William Goetzmann : Citation Profile

Are you William Goetzmann?

Yale University

38

H index

76

i10 index

5338

Citations

RESEARCH PRODUCTION:

60

Articles

173

Papers

2

Books

7

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   35 years (1988 - 2023). See details.
   Cites by year: 152
   Journals where William Goetzmann has often published
   Relations with other researchers
   Recent citing documents: 169.    Total self citations: 59 (1.09 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pgo59
   Updated: 2024-01-16    RAS profile: 2023-03-10    
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Relations with other researchers

Works with:

Watanabe, Masahiro (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with William Goetzmann.

Is cited by:

Renneboog, Luc (55)

Spaenjers, Christophe (40)

Szafarz, Ariane (35)

Lo, Andrew (33)

Kräussl, Roman (32)

OOSTERLINCK, Kim (31)

Brown, Stephen (25)

Campbell, John (25)

Муравьев, Александр (24)

Shiller, Robert (21)

Sialm, Clemens (20)

Cites to:

Shleifer, Andrei (51)

Shiller, Robert (38)

Brown, Stephen (25)

Vishny, Robert (21)

Spaenjers, Christophe (17)

Titman, Sheridan (14)

Grinblatt, Mark (14)

Rajan, Raghuram (13)

Summers, Lawrence (13)

Campbell, John (12)

Harvey, Campbell (11)

Main data

Where William Goetzmann has published?

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

Working Papers Series with more than one paper published# docs
Yale School of Management Working Papers / Yale School of Management96
NBER Working Papers / National Bureau of Economic Research, Inc47
CEPR Discussion Papers / C.E.P.R. Discussion Papers3
Post-Print / HAL2

Recent works citing William Goetzmann (2024 and 2023)

YearTitle of citing document
2023Excursion Risk. (2020). Cont, Rama ; Ananova, Anna ; Xu, Renyuan. In: Papers. RePEc:arx:papers:2011.02870.

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2023Detecting data-driven robust statistical arbitrage strategies with deep neural networks. (2022). Neufeld, Ariel ; Yin, Daiying ; Sester, Julian. In: Papers. RePEc:arx:papers:2203.03179.

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2023Does non-linear factorization of financial returns help build better and stabler portfolios?. (2022). Hardle, Wolfgang Karl ; Spilak, Bruno. In: Papers. RePEc:arx:papers:2204.02757.

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2023Publication Bias in Asset Pricing Research. (2022). Zimmermann, Tom ; Chen, Andrew Y. In: Papers. RePEc:arx:papers:2209.13623.

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2023Optimal exercise of American options under time-dependent Ornstein-Uhlenbeck processes. (2022). Garc, Eduardo ; D'Auria, Bernardo ; Azze, Abel. In: Papers. RePEc:arx:papers:2211.04095.

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2023Select and Trade: Towards Unified Pair Trading with Hierarchical Reinforcement Learning. (2023). Huang, Jimin ; Lai, Yanzhao ; Peng, Min ; Xie, Qianqian ; Zhang, Boyi. In: Papers. RePEc:arx:papers:2301.10724.

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2023Nash equilibria for relative investors with (non)linear price impact. (2023). Goll, Tamara ; Bauerle, Nicole. In: Papers. RePEc:arx:papers:2303.18161.

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2023Pairs Trading: An Optimal Selling Rule with Constraints. (2023). Zhang, Qing ; Wu, Zhen ; Tie, Jingzhi ; Liu, Ruyi. In: Papers. RePEc:arx:papers:2307.15300.

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2023A hidden Markov model for statistical arbitrage in international crude oil futures markets. (2023). Rotondi, Francesco ; Fontana, Claudio ; Fanelli, Viviana. In: Papers. RePEc:arx:papers:2309.00875.

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2023C++ Design Patterns for Low-latency Applications Including High-frequency Trading. (2023). Gunduz, Burak ; Bilokon, Paul. In: Papers. RePEc:arx:papers:2309.04259.

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2023Monte Carlo Simulation for Trading Under a L\evy-Driven Mean-Reverting Framework. (2023). Lu, Kevin W ; Leung, Tim. In: Papers. RePEc:arx:papers:2309.05512.

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2023Optimal Entry and Exit with Signature in Statistical Arbitrage. (2023). Lee, Kiseop ; Chakraborty, Prakash ; Ning, Boming. In: Papers. RePEc:arx:papers:2309.16008.

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2023Copula-based deviation measure of cointegrated financial assets. (2023). Shulzhenko, Alexander. In: Papers. RePEc:arx:papers:2312.02081.

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2023Difference of opinion among investors versus analysts. (2023). Wu, Wenfeng ; Cao, Zhiqi. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:2:p:2347-2381.

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2023Does short sales deregulation affect qualitative information disclosure?. (2023). Chan, Kam C ; He, Jie. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:s1:p:1351-1380.

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2023Digital financial inclusion and investment diversification: Evidence from China. (2023). Zhang, Yong ; Lai, Yali ; Lu, Xiaomeng. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:s2:p:2781-2799.

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2023Financial constraints, short selling and corporate fraud: Evidence from China. (2023). Li, QI ; Zhang, Jing ; Geng, Wenjun ; Cao, Guohua. In: Australian Economic Papers. RePEc:bla:ausecp:v:62:y:2023:i:2:p:297-320.

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2023The effect of investor service costs on mutual fund performance. (2023). Zaynutdinova, Gulnara ; Yao, Tong ; Jiang, George J. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:1:p:91-115.

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2023.

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2023The economics of movies (revisited): A survey of recent literature. (2023). McKenzie, Jordi. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:2:p:480-525.

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2023.

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2023Naïve Buying Diversification and Narrow Framing by Individual Investors. (2023). Hirshleifer, David ; Gathergood, John ; Stewart, Neil ; Sakaguchi, Hiroaki ; Leake, David. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1705-1741.

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2023Credit Ratings and Investments. (2023). Vlahu, Razvan ; Peia, Oana ; Bayona, Anna. In: Working Papers. RePEc:dnb:dnbwpp:776.

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2023Bootstrapping autoregressions with conditional heteroskedasticity of unknown form. (2002). Kilian, Lutz ; Goncalves, Silvia. In: Working Paper Series. RePEc:ecb:ecbwps:20020196.

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2023Impact of risk-taking on enterprise value under extreme temperature: From the perspectives of external and internal governance. (2023). Li, Kai ; Qi, Shao-Zhou ; Wang, He-Tong. In: Journal of Asian Economics. RePEc:eee:asieco:v:84:y:2023:i:c:s1049007822001129.

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2023Does air pollution influence music sentiment? Measuring music sentiment by machine learning. (2023). Shi, Qingling ; Lyu, Xiaoliang ; Lin, Zhiyuan ; Guo, Feng. In: Journal of Asian Economics. RePEc:eee:asieco:v:87:y:2023:i:c:s1049007823000374.

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2023Extreme local temperatures lower expressed sentiment about U.S. economic conditions with implications for the stock returns of local firms. (2023). Makridis, Christos ; Schloetzer, Jason D. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s221463502200051x.

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2023Impact of gamification on mitigating behavioral biases of investors. (2023). Onay, Ceylan ; Enol, Doa. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022000946.

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2023A bibliometric analysis of the disposition effect: Origins and future research avenues. (2023). Vicente, Luis ; Ortiz, Cristina ; Gutierrez-Nieto, Begoa. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s221463502200096x.

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2023Why Muddy the Water? Short selling and the disclosure of proprietary information. (2023). You, Jiaxing ; Lin, Hui ; Jiang, Haiyan ; Wu, Xiting. In: The British Accounting Review. RePEc:eee:bracre:v:55:y:2023:i:4:s0890838923000379.

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2023Short-selling activities in the time of COVID-19. (2023). Zheng, Liyi ; Xu, Fangming ; Luu, Ellie. In: The British Accounting Review. RePEc:eee:bracre:v:55:y:2023:i:4:s0890838923000549.

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2023Sunshine-induced mood and SEO pricing: Evidence from detailed investor bids in SEO auctions. (2023). Liu, Jia ; Chen, Tao ; Gao, Shenghao ; Cheng, Xiaoke ; Sun, Qian. In: Journal of Corporate Finance. RePEc:eee:corfin:v:80:y:2023:i:c:s0929119923000603.

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2023Interest rate changes and the cross-section of global equity returns. (2023). Long, Huaigang ; Bianchi, Robert J ; Cakici, Nusret ; Zaremba, Adam. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:147:y:2023:i:c:s0165188923000027.

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2023Hedge funds trading strategies and leverage. (2023). Mu, Congming ; Lu, Lei ; Liu, Wenqiong ; Huang, Wenli. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:149:y:2023:i:c:s016518892300043x.

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2023Nonparametric tests for market timing ability using daily mutual fund returns. (2023). Peng, Liang ; Liu, Xiaohui ; Jiang, Lei ; Ding, Jing. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:150:y:2023:i:c:s0165188923000416.

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2023Portfolio constructions in cryptocurrency market: A CVaR-based deep reinforcement learning approach. (2023). Zhang, Yongmin ; Jin, Huan ; Ding, Shusheng ; Cui, Tianxiang. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003157.

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2023Economic policy uncertainty and information intermediary: The case of short seller. (2023). Wang, Xiaoming. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003984.

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2023To lend or not to lend? The ECB as the ‘intermediary of last resort’. (2023). Burietz, Aurore ; Picault, Matthieu. In: Economic Modelling. RePEc:eee:ecmode:v:122:y:2023:i:c:s0264999323000408.

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2023Generalizing the “Masterpiece Effect” in fine art pricing: Quantile Hedonic regression results for the South African fine art market, 2009–2021. (2023). Chen, Tinghua ; Fedderke, Johannes W. In: Economic Modelling. RePEc:eee:ecmode:v:124:y:2023:i:c:s026499932300113x.

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2023Hedge fund performance persistence under different business cycles and stock market regimes. (2023). Tolikas, Konstantinos ; Andrikopoulos, Athanasios ; Stafylas, Dimitrios. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002017.

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2023Pairs trading via unsupervised learning. (2023). Wei, Alenson Jun ; He, Zhaodong ; Han, Chulwoo. In: European Journal of Operational Research. RePEc:eee:ejores:v:307:y:2023:i:2:p:929-947.

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2023Acute illness symptoms among investment professionals and stock market dynamics: Evidence from New York City. (2023). Lepori, Gabriele M. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:165-181.

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2023Overlapping momentum portfolios. (2023). Remesal, Alvaro ; de Jesus, Miguel ; Blanco, Ivan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:1-22.

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2023Allocation of attention and the delayed reaction of stock returns to liquidity shock: Global evidence. (2023). Wang, Shu-Feng ; Lee, Kuan-Hui. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:421-444.

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2023How price limit affects the market efficiency in a short-sale constrained market? Evidence from a quasi-natural experiment. (2023). Ni, BO ; Gu, Ming ; Chen, Haiqiang. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:22-39.

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2023Higher-order moments and co-moments contribution to spillover analysis and portfolio risk management. (2023). Bouri, Elie ; Nekhili, Ramzi. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000944.

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2023Effect of weather and environmental attentions on financial system risks: Evidence from Chinese high- and low-carbon assets. (2023). Yoon, Seong-Min ; Dong, Xiyong. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001780.

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2023Fat tails in private equity fund returns: The smooth double Pareto distribution. (2023). Lahr, Henry. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521922004215.

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2023Quantitative easing and credit rating agencies. (2023). Miquel-Flores, Ixart ; Falagiarda, Matteo ; Abidi, Nordine. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000054.

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2023Socially responsible investing: Is it for real or just for show?. (2023). Li, Mingsheng ; Goodell, John W ; Zhang, Zhenqi ; Peng, Hongfeng. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000698.

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2023Investor propensity to speculate and price delay in emerging markets. (2023). Peng, Shu-Cing ; Hsin, Chin-Wen. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s105752192300073x.

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2023Who are the vectors of contagion? Evidence from emerging markets. (2023). Munera, Daimer J ; Agudelo, Diego A. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001151.

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2023Possibility versus feasibility: International portfolio diversification under financial liberalization. (2023). Yao, Shujie ; Wan, Hong ; Chen, Yiqing. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001680.

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2023International high-frequency arbitrage for cross-listed stocks. (2023). Dionne, Georges ; Yergeau, Gabriel ; Poutre, Cedric. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002934.

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2023Do cryptocurrencies feel the music?. (2023). Hadhri, Sinda. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002958.

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2023Robust leverage choice of hedge funds with rare disasters. (2023). Luo, Deqing ; Yan, Qianhui ; Mu, Congming. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323000636.

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2023Can art hedge against economic policy uncertainty?: New insights through the NARDL model. (2023). Zhang, Zhiyuan ; Sun, Qinglin. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323000806.

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2023When do they trade? Heterogeneous investors in China. (2023). Jiang, Ying ; Huang, Wei ; Qiu, Jiayan. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001034.

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2023Cold time, cool time? Weather-induced moods and financial risk tolerance: Evidence from a real-world banking context. (2023). Osei-Tutu, Francis ; Broihanne, Marie-Hélène ; Orkut, Hava. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003501.

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2023Circumventing SEC Rule 201 short sale restrictions with options. (2023). Switzer, Lorne N. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s154461232300363x.

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2023Optimism, divergence of investors’ opinions, and the long-run underperformance of IPOs. (2023). Ikeda, Naoshi. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418122000891.

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2023Forecasting Stock Market Crashes via Machine Learning. (2023). Otto, Tizian ; Drobetz, Wolfgang ; Dichtl, Hubert. In: Journal of Financial Stability. RePEc:eee:finsta:v:65:y:2023:i:c:s1572308922001206.

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2023Firm-level risk of climate change: Evidence from climate disasters. (2023). Gao, Lucia S ; Ai, LI. In: Global Finance Journal. RePEc:eee:glofin:v:55:y:2023:i:c:s1044028322001077.

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2023What explains the benefits of international portfolio diversification?. (2023). Sy, Oumar ; Nazaire, Gregory ; Guedhami, Omrane ; Attig, Najah. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:83:y:2023:i:c:s1042443122002013.

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2023Recency bias and the cross-section of international stock returns. (2023). Zaremba, Adam ; Cakici, Nusret. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:84:y:2023:i:c:s1042443123000069.

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2023Technical analysis, spread trading, and data snooping control. (2023). Sermpinis, Georgios ; Pantelous, Athanasios A ; Laws, Jason ; Psaradellis, Ioannis. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:178-191.

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2023Taxing banks leverage and syndicated lending: A cross-country comparison. (2023). Burietz, Aurore ; Picault, M ; Ongena, S. In: International Review of Law and Economics. RePEc:eee:irlaec:v:73:y:2023:i:c:s014481882200059x.

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2023Political connections and short sellers. (2023). Feng, Hongrui ; Simkins, Betty ; Jia, Yuecheng. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002837.

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2023Fraud and abuse in the paycheck protection program? Evidence from investment advisory firms. (2023). Harvison, Thuong ; Beggs, William. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:147:y:2023:i:c:s0378426622000449.

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2023Enhanced momentum strategies. (2023). Windmuller, Steffen ; Hanauer, Matthias X. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:148:y:2023:i:c:s0378426622002928.

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2023The agency costs of family ownership: Evidence from innovation performance. (2023). Chi, Yung-Ling. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:148:y:2023:i:c:s037842662200317x.

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2023Sign matters: Stock-movement-based trading decisions of individual investors. (2023). Chen, Hung-Ling ; Rieger, Marc Oliver ; Muhl, Stefan ; Cao, JI. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:148:y:2023:i:c:s0378426622003193.

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2023Hot potatoes: Underpricing of stocks following extreme negative returns. (2023). Reyes-Pea, Robinson ; Lawrence, Edward ; Caglayan, Mustafa O. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s0378426623000018.

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2023Misery on Main Street, victory on Wall Street: Economic discomfort and the cross-section of global stock returns. (2023). Zaremba, Adam ; Cakici, Nusret. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s0378426623000043.

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2023Biased risk perceptions: Evidence from the laboratory and financial markets. (2023). Putni, Tlis J ; Pradier, Lionnel ; Payzan-Lenestour, Elise. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426622002655.

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2023Motivated beliefs, social preferences, and limited liability in financial decision-Making. (2023). Bosch-Rosa, Ciril ; Ahrens, Steffen. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623000717.

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2023Real estate security token offerings and the secondary market: Driven by crypto hype or fundamentals?. (2023). Dorfleitner, Gregor ; Steininger, Bertram I ; Laschinger, Ralf ; Kreppmeier, Julia. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001450.

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2023Dimensions of national culture and R2 around the world. (2023). Lovelace, Kelley Bergsma ; Fetherolf, Raylin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001541.

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2023Is my pension fund more expensive? Estimating equivalent assets-based and contribution-based management fees. (2023). Aldana-Galindo, Julian R ; Concha-Perdomo, Alvaro ; Garcia-Huitron, Manuel E ; Mantilla-Garcia, Daniel. In: Journal of Business Research. RePEc:eee:jbrese:v:167:y:2023:i:c:s0148296323004599.

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2023Community and aftershock: New venture founding in the wake of deadly natural disasters. (2023). Cordero, Arkangel M. In: Journal of Business Venturing. RePEc:eee:jbvent:v:38:y:2023:i:2:s0883902623000022.

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2023Money supply, opinion dispersion, and stock prices. (2023). Hirota, Shinichi. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:212:y:2023:i:c:p:1286-1310.

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2023Portfolio Choice with Endogenous Donations - Modeling University Endowments. (2023). Stoughton, Neal M ; Franz, Richard ; Cejnek, Georg. In: Journal of Economics and Business. RePEc:eee:jebusi:v:125-126:y:2023:i::s014861952300022x.

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2023Air quality and risky behaviors on roads. (2023). Jung, Chau-Ren ; Hwang, Bing-Fang ; Hsu, Wen ; Shr, Yau-Huo. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:118:y:2023:i:c:s0095069623000049.

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2023The Modern Mutual Fund Family. (2023). Spilker, Harold D ; Dannhauser, Caitlin D. In: Journal of Financial Economics. RePEc:eee:jfinec:v:148:y:2023:i:1:p:1-20.

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2023Reaching for yield and the housing market: Evidence from 18th-century Amsterdam. (2023). Korevaar, Matthijs. In: Journal of Financial Economics. RePEc:eee:jfinec:v:148:y:2023:i:3:p:273-296.

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2023Do prime brokers intermediate capital?. (2023). Sinclair, Andrew J. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:53:y:2023:i:c:s1042957322000572.

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2023Cost of monitoring and risk taking in the money market funds industry. (2023). Lugo, Stefano. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:53:y:2023:i:c:s1042957322000699.

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2023Fund ownership, wealth, and risk-taking: Evidence on private equity managers. (2023). Thorburn, Karin ; Bienz, Carsten ; Walz, Uwe. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:54:y:2023:i:c:s1042957323000086.

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2023Too much is too bad: The effect of media coverage on the price volatility of cryptocurrencies. (2023). Jeong, Daeyoung ; Lee, Kangsan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:133:y:2023:i:c:s0261560623000244.

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2023Conditional mean reversion of financial ratios and the predictability of returns. (2023). Tokpavi, S ; Jasinski, A ; Boucher, C. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623001080.

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2023Equity market connectedness across regimes of geopolitical risks: Historical evidence and theory. (2023). Miescu, Mirela ; Jalloul, Maya. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623001110.

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2023Commodity momentum: A tale of countries and sectors. (2023). Qiao, Xiao ; Fan, John Hua. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851323000053.

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2023European market timing. (2023). Vidal-Garcia, Javier ; el Ammari, Anis. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494922000391.

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2023No mood effects in the field: The case of car inspections. (2023). Samahita, Margaret ; Holm, Hakan. In: Journal of Economic Psychology. RePEc:eee:joepsy:v:96:y:2023:i:c:s0167487023000132.

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2023Does performance-chasing behavior matter? International evidence. (2023). Seok, Sangik ; Ryu, Doojin ; Cho, Hoon ; Lee, Jennifer Eunkyeong. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:68:y:2023:i:c:s1042444x2300018x.

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2023Short selling, managerial alignment and corporate misconduct. (2023). Liu, Yitong ; Xue, YI ; Yang, Jiefei. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22001901.

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2023Who should choose the money managers? Institutional sponsors equity manager performance. (2023). Kang, Hyoung-Goo ; Jimmy, Ji Yeol ; Jun, Sang-Gyung ; Han, Min-Yeon. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:78:y:2023:i:c:s0927538x23000409.

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

William Goetzmann has edited the books:

YearTitleTypeCited

Works by William Goetzmann:

YearTitleTypeCited
2011Art and Money In: American Economic Review.
[Full Text][Citation analysis]		article52
2011Art and Money.(2011) In: Post-Print.
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2009Art and Money.(2009) In: NBER Working Papers.
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2010Art and Money.(2010) In: Discussion Paper.
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2010Art and Money.(2010) In: Other publications TiSEM.
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This paper has nother version. Agregated cites: 52		paper
1993Accounting for Taste: Art and the Financial Markets over Three Centuries. In: American Economic Review.
[Full Text][Citation analysis]		article185
2007China and the world financial markets 1870–1939: Modern lessons from historical globalization1 In: Economic History Review.
[Full Text][Citation analysis]		article6
2005Rain or Shine: Where is the Weather Effect? In: European Financial Management.
[Full Text][Citation analysis]		article105
2003Rain or Shine: Where is the Weather Effect?.(2003) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 105		paper
2004Rain or Shine: Where is the Weather Effect?.(2004) In: Yale School of Management Working Papers.
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2009Rain or Shine: Where is the Weather Effect?.(2009) In: Yale School of Management Working Papers.
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This paper has nother version. Agregated cites: 105		paper
2018Investment beliefs of endowments In: European Financial Management.
[Full Text][Citation analysis]		article6
2018Negative bubbles: What happens after a crash In: European Financial Management.
[Full Text][Citation analysis]		article16
2017Negative Bubbles: What Happens After a Crash.(2017) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 16		paper
1990THE PERFORMANCE OF REAL ESTATE AS AN ASSET CLASS In: Journal of Applied Corporate Finance.
[Full Text][Citation analysis]		article43
1993 Testing the Predictive Power of Dividend Yields. In: Journal of Finance.
[Full Text][Citation analysis]		article159
1992Testing the Predictive Power of Dividend Yields..(1992) In: Columbia - Graduate School of Business.
[Citation analysis]
This paper has nother version. Agregated cites: 159		paper
1990TESTING THE PREDICTIVE POWER OF DIVIDEND YIELDS..(1990) In: Columbia - Graduate School of Business.
[Citation analysis]
This paper has nother version. Agregated cites: 159		paper
1995 Performance Persistence. In: Journal of Finance.
[Full Text][Citation analysis]		article350
2005Performance Persistence.(2005) In: Yale School of Management Working Papers.
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This paper has nother version. Agregated cites: 350		paper
1995 Survival. In: Journal of Finance.
[Full Text][Citation analysis]		article49
1999Global Stock Markets in the Twentieth Century In: Journal of Finance.
[Full Text][Citation analysis]		article184
2001Careers and Survival: Competition and Risk in the Hedge Fund and CTA Industry In: Journal of Finance.
[Full Text][Citation analysis]		article145
2003High?Water Marks and Hedge Fund Management Contracts In: Journal of Finance.
[Full Text][Citation analysis]		article133
2001High-Water Marks and Hedge Fund Management Contracts.(2001) In: Yale School of Management Working Papers.
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This paper has nother version. Agregated cites: 133		paper
2001High-Water Marks and Hedge Fund Management Contracts.(2001) In: Yale School of Management Working Papers.
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This paper has nother version. Agregated cites: 133		paper
2007Efficiency and the Bear: Short Sales and Markets Around the World In: Journal of Finance.
[Full Text][Citation analysis]		article340
2003Efficiency and the Bear: Short Sales and Markets around the World.(2003) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 340		paper
2004Efficiency and the Bear: Short Sales and Markets around the World.(2004) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 340		paper
2003Efficiency and the Bear: Short Sales and Markets around the World.(2003) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 340		paper
2005Efficiency and the Bear: Short Sales and Markets around the World.(2005) In: Yale School of Management Working Papers.
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This paper has nother version. Agregated cites: 340		paper
2008Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration In: Journal of Finance.
[Full Text][Citation analysis]		article68
2012Tiebreaker: Certification and Multiple Credit Ratings In: Journal of Finance.
[Full Text][Citation analysis]		article118
2009Tiebreaker: Certification and Multiple Credit Ratings.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 118		paper
2018Estimating Private Equity Returns from Limited Partner Cash Flows In: Journal of Finance.
[Full Text][Citation analysis]		article26
1997COGNITIVE DISSONANCE AND MUTUAL FUND INVESTORS In: Journal of Financial Research.
[Full Text][Citation analysis]		article145
1995Clustering Methods for Real Estate Portfolios In: Real Estate Economics.
[Full Text][Citation analysis]		article21
1998Clustering Methods for Real Estate Portfolios.(1998) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 21		paper
2002The Bias of the RSR Estimator and the Accuracy of Some Alternatives In: Real Estate Economics.
[Full Text][Citation analysis]		article22
2001The Bias of the RSR Estimator and the Accuracy of Some Alternatives.(2001) In: NBER Technical Working Papers.
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2001The Bias of the RSR Estimator and the Accuracy of Some Alternatives.(2001) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 22		paper
2018Les compagnies de moulins en Occitanie : émergence et gouvernance de sociétés par actions multiséculaires In: Revue d'économie financière.
[Full Text][Citation analysis]		article0
2004Portfolio Diversification, Proximity Investment and City Agglomeration In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper11
2005Portfolio Diversification, Proximity Investment and City Agglomeration.(2005) In: Yale School of Management Working Papers.
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2004Disposition Matters: Volume, Volatility and Price Impact of Behavioural Bias In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper22
2003Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias.(2003) In: NBER Working Papers.
[Full Text][Citation analysis]
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2003Disposition Matters: Volume, Volatility and PriceImpact of a Behavioral Bias.(2003) In: Yale School of Management Working Papers.
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2004Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias.(2004) In: Yale School of Management Working Papers.
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2005Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias.(2005) In: Yale School of Management Working Papers.
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2005Disposition Matters: Volume, Volatility and Price Impact of Behavioral Bias.(2005) In: Yale School of Management Working Papers.
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2004Dispersion of Opinion and Stock Returns In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper42
2005Dispersion of opinion and stock returns.(2005) In: Journal of Financial Markets.
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This paper has nother version. Agregated cites: 42		article
2005Dispersion of Opinion and Stock Returns.(2005) In: Yale School of Management Working Papers.
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This paper has nother version. Agregated cites: 42		paper
1999Re-Emerging Markets In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article49
1997Re-emerging Markets.(1997) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 49		paper
1998Re-Emerging Markets.(1998) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
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2000Re-emerging Markets.(2000) In: Yale School of Management Working Papers.
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This paper has nother version. Agregated cites: 49		paper
2000Monthly Measurement of Daily Timers In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article76
2000Monthly Measurement of Daily Timers.(2000) In: Yale School of Management Working Papers.
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This paper has nother version. Agregated cites: 76		paper
2001Day Trading International Mutual Funds: Evidence and Policy Solutions In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article48
2001Day Trading International Mutual Funds: Evidence And Policy Solutions.(2001) In: Yale School of Management Working Papers.
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This paper has nother version. Agregated cites: 48		paper
2002Daily Momentum and Contrarian Behavior of Index Fund Investors In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article85
2000Daily Momentum and Contrarian Behavior of Index Fund Investors.(2000) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 85		paper
1999Daily Momentum And Contrarian Behavior Of Index Fund Investors.(1999) In: Yale School of Management Working Papers.
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This paper has nother version. Agregated cites: 85		paper
2001Daily Momentum And Contrarian Behavior Of Index Fund Investors.(2001) In: Yale School of Management Working Papers.
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This paper has nother version. Agregated cites: 85		paper
2014The Economics of Aesthetics and Three Centuries of Art Price Records In: HEC Research Papers Series.
[Full Text][Citation analysis]		paper1
2014The Economics of Aesthetics and Three Centuries of Art Price Records.(2014) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2015The economics of aesthetics and record prices for art since 1701 In: Explorations in Economic History.
[Full Text][Citation analysis]		article18
2001A new historical database for the NYSE 1815 to 1925: Performance and predictability In: Journal of Financial Markets.
[Full Text][Citation analysis]		article55
2000A New Historical Database For The NYSE 1815 To 1925: Performance And Predictability.(2000) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 55		paper
2004A New Historical Database For The NYSE 1815 To 1925: Performance And Predictability.(2004) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 55		paper
2012Trust and delegation In: Journal of Financial Economics.
[Full Text][Citation analysis]		article30
2009Trust and Delegation.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 30		paper
2013New evidence on the first financial bubble In: Journal of Financial Economics.
[Full Text][Citation analysis]		article41
2009New Evidence on the First Financial Bubble.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 41		paper
2018Momentum in Imperial Russia In: Journal of Financial Economics.
[Full Text][Citation analysis]		article13
2015Momentum in Imperial Russia.(2015) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 13		paper
2019The present value relation over six centuries: The case of the Bazacle company In: Journal of Financial Economics.
[Full Text][Citation analysis]		article4
2019The present value relation over six centuries: The case of the Bazacle company.(2019) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2017The Present Value Relation Over Six Centuries: The Case of the Bazacle Company.(2017) In: TSE Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
1997Mutual fund styles In: Journal of Financial Economics.
[Full Text][Citation analysis]		article127
1998Mutual Fund Styles.(1998) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 127		paper
1994Homogeneous Groupings of Metropolitan Housing Markets In: Journal of Housing Economics.
[Full Text][Citation analysis]		article6
1998Risks and Incentives in Underserved Mortgage Markets In: Journal of Housing Economics.
[Full Text][Citation analysis]		article2
1996Risks and Incentives in Underserved Mortgage Markets.(1996) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2003An analysis of the relative performance of Japanese and foreign money management In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article1
2002An Analysis of the Relative Performance of Japanese and Foreign Money Management.(2002) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2004An Analysis of the Relative Performance of Japanese and Foreign Money Management.(2004) In: Yale School of Management Working Papers.
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This paper has nother version. Agregated cites: 1		paper
2016Beauty is in the bid of the beholder: An empirical basis for style In: Research in Economics.
[Full Text][Citation analysis]		article5
1988The effect of the \triple witching hour\ on stock market volatility In: Economic Review.
[Citation analysis]		article0
1992Non-temporal Components of Residential Real Estate Appreciation. In: Columbia - Graduate School of Business.
[Citation analysis]		paper32
1995Non-temporal Components of Residential Real Estate Appreciation..(1995) In: The Review of Economics and Statistics.
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1992Safety First Portfolio Choice. In: Columbia - Graduate School of Business.
[Citation analysis]		paper1
1992Market Response to Mutual Fund Performance. In: Columbia - Graduate School of Business.
[Citation analysis]		paper2
1993Attrition and Mutual Fund Performance. In: Columbia - Graduate School of Business.
[Citation analysis]		paper7
1993Commodity Funds as an Investment Asset. In: Columbia - Graduate School of Business.
[Citation analysis]		paper0
1991Clustering Methods and Commercial Rents. In: Columbia - Graduate School of Business.
[Citation analysis]		paper0
1990ACCOUNTING FOR TASTE: AN ANALYSIS OF ART RETURNS OVER THREE CENTURIES. In: Columbia - Graduate School of Business.
[Citation analysis]		paper6
1990BOOTSTRAPPING TESTS OF LONG-TERM STOCK MARKET EFFICIENCY. In: Columbia - Graduate School of Business.
[Citation analysis]		paper0
1990THE SINGLE FAMILY HOME IN THE INVESTMENT PORTFOLIO. In: Columbia - Graduate School of Business.
[Citation analysis]		paper78
1993The Single Family Home in the Investment Portfolio..(1993) In: The Journal of Real Estate Finance and Economics.
[Citation analysis]
This paper has nother version. Agregated cites: 78		article
1990THE ACCURACY OF REAL ESTIMATE INDICES: REPEAT SALE ESTIMATORS. In: Columbia - Graduate School of Business.
[Citation analysis]		paper69
1992The Accuracy of Real Estate Indices: Repeat Sale Estimators..(1992) In: The Journal of Real Estate Finance and Economics.
[Citation analysis]
This paper has nother version. Agregated cites: 69		article
1990Do Winners Repeat? Patterns in Mutual Fund Behavior. In: Columbia - Graduate School of Business.
[Citation analysis]		paper24
1997Offshore Hedge Funds: Survival and Performance 1989-1995 In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
[Citation analysis]		paper10
1997Offshore Hedge Funds: Survival and Performance 1989-1995.(1997) In: NBER Working Papers.
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1998Offshore Hedge Funds: Survival and Performance, 1989-1995.(1998) In: Yale School of Management Working Papers.
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This paper has nother version. Agregated cites: 10		paper
1998Offshore Hedge Funds: Survival & Performance 1989-1995 In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
[Citation analysis]		paper0
2008Offshore Hedge Funds: Survival & Performance 1989-1995.(2008) In: Yale School of Management Working Papers.
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1998The Japanese Open-End Fund Puzzle In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
[Citation analysis]		paper11
1998The Japanese Open-End Fund Puzzle.(1998) In: NBER Working Papers.
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2001The Japanese Open-End Fund Puzzle..(2001) In: The Journal of Business.
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This paper has nother version. Agregated cites: 11		article
1998The Dow Theory: William Peter Hamiltons Track Record Re-Considered In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
[Citation analysis]		paper34
2004The Dow Theory: William Peter Hamiltons Track Record Re-considered.(2004) In: Yale School of Management Working Papers.
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2008The Dow Theory: William Peter Hamiltons Track Record Re-Considered.(2008) In: Yale School of Management Working Papers.
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1998Hedge Funds and the Asian Currency Crisis of 1997 In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
[Citation analysis]		paper25
1998Hedge Funds and the Asian Currency Crisis of 1997.(1998) In: NBER Working Papers.
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2008Hedge Funds and the Asian Currency Crisis of 1997.(2008) In: Yale School of Management Working Papers.
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This paper has nother version. Agregated cites: 25		paper
2013The pricing of soft and hard information: economic lessons from screenplay sales In: Journal of Cultural Economics.
[Full Text][Citation analysis]		article10
2019Art and gender: market bias or selection bias? In: Journal of Cultural Economics.
[Full Text][Citation analysis]		article16
1997A Spatial Model of Housing Returns and Neighborhood Substitutability. In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]		article29
1995A Spatial Model of Housing Returns and Neighborhood Substitutability..(1995) In: Research Program in Finance Working Papers.
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1997A Spatial Model of Housing Returns and Neighborhood Substitutability.(1997) In: Yale School of Management Working Papers.
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2000Two Decades of Commercial Property Returns: A Repeated-Measures Regression-Based Version of the NCREIF Index. In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]		article33
2012The Subprime Crisis and House Price Appreciation In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]		article61
2009The Subprime Crisis and House Price Appreciation.(2009) In: NBER Working Papers.
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2005The History of Corporate Ownership in China: State Patronage, Company Legislation, and the Issue of Control In: NBER Chapters.
[Full Text][Citation analysis]		chapter13
2004The History of Corporate Ownership in China: State Patronage, Company Legislation, and the Issue of Control.(2004) In: Yale School of Management Working Papers.
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This paper has nother version. Agregated cites: 13		paper
2014Dutch Securities for American Land Speculation in the Late Eighteenth Century In: NBER Chapters.
[Full Text][Citation analysis]		chapter6
2013Competition among University Endowments In: NBER Chapters.
[Full Text][Citation analysis]		chapter11
2012Competition Among University Endowments.(2012) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		paper
2003Does Governance Matter? The Case of Art Museums In: NBER Chapters.
[Full Text][Citation analysis]		chapter2
2004Portfolio Diversification and City Agglomeration In: NBER Working Papers.
[Full Text][Citation analysis]		paper12
2004Fibonacci and the Financial Revolution In: NBER Working Papers.
[Full Text][Citation analysis]		paper11
2004Fibonacci and the Financial Revolution.(2004) In: Yale School of Management Working Papers.
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This paper has nother version. Agregated cites: 11		paper
2004Fibonacci and the Financial Revolution.(2004) In: Yale School of Management Working Papers.
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This paper has nother version. Agregated cites: 11		paper
2004Soft Information, Hard Sell: The Role of Soft Information in the Pricing of Intellectual Property In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2005British Investment Overseas 1870-1913: A Modern Portfolio Theory Approach In: NBER Working Papers.
[Full Text][Citation analysis]		paper61
2006British Investment Overseas 1870-1913: A Modern Portfolio Theory Approach.(2006) In: Review of Finance.
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2005British Investment Overseas 1870-1913: A Modern Portfolio Theory Approach.(2005) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 61		paper
2009Risk Aversion and Clientele Effects In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2010Securitization in the 1920s In: NBER Working Papers.
[Full Text][Citation analysis]		paper8
2014Testing Asset Pricing Theory on Six Hundred Years of Stock Returns: Prices and Dividends for the Bazacle Company from 1372 to 1946 In: NBER Working Papers.
[Full Text][Citation analysis]		paper2
2015The Development of Corporate Governance in Toulouse: 1372-1946 In: NBER Working Papers.
[Full Text][Citation analysis]		paper2
2015Bubble Investing: Learning from History In: NBER Working Papers.
[Full Text][Citation analysis]		paper16
2016Crash Beliefs From Investor Surveys In: NBER Working Papers.
[Full Text][Citation analysis]		paper19
2021Real and Private-Value Assets In: NBER Working Papers.
[Full Text][Citation analysis]		paper3
2022Evidence on Retrieved Context: How History Matters In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2022Cohort Effects on Expected Co-Movement In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2022Crash Narratives In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2023Selection-Neglect in the NFT Bubble In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2023Convergent Evolution Toward the Joint-Stock Company In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
1997A Century of Global Stock Markets In: NBER Working Papers.
[Full Text][Citation analysis]		paper8
2000A Century of Global Stock Markets.(2000) In: NBER Working Papers.
[Citation analysis]
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2004A Century of Global Stock Markets.(2004) In: Yale School of Management Working Papers.
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2000A Century of Global Stock Markets.(2000) In: Yale School of Management Working Papers.
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1998Positive Portfolio Factors In: NBER Working Papers.
[Full Text][Citation analysis]		paper1
2004Positive Portfolio Factors.(2004) In: Yale School of Management Working Papers.
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2008Positive Portfolio Factors.(2008) In: Yale School of Management Working Papers.
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1998High Water Marks In: NBER Working Papers.
[Full Text][Citation analysis]		paper23
2004High Water Marks.(2004) In: Yale School of Management Working Papers.
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1999Pairs Trading: Performance of a Relative Value Arbitrage Rule In: NBER Working Papers.
[Full Text][Citation analysis]		paper221
2006Pairs Trading: Performance of a Relative-Value Arbitrage Rule.(2006) In: Review of Financial Studies.
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This paper has nother version. Agregated cites: 221		article
1998Pairs Trading: Performance of a Relative Value Arbitrage Rule.(1998) In: Yale School of Management Working Papers.
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This paper has nother version. Agregated cites: 221		paper
1998Pairs Trading: Performance of a Relative Value Arbitrage Rule.(1998) In: Yale School of Management Working Papers.
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This paper has nother version. Agregated cites: 221		paper
1998Pairs Trading: Performance of a Relative Value Arbitrage Rule.(1998) In: Yale School of Management Working Papers.
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1999Index Funds and Stock Market Growth In: NBER Working Papers.
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2003Index Funds and Stock Market Growth.(2003) In: The Journal of Business.
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1999Index Funds and Stock Market Growth.(1999) In: Yale School of Management Working Papers.
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1998Index Funds and Stock Market Growth.(1998) In: Yale School of Management Working Papers.
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2000Global Real Estate Markets - Cycles and Fundamentals In: NBER Working Papers.
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1999Global Real Estate Markets: Cycles And Fundamentals.(1999) In: Yale School of Management Working Papers.
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2001Global Real Estate Markets: Cycles And Fundamentals.(2001) In: Yale School of Management Working Papers.
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2001Hedge Funds With Style In: NBER Working Papers.
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2001Hedge Funds With Style.(2001) In: Yale School of Management Working Papers.
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2008Hedge Funds With Style.(2008) In: Yale School of Management Working Papers.
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2001Long-Term Global Market Correlations In: NBER Working Papers.
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2005Long-Term Global Market Correlations.(2005) In: The Journal of Business.
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2008Long-Term Global Market Correlations.(2008) In: Yale School of Management Working Papers.
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2001Equity Portfolio Diversification In: NBER Working Papers.
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2008Equity Portfolio Diversification.(2008) In: Review of Finance.
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2004Equity Portfolio Diversification.(2004) In: Yale School of Management Working Papers.
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2001Equity Portfolio Diversification.(2001) In: Yale School of Management Working Papers.
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2002Sharpening Sharpe Ratios In: NBER Working Papers.
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2002Sharpening Sharpe Ratios.(2002) In: Yale School of Management Working Papers.
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2002Sharpening Sharpe Ratios.(2002) In: Yale School of Management Working Papers.
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2003Fees on Fees in Funds of Funds In: NBER Working Papers.
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2005FEES ON FEES IN FUNDS OF FUNDS.(2005) In: World Scientific Book Chapters.
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2004Fees on Fees in Funds of Funds.(2004) In: Yale School of Management Working Papers.
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2009Fees on Fees in Funds of Funds.(2009) In: Yale School of Management Working Papers.
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2003Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares In: NBER Working Papers.
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2003Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows In: NBER Working Papers.
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2002Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows.(2002) In: Yale School of Management Working Papers.
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2008Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows.(2008) In: Yale School of Management Working Papers.
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2011The Efficient Market Theory and Evidence: Implications for Active Investment Management In: Foundations and Trends(R) in Finance.
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2015Weather-Induced Mood, Institutional Investors, and Stock Returns In: Review of Financial Studies.
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2006The Equity Risk Premium: Essays and Explorations In: OUP Catalogue.
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2011A Shareholder Lawsuit in Fourteenth-Century Toulouse In: Palgrave Macmillan Books.
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2016Introduction In: Introductory Chapters.
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2016Money Changes Everything: How Finance Made Civilization Possible In: Economics Books.
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2014Is trading behavior stable across contexts? Evidence from style and multi-style investors In: Quantitative Finance.
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1997Rejoinder: The J-Shape Of Performance Persistence Given Survivorship Bias In: The Review of Economics and Statistics.
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2006Estimating House Price Indexes in the Presence of Seller Reservation Prices In: The Review of Economics and Statistics.
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1993Patterns in Three Centuries of Stock Market Prices. In: The Journal of Business.
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1995A Longer Look at Dividend Yields. In: The Journal of Business.
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1998A Longer Look at Dividend Yields.(1998) In: Yale School of Management Working Papers.
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1999Offshore Hedge Funds: Survival and Performance, 1989-95. In: The Journal of Business.
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2001China and the World Financial Markets 1870-1930: Modern Lessons From Historical Globalization In: Center for Financial Institutions Working Papers.
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2004Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs In: Yale School of Management Working Papers.
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2008Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs.(2008) In: Yale School of Management Working Papers.
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1999Do Cities and Suburbs Cluster? In: Yale School of Management Working Papers.
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2004China and the World Financial Markets 1870-1930:Modern Lessons From Historical Globalization (Chinese Version) In: Yale School of Management Working Papers.
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2001China and the World Financial Markets 1870-1930: Modern Lessons From Historical Globalization (Chinese Version).(2001) In: Yale School of Management Working Papers.
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2001The Development Of Corporate Performance Measures: Benchmarks Before EVA In: Yale School of Management Working Papers.
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2000Behavioral Factors in Mutual Fund Flows In: Yale School of Management Working Papers.
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2001Behavioral Factors in Mutual Fund Flows.(2001) In: Yale School of Management Working Papers.
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2001The Policy Implications of Portfolio Choice in Underserved Mortgage Markets In: Yale School of Management Working Papers.
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2001Heterogeneity of Trade and Stock Returns. Evidence from Index Fund Investors In: Yale School of Management Working Papers.
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2003Dispersion of Opinion and Stock Returns: Evidence from Index Fund Investors In: Yale School of Management Working Papers.
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2009China and the World Financial Markets 1870-1930: Modern Lessons From Historical Globalization (English Version) In: Yale School of Management Working Papers.
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2004Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares (English version) In: Yale School of Management Working Papers.
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2002Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares (English Version).(2002) In: Yale School of Management Working Papers.
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2003Estimating Indices in the Presence of Seller Reservation Prices In: Yale School of Management Working Papers.
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2009The Impact of Clientele Changes: Evidence from Stock Splits In: Yale School of Management Working Papers.
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2006Home Equity Insurance: A Pilot Project In: Yale School of Management Working Papers.
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2003Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares (Russian Version) In: Yale School of Management Working Papers.
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2003Diversification Decisions of Individual Investors and Asset Prices In: Yale School of Management Working Papers.
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2006Bubble Investors: What Were They Thinking? In: Yale School of Management Working Papers.
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2005History and the Equity Risk Premium In: Yale School of Management Working Papers.
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2005More Social Security, Not Less In: Yale School of Management Working Papers.
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2009Short-Sales in Global Perspective In: Yale School of Management Working Papers.
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2005Why Do Individual Investors Hold Under-Diversified Portfolios? In: Yale School of Management Working Papers.
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2004Will History Rhyme? The Past as Financial Future In: Yale School of Management Working Papers.
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2005The Performance of Real Estate Portfolios: A Simulation Approach In: Yale School of Management Working Papers.
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2005Institutional Perspectives on Real Estate Investing: The Role of Risk and Uncertainty In: Yale School of Management Working Papers.
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1998An Emerging Market: The NYSE From 1815 to 1871 In: Yale School of Management Working Papers.
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2004An Emerging Market: The NYSE From 1815 to 1871.(2004) In: Yale School of Management Working Papers.
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2000The Effect of Seller Reserves on Market Index Estimation In: Yale School of Management Working Papers.
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1996Suburbs and Cities In: Yale School of Management Working Papers.
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2001Two Decades Of Commercial Property Returns: A NCREIF Index Using Independent Appraisals In: Yale School of Management Working Papers.
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2008The Open-End Japanese Mutual Fund Puzzle In: Yale School of Management Working Papers.
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2004China and the World Financial Markets 1870-1930: In: Yale School of Management Working Papers.
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