31
H index
59
i10 index
3643
Citations
William Goetzmann : Citation Profile
Yale University | RESEARCH PRODUCTION: 50 Articles 177 Papers 1 Books 4 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
29 years (1988 - 2017). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with William Goetzmann. | Is cited by:
| Cites to:
|
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 | 109 |
Recent works citing William Goetzmann (2018 and 2017)
| Year | Title of citing document | |
|---|---|---|
| 2017 | The role of cointegration for optimal hedging with heteroscedastic error term. (2017). Johansen, Soren ; Gatarek, Lukasz . In: CREATES Research Papers. RePEc:aah:create:2017-12. Full description at Econpapers || Download paper | |
| 2017 | Information Contents of Short Selling Restriction and Stock Lending and Borrowing Transactions. (2017). Kwak, Youngsik ; Cho, Yeongsuk. In: American Journal of Economics and Business Administration. RePEc:abk:jajeba:ajebasp.2017.27.37. Full description at Econpapers || Download paper | |
| 2017 | Economic value of portfolio diversification: Evidence from international multi-asset portfolios. (2017). Sharma, Prateek. In: Theoretical and Applied Economics. RePEc:agr:journl:v:4(613):y:2017:i:4(613):p:33-42. Full description at Econpapers || Download paper | |
| 2017 | Optimal Mean-Reverting Spread Trading: Nonlinear Integral Equation Approach. (2017). Leung, Tim ; Kitapbayev, Yerkin. In: Papers. RePEc:arx:papers:1701.00875. Full description at Econpapers || Download paper | |
| 2018 | Pairs Trading under Drift Uncertainty and Risk Penalization. (2018). Eksi, Zehra ; Colaneri, Katia ; Altay, Suhan. In: Papers. RePEc:arx:papers:1704.06697. Full description at Econpapers || Download paper | |
| 2017 | Stop-loss and Leverage in optimal Statistical Arbitrage with an application to Energy market. (2017). Baldi, Tommaso Santagostino ; Baviera, Roberto. In: Papers. RePEc:arx:papers:1706.07021. Full description at Econpapers || Download paper | |
| 2018 | Mean Reversion Trading with Sequential Deadlines and Transaction Costs. (2018). Leung, Tim ; Kitapbayev, Yerkin. In: Papers. RePEc:arx:papers:1707.03498. Full description at Econpapers || Download paper | |
| 2017 | The Mathematics of Market Timing. (2017). Metcalfe, Guy. In: Papers. RePEc:arx:papers:1712.05031. Full description at Econpapers || Download paper | |
| 2018 | Generalized Information Ratio. (2018). He, Zhongzhi Lawrence. In: Papers. RePEc:arx:papers:1803.01381. Full description at Econpapers || Download paper | |
| 2018 | Parisian excursion below a fixed level from the last record maximum of Levy insurance risk process. (2018). Surya, B A. In: Papers. RePEc:arx:papers:1806.02083. Full description at Econpapers || Download paper | |
| 2019 | Connecting Sharpe ratio and Student t-statistic, and beyond. (2019). Benhamou, Eric. In: Papers. RePEc:arx:papers:1808.04233. Full description at Econpapers || Download paper | |
| 2018 | Better to stay apart: asset commonality, bipartite network centrality, and investment strategies. (2018). Spelta, Alessandro ; Pammolli, Fabio ; Lillo, Fabrizio ; Flori, Andrea. In: Papers. RePEc:arx:papers:1811.01624. Full description at Econpapers || Download paper | |
| 2019 | Optimal valuation of American callable credit default swaps under drawdown. (2019). Surya, Budhi ; Palmowski, Zbigniew. In: Papers. RePEc:arx:papers:1904.10063. Full description at Econpapers || Download paper | |
| 2019 | Lifetime Ruin Problem Under High-watermark Fees and Drift Uncertainty. (2019). Zhou, Chao ; Yu, Xiang ; Lee, Junbeom. In: Papers. RePEc:arx:papers:1909.01121. Full description at Econpapers || Download paper | |
| 2020 | Trading Strategies and Market Color: The Benefits of Friendship with Quantitative Analysts and Financial Engineers. (2019). Kashyap, Ravi. In: Papers. RePEc:arx:papers:1910.02144. Full description at Econpapers || Download paper | |
| 2019 | Art Pricing with Computer Graphic Techniques. (2019). Xue, Changyong ; Tu, Zhiyong ; Ju, Lan. In: Papers. RePEc:arx:papers:1910.03800. Full description at Econpapers || Download paper | |
| 2019 | A singular stochastic control approach for optimal pairs trading with proportional transaction costs. (2019). Xing, Haipeng. In: Papers. RePEc:arx:papers:1911.10450. Full description at Econpapers || Download paper | |
| 2020 | Rational Kernel on Pricing Models of Inflation Derivatives. (2020). Zhou, Yue. In: Papers. RePEc:arx:papers:2001.05124. Full description at Econpapers || Download paper | |
| 2020 | A closed-form solution for optimal mean-reverting trading strategies. (2020). de Prado, Marcos Lopez ; Lipton, Alexander. In: Papers. RePEc:arx:papers:2003.10502. Full description at Econpapers || Download paper | |
| 2020 | 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 | |
| 2020 | A wavelet analysis of inter-dependence, contagion and long memory among global equity markets. (2020). Bhandari, Avishek. In: Papers. RePEc:arx:papers:2003.14110. Full description at Econpapers || Download paper | |
| 2018 | Exploring sentiment-driven trading behavior of different types of investors in London office market. (2018). Sieracki, Karen ; Ke, Qiulin. In: ERES. RePEc:arz:wpaper:eres2018_112. Full description at Econpapers || Download paper | |
| 2018 | Liquidity Pricing of Illiquid Assets. (2018). Marcato, Gianluca. In: ERES. RePEc:arz:wpaper:eres2018_215. Full description at Econpapers || Download paper | |
| 2018 | The Role of Holding Periods in Repeat Sales Models. (2018). Francke, Marc. In: ERES. RePEc:arz:wpaper:eres2018_270. Full description at Econpapers || Download paper | |
| 2018 | Decision-making in property Investment by Property Fund Managers. (2018). Hutcheson, Tiffany ; Newell, Graeme. In: ERES. RePEc:arz:wpaper:eres2018_295. Full description at Econpapers || Download paper | |
| 2018 | Revisiting supply and demand indexes in real estate. (2018). van De, Alex ; Geltner, David ; van Dijk, Dorinth. In: ERES. RePEc:arz:wpaper:eres2018_41. Full description at Econpapers || Download paper | |
| 2019 | Determinants of Mutual Funds Performance in Pakistan. (2019). Siddiqui, Danish Ahmed ; Asad, Muhammad. In: International Journal of Social and Administrative Sciences. RePEc:asi:ijosaa:2019:p:85-107. Full description at Econpapers || Download paper | |
| 2019 | Financial Distress and Hedging: Evidence from Canadian Oil Firms. (2019). Suvankulov, Farrukh ; Griffiths, Sophie ; Mo, Kun. In: Discussion Papers. RePEc:bca:bocadp:19-4. Full description at Econpapers || Download paper | |
| 2017 | A Counterfactual Valuation of the Stock Index as a Predictor of Crashes. (2017). Roberts, Tom. In: Staff Working Papers. RePEc:bca:bocawp:17-38. Full description at Econpapers || Download paper | |
| 2018 | External Credit Ratings and Bank Lending. (2018). Cahn, Christophe ; Salvade, Federica ; Girotti, Mattia. In: Working papers. RePEc:bfr:banfra:691. Full description at Econpapers || Download paper | |
| 2018 | Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M. In: BIS Papers. RePEc:bis:bisbps:95. Full description at Econpapers || Download paper | |
| 2017 | Credit ratings of domestic and global agencies: What drives the differences in China and how are they priced?. (2017). Packer, Frank ; Jiang, Xianfeng. In: BIS Working Papers. RePEc:bis:biswps:648. Full description at Econpapers || Download paper | |
| 2017 | Asset prices and macroeconomic outcomes: a survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: BIS Working Papers. RePEc:bis:biswps:676. Full description at Econpapers || Download paper | |
| 2017 | Can Real Estate Investors Avoid Specific Risk?. (2017). Baum, Andrew ; Colley, Nick . In: Abacus. RePEc:bla:abacus:v:53:y:2017:i:3:p:395-430. Full description at Econpapers || Download paper | |
| 2017 | Pairs trading in Chinese commodity futures markets: an adaptive cointegration approach. (2017). Chen, Danni ; Wu, Leilei ; Gao, Yan ; Cui, Jing. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:5:p:1237-1264. Full description at Econpapers || Download paper | |
| 2017 | The role of managerial risk-taking in the ‘rise and fall’ of the CDS market. (2017). Dias, Roshanthi . In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i::p:117-145. Full description at Econpapers || Download paper | |
| 2018 | A new perspective on performance persistence: evidence using portfolio holdings. (2018). Bennett, Scott ; Warren, Geoffrey J ; Harman, Graham ; Gallagher, David R. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:1:p:91-125. Full description at Econpapers || Download paper | |
| 2018 | Synthesizing an Index of Financial Literacy Using Not†For†Purpose Survey Data. (2018). West, Tracey ; Worthington, Andrew C. In: Economic Notes. RePEc:bla:ecnote:v:47:y:2018:i:2-3:p:331-352. Full description at Econpapers || Download paper | |
| 2017 | Integration between the London and New York Stock Exchanges, 1825–1925. (2017). Campbell, Gareth ; Rogers, Meeghan. In: Economic History Review. RePEc:bla:ehsrev:v:70:y:2017:i:4:p:1185-1218. Full description at Econpapers || Download paper | |
| 2017 | Individual investors and local bias in the UK, 1870–1935. (2017). Rutterford, Janette ; Lieshout, Carry ; Sotiropoulos, Dimitris P. In: Economic History Review. RePEc:bla:ehsrev:v:70:y:2017:i:4:p:1291-1320. Full description at Econpapers || Download paper | |
| 2018 | The rise and demise of gedik markets in Istanbul, 1750–1860. (2018). Aair, Seven. In: Economic History Review. RePEc:bla:ehsrev:v:71:y:2018:i:1:p:133-156. Full description at Econpapers || Download paper | |
| 2018 | What is a market crash?. (2018). le Bris, David. In: Economic History Review. RePEc:bla:ehsrev:v:71:y:2018:i:2:p:480-505. Full description at Econpapers || Download paper | |
| 2017 | Due Diligence and Investee Performance. (2017). Cumming, Douglas ; Zambelli, Simona . In: European Financial Management. RePEc:bla:eufman:v:23:y:2017:i:2:p:211-253. Full description at Econpapers || Download paper | |
| 2017 | The Revealed Preference of Sophisticated Investors. (2017). Blocher, Jesse ; Molyboga, Marat. In: European Financial Management. RePEc:bla:eufman:v:23:y:2017:i:5:p:839-872. Full description at Econpapers || Download paper | |
| 2018 | Exchange traded funds and asset return correlations. (2018). Da, Zhi ; Shive, Sophie. In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:1:p:136-168. Full description at Econpapers || Download paper | |
| 2018 | Investment beliefs of endowments. (2018). Ang, Andrew ; Goetzmann, William N ; Ayala, Andrs. In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:1:p:3-33. Full description at Econpapers || Download paper | |
| 2018 | Negative bubbles: What happens after a crash. (2018). Goetzmann, William N ; Kim, Dasol. In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:2:p:171-191. Full description at Econpapers || Download paper | |
| 2018 | Selling winners, buying losers: Mental decision rules of individual investors on their holdings. (2018). Leal, Cristiana Cerqueira ; Rocha, Manuel J ; Loureiro, Gilberto. In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:3:p:362-386. Full description at Econpapers || Download paper | |
| 2018 | The cost of capital effect of M&A transactions: Disentangling coinsurance from the diversification discount. (2018). Bielstein, Patrick ; Kaserer, Christoph ; Fischer, Mario. In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:4:p:650-679. Full description at Econpapers || Download paper | |
| 2017 | Mutual Fund Liquidity Costs. (2017). Fulkerson, Jon A ; Riley, Timothy B. In: Financial Management. RePEc:bla:finmgt:v:46:y:2017:i:2:p:359-375. Full description at Econpapers || Download paper | |
| 2018 | School Holidays and Stock Market Seasonality. (2018). Fang, Lily ; Shao, Yuping ; Lin, Chunmei. In: Financial Management. RePEc:bla:finmgt:v:47:y:2018:i:1:p:131-157. Full description at Econpapers || Download paper | |
| 2018 | Informed Options Trading Prior to Dividend Change Announcements. (2018). Zhang, Jun. In: Financial Management. RePEc:bla:finmgt:v:47:y:2018:i:1:p:81-103. Full description at Econpapers || Download paper | |
| 2018 | Distress Anomaly and Shareholder Risk: International Evidence. (2018). Eisdorfer, Assaf ; Zhdanov, Alexei ; Goyal, Amit. In: Financial Management. RePEc:bla:finmgt:v:47:y:2018:i:3:p:553-581. Full description at Econpapers || Download paper | |
| 2018 | Experience and Brokerage in Asset Markets: Evidence from Art Auctions. (2018). Bruno, Brunella ; Nocera, Giacomo ; Garciaappendini, Emilia. In: Financial Management. RePEc:bla:finmgt:v:47:y:2018:i:4:p:833-864. Full description at Econpapers || Download paper | |
| 2017 | Duration Dependence, Behavioral Restrictions, and the Market Timing Ability of Commodity Trading Advisors. (2017). Frömmel, Michael ; Mende, Alexander ; Frommel, Michael ; Elaut, Gert. In: International Review of Finance. RePEc:bla:irvfin:v:17:y:2017:i:3:p:427-450. Full description at Econpapers || Download paper | |
| 2018 | Hedge Fund Styles and their Contagion from the Equity Market. (2018). Kim, Tae Yoon ; Lee, Hee Soo. In: International Review of Finance. RePEc:bla:irvfin:v:18:y:2018:i:1:p:91-112. Full description at Econpapers || Download paper | |
| 2017 | A CLOSER LOOK AT VALUE PREMIUM: LITERATURE REVIEW AND SYNTHESIS. (2017). Pätäri, Eero ; Leivo, Timo ; Patari, Eero. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:31:y:2017:i:1:p:79-168. Full description at Econpapers || Download paper | |
| 2017 | How Has the Behavior of Cross-Market Correlations Altered During Financial and Debt Crises?. (2017). demiralay, sercan ; Ulusoy, Veysel. In: Manchester School. RePEc:bla:manchs:v:85:y:2017:i:6:p:765-794. Full description at Econpapers || Download paper | |
| 2018 | The Consequences of REIT Index Membership for Return Patterns. (2018). wachter, susan ; Steiner, Eva ; Pavlov, Andrey. In: Real Estate Economics. RePEc:bla:reesec:v:46:y:2018:i:1:p:210-250. Full description at Econpapers || Download paper | |
| 2017 | An historical perspective on financial stability and monetary policy regimes: A case for caution in central banks current obsession with financial stability. (2017). Bordo, Michaeld . In: Working Paper. RePEc:bno:worpap:2018_05. Full description at Econpapers || Download paper | |
| 2018 | The real value of China’s stock market. (2018). Whitelaw, Robert F ; Lu, Fangzhou ; Carpenter, Jennifer N. In: BOFIT Discussion Papers. RePEc:bof:bofitp:002. Full description at Econpapers || Download paper | |
| 2018 | The real value of China’s stock market. (2018). Whitelaw, Robert F ; Lu, Fangzhou ; Carpenter, Jennifer N. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2018_002. Full description at Econpapers || Download paper | |
| 2017 | Does the Tail Wag the Dog? Evidence from Fund Flow to VIX ETFs and ETNs. (2017). Wei, Xiaopeng ; Dang, Huong Dieu ; Biakowski, Jdrzej. In: Working Papers in Economics. RePEc:cbt:econwp:17/17. Full description at Econpapers || Download paper | |
| 2017 | The Global Equity Premium Revisited: What Human Rights Imply for Assets’ Purchasing Power. (2017). Ronn, Ehud I ; Biakowski, Jdrzej. In: Working Papers in Economics. RePEc:cbt:econwp:17/19. Full description at Econpapers || Download paper | |
| 2018 | Paralyzed by Shock: The Portfolio Formation Behavior of Peer-to-Business Lending Investors. (2018). Weber, Martina ; Hornuf, Lars ; Dorfleitner, Gregor. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7092. Full description at Econpapers || Download paper | |
| 2019 | Self-Persuasion: Evidence from Field Experiments at Two International Debating Competitions. (2019). Tripodi, Egon ; van der Weele, Joel J ; Schwardmann, Peter. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7946. Full description at Econpapers || Download paper | |
| 2019 | Investors Trading Behaviour and Stock Market Volatility during Crisis Periods: A Dual Long-Memory Model for the Korean Stock Exchange. (2019). Caporale, Guglielmo Maria ; Kartsaklas, Aris ; Yfanti, Stavroula ; Karanasos, Menelaos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7984. Full description at Econpapers || Download paper | |
| 2020 | Attention Utility: Evidence from Individual Investors. (2020). Gathergood, John ; Quispe-Torreblanca, Edika ; Stewart, Neil ; Loewenstein, George. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8091. Full description at Econpapers || Download paper | |
| 2020 | Does a Local Bias Exist in Equity Crowdfunding?. (2020). Hornuf, Lars ; Stenzhorn, Eliza ; Schmitt, Matthias. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8154. Full description at Econpapers || Download paper | |
| 2017 | This paper proposes a new approach to style analysis of mutual funds in a general state space framework with particle filtering and generalized simulated annealing (GSA). Speci cally, we regard the ex. (2017). Fukui, Takaya ; Takahashi, Akihiko ; Sato, Seisho. In: CARF F-Series. RePEc:cfi:fseres:cf383. Full description at Econpapers || Download paper | |
| 2017 | Short Selling Ban and Intraday Dynamics. (2017). Crego, Julio A. In: Working Papers. RePEc:cmf:wpaper:wp2017_1715. Full description at Econpapers || Download paper | |
| 2017 | Short Selling Ban and Intraday Dynamics. (2017). Crego, Julio A. In: Working Papers. RePEc:cmf:wpaper:wp2018_1715. Full description at Econpapers || Download paper | |
| 2017 | The Economic Effects of Public Financing: Evidence from Municipal Bond Ratings Recalibration. (2017). Ferreira, Miguel ; Adelino, Manuel ; Cunha, Igor. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11811. Full description at Econpapers || Download paper | |
| 2017 | Bank sectoral concentration and (systemic) risk: Evidence from a worldwide sample of banks. (2017). Mulier, Klaas ; De Jonghe, Olivier ; Beck, Thorsten. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12009. Full description at Econpapers || Download paper | |
| 2017 | Beresfords Revenge: British equity holdings in Latin America, 1869-1929. (2017). Grossman, Richard. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12042. Full description at Econpapers || Download paper | |
| 2017 | Belief Dispersion in the Stock Market. (2017). Basak, Suleyman ; Atmaz, Adem. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12056. Full description at Econpapers || Download paper | |
| 2017 | Stocks for the Long Run: New Monthly Indices of British Equities, 1869-1929. (2017). Grossman, Richard. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12121. Full description at Econpapers || Download paper | |
| 2017 | Portfolio Liquidity and Diversification: Theory and Evidence. (2017). Pastor, Lubos ; Taylor, Lucian ; Stambaugh, Robert F. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12195. Full description at Econpapers || Download paper | |
| 2017 | Impact of Managerial Commitment on Risk Taking with Dynamic Fund Flows. (2017). Kaniel, Ron ; Zhou, TI ; Tompaidis, Stathis. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12285. Full description at Econpapers || Download paper | |
| 2017 | Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12460. Full description at Econpapers || Download paper | |
| 2017 | The Price Effects of Liquidity Shocks: A Study of SECs Tick-Size Experiment. (2017). Albuquerque, Rui ; Yao, Chen ; Song, Shiyun. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12486. Full description at Econpapers || Download paper | |
| 2017 | Fund Tradeoffs. (2017). Pistor, Luboi ; Taylor, Lucian ; Stambaugh, Robert F. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12513. Full description at Econpapers || Download paper | |
| 2018 | The Effect of Investment Constraints on Hedge Fund Investor Returns. (2018). Joenvaara, Juha ; Tolonen, Pekka ; Kosowski, Robert. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12599. Full description at Econpapers || Download paper | |
| 2018 | Deep Value. (2018). Asness, Clifford S ; Thapar, Ashwin K ; Pedersen, Lasse Heje ; Liew, John M. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12685. Full description at Econpapers || Download paper | |
| 2018 | Household Portfolio Underdiversification and Probability Weighting: Evidence from the Field. (2018). Kouwenberg, Roy ; Peijnenburg, Kim ; Mitchell, Olivia S ; Dimmock, Steve. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13109. Full description at Econpapers || Download paper | |
| 2018 | Idea Sharing and the Performance of Mutual Funds. (2018). Cujean, Julien. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13111. Full description at Econpapers || Download paper | |
| 2019 | The Total Risk Premium Puzzle. (2019). Jorda, Oscar ; Taylor, Alan M ; Schularick, Moritz. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13595. Full description at Econpapers || Download paper | |
| 2019 | Hedge Fund Performance: Are Stylized Facts Sensitive to Which Database One Uses?. (2019). Joenvaara, Juha ; Tolonen, Pekka ; Kosowski, Robert ; Kaupila, Mikko. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13618. Full description at Econpapers || Download paper | |
| 2019 | Before the Cult of Equity: New Monthly Indices of the British Share Market, 1829-1929. (2019). Turner, John ; Grossman, Richard ; Campbell, Gareth. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13717. Full description at Econpapers || Download paper | |
| 2020 | Partisan Professionals: Evidence from Credit Rating Analysts. (2020). Tsoutsoura, Margarita ; Kempf, Elisabeth. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14343. Full description at Econpapers || Download paper | |
| 2018 | Global Positioning Risk and FX Trading Strategies. (2018). Menkhoff, Lukas ; Huang, Huichou. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2018_020. Full description at Econpapers || Download paper | |
| 2019 | Hide and Seek: Uninformed Traders and the Short-sales Constraints. (2019). Xia, LE ; Li, Yuming ; Yu, Chiu ; Cai, Jinghan. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2019:v:20:i:1:caikolixia. Full description at Econpapers || Download paper | |
| 2017 | Does it pay to pay performance fees? Empirical evidence from Dutch pension funds. (2017). Broeders, Dirk ; Rijsbergen, David ; van Oord, Arco . In: DNB Working Papers. RePEc:dnb:dnbwpp:561. Full description at Econpapers || Download paper | |
| 2018 | Revisiting supply and demand indexes in real estate. (2018). van Dijk, Dorinth ; van De, Alex ; Geltner, David. In: DNB Working Papers. RePEc:dnb:dnbwpp:583. Full description at Econpapers || Download paper | |
| 2019 | Local Constant-Quality Housing Market Liquidity Indices. (2019). van Dijk, Dorinth. In: DNB Working Papers. RePEc:dnb:dnbwpp:637. Full description at Econpapers || Download paper | |
| 2019 | Security design and credit rating risk in the CLO market. (2019). van Breemen, Vivian ; Nawas, Mike ; Vink, Dennis . In: DNB Working Papers. RePEc:dnb:dnbwpp:643. Full description at Econpapers || Download paper | |
| 2019 | Foreign funded credit: funding the credit cycle?. (2019). Duijm, Patty. In: DNB Working Papers. RePEc:dnb:dnbwpp:658. Full description at Econpapers || Download paper | |
| 2020 | Inflated credit ratings, regulatory arbitrage and capital requirements: Do investors strategically allocate bond portfolios?. (2020). van der Kroft, Bram ; Boermans, Martijn . In: DNB Working Papers. RePEc:dnb:dnbwpp:673. Full description at Econpapers || Download paper | |
| 2017 | Mutual Fund Flows and Benchmark Portfolio Returns. (2017). Kvamvold, Joakim. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-02-32. Full description at Econpapers || Download paper | |
| 2017 | Are International Portfolio Diversification Opportunities Decreasing? Evidence from Principal Component Analysis. (2017). Todorov, Galin K. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-03-85. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
William Goetzmann has edited the books:
| Year | Title | Type | Cited |
|---|
Works by William Goetzmann:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2011 | Art and Money In: American Economic Review. [Full Text][Citation analysis] | article | 20 |
| 2009 | Art and Money.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
| 2010 | Art and Money.(2010) In: Discussion Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
| 2010 | Art and Money.(2010) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
| 1993 | Accounting for Taste: Art and the Financial Markets over Three Centuries. In: American Economic Review. [Full Text][Citation analysis] | article | 115 |
| 2007 | China and the world financial markets 1870–1939: Modern lessons from historical globalization1 In: Economic History Review. [Full Text][Citation analysis] | article | 2 |
| 2005 | Rain or Shine: Where is the Weather Effect? In: European Financial Management. [Full Text][Citation analysis] | article | 65 |
| 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: 65 | 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: 65 | 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: 65 | paper | |
| 1990 | THE PERFORMANCE OF REAL ESTATE AS AN ASSET CLASS In: Journal of Applied Corporate Finance. [Full Text][Citation analysis] | article | 35 |
| 1993 | Testing the Predictive Power of Dividend Yields. In: Journal of Finance. [Full Text][Citation analysis] | article | 144 |
| 1992 | Testing the Predictive Power of Dividend Yields..(1992) In: Columbia - Graduate School of Business. [Citation analysis] This paper has another version. Agregated cites: 144 | 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: 144 | paper | |
| 1995 | Performance Persistence. In: Journal of Finance. [Full Text][Citation analysis] | article | 277 |
| 2005 | Performance Persistence.(2005) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 277 | 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 | 156 |
| 2003 | High‐Water Marks and Hedge Fund Management Contracts In: Journal of Finance. [Full Text][Citation analysis] | article | 102 |
| 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: 102 | 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: 102 | paper | |
| 2007 | Efficiency and the Bear: Short Sales and Markets Around the World In: Journal of Finance. [Full Text][Citation analysis] | article | 239 |
| 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: 239 | 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: 239 | 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: 239 | 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: 239 | paper | |
| 2008 | Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration In: Journal of Finance. [Full Text][Citation analysis] | article | 49 |
| 2009 | Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration.(2009) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 49 | paper | |
| 2012 | Tiebreaker: Certification and Multiple Credit Ratings In: Journal of Finance. [Full Text][Citation analysis] | article | 64 |
| 2009 | Tiebreaker: Certification and Multiple Credit Ratings.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 64 | paper | |
| 2009 | Tiebreaker: Certification and Multiple Credit Ratings.(2009) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 64 | paper | |
| 1997 | COGNITIVE DISSONANCE AND MUTUAL FUND INVESTORS In: Journal of Financial Research. [Full Text][Citation analysis] | article | 59 |
| 1995 | Clustering Methods for Real Estate Portfolios In: Real Estate Economics. [Full Text][Citation analysis] | article | 17 |
| 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: 17 | paper | |
| 2002 | The Bias of the RSR Estimator and the Accuracy of Some Alternatives In: Real Estate Economics. [Full Text][Citation analysis] | article | 17 |
| 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: 17 | 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: 17 | paper | |
| 2004 | Portfolio Diversification, Proximity Investment and City Agglomeration In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 8 |
| 2005 | Portfolio Diversification, Proximity Investment and City Agglomeration.(2005) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 2004 | Disposition Matters: Volume, Volatility and Price Impact of Behavioural Bias In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 10 |
| 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: 10 | 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: 10 | paper | |
| 2004 | Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias.(2004) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 2005 | Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias.(2005) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 2005 | Disposition Matters: Volume, Volatility and Price Impact of Behavioral Bias.(2005) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 2004 | Dispersion of Opinion and Stock Returns In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 24 |
| 2005 | Dispersion of opinion and stock returns.(2005) In: Journal of Financial Markets. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | 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: 24 | 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 | 60 |
| 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: 60 | paper | |
| 2001 | Day Trading International Mutual Funds: Evidence and Policy Solutions In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 36 |
| 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: 36 | paper | |
| 2002 | Daily Momentum and Contrarian Behavior of Index Fund Investors In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 59 |
| 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: 59 | 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: 59 | 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: 59 | paper | |
| 2003 | Long-Term Global Market Correlations In: DNB Staff Reports (discontinued). [Full Text][Citation analysis] | paper | 264 |
| 2001 | Long-Term Global Market Correlations.(2001) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 264 | paper | |
| 2005 | Long-Term Global Market Correlations.(2005) In: The Journal of Business. [Full Text][Citation analysis] This paper has another version. Agregated cites: 264 | 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: 264 | paper | |
| 2014 | The Economics of Aesthetics and Three Centuries of Art Price Records In: HEC Research Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2014 | The Economics of Aesthetics and Three Centuries of Art Price Records.(2014) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2015 | The economics of aesthetics and record prices for art since 1701 In: Explorations in Economic History. [Full Text][Citation analysis] | article | 3 |
| 2001 | A new historical database for the NYSE 1815 to 1925: Performance and predictability In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 41 |
| 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: 41 | 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: 41 | paper | |
| 2012 | Trust and delegation In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 18 |
| 2009 | Trust and Delegation.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
| 2009 | Trust and Delegation.(2009) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
| 2013 | New evidence on the first financial bubble In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 23 |
| 2009 | New Evidence on the First Financial Bubble.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | paper | |
| 2009 | New Evidence on the First Financial Bubble.(2009) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | paper | |
| 1997 | Mutual fund styles In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 77 |
| 1998 | Mutual Fund Styles.(1998) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 77 | paper | |
| 1994 | Homogeneous Groupings of Metropolitan Housing Markets In: Journal of Housing Economics. [Full Text][Citation analysis] | article | 3 |
| 1998 | Risks and Incentives in Underserved Mortgage Markets In: Journal of Housing Economics. [Full Text][Citation analysis] | article | 2 |
| 1996 | Risks and Incentives in Underserved Mortgage Markets.(1996) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2003 | An analysis of the relative performance of Japanese and foreign money management In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 0 |
| 2002 | An Analysis of the Relative Performance of Japanese and Foreign Money Management.(2002) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2004 | An Analysis of the Relative Performance of Japanese and Foreign Money Management.(2004) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 1988 | The effect of the \\triple witching hour\\ on stock market volatility In: Economic Review. [Citation analysis] | article | 0 |
| 1992 | Non-temporal Components of Residential Real Estate Appreciation. In: Columbia - Graduate School of Business. [Citation analysis] | paper | 25 |
| 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: 25 | 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 | 62 |
| 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: 62 | article | |
| 1990 | THE ACCURACY OF REAL ESTIMATE INDICES: REPEAT SALE ESTIMATORS. In: Columbia - Graduate School of Business. [Citation analysis] | paper | 47 |
| 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: 47 | 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 | 10 |
| 1998 | The Japanese Open-End Fund Puzzle.(1998) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 1998 | 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 | 26 |
| 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: 26 | 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: 26 | 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 | 22 |
| 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: 22 | 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: 22 | paper | |
| 2013 | The pricing of soft and hard information: economic lessons from screenplay sales In: Journal of Cultural Economics. [Full Text][Citation analysis] | article | 5 |
| 1997 | A Spatial Model of Housing Returns and Neighborhood Substitutability. In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 21 |
| 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: 21 | 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: 21 | 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 | 24 |
| 2012 | The Subprime Crisis and House Price Appreciation In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 41 |
| 2009 | The Subprime Crisis and House Price Appreciation.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 41 | 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 | 4 |
| 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: 4 | paper | |
| 2014 | Dutch Securities for American Land Speculation in the Late Eighteenth Century In: NBER Chapters. [Full Text][Citation analysis] | chapter | 1 |
| 2013 | Competition among University Endowments In: NBER Chapters. [Full Text][Citation analysis] | chapter | 5 |
| 2012 | Competition Among University Endowments.(2012) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2003 | Does Governance Matter? The Case of Art Museums In: NBER Chapters. [Full Text][Citation analysis] | chapter | 2 |
| 2004 | Portfolio Diversification and City Agglomeration In: NBER Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2004 | Fibonacci and the Financial Revolution In: NBER Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2004 | Fibonacci and the Financial Revolution.(2004) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2004 | Fibonacci and the Financial Revolution.(2004) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2004 | Soft Information, Hard Sell: The Role of Soft Information in the Pricing of Intellectual Property In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2005 | British Investment Overseas 1870-1913: A Modern Portfolio Theory Approach In: NBER Working Papers. [Full Text][Citation analysis] | paper | 42 |
| 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: 42 | 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: 42 | paper | |
| 2009 | Risk Aversion and Clientele Effects In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Securitization in the 1920s In: NBER Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2010 | Securitizations in the 1920s.(2010) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2014 | Testing Asset Pricing Theory on Six Hundred Years of Stock Returns: Prices and Dividends for the Bazacle Company from 1372 to 1946 In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | The Development of Corporate Governance in Toulouse: 1372-1946 In: NBER Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2015 | Bubble Investing: Learning from History In: NBER Working Papers. [Full Text][Citation analysis] | paper | 8 |
| 2015 | Momentum in Imperial Russia In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Crash Beliefs From Investor Surveys In: NBER Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2017 | Negative Bubbles: What Happens After a Crash In: NBER Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 1997 | A Century of Global Stock Markets In: NBER Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2000 | A Century of Global Stock Markets.(2000) In: NBER Working Papers. [Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2000 | A Century of Global Stock Markets.(2000) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2004 | A Century of Global Stock Markets.(2004) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 1998 | Positive Portfolio Factors In: NBER Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2004 | Positive Portfolio Factors.(2004) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2008 | Positive Portfolio Factors.(2008) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 1998 | High Water Marks In: NBER Working Papers. [Full Text][Citation analysis] | paper | 22 |
| 2004 | High Water Marks.(2004) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | paper | |
| 1999 | Pairs Trading: Performance of a Relative Value Arbitrage Rule In: NBER Working Papers. [Full Text][Citation analysis] | paper | 152 |
| 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: 152 | 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: 152 | 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: 152 | 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: 152 | paper | |
| 1999 | Index Funds and Stock Market Growth In: NBER Working Papers. [Full Text][Citation analysis] | paper | 66 |
| 2003 | Index Funds and Stock Market Growth.(2003) In: The Journal of Business. [Full Text][Citation analysis] This paper has another version. Agregated cites: 66 | 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: 66 | 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: 66 | paper | |
| 2000 | Global Real Estate Markets - Cycles and Fundamentals In: NBER Working Papers. [Full Text][Citation analysis] | paper | 39 |
| 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: 39 | 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: 39 | paper | |
| 2001 | Hedge Funds With Style In: NBER Working Papers. [Full Text][Citation analysis] | paper | 36 |
| 2001 | Hedge Funds With Style.(2001) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 36 | paper | |
| 2008 | Hedge Funds With Style.(2008) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 36 | paper | |
| 2001 | Equity Portfolio Diversification In: NBER Working Papers. [Full Text][Citation analysis] | paper | 192 |
| 2008 | Equity Portfolio Diversification.(2008) In: Review of Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 192 | article | |
| 2004 | Equity Portfolio Diversification.(2004) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 192 | paper | |
| 2001 | Equity Portfolio Diversification.(2001) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 192 | paper | |
| 2002 | Sharpening Sharpe Ratios In: NBER Working Papers. [Full Text][Citation analysis] | paper | 29 |
| 2002 | Sharpening Sharpe Ratios.(2002) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 29 | paper | |
| 2002 | Sharpening Sharpe Ratios.(2002) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 29 | paper | |
| 2003 | Fees on Fees in Funds of Funds In: NBER Working Papers. [Full Text][Citation analysis] | paper | 31 |
| 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: 31 | 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: 31 | paper | |
| 2003 | Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares In: NBER Working Papers. [Full Text][Citation analysis] | paper | 8 |
| 2003 | Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows In: NBER Working Papers. [Full Text][Citation analysis] | paper | 45 |
| 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: 45 | 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: 45 | 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 | 1 |
| 2015 | Weather-Induced Mood, Institutional Investors, and Stock Returns In: Review of Financial Studies. [Full Text][Citation analysis] | article | 11 |
| 2006 | The Equity Risk Premium: Essays and Explorations In: OUP Catalogue. [Citation analysis] | book | 12 |
| 2014 | Is trading behavior stable across contexts? Evidence from style and multi-style investors In: Quantitative Finance. [Full Text][Citation analysis] | article | 0 |
| 1997 | Rejoinder: The J-Shape Of Performance Persistence Given Survivorship Bias In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 3 |
| 2006 | Estimating House Price Indexes in the Presence of Seller Reservation Prices In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 28 |
| 1993 | Patterns in Three Centuries of Stock Market Prices. In: The Journal of Business. [Full Text][Citation analysis] | article | 25 |
| 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 | 117 |
| 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 |
| 2006 | Portfolio Performance Manipulation and Manipulation-Proof Performance Measures In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 138 |
| 2006 | Simulating Real Estate in the Investment Portfolio: Model Uncertainty and Inflation Hedging In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2009 | Estimating Operational Risk for Hedge Funds: The ?-Score In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 14 |
| 2004 | Soft Information, Hard Sell: The Role of Soft Information in the Pricing of Intellectual Property - Evidence from Screenplays Sales In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Beauty is in the Bid of the Beholder: An Empirical Basis for Style In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Safety First Portfolio Insurance In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Investor Expectations, Business Conditions, and the Pricing of Beta-Instability Risk In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2004 | Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 11 |
| 2008 | Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs.(2008) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
| 1999 | Do Cities and Suburbs Cluster? In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2004 | China and the World Financial Markets 1870-1930:Modern Lessons From Historical Globalization (Chinese Version) In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 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: 1 | paper | |
| 2001 | The Development Of Corporate Performance Measures: Benchmarks Before EVA In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2000 | Behavioral Factors in Mutual Fund Flows In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 23 |
| 2001 | Behavioral Factors in Mutual Fund Flows.(2001) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | paper | |
| 2001 | The Policy Implications of Portfolio Choice in Underserved Mortgage Markets In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 10 |
| 2001 | Heterogeneity of Trade and Stock Returns. Evidence from Index Fund Investors In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2003 | Dispersion of Opinion and Stock Returns: Evidence from Index Fund Investors In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2009 | China and the World Financial Markets 1870-1930: Modern Lessons From Historical Globalization (English Version) In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares (English version) In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2002 | Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares (English Version).(2002) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2003 | Estimating Indices in the Presence of Seller Reservation Prices In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2009 | The Impact of Clientele Changes: Evidence from Stock Splits In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Home Equity Insurance: A Pilot Project In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 8 |
| 2003 | Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares (Russian Version) In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2003 | Diversification Decisions of Individual Investors and Asset Prices In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2006 | Bubble Investors: What Were They Thinking? In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2005 | History and the Equity Risk Premium In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2005 | More Social Security, Not Less In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2009 | Short-Sales in Global Perspective In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2005 | Why Do Individual Investors Hold Under-Diversified Portfolios? In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 17 |
| 2004 | Will History Rhyme? The Past as Financial Future In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2005 | The Performance of Real Estate Portfolios: A Simulation Approach In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 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 | 5 |
| 1998 | An Emerging Market: The NYSE From 1815 to 1871 In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2004 | An Emerging Market: The NYSE From 1815 to 1871.(2004) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2000 | The Effect of Seller Reserves on Market Index Estimation In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1996 | Suburbs and Cities In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2001 | Two Decades Of Commercial Property Returns: A NCREIF Index Using Independent Appraisals In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2008 | The Open-End Japanese Mutual Fund Puzzle In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2004 | China and the World Financial Markets 1870-1930: In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 2 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated May, 3 2020. Contact: CitEc Team