38
H index
77
i10 index
5593
Citations
Yale University | 38 H index 77 i10 index 5593 Citations RESEARCH PRODUCTION: 60 Articles 175 Papers 2 Books 7 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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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: |
Working Papers Series with more than one paper published | # docs |
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Yale School of Management Working Papers / Yale School of Management | 96 |
NBER Working Papers / National Bureau of Economic Research, Inc | 49 |
CEPR Discussion Papers / C.E.P.R. Discussion Papers | 3 |
Post-Print / HAL | 2 |
Year | Title of citing document | |
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2024 | . Full description at Econpapers || Download paper | |
2024 | Introduction of the Market-Based Price Autocorrelation. (2022). Olkhov, Victor. In: Papers. RePEc:arx:papers:2202.09323. Full description at Econpapers || Download paper | |
2024 | Detecting data-driven robust statistical arbitrage strategies with deep neural networks. (2022). Neufeld, Ariel ; Yin, Daiying ; Sester, Julian. In: Papers. RePEc:arx:papers:2203.03179. Full description at Econpapers || Download paper | |
2024 | Optimal exercise of American options under time-dependent Ornstein-Uhlenbeck processes. (2023). Garc, Eduardo ; D'Auria, Bernardo ; Azze, Abel. In: Papers. RePEc:arx:papers:2211.04095. Full description at Econpapers || Download paper | |
2024 | Nash equilibria for relative investors with (non)linear price impact. (2023). Goll, Tamara ; Bauerle, Nicole. In: Papers. RePEc:arx:papers:2303.18161. Full description at Econpapers || Download paper | |
2024 | A 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. Full description at Econpapers || Download paper | |
2024 | Monte 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. Full description at Econpapers || Download paper | |
2024 | Optimal Entry and Exit with Signature in Statistical Arbitrage. (2023). Lee, Kiseop ; Chakraborty, Prakash ; Ning, Boming. In: Papers. RePEc:arx:papers:2309.16008. Full description at Econpapers || Download paper | |
2024 | Pairs Trading Using a Novel Graphical Matching Approach. (2024). Zaman, Tauhid ; Qureshi, Khizar. In: Papers. RePEc:arx:papers:2403.07998. Full description at Econpapers || Download paper | |
2024 | Advanced Statistical Arbitrage with Reinforcement Learning. (2024). Lee, Kiseop ; Ning, Boming. In: Papers. RePEc:arx:papers:2403.12180. Full description at Econpapers || Download paper | |
2024 | The Democratization of Wealth Management: Hedged Mutual Fund Blockchain Protocol. (2024). Kashyap, Ravi. In: Papers. RePEc:arx:papers:2405.02302. Full description at Econpapers || Download paper | |
2024 | Investor Sentiment in Asset Pricing Models: A Review of Empirical Evidence. (2024). Lis, Szymon. In: Papers. RePEc:arx:papers:2411.13180. Full description at Econpapers || Download paper | |
2024 | Do Activists Align with Larger Mutual Funds?. (2024). Jha, Manish. In: Papers. RePEc:arx:papers:2411.16553. Full description at Econpapers || Download paper | |
2024 | A Markowitz Approach to Managing a Dynamic Basket of Moving-Band Statistical Arbitrages. (2024). Boyd, Stephen ; Schmelzer, Thomas ; Johansson, Kasper. In: Papers. RePEc:arx:papers:2412.02660. Full description at Econpapers || Download paper | |
2024 | Smart leverage? Rethinking the role of Leveraged Exchange Traded Funds in constructing portfolios to beat a benchmark. (2024). Li, Yuying ; van Staden, Pieter ; Forsyth, Peter. In: Papers. RePEc:arx:papers:2412.05431. Full description at Econpapers || Download paper | |
2024 | Housing and Fertility. (2024). Van Doornik, Bernardus ; Ramadorai, Tarun ; Skrastins, Janis ; Fazio, Dimas. In: Working Papers Series. RePEc:bcb:wpaper:612. Full description at Econpapers || Download paper | |
2024 | The market risk premium in Australia: Forward‐looking evidence from the options market. (2024). Flezvias, Ester ; Foley, Sean ; Malloch, Hamish ; Svec, Jiri ; Aspris, Angelo. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:3951-3972. Full description at Econpapers || Download paper | |
2024 | The impact of mainstream financial press attention on stock pricing efficiency in the China stock market. (2024). Hu, Xiangmiao ; Yin, Haiyuan. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:76:y:2024:i:3:p:773-796. Full description at Econpapers || Download paper | |
2024 | Does hedge fund managers’ industry experience matter for hedge fund activism?. (2024). Kang, Junkoo ; Chen, Yuzi ; Brick, Ivan E ; Kim, Jinmo. In: Financial Management. RePEc:bla:finmgt:v:53:y:2024:i:1:p:59-97. Full description at Econpapers || Download paper | |
2024 | The price of the slow lane: Traffic congestion and stock block trading premium. (2024). Zhang, LE ; Qian, Xianhang ; Cao, Tingqiu. In: International Review of Finance. RePEc:bla:irvfin:v:24:y:2024:i:1:p:30-52. Full description at Econpapers || Download paper | |
2024 | An empirical analysis of the effects of the Dodd–Frank Act on determinants of credit ratings. (2024). Ahmed, Anwer S ; Wang, Dechun ; Xu, Nina. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:51:y:2024:i:1-2:p:363-397. Full description at Econpapers || Download paper | |
2024 | Is research on hedge fund performance published selectively? A quantitative survey. (2024). Novak, Jiri ; Irsova, Zuzana ; Havranek, Tomas ; Yang, Fan. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:4:p:1085-1131. Full description at Econpapers || Download paper | |
2024 | Wrong Kind of Transparency? Mutual Funds’ Higher Reporting Frequency, Window Dressing, and Performance. (2024). Zhang, Zilong ; Yeung, Eric P ; Xin, Xiangang. In: Journal of Accounting Research. RePEc:bla:joares:v:62:y:2024:i:2:p:737-781. Full description at Econpapers || Download paper | |
2024 | . Full description at Econpapers || Download paper | |
2024 | Climate change and commercial real estate: Evidence from Hurricane Sandy. (2024). Steiner, Eva ; Eichholtz, Piet ; Addoum, Jawad M ; Ynder, Erkan. In: Real Estate Economics. RePEc:bla:reesec:v:52:y:2024:i:3:p:687-713. Full description at Econpapers || Download paper | |
2024 | . Full description at Econpapers || Download paper | |
2024 | Living La Vida Loca? Remote Investing in Latin America, 1869-1929. (2024). Grossman, Richard ; Gallagher, Ine ; Campbell, Gareth. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11562. Full description at Econpapers || Download paper | |
2024 | Is home bias biased? New evidence from the investment fund sector. (2024). Wedow, Michael ; Vivar, Luis Molestina ; Lambert, Claudia. In: Working Paper Series. RePEc:ecb:ecbwps:20242924. Full description at Econpapers || Download paper | |
2024 | Investigation of multivariate pairs trading under copula approach with mixture distribution. (2024). Soleymani, Fazlollah ; Yarahmadi, Ali ; He, Fuli. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:472:y:2024:i:c:s0096300324001073. Full description at Econpapers || Download paper | |
2024 | Examining the bidirectional ripple effects in the NFT markets: Risky center or hedging center?. (2024). Rauf, Abdul ; Du, Yuting ; Naeem, Muhammad Abubakr ; Zhang, XU. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000194. Full description at Econpapers || Download paper | |
2024 | Narrow framing and under-diversification: Empirical evidence from Chinese households. (2024). Pantelous, Athanasios A ; Tang, Ruohua ; Xie, Yuxin ; Lu, Xiaomeng. In: China Economic Review. RePEc:eee:chieco:v:83:y:2024:i:c:s1043951x23001803. Full description at Econpapers || Download paper | |
2024 | Impacts of CEO-employee pay disparity on investor behavior and market dynamics: Evidence from laboratory asset markets. (2024). Chen, Shu ; Wang, Jiaqi ; Yang, Xiaolan. In: China Economic Review. RePEc:eee:chieco:v:88:y:2024:i:c:s1043951x24001718. Full description at Econpapers || Download paper | |
2024 | Pairs trading with costly short-selling. (2024). Xu, Jing ; Yang, Peiquan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:168:y:2024:i:c:s0165188924001337. Full description at Econpapers || Download paper | |
2024 | Green credit regulation and market efficiency: A perspective of irrational trading. (2024). Gao, Yihong ; Li, Haili. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:199-219. Full description at Econpapers || Download paper | |
2024 | Stock market extreme risk prediction based on machine learning: Evidence from the American market. (2024). Ren, Tingting ; Zhang, Siying ; Li, Shaofang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001669. Full description at Econpapers || Download paper | |
2024 | Climbing the ladder? The gender gap in art prices across artists’ cohorts in the Dutch art market. (2024). Teerink, Simone ; Prieto-Rodriguez, Juan ; Vecco, Marilena. In: European Economic Review. RePEc:eee:eecrev:v:163:y:2024:i:c:s0014292123002854. Full description at Econpapers || Download paper | |
2024 | Cooperative culture and the birth of modern enterprises in China: Evidence from the signing of the Treaty of Shimonoseki. (2024). Zhu, Jiong ; Cai, Yang. In: European Economic Review. RePEc:eee:eecrev:v:163:y:2024:i:c:s0014292124000266. Full description at Econpapers || Download paper | |
2024 | Across-time risk-aware strategies for outperforming a benchmark. (2024). Li, Yuying ; Forsyth, Peter A ; van Staden, Pieter M. In: European Journal of Operational Research. RePEc:eee:ejores:v:313:y:2024:i:2:p:776-800. Full description at Econpapers || Download paper | |
2025 | Portfolio default losses driven by idiosyncratic risks. (2025). Yang, Yang ; Tong, Zhiwei ; Chen, Shaoying. In: European Journal of Operational Research. RePEc:eee:ejores:v:320:y:2025:i:3:p:765-776. Full description at Econpapers || Download paper | |
2024 | Retail fund flows and performance: Insights from supervisory data. (2024). Hodula, Martin ; Bajzik, Josef ; Szabo, Milan. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000062. Full description at Econpapers || Download paper | |
2024 | Tail risks and private equity performance. (2024). Markarian, Garen ; Kurtovi, Hrvoje. In: Journal of Empirical Finance. RePEc:eee:empfin:v:75:y:2024:i:c:s092753982300124x. Full description at Econpapers || Download paper | |
2024 | Does media affect the rival response to acquisition targets?. (2024). Xu, Weidong ; Li, Donghui ; An, Zhe ; Gao, Xin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:76:y:2024:i:c:s0927539824000100. Full description at Econpapers || Download paper | |
2024 | Margin-buying, short-selling, and stock valuation: Why is the effect reversed over time in China?. (2024). Wan, Xiaoyuan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:76:y:2024:i:c:s0927539824000112. Full description at Econpapers || Download paper | |
2024 | The value of information in China’s connected market. (2024). Wang, Yuehan ; Chen, Keqi ; Zhu, Xiaoquan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000616. Full description at Econpapers || Download paper | |
2024 | In the mood for creativity: Sunshine-induced mood, inventor performance, and firm value. (2024). HSU, Po-Hsuan ; Podolski, Edward J ; Veeraraghavan, Madhu ; Chen, Yangyang. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000628. Full description at Econpapers || Download paper | |
2024 | Sustainability of renewable energy in China: Enhanced strategic investment and displaced R&D expenditure. (2024). Lin, Boqiang ; Wang, Siquan. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000203. Full description at Econpapers || Download paper | |
2024 | Factor models and investment strategies in the renewable energy sector. (2024). Miralles-Quiros, Maria Mar. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001919. Full description at Econpapers || Download paper | |
2024 | Safe haven properties of industrial stocks against ESG in the United States: Portfolio implication for sustainable investments. (2024). Imran, Zulfiqar Ali ; Ahad, Muhammad ; Ahmad, Mobeen ; Shahzad, Khurram ; Hameed, Imran. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004201. Full description at Econpapers || Download paper | |
2024 | Performance linkage in renewable energy supply chain: A comparative analysis with coal power and the entire industry. (2024). Lin, Boqiang ; Wang, Siquan. In: Energy Policy. RePEc:eee:enepol:v:193:y:2024:i:c:s0301421524002945. Full description at Econpapers || Download paper | |
2024 | Financial market integration: A complex and controversial journey. (2024). Paradiso, A ; Gufler, I ; Donadelli, M. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000322. Full description at Econpapers || Download paper | |
2024 | Does short selling reduce classification shifting?—— Exploration of market-oriented governance mechanism. (2024). Zhang, Junrui ; Bai, Xuelian ; He, Meng. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s105752192400125x. Full description at Econpapers || Download paper | |
2024 | An analysis of the market efficiency of the Chinese copper futures based on intertemporal and intermarket arbitrages. (2024). Ma, Zhen ; Qian, Siji ; Zhang, Huiming. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001753. Full description at Econpapers || Download paper | |
2024 | It is a small world: The effect of analyst-media school ties on analyst performance. (2024). Wang, Yinghuan ; Guo, Yongzhen. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001820. Full description at Econpapers || Download paper | |
2024 | Retail traders and co-movement: Evidence from Robinhood trading activity. (2024). faff, robert ; Oliver, Barry ; Haghighi, Afshin. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003636. Full description at Econpapers || Download paper | |
2024 | Fee structure and equity fund manager’s optimal locking in profits strategy. (2024). Dickinson, David ; Zhan, Yaosong ; Liu, Zhenya. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s105752192400543x. Full description at Econpapers || Download paper | |
2024 | Measuring speculation beyond day trading and bets on lottery-like stocks. (2024). De Winne, Rudy ; Dhondt, Catherine ; de Bondt, Werner. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005647. Full description at Econpapers || Download paper | |
2024 | When the tide wanes: A study of post systemic collapse portfolio management. (2024). Yu, Chen ; Lepone, Andrew. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006070. Full description at Econpapers || Download paper | |
2024 | Sunshine and bank lending. (2024). Zhu, Liyi ; Yuan, Chun ; Sun, Jian ; Qi, Xuanchang ; Li, Donghui. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006100. Full description at Econpapers || Download paper | |
2024 | Does high volatility increase connectedness? A study of Asian equity markets. (2024). Wiesen, Thomas ; Afatsao, Richard ; Oliyide, Johnson ; Adekoya, Oluwasegun Babatunde. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006677. Full description at Econpapers || Download paper | |
2024 | Bitcoin attention and economic policy uncertainty. (2024). Ordoez, Javier ; Monfort, Mercedes ; Lafuente, Juan A ; Gill-De, Belen. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012114. Full description at Econpapers || Download paper | |
2024 | Do banks with more able managers get better funding costs?. (2024). Nguyen, Van ; Tran, Dung Viet. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000126. Full description at Econpapers || Download paper | |
2024 | Winners and losers in investment competition – Experimental study. (2024). Lahav, Yaron ; Dafna, Hofit Hamrani ; Afik, Zvika. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000497. Full description at Econpapers || Download paper | |
2024 | Extreme Sentiment and Jumps in Analyst Forecast Dispersion. (2024). Zhu, Xiaoneng ; Chen, Kecai ; Li, Pan. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001430. Full description at Econpapers || Download paper | |
2024 | Dynamic graph reinforcement learning algorithm for portfolio management: A novel time–frequency correlated model. (2024). Nan, Shijing ; Ma, Cong. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324004033. Full description at Econpapers || Download paper | |
2024 | Geopolitical risk and the dynamics of REITs returns. (2024). Desfleurs, Aurelie ; Coen, Alain. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004677. Full description at Econpapers || Download paper | |
2024 | Foreign equity lookback options with partial monitoring. (2024). Ha, Hongjun ; Lee, Hangsuck ; Kong, Byungdoo. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s1544612324007566. Full description at Econpapers || Download paper | |
2024 | Abnormal stock returns and shorting around securities class action lawsuits: The role of pre-filing news releases. (2024). Saha, Sounak ; Sun, Licheng ; Stivers, Chris. In: Journal of Financial Markets. RePEc:eee:finmar:v:67:y:2024:i:c:s1386418123000666. Full description at Econpapers || Download paper | |
2024 | Oil information uncertainty and aggregate market returns: A natural experiment based on satellite data. (2024). Wang, Yudong ; Hao, Xianfeng ; Wu, Liangyu. In: Journal of Financial Markets. RePEc:eee:finmar:v:70:y:2024:i:c:s1386418124000314. Full description at Econpapers || Download paper | |
2024 | Margin trading, short selling, and information asymmetry. (2024). Zhang, Yeqing ; Xu, Minggang. In: Journal of Financial Markets. RePEc:eee:finmar:v:70:y:2024:i:c:s1386418124000442. Full description at Econpapers || Download paper | |
2024 | Structural shifts in bank credit ratings. (2024). Sifodaskalakis, Emmanouil ; Ioannidis, Christos ; Ballis, Antonis. In: Journal of Financial Stability. RePEc:eee:finsta:v:73:y:2024:i:c:s1572308924000573. Full description at Econpapers || Download paper | |
2024 | Diversification with globally integrated US stocks. (2024). Conlon, Thomas ; cotter, john ; Ropotos, Ioannis. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001579. Full description at Econpapers || Download paper | |
2024 | Digital finance era: Will individual investors become better players?. (2024). Yue, Pengpeng ; Guo, Jiaojiao ; Zhang, Xianjun ; Lu, Xiaomeng. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000015. Full description at Econpapers || Download paper | |
2024 | Someone like you: Lottery-like preference and the cross-section of expected returns in the cryptocurrency market. (2024). Liu, Weiyi ; Wang, YE ; Zhao, Xiaojuan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000234. Full description at Econpapers || Download paper | |
2024 | International crash risk premium. (2024). Chen, Steven Shu-Hsiu. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:94:y:2024:i:c:s1042443124000805. Full description at Econpapers || Download paper | |
2024 | Market timing with moving average distance: International evidence. (2024). Mugerman, Yevgeny ; Kaplanski, Guy ; Abudy, Menachem Meni. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:97:y:2024:i:c:s1042443124001318. Full description at Econpapers || Download paper | |
2024 | Conflicts of interest in subscriber-paid credit ratings. (2024). So, Eric ; Pundrich, Gabriel ; Gillette, Jacquelyn R ; Bonsall, Samuel B. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:77:y:2024:i:1:s0165410123000381. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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Year | Title | Type | Cited |
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2009 | Art and Money.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 52 | paper | |
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1999 | Global Stock Markets in the Twentieth Century In: Journal of Finance. [Full Text][Citation analysis] | article | 187 |
2001 | Careers and Survival: Competition and Risk in the Hedge Fund and CTA Industry In: Journal of Finance. [Full Text][Citation analysis] | article | 151 |
2003 | High‐Water Marks and Hedge Fund Management Contracts In: Journal of Finance. [Full Text][Citation analysis] | article | 143 |
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2007 | Efficiency and the Bear: Short Sales and Markets Around the World In: Journal of Finance. [Full Text][Citation analysis] | article | 363 |
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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 nother version. Agregated cites: 363 | 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 nother version. Agregated cites: 363 | paper | |
2008 | Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration In: Journal of Finance. [Full Text][Citation analysis] | article | 70 |
2012 | Tiebreaker: Certification and Multiple Credit Ratings In: Journal of Finance. [Full Text][Citation analysis] | article | 126 |
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1997 | COGNITIVE DISSONANCE AND MUTUAL FUND INVESTORS In: Journal of Financial Research. [Full Text][Citation analysis] | article | 152 |
1995 | Clustering Methods for Real Estate Portfolios In: Real Estate Economics. [Full Text][Citation analysis] | article | 21 |
1998 | Clustering 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 | |
2002 | The Bias of the RSR Estimator and the Accuracy of Some Alternatives In: Real Estate Economics. [Full Text][Citation analysis] | article | 23 |
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 nother version. Agregated cites: 23 | 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 nother version. Agregated cites: 23 | paper | |
2018 | Les compagnies de moulins en Occitanie : émergence et gouvernance de sociétés par actions multiséculaires In: Revue d'économie financière. [Full Text][Citation analysis] | article | 0 |
2004 | Portfolio Diversification, Proximity Investment and City Agglomeration In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 11 |
2005 | Portfolio Diversification, Proximity Investment and City Agglomeration.(2005) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
2004 | Disposition Matters: Volume, Volatility and Price Impact of Behavioural Bias In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 22 |
2003 | Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias.(2003) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | paper | |
2003 | Disposition Matters: Volume, Volatility and PriceImpact of a Behavioral Bias.(2003) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | paper | |
2004 | Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias.(2004) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | paper | |
2005 | Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias.(2005) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | paper | |
2005 | Disposition Matters: Volume, Volatility and Price Impact of Behavioral Bias.(2005) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | paper | |
2004 | Dispersion of Opinion and Stock Returns In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 44 |
2005 | Dispersion of opinion and stock returns.(2005) In: Journal of Financial Markets. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 44 | article | |
2005 | Dispersion of Opinion and Stock Returns.(2005) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 44 | paper | |
1999 | Re-Emerging Markets In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 51 |
1997 | Re-emerging Markets.(1997) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 51 | paper | |
1998 | Re-Emerging Markets.(1998) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 51 | paper | |
2000 | Re-emerging Markets.(2000) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 51 | paper | |
2000 | Monthly Measurement of Daily Timers In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 79 |
2000 | Monthly Measurement of Daily Timers.(2000) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 79 | paper | |
2001 | Day Trading International Mutual Funds: Evidence and Policy Solutions In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 51 |
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 nother version. Agregated cites: 51 | paper | |
2002 | Daily Momentum and Contrarian Behavior of Index Fund Investors In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 89 |
2000 | Daily Momentum and Contrarian Behavior of Index Fund Investors.(2000) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 89 | 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 nother version. Agregated cites: 89 | 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 nother version. Agregated cites: 89 | paper | |
2014 | The Economics of Aesthetics and Three Centuries of Art Price Records In: HEC Research Papers Series. [Full Text][Citation analysis] | paper | 1 |
2014 | The Economics of Aesthetics and Three Centuries of Art Price Records.(2014) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2015 | The economics of aesthetics and record prices for art since 1701 In: Explorations in Economic History. [Full Text][Citation analysis] | article | 19 |
2001 | A new historical database for the NYSE 1815 to 1925: Performance and predictability In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 57 |
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 nother version. Agregated cites: 57 | 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 nother version. Agregated cites: 57 | paper | |
2012 | Trust and delegation In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 30 |
2009 | Trust and Delegation.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
2013 | New evidence on the first financial bubble In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 49 |
2009 | New Evidence on the First Financial Bubble.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 49 | paper | |
2018 | Momentum in Imperial Russia In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 13 |
2015 | Momentum in Imperial Russia.(2015) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
2019 | The present value relation over six centuries: The case of the Bazacle company In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 5 |
2019 | The 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: 5 | paper | |
2017 | The Present Value Relation Over Six Centuries: The Case of the Bazacle Company.(2017) In: TSE Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
1997 | Mutual fund styles In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 127 |
1998 | Mutual Fund Styles.(1998) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 127 | paper | |
1994 | Homogeneous Groupings of Metropolitan Housing Markets In: Journal of Housing Economics. [Full Text][Citation analysis] | article | 6 |
1998 | Risks and Incentives in Underserved Mortgage Markets In: Journal of Housing Economics. [Full Text][Citation analysis] | article | 2 |
1996 | Risks and Incentives in Underserved Mortgage Markets.(1996) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has nother 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 | 2 |
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 nother version. Agregated cites: 2 | 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 nother version. Agregated cites: 2 | paper | |
2016 | Beauty is in the bid of the beholder: An empirical basis for style In: Research in Economics. [Full Text][Citation analysis] | article | 5 |
1988 | The effect of the \triple witching hour\ on stock market volatility In: Economic Review. [Citation analysis] | article | 0 |
1992 | Non-temporal Components of Residential Real Estate Appreciation. In: Columbia - Graduate School of Business. [Citation analysis] | paper | 32 |
1995 | Non-temporal Components of Residential Real Estate Appreciation..(1995) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 32 | article | |
1992 | Safety First Portfolio Choice. In: Columbia - Graduate School of Business. [Citation analysis] | paper | 1 |
1992 | Market Response to Mutual Fund Performance. In: Columbia - Graduate School of Business. [Citation analysis] | paper | 2 |
1993 | Attrition and Mutual Fund Performance. In: Columbia - Graduate School of Business. [Citation analysis] | paper | 7 |
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 | 6 |
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 | 78 |
1993 | The 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 | |
1990 | THE ACCURACY OF REAL ESTIMATE INDICES: REPEAT SALE ESTIMATORS. In: Columbia - Graduate School of Business. [Citation analysis] | paper | 71 |
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 nother version. Agregated cites: 71 | 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 nother 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 nother 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 nother version. Agregated cites: 0 | paper | |
1998 | The Japanese Open-End Fund Puzzle In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. [Citation analysis] | paper | 11 |
1998 | The Japanese Open-End Fund Puzzle.(1998) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
2001 | The Japanese Open-End Fund Puzzle..(2001) In: The Journal of Business. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | article | |
1998 | The Dow Theory: William Peter Hamiltons Track Record Re-Considered In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. [Citation analysis] | paper | 34 |
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 nother version. Agregated cites: 34 | 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 nother version. Agregated cites: 34 | 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 | 25 |
1998 | Hedge Funds and the Asian Currency Crisis of 1997.(1998) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | 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 nother version. Agregated cites: 25 | paper | |
2013 | The pricing of soft and hard information: economic lessons from screenplay sales In: Journal of Cultural Economics. [Full Text][Citation analysis] | article | 10 |
2019 | Art and gender: market bias or selection bias? In: Journal of Cultural Economics. [Full Text][Citation analysis] | article | 17 |
1997 | A Spatial Model of Housing Returns and Neighborhood Substitutability. In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 30 |
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 nother version. Agregated cites: 30 | 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 nother version. Agregated cites: 30 | 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 | 33 |
2012 | The Subprime Crisis and House Price Appreciation In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 61 |
2009 | The Subprime Crisis and House Price Appreciation.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 61 | 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 | 15 |
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 nother version. Agregated cites: 15 | paper | |
2014 | Dutch Securities for American Land Speculation in the Late Eighteenth Century In: NBER Chapters. [Full Text][Citation analysis] | chapter | 6 |
2013 | Competition among University Endowments In: NBER Chapters. [Full Text][Citation analysis] | chapter | 11 |
2012 | Competition Among University Endowments.(2012) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
2003 | Does Governance Matter? The Case of Art Museums In: NBER Chapters. [Full Text][Citation analysis] | chapter | 2 |
2004 | Portfolio Diversification and City Agglomeration In: NBER Working Papers. [Full Text][Citation analysis] | paper | 12 |
2004 | Fibonacci and the Financial Revolution In: NBER Working Papers. [Full Text][Citation analysis] | paper | 11 |
2004 | Fibonacci and the Financial Revolution.(2004) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
2004 | Fibonacci and the Financial Revolution.(2004) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | 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 | 63 |
2006 | British Investment Overseas 1870-1913: A Modern Portfolio Theory Approach.(2006) In: Review of Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 63 | 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 nother version. Agregated cites: 63 | paper | |
2009 | Risk Aversion and Clientele Effects In: NBER Working Papers. [Full Text][Citation analysis] | paper | 2 |
2010 | Securitization in the 1920s In: NBER Working Papers. [Full Text][Citation analysis] | paper | 8 |
2014 | Testing Asset Pricing Theory on Six Hundred Years of Stock Returns: Prices and Dividends for the Bazacle Company from 1372 to 1946 In: NBER Working Papers. [Full Text][Citation analysis] | paper | 2 |
2015 | The Development of Corporate Governance in Toulouse: 1372-1946 In: NBER Working Papers. [Full Text][Citation analysis] | paper | 2 |
2015 | Bubble Investing: Learning from History In: NBER Working Papers. [Full Text][Citation analysis] | paper | 16 |
2016 | Crash Beliefs From Investor Surveys In: NBER Working Papers. [Full Text][Citation analysis] | paper | 22 |
2021 | Real and Private-Value Assets In: NBER Working Papers. [Full Text][Citation analysis] | paper | 8 |
2022 | Evidence on Retrieved Context: How History Matters In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2022 | Cohort Effects on Expected Co-Movement In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2022 | Crash Narratives In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | Selection-Neglect in the NFT Bubble In: NBER Working Papers. [Full Text][Citation analysis] | paper | 1 |
2023 | Convergent Evolution Toward the Joint-Stock Company In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2024 | Procyclical Stocks Earn Higher Returns In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2024 | Emotions and Subjective Crash Beliefs In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
1997 | A Century of Global Stock Markets In: NBER Working Papers. [Full Text][Citation analysis] | paper | 9 |
2000 | A Century of Global Stock Markets.(2000) In: NBER Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2004 | A Century of Global Stock Markets.(2004) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2000 | A Century of Global Stock Markets.(2000) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | 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 nother version. Agregated cites: 1 | paper | |
2008 | Positive Portfolio Factors.(2008) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
1998 | High Water Marks In: NBER Working Papers. [Full Text][Citation analysis] | paper | 23 |
2004 | High Water Marks.(2004) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | paper | |
1999 | Pairs Trading: Performance of a Relative Value Arbitrage Rule In: NBER Working Papers. [Full Text][Citation analysis] | paper | 241 |
2006 | Pairs Trading: Performance of a Relative-Value Arbitrage Rule.(2006) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 241 | 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 nother version. Agregated cites: 241 | 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 nother version. Agregated cites: 241 | 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 nother version. Agregated cites: 241 | paper | |
1999 | Index Funds and Stock Market Growth In: NBER Working Papers. [Full Text][Citation analysis] | paper | 91 |
2003 | Index Funds and Stock Market Growth.(2003) In: The Journal of Business. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 91 | article | |
1999 | Index Funds and Stock Market Growth.(1999) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 91 | paper | |
1998 | Index Funds and Stock Market Growth.(1998) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 91 | paper | |
2000 | Global Real Estate Markets - Cycles and Fundamentals In: NBER Working Papers. [Full Text][Citation analysis] | paper | 66 |
1999 | Global Real Estate Markets: Cycles And Fundamentals.(1999) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 66 | paper | |
2001 | Global Real Estate Markets: Cycles And Fundamentals.(2001) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 66 | paper | |
2001 | Hedge Funds With Style In: NBER Working Papers. [Full Text][Citation analysis] | paper | 42 |
2001 | Hedge Funds With Style.(2001) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 42 | paper | |
2008 | Hedge Funds With Style.(2008) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 42 | paper | |
2001 | Long-Term Global Market Correlations In: NBER Working Papers. [Full Text][Citation analysis] | paper | 338 |
2005 | Long-Term Global Market Correlations.(2005) In: The Journal of Business. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 338 | article | |
2008 | Long-Term Global Market Correlations.(2008) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 338 | paper | |
2001 | Equity Portfolio Diversification In: NBER Working Papers. [Full Text][Citation analysis] | paper | 408 |
2008 | Equity Portfolio Diversification.(2008) In: Review of Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 408 | article | |
2004 | Equity Portfolio Diversification.(2004) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 408 | paper | |
2001 | Equity Portfolio Diversification.(2001) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 408 | paper | |
2002 | Sharpening Sharpe Ratios In: NBER Working Papers. [Full Text][Citation analysis] | paper | 51 |
2002 | Sharpening Sharpe Ratios.(2002) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 51 | paper | |
2002 | Sharpening Sharpe Ratios.(2002) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 51 | paper | |
2003 | Fees on Fees in Funds of Funds In: NBER Working Papers. [Full Text][Citation analysis] | paper | 42 |
2005 | FEES ON FEES IN FUNDS OF FUNDS.(2005) In: World Scientific Book Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 42 | chapter | |
2004 | Fees on Fees in Funds of Funds.(2004) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 42 | paper | |
2009 | Fees on Fees in Funds of Funds.(2009) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 42 | paper | |
2003 | Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares In: NBER Working Papers. [Full Text][Citation analysis] | paper | 14 |
2003 | Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows In: NBER Working Papers. [Full Text][Citation analysis] | paper | 50 |
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 nother version. Agregated cites: 50 | 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 nother version. Agregated cites: 50 | paper | |
2011 | The Efficient Market Theory and Evidence: Implications for Active Investment Management In: Foundations and Trends(R) in Finance. [Full Text][Citation analysis] | article | 3 |
2015 | Weather-Induced Mood, Institutional Investors, and Stock Returns In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 102 |
2006 | The Equity Risk Premium: Essays and Explorations In: OUP Catalogue. [Citation analysis] | book | 14 |
2011 | A Shareholder Lawsuit in Fourteenth-Century Toulouse In: Palgrave Macmillan Books. [Citation analysis] | chapter | 0 |
2016 | Introduction In: Introductory Chapters. [Full Text][Citation analysis] | chapter | 0 |
2016 | Money Changes Everything: How Finance Made Civilization Possible In: Economics Books. [Citation analysis] | book | 38 |
2014 | Is trading behavior stable across contexts? Evidence from style and multi-style investors In: Quantitative Finance. [Full Text][Citation analysis] | article | 4 |
1997 | Rejoinder: The J-Shape Of Performance Persistence Given Survivorship Bias In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 4 |
2006 | Estimating House Price Indexes in the Presence of Seller Reservation Prices In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 44 |
1993 | Patterns in Three Centuries of Stock Market Prices. In: The Journal of Business. [Full Text][Citation analysis] | article | 26 |
1995 | A Longer Look at Dividend Yields. In: The Journal of Business. [Full Text][Citation analysis] | article | 27 |
1998 | A Longer Look at Dividend Yields.(1998) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | paper | |
1999 | Offshore Hedge Funds: Survival and Performance, 1989-95. In: The Journal of Business. [Full Text][Citation analysis] | article | 150 |
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 | 8 |
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 nother 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 | 3 |
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 nother version. Agregated cites: 3 | paper | |
2001 | The Development Of Corporate Performance Measures: Benchmarks Before EVA In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 2 |
2000 | Behavioral Factors in Mutual Fund Flows In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 27 |
2001 | Behavioral Factors in Mutual Fund Flows.(2001) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | paper | |
2001 | The Policy Implications of Portfolio Choice in Underserved Mortgage Markets In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 10 |
2001 | Heterogeneity of Trade and Stock Returns. Evidence from Index Fund Investors In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 2 |
2003 | Dispersion of Opinion and Stock Returns: Evidence from Index Fund Investors In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 0 |
2009 | China and the World Financial Markets 1870-1930: Modern Lessons From Historical Globalization (English Version) In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 1 |
2004 | Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares (English version) In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 15 |
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 nother version. Agregated cites: 15 | paper | |
2003 | Estimating Indices in the Presence of Seller Reservation Prices In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 1 |
2009 | The Impact of Clientele Changes: Evidence from Stock Splits In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 0 |
2006 | Home Equity Insurance: A Pilot Project In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 8 |
2003 | Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares (Russian Version) In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 14 |
2003 | Diversification Decisions of Individual Investors and Asset Prices In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 9 |
2006 | Bubble Investors: What Were They Thinking? In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 4 |
2005 | History and the Equity Risk Premium In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 10 |
2005 | More Social Security, Not Less In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 4 |
2009 | Short-Sales in Global Perspective In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 2 |
2005 | Why Do Individual Investors Hold Under-Diversified Portfolios? In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 22 |
2004 | Will History Rhyme? The Past as Financial Future In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 0 |
2005 | The Performance of Real Estate Portfolios: A Simulation Approach In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 6 |
2005 | Institutional Perspectives on Real Estate Investing: The Role of Risk and Uncertainty In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 10 |
1998 | An Emerging Market: The NYSE From 1815 to 1871 In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 1 |
2004 | An Emerging Market: The NYSE From 1815 to 1871.(2004) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2000 | The Effect of Seller Reserves on Market Index Estimation In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 0 |
1996 | Suburbs and Cities In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 1 |
2001 | Two Decades Of Commercial Property Returns: A NCREIF Index Using Independent Appraisals In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 0 |
2008 | The Open-End Japanese Mutual Fund Puzzle In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 0 |
2004 | China and the World Financial Markets 1870-1930: In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 2 |
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