37
H index
74
i10 index
5079
Citations
William Goetzmann : Citation Profile
Yale University | RESEARCH PRODUCTION: 60 Articles 172 Papers 2 Books 7 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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34 years (1988 - 2022). 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 |
|---|---|
| Yale School of Management Working Papers / Yale School of Management | 96 |
| NBER Working Papers / National Bureau of Economic Research, Inc | 45 |
| CEPR Discussion Papers / C.E.P.R. Discussion Papers | 3 |
| Post-Print / HAL | 2 |
Recent works citing William Goetzmann (2022 and 2021)
| Year | Title of citing document | |
|---|---|---|
| 2021 | . Full description at Econpapers || Download paper | |
| 2021 | Do retail investors bite off more than they can chew? A close look at their return objectives. (2021). Dhondt, Catherine ; Merli, Maxime ; de Winne, Rudy ; DEWINNE, Rudy . In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021003. Full description at Econpapers || Download paper | |
| 2021 | Superstar Returns. (2021). Kohl, Sebastian ; Schularick, Moritz ; Dohmen, Martin ; Amaral, Francisco. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:131. Full description at Econpapers || Download paper | |
| 2022 | Short of Capital: Stock Market Implications of Short Sellers’ Losses. (2022). Verwijmeren, Patrick ; Sotes-Paladino, Juan ; Gargano, Antonio. In: Working Papers. RePEc:aoz:wpaper:116. Full description at Econpapers || Download paper | |
| 2022 | Estimation 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. Full description at Econpapers || Download paper | |
| 2022 | Cryptocurrency Trading: A Comprehensive Survey. (2020). Wu, Fan ; Martinez-Regoband, David ; Li, Lingbo ; Kanthan, Leslie ; Kong, Hoiliong ; Basios, Michail ; Ventre, Carmine ; Fang, Fan. In: Papers. RePEc:arx:papers:2003.11352. Full description at Econpapers || Download paper | |
| 2021 | Statistical Arbitrage Risk Premium by Machine Learning. (2021). Tam, Yu-Man. In: Papers. RePEc:arx:papers:2103.09987. Full description at Econpapers || Download paper | |
| 2021 | Multivariate Pair Trading by Volatility & Model Adaption Trade-off. (2021). Xie, Tianyang ; Yu, Chenyanzi. In: Papers. RePEc:arx:papers:2106.09132. Full description at Econpapers || Download paper | |
| 2021 | Fund2Vec: Mutual Funds Similarity using Graph Learning. (2021). Mehta, Dhagash ; Desai, Dhruv ; Satone, Vipul. In: Papers. RePEc:arx:papers:2106.12987. Full description at Econpapers || Download paper | |
| 2021 | Emotions in Macroeconomic News and their Impact on the European Bond Market. (2021). Tosetti, Elisa ; Pezzoli, Luca Tiozzo ; Consoli, Sergio. In: Papers. RePEc:arx:papers:2106.15698. Full description at Econpapers || Download paper | |
| 2021 | Margin trading, short selling and corporate green innovation. (2021). You, Da-Ming ; Wu, Ge-Zhi. In: Papers. RePEc:arx:papers:2107.11255. Full description at Econpapers || Download paper | |
| 2021 | Behavioral Bias Benefits: Beating Benchmarks By Bundling Bouncy Baskets. (2021). Kashyap, Ravi. In: Papers. RePEc:arx:papers:2109.03740. Full description at Econpapers || Download paper | |
| 2021 | Can 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. Full description at Econpapers || Download paper | |
| 2022 | Introduction of the Market-Based Price Autocorrelation. (2022). Olkhov, Victor. In: Papers. RePEc:arx:papers:2202.09323. Full description at Econpapers || Download paper | |
| 2022 | Detecting data-driven robust statistical arbitrage strategies with deep neural networks. (2022). Neufeld, Ariel ; Yin, Daiying ; Sester, Julian. In: Papers. RePEc:arx:papers:2203.03179. Full description at Econpapers || Download paper | |
| 2022 | Does 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. Full description at Econpapers || Download paper | |
| 2022 | Publication Bias in Asset Pricing Research. (2022). Zimmermann, Tom ; Chen, Andrew Y. In: Papers. RePEc:arx:papers:2209.13623. Full description at Econpapers || Download paper | |
| 2022 | Optimal 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. Full description at Econpapers || Download paper | |
| 2022 | Liquidity Costs, Idiosyncratic Volatility and Expected Stock Returns. (2022). Satchell, Stephen ; Peat, Maurice ; Bradrania, Reza M. In: Papers. RePEc:arx:papers:2211.04695. Full description at Econpapers || Download paper | |
| 2021 | Measuring Firms Intrinsic Values in an Emerging Economy: Evidence from Bangladesh. (2021). Fatema-Tuz-Johra, ; Islam, Md Rashidul ; Dewri, Leo Vashkor ; Rahman, Mizanur M. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2021:p:429-445. Full description at Econpapers || Download paper | |
| 2021 | A Review of Main Strands on the Flow-Performance Relationship of Mutual Funds. (2021). Filip, Dariusz. In: Athens Journal of Business & Economics. RePEc:ate:journl:ajbev7i3-2. Full description at Econpapers || Download paper | |
| 2022 | Evidence on the variation of idiosyncratic risk in house price appreciation. (2022). Vermeulen, Philip ; Cheung, Lydia ; Galimberti, Jaqueson. In: Working Papers. RePEc:aut:wpaper:202205. Full description at Econpapers || Download paper | |
| 2022 | Historical 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. Full description at Econpapers || Download paper | |
| 2021 | The Macbeth Factor: The Dark Side of Achievement?driving Analysts. (2021). Wang, Ray R ; Chan, Hung K. In: Abacus. RePEc:bla:abacus:v:57:y:2021:i:2:p:325-361. Full description at Econpapers || Download paper | |
| 2021 | Pairs trading and idiosyncratic cash flow risk. (2021). Faff, Robert ; Do, Binh. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:2:p:3171-3206. Full description at Econpapers || Download paper | |
| 2021 | Behavioural Bias Benefits: Beating Benchmarks By Bundling Bouncy Baskets. (2021). Kashyap, Ravi. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:3:p:4885-4921. Full description at Econpapers || Download paper | |
| 2021 | Is 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. Full description at Econpapers || Download paper | |
| 2021 | Digital 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. Full description at Econpapers || Download paper | |
| 2021 | Rating shopping: evidence from the Chinese corporate debt security market. (2021). Shi, Jing ; Pan, Zheyao ; Hu, Xiaolu ; Chang, Zhang . In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:s1:p:2173-2200. Full description at Econpapers || Download paper | |
| 2022 | A 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. Full description at Econpapers || Download paper | |
| 2022 | Horizontal 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. Full description at Econpapers || Download paper | |
| 2022 | Cyberpunk 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. Full description at Econpapers || Download paper | |
| 2021 | Informativeness 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. Full description at Econpapers || Download paper | |
| 2022 | Shorting 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. Full description at Econpapers || Download paper | |
| 2022 | The 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. Full description at Econpapers || Download paper | |
| 2022 | Investor 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. Full description at Econpapers || Download paper | |
| 2022 | Individual 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. Full description at Econpapers || Download paper | |
| 2021 | Are 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. Full description at Econpapers || Download paper | |
| 2021 | Can 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. Full description at Econpapers || Download paper | |
| 2022 | The 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. Full description at Econpapers || Download paper | |
| 2022 | Time?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. Full description at Econpapers || Download paper | |
| 2021 | Relaxed 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. Full description at Econpapers || Download paper | |
| 2021 | Short?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. Full description at Econpapers || Download paper | |
| 2022 | The 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. Full description at Econpapers || Download paper | |
| 2021 | The 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. Full description at Econpapers || Download paper | |
| 2021 | The 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. Full description at Econpapers || Download paper | |
| 2021 | Dont 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. Full description at Econpapers || Download paper | |
| 2021 | Asset 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. Full description at Econpapers || Download paper | |
| 2021 | Partisan 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. Full description at Econpapers || Download paper | |
| 2021 | Valuing 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. Full description at Econpapers || Download paper | |
| 2022 | Fully 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. Full description at Econpapers || Download paper | |
| 2022 | Factor 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. Full description at Econpapers || Download paper | |
| 2022 | Financial 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. Full description at Econpapers || Download paper | |
| 2021 | Financial 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. Full description at Econpapers || Download paper | |
| 2021 | Active 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. Full description at Econpapers || Download paper | |
| 2022 | Mutual 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. Full description at Econpapers || Download paper | |
| 2022 | Investment 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. Full description at Econpapers || Download paper | |
| 2022 | Short 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. Full description at Econpapers || Download paper | |
| 2021 | High?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. Full description at Econpapers || Download paper | |
| 2022 | Artists 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. Full description at Econpapers || Download paper | |
| 2021 | Generalized 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. Full description at Econpapers || Download paper | |
| 2021 | Home 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. Full description at Econpapers || Download paper | |
| 2021 | House 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. Full description at Econpapers || Download paper | |
| 2022 | Reassessing 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. Full description at Econpapers || Download paper | |
| 2022 | GENERATIONAL 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. Full description at Econpapers || Download paper | |
| 2022 | Dynamics of Subjective Risk Premia. (2022). Xu, Zhengyang ; Nagel, Stefan. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9693. Full description at Econpapers || Download paper | |
| 2022 | The Performance of Socially Responsible Investments: A Meta-Analysis. (2022). Yuksel, Gul ; Hornuf, Lars. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9724. Full description at Econpapers || Download paper | |
| 2022 | Modelling 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. Full description at Econpapers || Download paper | |
| 2021 | The Contrarian Put. (2021). guimaraes, bernardo ; Giovannetti, Bruno ; Chague, Fernando. In: Discussion Papers. RePEc:cfm:wpaper:2106. Full description at Econpapers || Download paper | |
| 2022 | The End of the Crypto-Diversification Myth. (2022). Didisheim, Antoine ; Somoza, Luciano. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2253. Full description at Econpapers || Download paper | |
| 2021 | The 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. Full description at Econpapers || Download paper | |
| 2022 | La 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. Full description at Econpapers || Download paper | |
| 2022 | Periodic public information on investment funds and how it influences investors´ decisions. (2022). Losada, Ramiro. In: CNMV Working Papers. RePEc:cnv:wpaper:dt_76en. Full description at Econpapers || Download paper | |
| 2021 | Bitcoin and the South Sea Company: A comparative analysis. (2021). Fernandez, Amilcar Orlian ; Demmler, Michael . In: Revista Finanzas y Politica Economica. RePEc:col:000443:019660. Full description at Econpapers || Download paper | |
| 2021 | Music Sentiment and Stock Returns Around the World. (2021). Edmans, Alex ; Indriawan, Ivan ; Garel, Alexandre ; Fernandez, Adrian . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15756. Full description at Econpapers || Download paper | |
| 2021 | Institutional Investors and Infrastructure Investing. (2021). Kräussl, Roman ; Rauh, Joshua ; Kraussl, Roman ; Andonov, Aleksandar. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15946. Full description at Econpapers || Download paper | |
| 2021 | The 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. Full description at Econpapers || Download paper | |
| 2022 | Foreign 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. Full description at Econpapers || Download paper | |
| 2022 | Optimizing portfolios in the illiquid, unlisted market of SME crowdlending. (2022). Lextrait, Bastien. In: EconomiX Working Papers. RePEc:drm:wpaper:2022-23. Full description at Econpapers || Download paper | |
| 2021 | Issuance and valuation of corporate bonds with quantitative easing. (2021). Pegoraro, Stefano ; Montagna, Mattia. In: Working Paper Series. RePEc:ecb:ecbwps:20212520. Full description at Econpapers || Download paper | |
| 2022 | The 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. Full description at Econpapers || Download paper | |
| 2022 | Financing 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. Full description at Econpapers || Download paper | |
| 2021 | Air pollution and behavioral biases: Evidence from stock market anomalies. (2021). Pham, Mia Hang ; Nguyen, Hung T. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:29:y:2021:i:c:s2214635020303701. Full description at Econpapers || Download paper | |
| 2021 | The underlying motivational process behind portfolio diversification choice decisions of individual investors: An experimental design. (2021). Mittal, Shashank ; Deb, Soumya Guha ; Sengupta, Atri. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:29:y:2021:i:c:s2214635020303816. Full description at Econpapers || Download paper | |
| 2021 | Googlization and retail trading activity. (2021). Dhondt, Catherine ; Desagre, Christophe. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:29:y:2021:i:c:s2214635020303828. Full description at Econpapers || Download paper | |
| 2021 | Exchange-traded certificates, education and the disposition effect. (2021). Silva, Paulo ; Mendes, Victor ; da Silva, Paulo Pereira. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:29:y:2021:i:c:s2214635020303853. Full description at Econpapers || Download paper | |
| 2021 | Nudging 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. Full description at Econpapers || Download paper | |
| 2021 | Short 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. Full description at Econpapers || Download paper | |
| 2021 | Do multiple competing offerings on a crowdfunding platform influence investment behavior?. (2021). Ferretti, Riccardo ; Pedrazzoli, Alessia ; Venturelli, Valeria. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000502. Full description at Econpapers || Download paper | |
| 2021 | Reducing 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. Full description at Econpapers || Download paper | |
| 2021 | Individual 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. Full description at Econpapers || Download paper | |
| 2021 | Reinforcement 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. Full description at Econpapers || Download paper | |
| 2022 | Sports 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. Full description at Econpapers || Download paper | |
| 2021 | Hedge 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. Full description at Econpapers || Download paper | |
| 2021 | Major shareholders’ trust and market risk: Substituting weak institutions with trust. (2021). Batten, Jonathan ; Aysan, Ahmet ; Chantziaras, Antonios ; Abdelsalam, Omneya. In: Journal of Corporate Finance. RePEc:eee:corfin:v:66:y:2021:i:c:s0929119920302285. Full description at Econpapers || Download paper | |
| 2021 | Short-term debt catering. (2021). Lugo, Stefano. In: Journal of Corporate Finance. RePEc:eee:corfin:v:66:y:2021:i:c:s0929119920302613. Full description at Econpapers || Download paper | |
| 2021 | Are hedge funds charitable donations strategic?. (2021). Lu, Yan ; Agarwal, Vikas ; Ray, Sugata. In: Journal of Corporate Finance. RePEc:eee:corfin:v:66:y:2021:i:c:s0929119920302868. Full description at Econpapers || Download paper | |
| 2021 | U.S. stock prices and the dot.com-bubble: Can dividend policy rescue the efficient market hypothesis?. (2021). Wegener, Christoph ; Vigne, Samuel A ; Klein, Tony ; Basse, Tobias. In: Journal of Corporate Finance. RePEc:eee:corfin:v:67:y:2021:i:c:s0929119921000122. Full description at Econpapers || Download paper | |
| 2021 | Do multiple credit ratings reduce money left on the table? Evidence from U.S. IPOs. (2021). Koutroumpis, Panagiotis ; Gounopoulos, Dimitrios ; Goergen, Marc. In: Journal of Corporate Finance. RePEc:eee:corfin:v:67:y:2021:i:c:s0929119921000195. Full description at Econpapers || Download paper | |
| 2021 | Weather, 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. Full description at Econpapers || Download paper | |
| 2022 | Does 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. 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 | 51 |
| 2011 | Art and Money.(2011) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 51 | paper | |
| 2009 | Art and Money.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 51 | paper | |
| 2010 | Art and Money.(2010) In: Discussion Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 51 | paper | |
| 2010 | Art and Money.(2010) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has another version. Agregated cites: 51 | paper | |
| 1993 | Accounting for Taste: Art and the Financial Markets over Three Centuries. In: American Economic Review. [Full Text][Citation analysis] | article | 175 |
| 2007 | China and the world financial markets 1870–1939: Modern lessons from historical globalization1 In: Economic History Review. [Full Text][Citation analysis] | article | 6 |
| 2005 | Rain or Shine: Where is the Weather Effect? In: European Financial Management. [Full Text][Citation analysis] | article | 97 |
| 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: 97 | 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: 97 | 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: 97 | paper | |
| 2018 | Investment beliefs of endowments In: European Financial Management. [Full Text][Citation analysis] | article | 4 |
| 2018 | Negative bubbles: What happens after a crash In: European Financial Management. [Full Text][Citation analysis] | article | 12 |
| 2017 | Negative Bubbles: What Happens After a Crash.(2017) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
| 1990 | THE PERFORMANCE OF REAL ESTATE AS AN ASSET CLASS In: Journal of Applied Corporate Finance. [Full Text][Citation analysis] | article | 43 |
| 1993 | Testing the Predictive Power of Dividend Yields. In: Journal of Finance. [Full Text][Citation analysis] | article | 157 |
| 1992 | Testing the Predictive Power of Dividend Yields..(1992) In: Columbia - Graduate School of Business. [Citation analysis] This paper has another version. Agregated cites: 157 | 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: 157 | paper | |
| 1995 | Performance Persistence. In: Journal of Finance. [Full Text][Citation analysis] | article | 339 |
| 2005 | Performance Persistence.(2005) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 339 | paper | |
| 1995 | Survival. In: Journal of Finance. [Full Text][Citation analysis] | article | 49 |
| 1999 | Global Stock Markets in the Twentieth Century In: Journal of Finance. [Full Text][Citation analysis] | article | 182 |
| 2001 | Careers and Survival: Competition and Risk in the Hedge Fund and CTA Industry In: Journal of Finance. [Full Text][Citation analysis] | article | 137 |
| 2003 | High?Water Marks and Hedge Fund Management Contracts In: Journal of Finance. [Full Text][Citation analysis] | article | 127 |
| 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: 127 | 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: 127 | paper | |
| 2007 | Efficiency and the Bear: Short Sales and Markets Around the World In: Journal of Finance. [Full Text][Citation analysis] | article | 319 |
| 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: 319 | 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: 319 | 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: 319 | 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: 319 | paper | |
| 2008 | Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration In: Journal of Finance. [Full Text][Citation analysis] | article | 63 |
| 2012 | Tiebreaker: Certification and Multiple Credit Ratings In: Journal of Finance. [Full Text][Citation analysis] | article | 108 |
| 2009 | Tiebreaker: Certification and Multiple Credit Ratings.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 108 | paper | |
| 2018 | Estimating Private Equity Returns from Limited Partner Cash Flows In: Journal of Finance. [Full Text][Citation analysis] | article | 18 |
| 1997 | COGNITIVE DISSONANCE AND MUTUAL FUND INVESTORS In: Journal of Financial Research. [Full Text][Citation analysis] | article | 142 |
| 1995 | Clustering Methods for Real Estate Portfolios In: Real Estate Economics. [Full Text][Citation analysis] | article | 20 |
| 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: 20 | paper | |
| 2002 | The Bias of the RSR Estimator and the Accuracy of Some Alternatives In: Real Estate Economics. [Full Text][Citation analysis] | article | 22 |
| 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: 22 | 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: 22 | paper | |
| 2018 | Les compagnies de moulins en Occitanie : émergence et gouvernance de sociétés par actions multiséculaires In: Revue d'économie financière. [Full Text][Citation analysis] | article | 0 |
| 2004 | Portfolio Diversification, Proximity Investment and City Agglomeration In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 11 |
| 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: 11 | paper | |
| 2004 | Disposition Matters: Volume, Volatility and Price Impact of Behavioural Bias In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 22 |
| 2003 | Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias.(2003) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | paper | |
| 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: 22 | 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: 22 | 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: 22 | 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: 22 | paper | |
| 2004 | Dispersion of Opinion and Stock Returns In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 37 |
| 2005 | Dispersion of opinion and stock returns.(2005) In: Journal of Financial Markets. [Full Text][Citation analysis] This paper has another version. Agregated cites: 37 | 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: 37 | paper | |
| 1999 | Re-Emerging Markets In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 49 |
| 1997 | Re-emerging Markets.(1997) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 49 | paper | |
| 1998 | Re-Emerging Markets.(1998) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 49 | paper | |
| 2000 | Re-emerging Markets.(2000) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 49 | paper | |
| 2000 | Monthly Measurement of Daily Timers In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 75 |
| 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: 75 | paper | |
| 2001 | Day Trading International Mutual Funds: Evidence and Policy Solutions In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 46 |
| 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: 46 | paper | |
| 2002 | Daily Momentum and Contrarian Behavior of Index Fund Investors In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 80 |
| 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: 80 | 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: 80 | 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: 80 | paper | |
| 2003 | Long-Term Global Market Correlations In: DNB Staff Reports (discontinued). [Full Text][Citation analysis] | paper | 36 |
| 2014 | The Economics of Aesthetics and Three Centuries of Art Price Records In: HEC Research Papers Series. [Full Text][Citation analysis] | paper | 1 |
| 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: 1 | paper | |
| 2015 | The economics of aesthetics and record prices for art since 1701 In: Explorations in Economic History. [Full Text][Citation analysis] | article | 14 |
| 2001 | A new historical database for the NYSE 1815 to 1925: Performance and predictability In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 53 |
| 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: 53 | 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: 53 | paper | |
| 2012 | Trust and delegation In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 29 |
| 2009 | Trust and Delegation.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 29 | paper | |
| 2013 | New evidence on the first financial bubble In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 37 |
| 2009 | New Evidence on the First Financial Bubble.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 37 | paper | |
| 2018 | Momentum in Imperial Russia In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 10 |
| 2015 | Momentum in Imperial Russia.(2015) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 2019 | The present value relation over six centuries: The case of the Bazacle company In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 3 |
| 2019 | The 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 | |
| 2017 | The 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 | |
| 1997 | Mutual fund styles In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 120 |
| 1998 | Mutual Fund Styles.(1998) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 120 | paper | |
| 1994 | Homogeneous Groupings of Metropolitan Housing Markets In: Journal of Housing Economics. [Full Text][Citation analysis] | article | 6 |
| 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 | 1 |
| 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: 1 | 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: 1 | paper | |
| 2016 | Beauty is in the bid of the beholder: An empirical basis for style In: Research in Economics. [Full Text][Citation analysis] | article | 4 |
| 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 | 32 |
| 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: 32 | 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 | 77 |
| 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: 77 | article | |
| 1990 | THE ACCURACY OF REAL ESTIMATE INDICES: REPEAT SALE ESTIMATORS. In: Columbia - Graduate School of Business. [Citation analysis] | paper | 65 |
| 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: 65 | 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 | 10 |
| 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: 10 | 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: 10 | 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 | 11 |
| 1998 | The Japanese Open-End Fund Puzzle.(1998) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
| 2001 | The Japanese Open-End Fund Puzzle..(2001) In: The Journal of Business. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | article | |
| 1998 | The Dow Theory: William Peter Hamiltons Track Record Re-Considered In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. [Citation analysis] | paper | 30 |
| 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 | |
| 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 | 26 |
| 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: 26 | 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: 26 | paper | |
| 2013 | The pricing of soft and hard information: economic lessons from screenplay sales In: Journal of Cultural Economics. [Full Text][Citation analysis] | article | 7 |
| 2019 | Art and gender: market bias or selection bias? In: Journal of Cultural Economics. [Full Text][Citation analysis] | article | 12 |
| 1997 | A Spatial Model of Housing Returns and Neighborhood Substitutability. In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 28 |
| 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: 28 | 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: 28 | 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 | 31 |
| 2012 | The Subprime Crisis and House Price Appreciation In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 60 |
| 2009 | The Subprime Crisis and House Price Appreciation.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 60 | 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 | 9 |
| 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: 9 | paper | |
| 2014 | Dutch Securities for American Land Speculation in the Late Eighteenth Century In: NBER Chapters. [Full Text][Citation analysis] | chapter | 6 |
| 2013 | Competition among University Endowments In: NBER Chapters. [Full Text][Citation analysis] | chapter | 9 |
| 2012 | Competition Among University Endowments.(2012) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | 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 | 12 |
| 2004 | Fibonacci and the Financial Revolution In: NBER Working Papers. [Full Text][Citation analysis] | paper | 10 |
| 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: 10 | 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: 10 | 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 | 57 |
| 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: 57 | 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: 57 | 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 | 8 |
| 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 | 2 |
| 2015 | The Development of Corporate Governance in Toulouse: 1372-1946 In: NBER Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2015 | Bubble Investing: Learning from History In: NBER Working Papers. [Full Text][Citation analysis] | paper | 14 |
| 2016 | Crash Beliefs From Investor Surveys In: NBER Working Papers. [Full Text][Citation analysis] | paper | 14 |
| 2021 | Real and Private-Value Assets In: NBER Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2022 | Evidence on Retrieved Context: How History Matters In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Cohort Effects on Expected Co-Movement In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Crash Narratives 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 | 8 |
| 2000 | A Century of Global Stock Markets.(2000) In: NBER Working Papers. [Citation analysis] This paper has another version. Agregated cites: 8 | 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: 8 | 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: 8 | 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 | 23 |
| 2004 | High Water Marks.(2004) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | paper | |
| 1999 | Pairs Trading: Performance of a Relative Value Arbitrage Rule In: NBER Working Papers. [Full Text][Citation analysis] | paper | 200 |
| 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: 200 | 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: 200 | 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: 200 | 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: 200 | paper | |
| 1999 | Index Funds and Stock Market Growth In: NBER Working Papers. [Full Text][Citation analysis] | paper | 89 |
| 2003 | Index Funds and Stock Market Growth.(2003) In: The Journal of Business. [Full Text][Citation analysis] This paper has another version. Agregated cites: 89 | 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: 89 | 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: 89 | paper | |
| 2000 | Global Real Estate Markets - Cycles and Fundamentals In: NBER Working Papers. [Full Text][Citation analysis] | paper | 66 |
| 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: 66 | 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: 66 | paper | |
| 2001 | Hedge Funds With Style In: NBER Working Papers. [Full Text][Citation analysis] | paper | 42 |
| 2001 | Hedge Funds With Style.(2001) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 42 | 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: 42 | paper | |
| 2001 | Long-Term Global Market Correlations In: NBER Working Papers. [Full Text][Citation analysis] | paper | 317 |
| 2005 | Long-Term Global Market Correlations.(2005) In: The Journal of Business. [Full Text][Citation analysis] This paper has another version. Agregated cites: 317 | 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: 317 | paper | |
| 2001 | Equity Portfolio Diversification In: NBER Working Papers. [Full Text][Citation analysis] | paper | 338 |
| 2008 | Equity Portfolio Diversification.(2008) In: Review of Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 338 | article | |
| 2004 | Equity Portfolio Diversification.(2004) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 338 | paper | |
| 2001 | Equity Portfolio Diversification.(2001) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 338 | paper | |
| 2002 | Sharpening Sharpe Ratios In: NBER Working Papers. [Full Text][Citation analysis] | paper | 48 |
| 2002 | Sharpening Sharpe Ratios.(2002) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 48 | paper | |
| 2002 | Sharpening Sharpe Ratios.(2002) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 48 | paper | |
| 2003 | Fees on Fees in Funds of Funds In: NBER Working Papers. [Full Text][Citation analysis] | paper | 41 |
| 2005 | FEES ON FEES IN FUNDS OF FUNDS.(2005) In: World Scientific Book Chapters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 41 | chapter | |
| 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: 41 | 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: 41 | 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 | 14 |
| 2003 | Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows In: NBER Working Papers. [Full Text][Citation analysis] | paper | 51 |
| 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: 51 | 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: 51 | 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 | 3 |
| 2015 | Weather-Induced Mood, Institutional Investors, and Stock Returns In: Review of Financial Studies. [Full Text][Citation analysis] | article | 59 |
| 2006 | The Equity Risk Premium: Essays and Explorations In: OUP Catalogue. [Citation analysis] | book | 13 |
| 2011 | A Shareholder Lawsuit in Fourteenth-Century Toulouse In: Palgrave Macmillan Books. [Citation analysis] | chapter | 0 |
| 2016 | Introduction In: Introductory Chapters. [Full Text][Citation analysis] | chapter | 0 |
| 2016 | Money Changes Everything: How Finance Made Civilization Possible In: Economics Books. [Citation analysis] | book | 29 |
| 2014 | Is trading behavior stable across contexts? Evidence from style and multi-style investors In: Quantitative Finance. [Full Text][Citation analysis] | article | 4 |
| 1997 | Rejoinder: The J-Shape Of Performance Persistence Given Survivorship Bias In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 4 |
| 2006 | Estimating House Price Indexes in the Presence of Seller Reservation Prices In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 41 |
| 1993 | Patterns in Three Centuries of Stock Market Prices. In: The Journal of Business. [Full Text][Citation analysis] | article | 26 |
| 1995 | A Longer Look at Dividend Yields. In: The Journal of Business. [Full Text][Citation analysis] | article | 27 |
| 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: 27 | paper | |
| 1999 | Offshore Hedge Funds: Survival and Performance, 1989-95. In: The Journal of Business. [Full Text][Citation analysis] | article | 139 |
| 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 | 2 |
| 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 | 2 |
| 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: 2 | 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 | 27 |
| 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: 27 | 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 | 2 |
| 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 | 1 |
| 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 | 10 |
| 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: 10 | 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 | 14 |
| 2003 | Diversification Decisions of Individual Investors and Asset Prices In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 9 |
| 2006 | Bubble Investors: What Were They Thinking? In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2005 | History and the Equity Risk Premium In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 8 |
| 2005 | More Social Security, Not Less In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 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 | 21 |
| 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 | 6 |
| 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 | 10 |
| 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 | 1 |
| 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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