. In: Real Estate Economics. RePEc:bla:reesec:v:50:y:2022:i:4:p:907-930.

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2022GENERATIONAL PARTICULARITIES IN FINANCIAL BEHAVIOR. EXAMPLES FROM ROMANIA. (2022). Diana, Panta Nancy ; Gheorghe, Bahnean Paul. In: Revista Economica. RePEc:blg:reveco:v:74:y:2022:i:1:p:8-17.

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2022Dynamics of Subjective Risk Premia. (2022). Xu, Zhengyang ; Nagel, Stefan. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9693.

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2022The Performance of Socially Responsible Investments: A Meta-Analysis. (2022). Yuksel, Gul ; Hornuf, Lars. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9724.

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2022Modelling Profitability of Private Equity: A Fractional Integration Approach. (2022). Gil-Alana, Luis ; Puertolas, Francisco ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9843.

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2021The Contrarian Put. (2021). guimaraes, bernardo ; Giovannetti, Bruno ; Chague, Fernando. In: Discussion Papers. RePEc:cfm:wpaper:2106.

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2022The End of the Crypto-Diversification Myth. (2022). Didisheim, Antoine ; Somoza, Luciano. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2253.

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2021The RQE-CAPM : New insights about the pricing of idiosyncratic risk. (2021). Moran, Kevin ; Koumou, Nettey Boevi Gilles ; Carmichael, Benoit. In: CIRANO Working Papers. RePEc:cir:cirwor:2021s-28.

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2022La información pública periódica de los fondos de inversión: como influyen en las decisiones de los inversores.. (2022). Losada, Ramiro. In: CNMV Documentos de Trabajo. RePEc:cnv:docutr:dt_76es.

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2022Periodic public information on investment funds and how it influences investors´ decisions. (2022). Losada, Ramiro. In: CNMV Working Papers. RePEc:cnv:wpaper:dt_76en.

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2021Bitcoin and the South Sea Company: A comparative analysis. (2021). Fernandez, Amilcar Orlian ; Demmler, Michael . In: Revista Finanzas y Politica Economica. RePEc:col:000443:019660.

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2021Music Sentiment and Stock Returns Around the World. (2021). Edmans, Alex ; Indriawan, Ivan ; Garel, Alexandre ; Fernandez, Adrian . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15756.

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2021Institutional Investors and Infrastructure Investing. (2021). Kräussl, Roman ; Rauh, Joshua ; Kraussl, Roman ; Andonov, Aleksandar. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15946.

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2021The rise in the cross-sectoral dispersion of earnings expectations during COVID-19. (2021). Kapp, Daniel ; Greif, William ; Bats, Joost. In: Working Papers. RePEc:dnb:dnbwpp:724.

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2022Foreign bias in equity portfolios: Informational advantage or familiarity bias?. (2022). Vanpe, Rosanne ; Sercu, Piet ; Cooper, Ian ; Boermans, Martijn . In: Working Papers. RePEc:dnb:dnbwpp:742.

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2022Optimizing portfolios in the illiquid, unlisted market of SME crowdlending. (2022). Lextrait, Bastien. In: EconomiX Working Papers. RePEc:drm:wpaper:2022-23.

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

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2022The rise in the cross-sectoral dispersion of earnings expectations during COVID-19. (2022). Kapp, Daniel ; Greif, William ; Bats, Joost. In: Working Paper Series. RePEc:ecb:ecbwps:20222664.

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2022Financing China’s cotton textile industry: 1890–1936. (2022). Sun, Jianguo ; Peng, Kaixiang ; Dong, Baomin. In: Journal of Asian Economics. RePEc:eee:asieco:v:79:y:2022:i:c:s1049007822000136.

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

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

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

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

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

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

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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.

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2021Reducing algorithm aversion through experience. (2021). Spiwoks, Markus ; Lorenz, Marco ; Judek, Jan Rene ; Filiz, Ibrahim. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:31:y:2021:i:c:s221463502100068x.

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2021Individual investors’ trading behavior in Moscow Exchange and the COVID-19 crisis. (2021). Ulku, Numan ; Djalilov, Abdulaziz. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:31:y:2021:i:c:s2214635021000939.

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2021Reinforcement learning about asset variability and correlation in repeated portfolio decisions. (2021). Rieskamp, Jorg ; Diao, Linan ; Olschewski, Sebastian. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:32:y:2021:i:c:s2214635021001039.

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2022Sports Mood Index, institutional investors, and earnings announcement anomalies. (2022). Wu, Runze. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:35:y:2022:i:c:s2214635022000375.

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2021Hedge fund strategies, performance &diversification: A portfolio theory & stochastic discount factor approach. (2021). Sutcliffe, Charles ; Stafylas, Dimitrios ; Platanakis, Emmanouil ; Newton, David ; Ye, Xiaoxia. In: The British Accounting Review. RePEc:eee:bracre:v:53:y:2021:i:5:s0890838921000263.

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

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

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

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

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

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2021Weather, institutional investors and earnings news. (2021). Sun, Lin ; Norris, Dylan ; Jiang, Danling. In: Journal of Corporate Finance. RePEc:eee:corfin:v:69:y:2021:i:c:s0929119921001115.

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2022Does individualism matter for hedge funds? A cross-country examination. (2022). Brauner, Aaron ; Nahata, Rajarishi ; Dai, NA. In: Journal of Corporate Finance. RePEc:eee:corfin:v:72:y:2022:i:c:s0929119921002777.

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

William Goetzmann has edited the books:


YearTitleTypeCited

Works by William Goetzmann:


YearTitleTypeCited
2011Art and Money In: American Economic Review.
[Full Text][Citation analysis]
article51
2011Art and Money.(2011) In: Post-Print.
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This paper has another version. Agregated cites: 51
paper
2009Art and Money.(2009) In: NBER Working Papers.
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This paper has another version. Agregated cites: 51
paper
2010Art and Money.(2010) In: Discussion Paper.
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This paper has another version. Agregated cites: 51
paper
2010Art and Money.(2010) In: Other publications TiSEM.
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This paper has another version. Agregated cites: 51
paper
1993Accounting for Taste: Art and the Financial Markets over Three Centuries. In: American Economic Review.
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article175
2007China and the world financial markets 1870–1939: Modern lessons from historical globalization1 In: Economic History Review.
[Full Text][Citation analysis]
article6
2005Rain or Shine: Where is the Weather Effect? In: European Financial Management.
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article97
2003Rain or Shine: Where is the Weather Effect?.(2003) In: NBER Working Papers.
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This paper has another version. Agregated cites: 97
paper
2004Rain or Shine: Where is the Weather Effect?.(2004) In: Yale School of Management Working Papers.
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This paper has another version. Agregated cites: 97
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: 97
paper
2018Investment beliefs of endowments In: European Financial Management.
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article4
2018Negative bubbles: What happens after a crash In: European Financial Management.
[Full Text][Citation analysis]
article12
2017Negative Bubbles: What Happens After a Crash.(2017) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12
paper
1990THE PERFORMANCE OF REAL ESTATE AS AN ASSET CLASS In: Journal of Applied Corporate Finance.
[Full Text][Citation analysis]
article43
1993 Testing the Predictive Power of Dividend Yields. In: Journal of Finance.
[Full Text][Citation analysis]
article157
1992Testing the Predictive Power of Dividend Yields..(1992) In: Columbia - Graduate School of Business.
[Citation analysis]
This paper has another version. Agregated cites: 157
paper
1990TESTING THE PREDICTIVE POWER OF DIVIDEND YIELDS..(1990) In: Columbia - Graduate School of Business.
[Citation analysis]
This paper has another version. Agregated cites: 157
paper
1995 Performance Persistence. In: Journal of Finance.
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article339
2005Performance Persistence.(2005) In: Yale School of Management Working Papers.
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This paper has another version. Agregated cites: 339
paper
1995 Survival. In: Journal of Finance.
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article49
1999Global Stock Markets in the Twentieth Century In: Journal of Finance.
[Full Text][Citation analysis]
article182
2001Careers and Survival: Competition and Risk in the Hedge Fund and CTA Industry In: Journal of Finance.
[Full Text][Citation analysis]
article137
2003High?Water Marks and Hedge Fund Management Contracts In: Journal of Finance.
[Full Text][Citation analysis]
article127
2001High-Water Marks and Hedge Fund Management Contracts.(2001) In: Yale School of Management Working Papers.
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This paper has another version. Agregated cites: 127
paper
2001High-Water Marks and Hedge Fund Management Contracts.(2001) In: Yale School of Management Working Papers.
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This paper has another version. Agregated cites: 127
paper
2007Efficiency and the Bear: Short Sales and Markets Around the World In: Journal of Finance.
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article319
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: 319
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: 319
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: 319
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: 319
paper
2008Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration In: Journal of Finance.
[Full Text][Citation analysis]
article63
2012Tiebreaker: Certification and Multiple Credit Ratings In: Journal of Finance.
[Full Text][Citation analysis]
article108
2009Tiebreaker: Certification and Multiple Credit Ratings.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 108
paper
2018Estimating Private Equity Returns from Limited Partner Cash Flows In: Journal of Finance.
[Full Text][Citation analysis]
article18
1997COGNITIVE DISSONANCE AND MUTUAL FUND INVESTORS In: Journal of Financial Research.
[Full Text][Citation analysis]
article142
1995Clustering Methods for Real Estate Portfolios In: Real Estate Economics.
[Full Text][Citation analysis]
article20
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: 20
paper
2002The Bias of the RSR Estimator and the Accuracy of Some Alternatives In: Real Estate Economics.
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article22
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: 22
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: 22
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.
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paper11
2005Portfolio Diversification, Proximity Investment and City Agglomeration.(2005) In: Yale School of Management Working Papers.
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This paper has another version. Agregated cites: 11
paper
2004Disposition Matters: Volume, Volatility and Price Impact of Behavioural Bias In: CEPR Discussion Papers.
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paper22
2003Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias.(2003) In: NBER Working Papers.
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This paper has another version. Agregated cites: 22
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: 22
paper
2004Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias.(2004) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
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paper
2005Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias.(2005) In: Yale School of Management Working Papers.
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paper
2005Disposition Matters: Volume, Volatility and Price Impact of Behavioral Bias.(2005) In: Yale School of Management Working Papers.
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This paper has another version. Agregated cites: 22
paper
2004Dispersion of Opinion and Stock Returns In: CEPR Discussion Papers.
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paper37
2005Dispersion of opinion and stock returns.(2005) In: Journal of Financial Markets.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 37
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: 37
paper
1999Re-Emerging Markets In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
article49
1997Re-emerging Markets.(1997) In: NBER Working Papers.
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This paper has another version. Agregated cites: 49
paper
1998Re-Emerging Markets.(1998) In: Yale School of Management Working Papers.
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This paper has another version. Agregated cites: 49
paper
2000Re-emerging Markets.(2000) In: Yale School of Management Working Papers.
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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]
article75
2000Monthly Measurement of Daily Timers.(2000) In: Yale School of Management Working Papers.
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This paper has another version. Agregated cites: 75
paper
2001Day Trading International Mutual Funds: Evidence and Policy Solutions In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
article46
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: 46
paper
2002Daily Momentum and Contrarian Behavior of Index Fund Investors In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
article80
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: 80
paper
1999Daily Momentum And Contrarian Behavior Of Index Fund Investors.(1999) In: Yale School of Management Working Papers.
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This paper has another version. Agregated cites: 80
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: 80
paper
2003Long-Term Global Market Correlations In: DNB Staff Reports (discontinued).
[Full Text][Citation analysis]
paper36
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]
article14
2001A new historical database for the NYSE 1815 to 1925: Performance and predictability In: Journal of Financial Markets.
[Full Text][Citation analysis]
article53
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: 53
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: 53
paper
2012Trust and delegation In: Journal of Financial Economics.
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article29
2009Trust and Delegation.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 29
paper
2013New evidence on the first financial bubble In: Journal of Financial Economics.
[Full Text][Citation analysis]
article37
2009New Evidence on the First Financial Bubble.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 37
paper
2018Momentum in Imperial Russia In: Journal of Financial Economics.
[Full Text][Citation analysis]
article10
2015Momentum in Imperial Russia.(2015) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
paper
2019The present value relation over six centuries: The case of the Bazacle company In: Journal of Financial Economics.
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article3
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: 3
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: 3
paper
1997Mutual fund styles In: Journal of Financial Economics.
[Full Text][Citation analysis]
article120
1998Mutual Fund Styles.(1998) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 120
paper
1994Homogeneous Groupings of Metropolitan Housing Markets In: Journal of Housing Economics.
[Full Text][Citation analysis]
article6
1998Risks and Incentives in Underserved Mortgage Markets In: Journal of Housing Economics.
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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.
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article1
2002An Analysis of the Relative Performance of Japanese and Foreign Money Management.(2002) In: Yale School of Management Working Papers.
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This paper has another version. Agregated cites: 1
paper
2004An Analysis of the Relative Performance of Japanese and Foreign Money Management.(2004) In: Yale School of Management Working Papers.
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This paper has another version. Agregated cites: 1
paper
2016Beauty is in the bid of the beholder: An empirical basis for style In: Research in Economics.
[Full Text][Citation analysis]
article4
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]
paper32
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: 32
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]
paper77
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: 77
article
1990THE ACCURACY OF REAL ESTIMATE INDICES: REPEAT SALE ESTIMATORS. In: Columbia - Graduate School of Business.
[Citation analysis]
paper65
1992The Accuracy of Real Estate Indices: Repeat Sale Estimators..(1992) In: The Journal of Real Estate Finance and Economics.
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This paper has another version. Agregated cites: 65
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]
paper10
1997Offshore Hedge Funds: Survival and Performance 1989-1995.(1997) In: NBER Working Papers.
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paper
1998Offshore Hedge Funds: Survival and Performance, 1989-1995.(1998) In: Yale School of Management Working Papers.
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paper
1998Offshore Hedge Funds: Survival & Performance 1989-1995 In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
[Citation analysis]
paper0
2008Offshore Hedge Funds: Survival & Performance 1989-1995.(2008) In: Yale School of Management Working Papers.
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paper
1998The Japanese Open-End Fund Puzzle In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
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paper11
1998The Japanese Open-End Fund Puzzle.(1998) In: NBER Working Papers.
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paper
2001The Japanese Open-End Fund Puzzle..(2001) In: The Journal of Business.
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This paper has another version. Agregated cites: 11
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]
paper30
2004The Dow Theory: William Peter Hamiltons Track Record Re-considered.(2004) In: Yale School of Management Working Papers.
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paper
2008The Dow Theory: William Peter Hamiltons Track Record Re-Considered.(2008) In: Yale School of Management Working Papers.
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paper
1998Hedge Funds and the Asian Currency Crisis of 1997 In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
[Citation analysis]
paper26
1998Hedge Funds and the Asian Currency Crisis of 1997.(1998) In: NBER Working Papers.
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paper
2008Hedge Funds and the Asian Currency Crisis of 1997.(2008) In: Yale School of Management Working Papers.
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This paper has another version. Agregated cites: 26
paper
2013The pricing of soft and hard information: economic lessons from screenplay sales In: Journal of Cultural Economics.
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article7
2019Art and gender: market bias or selection bias? In: Journal of Cultural Economics.
[Full Text][Citation analysis]
article12
1997A Spatial Model of Housing Returns and Neighborhood Substitutability. In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]
article28
1995A Spatial Model of Housing Returns and Neighborhood Substitutability..(1995) In: Research Program in Finance Working Papers.
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paper
1997A Spatial Model of Housing Returns and Neighborhood Substitutability.(1997) In: Yale School of Management Working Papers.
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paper
2000Two Decades of Commercial Property Returns: A Repeated-Measures Regression-Based Version of the NCREIF Index. In: The Journal of Real Estate Finance and Economics.
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article31
2012The Subprime Crisis and House Price Appreciation In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]
article60
2009The Subprime Crisis and House Price Appreciation.(2009) In: NBER Working Papers.
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This paper has another version. Agregated cites: 60
paper
2005The History of Corporate Ownership in China: State Patronage, Company Legislation, and the Issue of Control In: NBER Chapters.
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chapter9
2004The History of Corporate Ownership in China: State Patronage, Company Legislation, and the Issue of Control.(2004) In: Yale School of Management Working Papers.
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This paper has another version. Agregated cites: 9
paper
2014Dutch Securities for American Land Speculation in the Late Eighteenth Century In: NBER Chapters.
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chapter6
2013Competition among University Endowments In: NBER Chapters.
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chapter9
2012Competition Among University Endowments.(2012) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
paper
2003Does Governance Matter? The Case of Art Museums In: NBER Chapters.
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chapter2
2004Portfolio Diversification and City Agglomeration In: NBER Working Papers.
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paper12
2004Fibonacci and the Financial Revolution In: NBER Working Papers.
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paper10
2004Fibonacci and the Financial Revolution.(2004) In: Yale School of Management Working Papers.
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paper
2004Fibonacci and the Financial Revolution.(2004) In: Yale School of Management Working Papers.
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This paper has another version. Agregated cites: 10
paper
2004Soft Information, Hard Sell: The Role of Soft Information in the Pricing of Intellectual Property In: NBER Working Papers.
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paper0
2005British Investment Overseas 1870-1913: A Modern Portfolio Theory Approach In: NBER Working Papers.
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paper57
2006British Investment Overseas 1870-1913: A Modern Portfolio Theory Approach.(2006) In: Review of Finance.
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This paper has another version. Agregated cites: 57
article
2005British Investment Overseas 1870-1913: A Modern Portfolio Theory Approach.(2005) In: Yale School of Management Working Papers.
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This paper has another version. Agregated cites: 57
paper
2009Risk Aversion and Clientele Effects In: NBER Working Papers.
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paper0
2010Securitization in the 1920s In: NBER Working Papers.
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paper8
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]
paper2
2015The Development of Corporate Governance in Toulouse: 1372-1946 In: NBER Working Papers.
[Full Text][Citation analysis]
paper2
2015Bubble Investing: Learning from History In: NBER Working Papers.
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paper14
2016Crash Beliefs From Investor Surveys In: NBER Working Papers.
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paper14
2021Real and Private-Value Assets In: NBER Working Papers.
[Full Text][Citation analysis]
paper1
2022Evidence on Retrieved Context: How History Matters In: NBER Working Papers.
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paper0
2022Cohort Effects on Expected Co-Movement In: NBER Working Papers.
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paper0
2022Crash Narratives In: NBER Working Papers.
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paper0
1997A Century of Global Stock Markets In: NBER Working Papers.
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paper8
2000A Century of Global Stock Markets.(2000) In: NBER Working Papers.
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paper
2004A Century of Global Stock Markets.(2004) In: Yale School of Management Working Papers.
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paper
2000A Century of Global Stock Markets.(2000) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
paper
1998Positive Portfolio Factors In: NBER Working Papers.
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paper1
2004Positive Portfolio Factors.(2004) In: Yale School of Management Working Papers.
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This paper has another version. Agregated cites: 1
paper
2008Positive Portfolio Factors.(2008) In: Yale School of Management Working Papers.
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This paper has another version. Agregated cites: 1
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1998High Water Marks In: NBER Working Papers.
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paper23
2004High Water Marks.(2004) In: Yale School of Management Working Papers.
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paper
1999Pairs Trading: Performance of a Relative Value Arbitrage Rule In: NBER Working Papers.
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paper200
2006Pairs Trading: Performance of a Relative-Value Arbitrage Rule.(2006) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 200
article
1998Pairs Trading: Performance of a Relative Value Arbitrage Rule.(1998) In: Yale School of Management Working Papers.
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paper
1998Pairs Trading: Performance of a Relative Value Arbitrage Rule.(1998) In: Yale School of Management Working Papers.
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This paper has another version. Agregated cites: 200
paper
1998Pairs Trading: Performance of a Relative Value Arbitrage Rule.(1998) In: Yale School of Management Working Papers.
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This paper has another version. Agregated cites: 200
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1999Index Funds and Stock Market Growth In: NBER Working Papers.
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2003Index Funds and Stock Market Growth.(2003) In: The Journal of Business.
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1999Index Funds and Stock Market Growth.(1999) In: Yale School of Management Working Papers.
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1998Index Funds and Stock Market Growth.(1998) In: Yale School of Management Working Papers.
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2000Global Real Estate Markets - Cycles and Fundamentals In: NBER Working Papers.
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1999Global Real Estate Markets: Cycles And Fundamentals.(1999) In: Yale School of Management Working Papers.
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2001Global Real Estate Markets: Cycles And Fundamentals.(2001) In: Yale School of Management Working Papers.
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2001Hedge Funds With Style In: NBER Working Papers.
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2001Hedge Funds With Style.(2001) In: Yale School of Management Working Papers.
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2001Long-Term Global Market Correlations In: NBER Working Papers.
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2005Long-Term Global Market Correlations.(2005) In: The Journal of Business.
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2001Equity Portfolio Diversification In: NBER Working Papers.
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2001Equity Portfolio Diversification.(2001) In: Yale School of Management Working Papers.
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2002Sharpening Sharpe Ratios In: NBER Working Papers.
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2002Sharpening Sharpe Ratios.(2002) In: Yale School of Management Working Papers.
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2002Sharpening Sharpe Ratios.(2002) In: Yale School of Management Working Papers.
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2003Fees on Fees in Funds of Funds In: NBER Working Papers.
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2005FEES ON FEES IN FUNDS OF FUNDS.(2005) In: World Scientific Book Chapters.
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2004Fees on Fees in Funds of Funds.(2004) In: Yale School of Management Working Papers.
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2003Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares In: NBER Working Papers.
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2003Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows In: NBER Working Papers.
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2002Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows.(2002) In: Yale School of Management Working Papers.
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2008Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows.(2008) In: Yale School of Management Working Papers.
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2011The Efficient Market Theory and Evidence: Implications for Active Investment Management In: Foundations and Trends(R) in Finance.
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1997Rejoinder: The J-Shape Of Performance Persistence Given Survivorship Bias In: The Review of Economics and Statistics.
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1993Patterns in Three Centuries of Stock Market Prices. In: The Journal of Business.
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1995A Longer Look at Dividend Yields. In: The Journal of Business.
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1998A Longer Look at Dividend Yields.(1998) In: Yale School of Management Working Papers.
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1999Offshore Hedge Funds: Survival and Performance, 1989-95. In: The Journal of Business.
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2001China and the World Financial Markets 1870-1930: Modern Lessons From Historical Globalization In: Center for Financial Institutions Working Papers.
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2004Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs In: Yale School of Management Working Papers.
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2008Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs.(2008) In: Yale School of Management Working Papers.
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1999Do Cities and Suburbs Cluster? In: Yale School of Management Working Papers.
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2004China and the World Financial Markets 1870-1930:Modern Lessons From Historical Globalization (Chinese Version) In: Yale School of Management Working Papers.
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2001China and the World Financial Markets 1870-1930: Modern Lessons From Historical Globalization (Chinese Version).(2001) In: Yale School of Management Working Papers.
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2001The Development Of Corporate Performance Measures: Benchmarks Before EVA In: Yale School of Management Working Papers.
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2000Behavioral Factors in Mutual Fund Flows In: Yale School of Management Working Papers.
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2001Behavioral Factors in Mutual Fund Flows.(2001) In: Yale School of Management Working Papers.
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2001The Policy Implications of Portfolio Choice in Underserved Mortgage Markets In: Yale School of Management Working Papers.
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2001Heterogeneity of Trade and Stock Returns. Evidence from Index Fund Investors In: Yale School of Management Working Papers.
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2003Dispersion of Opinion and Stock Returns: Evidence from Index Fund Investors In: Yale School of Management Working Papers.
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2009China and the World Financial Markets 1870-1930: Modern Lessons From Historical Globalization (English Version) In: Yale School of Management Working Papers.
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2004Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares (English version) In: Yale School of Management Working Papers.
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2002Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares (English Version).(2002) In: Yale School of Management Working Papers.
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2003Estimating Indices in the Presence of Seller Reservation Prices In: Yale School of Management Working Papers.
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2009The Impact of Clientele Changes: Evidence from Stock Splits In: Yale School of Management Working Papers.
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2006Home Equity Insurance: A Pilot Project In: Yale School of Management Working Papers.
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2003Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares (Russian Version) In: Yale School of Management Working Papers.
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2003Diversification Decisions of Individual Investors and Asset Prices In: Yale School of Management Working Papers.
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2006Bubble Investors: What Were They Thinking? In: Yale School of Management Working Papers.
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2005History and the Equity Risk Premium In: Yale School of Management Working Papers.
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2005More Social Security, Not Less In: Yale School of Management Working Papers.
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2009Short-Sales in Global Perspective In: Yale School of Management Working Papers.
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2005Why Do Individual Investors Hold Under-Diversified Portfolios? In: Yale School of Management Working Papers.
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2004Will History Rhyme? The Past as Financial Future In: Yale School of Management Working Papers.
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2005The Performance of Real Estate Portfolios: A Simulation Approach In: Yale School of Management Working Papers.
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2005Institutional Perspectives on Real Estate Investing: The Role of Risk and Uncertainty In: Yale School of Management Working Papers.
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1998An Emerging Market: The NYSE From 1815 to 1871 In: Yale School of Management Working Papers.
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2004An Emerging Market: The NYSE From 1815 to 1871.(2004) In: Yale School of Management Working Papers.
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2000The Effect of Seller Reserves on Market Index Estimation In: Yale School of Management Working Papers.
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1996Suburbs and Cities In: Yale School of Management Working Papers.
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2001Two Decades Of Commercial Property Returns: A NCREIF Index Using Independent Appraisals In: Yale School of Management Working Papers.
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2008The Open-End Japanese Mutual Fund Puzzle In: Yale School of Management Working Papers.
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2004China and the World Financial Markets 1870-1930: In: Yale School of Management Working Papers.
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