38
H index
77
i10 index
5524
Citations
William Goetzmann : Citation Profile
Yale University | 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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36 years (1988 - 2024). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with William Goetzmann. | Is cited by:
| Cites to:
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Main data
Where William Goetzmann has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Yale School of Management Working Papers / Yale School of Management | 96 |
| NBER Working Papers / National Bureau of Economic Research, Inc | 49 |
| CEPR Discussion Papers / C.E.P.R. Discussion Papers | 3 |
| Post-Print / HAL | 2 |
Recent works citing William Goetzmann (2024 and 2023)
| Year | Title of citing document | |
|---|---|---|
| 2024 | . Full description at Econpapers || Download paper | |
| 2023 | Excursion Risk. (2020). Cont, Rama ; Ananova, Anna ; Xu, Renyuan. In: Papers. RePEc:arx:papers:2011.02870. 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 | |
| 2023 | Does non-linear factorization of financial returns help build better and stabler portfolios?. (2022). Hardle, Wolfgang Karl ; Spilak, Bruno. In: Papers. RePEc:arx:papers:2204.02757. Full description at Econpapers || Download paper | |
| 2023 | Publication Bias in Asset Pricing Research. (2022). Zimmermann, Tom ; Chen, Andrew Y. In: Papers. RePEc:arx:papers:2209.13623. Full description at Econpapers || Download paper | |
| 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 | |
| 2023 | Select 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. 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 | |
| 2023 | Real-time Trading System based on Selections of Potentially Profitable, Uncorrelated, and Balanced Stocks by NP-hard Combinatorial Optimization. (2023). Yamasaki, Masaya ; Kashimata, Tomoya ; Nakayama, Jun ; Hidaka, Ryo ; Tatsumura, Kosuke. In: Papers. RePEc:arx:papers:2307.06339. Full description at Econpapers || Download paper | |
| 2023 | Pairs Trading: An Optimal Selling Rule with Constraints. (2023). Zhang, Qing ; Wu, Zhen ; Tie, Jingzhi ; Liu, Ruyi. In: Papers. RePEc:arx:papers:2307.15300. 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 | |
| 2023 | C++ Design Patterns for Low-latency Applications Including High-frequency Trading. (2023). Gunduz, Burak ; Bilokon, Paul. In: Papers. RePEc:arx:papers:2309.04259. 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 | |
| 2023 | Copula-based deviation measure of cointegrated financial assets. (2023). Shulzhenko, Alexander. In: Papers. RePEc:arx:papers:2312.02081. 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 | |
| 2023 | Difference 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. Full description at Econpapers || Download paper | |
| 2023 | Role of OTC options in stock price efficiency: Evidence from the Chinese market. (2023). Lv, Dayong ; Diao, Xundi ; Zhou, Yaping. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:4:p:4629-4655. Full description at Econpapers || Download paper | |
| 2023 | Does 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. Full description at Econpapers || Download paper | |
| 2023 | Digital 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. Full description at Econpapers || Download paper | |
| 2023 | Financial 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. 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 | |
| 2023 | The 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. Full description at Econpapers || Download paper | |
| 2023 | Role of weather in the natural gas market: Insights from the STL?GARCH?W method. (2023). Pan, Zhigang ; Huang, Yisu ; Xia, Zhenglan ; Peng, Lijuan. In: International Finance. RePEc:bla:intfin:v:26:y:2023:i:3:p:304-323. Full description at Econpapers || Download paper | |
| 2023 | Short?sellers at home and abroad: Their respective roles in the price discovery of cross?listed firms. (2021). Tourani-Rad, Alireza ; Chen, Jun ; Yang, Ting ; Xiang, JU ; Touranirad, Alireza. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:3:p:1013-1038. Full description at Econpapers || Download paper | |
| 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 | |
| 2023 | Stability, Asymmetry and Seasonality of Fund Performance: An Analysis of Australian Multiâ€sector Managed Funds. (2004). faff, robert ; Holmes, Kathryn A. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:31:y:2004:i:3-4:p:539-578. Full description at Econpapers || Download paper | |
| 2023 | The 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. Full description at Econpapers || Download paper | |
| 2023 | Naïve 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. Full description at Econpapers || Download paper | |
| 2023 | Credit Ratings and Investments. (2023). Vlahu, Razvan ; Peia, Oana ; Bayona, Anna. In: Working Papers. RePEc:dnb:dnbwpp:776. Full description at Econpapers || Download paper | |
| 2023 | In-sample or out-of-sample tests of predictability: which one should we use?. (2002). Kilian, Lutz ; Inoue, Atsushi. In: Working Paper Series. RePEc:ecb:ecbwps:20020195. 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 | |
| 2023 | Impact 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. Full description at Econpapers || Download paper | |
| 2023 | Does 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. Full description at Econpapers || Download paper | |
| 2023 | Extreme 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. Full description at Econpapers || Download paper | |
| 2023 | Impact 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. Full description at Econpapers || Download paper | |
| 2023 | A 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. Full description at Econpapers || Download paper | |
| 2023 | The impact of more able managers on corporate trade credit. (2023). Wang, Hongxia ; Ngo, Thanh ; James, Hui Liang. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:40:y:2023:i:c:s2214635023000710. 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 | |
| 2023 | Why 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. Full description at Econpapers || Download paper | |
| 2023 | Short-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. 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 | |
| 2023 | Sunshine-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. Full description at Econpapers || Download paper | |
| 2023 | The role of environmental, social, and governance rating on corporate debt structure. (2023). Asimakopoulos, Panagiotis ; Li, Xinyu. In: Journal of Corporate Finance. RePEc:eee:corfin:v:83:y:2023:i:c:s0929119923001372. Full description at Econpapers || Download paper | |
| 2023 | Interest 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. Full description at Econpapers || Download paper | |
| 2023 | Hedge 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. Full description at Econpapers || Download paper | |
| 2023 | Nonparametric 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. 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 | |
| 2023 | Portfolio 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. Full description at Econpapers || Download paper | |
| 2023 | Economic 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. Full description at Econpapers || Download paper | |
| 2023 | To 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. Full description at Econpapers || Download paper | |
| 2023 | Generalizing 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. Full description at Econpapers || Download paper | |
| 2023 | Hedge 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. Full description at Econpapers || Download paper | |
| 2023 | Taking stock of long-horizon predictability tests: Are factor returns predictable?. (2023). KOSTAKIS, ALEXANDROS ; Magdalinos, Tassos ; Stamatogiannis, Michalis P. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407623000052. 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 | |
| 2023 | Pairs 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. 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 | |
| 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 | |
| 2023 | Acute 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. Full description at Econpapers || Download paper | |
| 2023 | Overlapping 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. Full description at Econpapers || Download paper | |
| 2023 | Allocation 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. Full description at Econpapers || Download paper | |
| 2023 | How 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. Full description at Econpapers || Download paper | |
| 2023 | Managerial ability and financial statement disaggregation decisions. (2023). Chen, Yan-Shing ; Bui, Dien Giau ; Lin, Chih-Yung. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000944. 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 | |
| 2023 | Higher-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. Full description at Econpapers || Download paper | |
| 2023 | Effect 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. 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 | |
| More than 100 citations found, this list is not complete... |
William Goetzmann has edited the books:
| Year | Title | Type | Cited |
|---|
Works by William Goetzmann:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2011 | Art and Money In: American Economic Review. [Full Text][Citation analysis] | article | 52 |
| 2011 | Art and Money.(2011) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 52 | paper | |
| 2009 | Art and Money.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 52 | paper | |
| 2010 | Art and Money.(2010) In: Discussion Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 52 | paper | |
| 2010 | Art and Money.(2010) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 52 | paper | |
| 1993 | Accounting for Taste: Art and the Financial Markets over Three Centuries. In: American Economic Review. [Full Text][Citation analysis] | article | 194 |
| 2007 | China and the world financial markets 1870-1939: Modern lessons from historical globalization -super-1 In: Economic History Review. [Full Text][Citation analysis] | article | 6 |
| 2005 | Rain or Shine: Where is the Weather Effect? In: European Financial Management. [Full Text][Citation analysis] | article | 111 |
| 2003 | Rain or Shine: Where is the Weather Effect?.(2003) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 111 | paper | |
| 2004 | Rain or Shine: Where is the Weather Effect?.(2004) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 111 | paper | |
| 2009 | Rain or Shine: Where is the Weather Effect?.(2009) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 111 | paper | |
| 2018 | Investment beliefs of endowments In: European Financial Management. [Full Text][Citation analysis] | article | 7 |
| 2018 | Negative bubbles: What happens after a crash In: European Financial Management. [Full Text][Citation analysis] | article | 17 |
| 2017 | Negative Bubbles: What Happens After a Crash.(2017) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
| 1990 | THE PERFORMANCE OF REAL ESTATE AS AN ASSET CLASS In: Journal of Applied Corporate Finance. [Full Text][Citation analysis] | article | 43 |
| 1993 | Testing the Predictive Power of Dividend Yields. In: Journal of Finance. [Full Text][Citation analysis] | article | 162 |
| 1992 | Testing the Predictive Power of Dividend Yields..(1992) In: Columbia - Graduate School of Business. [Citation analysis] This paper has nother version. Agregated cites: 162 | paper | |
| 1990 | TESTING THE PREDICTIVE POWER OF DIVIDEND YIELDS..(1990) In: Columbia - Graduate School of Business. [Citation analysis] This paper has nother version. Agregated cites: 162 | paper | |
| 1995 | Performance Persistence. In: Journal of Finance. [Full Text][Citation analysis] | article | 354 |
| 2005 | Performance Persistence.(2005) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 354 | paper | |
| 1995 | Survival. In: Journal of Finance. [Full Text][Citation analysis] | article | 49 |
| 1999 | Global Stock Markets in the Twentieth Century In: Journal of Finance. [Full Text][Citation analysis] | article | 185 |
| 2001 | Careers and Survival: Competition and Risk in the Hedge Fund and CTA Industry In: Journal of Finance. [Full Text][Citation analysis] | article | 149 |
| 2003 | High-Water Marks and Hedge Fund Management Contracts In: Journal of Finance. [Full Text][Citation analysis] | article | 136 |
| 2001 | High-Water Marks and Hedge Fund Management Contracts.(2001) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 136 | paper | |
| 2001 | High-Water Marks and Hedge Fund Management Contracts.(2001) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 136 | paper | |
| 2007 | Efficiency and the Bear: Short Sales and Markets Around the World In: Journal of Finance. [Full Text][Citation analysis] | article | 358 |
| 2003 | Efficiency 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: 358 | paper | |
| 2004 | Efficiency and the Bear: Short Sales and Markets around the World.(2004) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 358 | paper | |
| 2003 | Efficiency and the Bear: Short Sales and Markets around the World.(2003) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 358 | 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: 358 | 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 | 124 |
| 2009 | Tiebreaker: Certification and Multiple Credit Ratings.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 124 | paper | |
| 2018 | Estimating Private Equity Returns from Limited Partner Cash Flows In: Journal of Finance. [Full Text][Citation analysis] | article | 33 |
| 1997 | COGNITIVE DISSONANCE AND MUTUAL FUND INVESTORS In: Journal of Financial Research. [Full Text][Citation analysis] | article | 150 |
| 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 | 43 |
| 2005 | Dispersion of opinion and stock returns.(2005) In: Journal of Financial Markets. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 43 | 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: 43 | paper | |
| 1999 | Re-Emerging Markets In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 49 |
| 1997 | Re-emerging Markets.(1997) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 49 | paper | |
| 1998 | Re-Emerging Markets.(1998) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 49 | paper | |
| 2000 | Re-emerging Markets.(2000) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 49 | paper | |
| 2000 | Monthly Measurement of Daily Timers In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 78 |
| 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: 78 | paper | |
| 2001 | Day Trading International Mutual Funds: Evidence and Policy Solutions In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 49 |
| 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: 49 | 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 | 56 |
| 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: 56 | 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: 56 | 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 | 47 |
| 2009 | New Evidence on the First Financial Bubble.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 47 | 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 | 4 |
| 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: 4 | 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: 4 | 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 | 1 |
| 2002 | An Analysis of the Relative Performance of Japanese and Foreign Money Management.(2002) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2004 | An Analysis of the Relative Performance of Japanese and Foreign Money Management.(2004) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2016 | Beauty is in the bid of the beholder: An empirical basis for style In: Research in Economics. [Full Text][Citation analysis] | article | 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 | 29 |
| 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: 29 | 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: 29 | 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 | 61 |
| 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: 61 | 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: 61 | 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 | 21 |
| 2021 | Real and Private-Value Assets In: NBER Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 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 | 238 |
| 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: 238 | 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: 238 | 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: 238 | 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: 238 | 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 | 333 |
| 2005 | Long-Term Global Market Correlations.(2005) In: The Journal of Business. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 333 | 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: 333 | paper | |
| 2001 | Equity Portfolio Diversification In: NBER Working Papers. [Full Text][Citation analysis] | paper | 400 |
| 2008 | Equity Portfolio Diversification.(2008) In: Review of Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 400 | article | |
| 2004 | Equity Portfolio Diversification.(2004) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 400 | paper | |
| 2001 | Equity Portfolio Diversification.(2001) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 400 | paper | |
| 2002 | Sharpening Sharpe Ratios In: NBER Working Papers. [Full Text][Citation analysis] | paper | 49 |
| 2002 | Sharpening Sharpe Ratios.(2002) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 49 | paper | |
| 2002 | Sharpening Sharpe Ratios.(2002) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 49 | 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 | 51 |
| 2002 | Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows.(2002) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 51 | paper | |
| 2008 | Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows.(2008) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 51 | paper | |
| 2011 | The Efficient Market Theory and Evidence: Implications for Active Investment Management In: Foundations and Trends(R) in Finance. [Full Text][Citation analysis] | article | 3 |
| 2015 | Weather-Induced Mood, Institutional Investors, and Stock Returns In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 95 |
| 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 | 29 |
| 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: 29 | paper | |
| 1999 | Offshore Hedge Funds: Survival and Performance, 1989-95. In: The Journal of Business. [Full Text][Citation analysis] | article | 147 |
| 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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