William Goetzmann : Citation Profile

Yale University

38

H index

77

i10 index

5770

Citations

RESEARCH PRODUCTION:

60

Articles

179

Papers

2

Books

7

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   38 years (1988 - 2026). See details.
   Cites by year: 151
   Journals where William Goetzmann has often published
   Relations with other researchers
   Recent citing documents: 240.    Total self citations: 59 (1.01 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgo59
   Updated: 2026-03-28    RAS profile: 2025-04-24    
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Relations with other researchers

Works with:

Watanabe, Masahiro (4)

Kim, Dasol (2)

Shiller, Robert (2)

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

Is cited by:

Renneboog, Luc (62)

Spaenjers, Christophe (40)

Szafarz, Ariane (36)

Lo, Andrew (33)

Kräussl, Roman (33)

OOSTERLINCK, Kim (32)

Brown, Stephen (26)

Campbell, John (25)

Turner, John (25)

Муравьев, Александр (24)

Verbeek, Marno (23)

Cites to:

Shleifer, Andrei (60)

Shiller, Robert (38)

Brown, Stephen (25)

Vishny, Robert (21)

Spaenjers, Christophe (17)

Titman, Sheridan (14)

Grinblatt, Mark (14)

Rajan, Raghuram (13)

Summers, Lawrence (13)

Campbell, John (12)

Renneboog, Luc (11)

Main data

Where William Goetzmann has published?

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

Working Papers Series with more than one paper published# docs
Yale School of Management Working Papers / Yale School of Management96
NBER Working Papers / National Bureau of Economic Research, Inc53
CEPR Discussion Papers / C.E.P.R. Discussion Papers3
Post-Print / HAL2

Recent works citing William Goetzmann (2026 and 2025)

YearTitle of citing document
2025Estimation of Ornstein-Uhlenbeck Process Using Ultra-High-Frequency Data with Application to Intraday Pairs Trading Strategy. (2022). Hol, Vladim'Ir ; Tomanov, Petra. In: Papers. RePEc:arx:papers:1811.09312.

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2025Model-free Analysis of Dynamic Trading Strategies. (2025). Xu, Renyuan ; Cont, Rama ; Ananova, Anna. In: Papers. RePEc:arx:papers:2011.02870.

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2024Nash equilibria for relative investors with (non)linear price impact. (2024). Goll, Tamara ; Bauerle, Nicole. In: Papers. RePEc:arx:papers:2303.18161.

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2026A hidden Markov model for statistical arbitrage in international crude oil futures markets. (2024). Fanelli, Viviana ; Rotondi, Francesco ; Fontana, Claudio. In: Papers. RePEc:arx:papers:2309.00875.

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2024Measuring the performance of investments in information security startups: An empirical analysis by cybersecurity sectors using Crunchbase data. (2024). Humbert, Mathias ; Mar, Loic ; David, Dimitri Percia ; Mermoud, Alain. In: Papers. RePEc:arx:papers:2402.04765.

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2024The Democratization of Wealth Management: Hedged Mutual Fund Blockchain Protocol. (2024). Kashyap, Ravi. In: Papers. RePEc:arx:papers:2405.02302.

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2024Modern Portfolio Diversification with Arte-Blue Chip Index. (2024). , Maxime ; Levy, Simon. In: Papers. RePEc:arx:papers:2409.18816.

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2024Do Activists Align with Larger Mutual Funds?. (2024). Jha, Manish. In: Papers. RePEc:arx:papers:2411.16553.

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2025Smart leverage? Rethinking the role of Leveraged Exchange Traded Funds in constructing portfolios to beat a benchmark. (2025). Li, Yuying ; van Staden, Pieter ; Forsyth, Peter. In: Papers. RePEc:arx:papers:2412.05431.

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2025The Role of Deep Learning in Financial Asset Management: A Systematic Review. (2025). Reis, Pedro ; Serra, Ana Paula ; Gama, Joao. In: Papers. RePEc:arx:papers:2503.01591.

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2025N-player and mean field games among fund managers considering excess logarithmic returns. (2025). Guan, Guohui ; Liang, Zongxia ; Hu, Jiaqi. In: Papers. RePEc:arx:papers:2503.02722.

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2025Relative portfolio optimization via a value at risk based constraint. (2025). Bauerle, Nicole ; Goll, Tamara. In: Papers. RePEc:arx:papers:2503.20340.

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2025On Bitcoin Price Prediction. (2025). Bournassenko, Gr'Egory. In: Papers. RePEc:arx:papers:2504.18982.

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2026Can LLM-based Financial Investing Strategies Outperform the Market in Long Run?. (2025). Li, Weixian Waylon ; Kim, Hyeonjun ; Ma, Tiejun ; Cucuringu, Mihai. In: Papers. RePEc:arx:papers:2505.07078.

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2025Optimising cryptocurrency portfolios through stable clustering of price correlation networks. (2025). Kobayashi, Ryota ; Jing, Ruixue ; Correa, Luis Enrique. In: Papers. RePEc:arx:papers:2505.24831.

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2025Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling. (2025). Limmer, Yannick ; Buehler, Hans ; Horvath, Blanka ; Schmidt, Thorsten. In: Papers. RePEc:arx:papers:2506.07299.

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2025Heterogeneous Exposures to Systematic and Idiosyncratic Risk across Crypto Assets: A Divide-and-Conquer Approach. (2025). Sarafidis, Vasilis ; Fernandez Bariviera, Aurelio ; Aslanidis, Nektarios ; Kapetanios, George. In: Papers. RePEc:arx:papers:2506.21100.

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2025Time Series Foundation Models for Multivariate Financial Time Series Forecasting. (2025). Marconi, Ben A. In: Papers. RePEc:arx:papers:2507.07296.

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2025A Framework for Predictive Directional Trading Based on Volatility and Causal Inference. (2025). Letteri, Ivan. In: Papers. RePEc:arx:papers:2507.09347.

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2025Statistical Arbitrage in Polish Equities Market Using Deep Learning Techniques. (2025). Dkabrowski, Michal ; Adamczyk, Marek. In: Papers. RePEc:arx:papers:2512.02037.

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2025Unveiling Hedge Funds: Topic Modeling and Sentiment Correlation with Fund Performance. (2025). Liu, Chang. In: Papers. RePEc:arx:papers:2512.06620.

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2026Quantitative Methods in Finance. (2026). Vansteenberghe, Eric. In: Papers. RePEc:arx:papers:2601.12896.

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2024Housing and Fertility. (2024). Van Doornik, Bernardus ; Ramadorai, Tarun ; Skrastins, Janis ; Fazio, Dimas. In: Working Papers Series. RePEc:bcb:wpaper:612.

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2025The Role of Weather Anomalies in Shaping Investor Sentiment and Stock Market Performance: A Conceptual Analysis. (2025). Shehryar, Muhammad. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:9:y:2025:issue-3:p:558-565.

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2025Bibliometric analysis of portfolio diversification focusing on alternative investments. (2025). Merdzan, Gunter ; Gockov, Gjorgji ; Hristovski, Goran. In: Economic Annals. RePEc:beo:journl:v:70:y:2025:i:245:p:171-202.

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2024The Regulators Dilemma: Impact of Short-Selling Bans on Tail Risk in Equity Markets. (2024). Kipriyanov, Aleksey. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:83:y:2024:i:3:p:70-91.

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2024The market risk premium in Australia: Forward‐looking evidence from the options market. (2024). Svec, Jiri ; Aspris, Angelo ; Flezvias, Ester ; Foley, Sean ; Malloch, Hamish. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:3951-3972.

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2024The 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.

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2024The anatomy of a bubble company: The London Assurance in 1720. (2024). Quinn, William ; Aldous, Michael ; Acheson, Graeme. In: Economic History Review. RePEc:bla:ehsrev:v:77:y:2024:i:1:p:160-184.

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2024Does hedge fund managers’ industry experience matter for hedge fund activism?. (2024). Chen, Yuzi ; Kang, Junkoo ; Kim, Jinmo ; Brick, Ivan E. In: Financial Management. RePEc:bla:finmgt:v:53:y:2024:i:1:p:59-97.

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2024An 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.

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2024Wrong 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.

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2024Split personalities? Behavioral effects of temperature on financial decision‐making. (2024). Litina, Anastasia ; Gavresi, Despina ; Makridis, Christos A. In: Kyklos. RePEc:bla:kyklos:v:77:y:2024:i:3:p:664-689.

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2024Climate change and commercial real estate: Evidence from Hurricane Sandy. (2024). Ynder, Erkan ; Steiner, Eva ; Eichholtz, Piet ; Addoum, Jawad M. In: Real Estate Economics. RePEc:bla:reesec:v:52:y:2024:i:3:p:687-713.

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2024Closing the Rent Index Gap – A Quantitative Approach to Rental‐Sector Gentrification. (2024). Banabak, Selim. In: Tijdschrift voor Economische en Sociale Geografie. RePEc:bla:tvecsg:v:115:y:2024:i:1:p:64-80.

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2024Living 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.

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2025The Cost of Tolerating Intolerance: Right-Wing Protest and Hate Crimes. (2025). Arts, Annal Casanueva ; Sardoschau, Sulin. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11745.

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2025The Cost of Tolerating Intolerance: Right-wing Protest and Hate Crimes. (2025). Sardoschau, Sulin ; Casanueva-Artis, Annali. In: RF Berlin - CReAM Discussion Paper Series. RePEc:crm:wpaper:2508.

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2025Predictability of Korean mutual fund performance. (2025). Vidal-Garca, Javier ; Trinidad-Segovia, Juan E ; Gonzlez, Laura Molero. In: Economics Bulletin. RePEc:ebl:ecbull:eb-24-00447.

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2024Cross-border personnel mobility and bilateral value chain linkages: Evidence from visa liberalization in China. (2024). Feng, Fan ; Ren, Fuyao ; Ma, Shuqin. In: Journal of Asian Economics. RePEc:eee:asieco:v:95:y:2024:i:c:s1049007824001398.

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2024Examining the bidirectional ripple effects in the NFT markets: Risky center or hedging center?. (2024). Du, Yuting ; Zhang, XU ; Naeem, Muhammad Abubakr ; Rauf, Abdul. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000194.

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2024Judging a book by its cover: Fund investors’ physical attractiveness stereotypes and investor behavior. (2024). Yan, Shuo ; Zhuo, Jiayi ; Feng, Guo ; Hou, Fangzhuo. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:42:y:2024:i:c:s2214635024000236.

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2024Lottery demand, weather and the cross-section of stock returns. (2024). Gao, YA ; Bradrania, Reza. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:42:y:2024:i:c:s221463502400025x.

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2024Does every cloud (bubble) have a silver lining? An investigation of ESG financial markets. (2024). Foglia, Matteo ; Miglietta, Federica. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:42:y:2024:i:c:s2214635024000431.

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2024Impacts 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.

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2025On the evolution and importance of the Fibonacci sequence in visualization of fractals. (2025). Tomar, Anita ; Sharma, Saurabh ; Padaliya, Sanjay Kumar. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:191:y:2025:i:c:s0960077924014036.

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2024Indirect effects of trading restrictions. (2024). Tang, Yizhou ; Wang, Shujing ; Zhong, Ninghua ; Yan, Hongjun. In: Journal of Corporate Finance. RePEc:eee:corfin:v:86:y:2024:i:c:s0929119924000427.

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2024Liquidity and clientele effects in green debt markets. (2024). Schoenmaker, Dirk ; Bongaerts, Dion. In: Journal of Corporate Finance. RePEc:eee:corfin:v:86:y:2024:i:c:s0929119924000440.

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2025Do hedge funds still manipulate stock prices?. (2025). Kolokolova, Olga ; Cui, Xinyu. In: Journal of Corporate Finance. RePEc:eee:corfin:v:92:y:2025:i:c:s0929119925000331.

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2025Predation by stock price manipulation. (2025). Matta, Rafael ; Rocha, Sergio H ; Vaz, Paulo. In: Journal of Corporate Finance. RePEc:eee:corfin:v:92:y:2025:i:c:s0929119925000380.

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2025Islamic bonds ratings and the price of risk. (2025). Khoo, Shee Yee ; Klein, Paul-Olivier. In: Journal of Corporate Finance. RePEc:eee:corfin:v:93:y:2025:i:c:s0929119925000756.

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2026What data have told us about decentralized finance. (2026). Len, Jaime Castillo ; Lehar, Alfred. In: Journal of Corporate Finance. RePEc:eee:corfin:v:96:y:2026:i:c:s0929119925001841.

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2024Green 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.

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2025Does rural Households’ financial literacy affect the household portfolio choices in poverty alleviation areas?. (2025). Guan, Haoran ; Guo, Xiaoxi. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:1550-1562.

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2024Stock 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.

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2026A new index reveals a widening gap between growth and sustainable wellbeing in China. (2026). Long, Xianling ; Costanza, Robert ; Luo, Xuanyuan ; Ji, XI. In: Ecological Economics. RePEc:eee:ecolec:v:240:y:2026:i:c:s0921800925003106.

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2025Can the “Little Giant” label enhance firms’ supply chain positions?. (2025). Zhang, Yuqian. In: Economics Letters. RePEc:eee:ecolet:v:246:y:2025:i:c:s0165176524005482.

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2024Climbing the ladder? The gender gap in art prices across artists’ cohorts in the Dutch art market. (2024). Teerink, Simone ; Vecco, Marilena ; Prieto-Rodriguez, Juan. In: European Economic Review. RePEc:eee:eecrev:v:163:y:2024:i:c:s0014292123002854.

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2024Cooperative culture and the birth of modern enterprises in China: Evidence from the signing of the Treaty of Shimonoseki. (2024). Cai, Yang ; Zhu, Jiong. In: European Economic Review. RePEc:eee:eecrev:v:163:y:2024:i:c:s0014292124000266.

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2025Portfolio 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.

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2024Retail fund flows and performance: Insights from supervisory data. (2024). Szabo, Milan ; Hodula, Martin ; Bajzik, Josef. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000062.

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2024Tail risks and private equity performance. (2024). Kurtovi, Hrvoje ; Markarian, Garen. In: Journal of Empirical Finance. RePEc:eee:empfin:v:75:y:2024:i:c:s092753982300124x.

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2024Margin-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.

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2024In the mood for creativity: Sunshine-induced mood, inventor performance, and firm value. (2024). HSU, Po-Hsuan ; Chen, Yangyang ; Podolski, Edward J ; Veeraraghavan, Madhu. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000628.

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2025On the performance of volatility-managed equity factors — International and further evidence. (2025). Schwarz, Patrick. In: Journal of Empirical Finance. RePEc:eee:empfin:v:80:y:2025:i:c:s092753982400094x.

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2025Risk diversification and extreme risk mitigation. (2025). Bagnara, Matteo ; Vaucher, Benoit. In: Journal of Empirical Finance. RePEc:eee:empfin:v:83:y:2025:i:c:s0927539825000714.

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2024Sustainability 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.

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2025ESG ratings and ESG mutual fund management compensation. (2025). Huang, Binghua ; Li, Rui. In: Energy Economics. RePEc:eee:eneeco:v:147:y:2025:i:c:s0140988325003354.

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2025Mean reversion trading on the naphtha crack. (2025). Scaillet, Olivier ; Turquet, Briac ; Bajgrowicz, Pierre. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325004475.

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2024Performance 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.

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2025Regret in global equity markets. (2025). Demirtas, Ozgur K ; Atilgan, Yigit ; Gunaydin, Doruk A ; Tosun, Aynur Dilan. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925002856.

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2025In the swirl of rumors: Corporate rumors and analyst forecast dispersion. (2025). Cai, Wenwu ; Li, Haohua ; Zhao, Yuyang ; Xue, Zhongyi. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925004338.

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2025Market efficiency across intra-daily sampling frequencies for Brent crude oil futures. (2025). Ewald, Christian-Oliver ; Haugom, Erik ; Smith-Meyer, Erik. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925005113.

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2024Does short selling reduce classification shifting?—— Exploration of market-oriented governance mechanism. (2024). Bai, Xuelian ; He, Meng ; Zhang, Junrui. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s105752192400125x.

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2024It is a small world: The effect of analyst-media school ties on analyst performance. (2024). Guo, Yongzhen ; Wang, Yinghuan. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001820.

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2024Fee 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.

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2024When the tide wanes: A study of post systemic collapse portfolio management. (2024). Lepone, Andrew ; Yu, Chen. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006070.

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2025Do hurricanes cause storm on the stock market? The case of US energy companies. (2025). Horvath, Roman ; Kalistov, Anna ; Horvth, Roman ; Moravcov, Michala ; Mikufov, Marta ; Lycsa, Tefan. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007488.

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2025Does short-selling threat potentially influence corporate risk-taking? Evidence from equity lending supply. (2025). Gao, Xin ; Lan, GE ; Li, Donghui ; Zhou, Hang ; Zheng, Xiaolan. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007919.

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2024Bitcoin attention and economic policy uncertainty. (2024). Ordóñez, Javier ; Monfort, Mercedes ; Lafuente, Juan A ; Ordoez, Javier ; Gill-De, Belen. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012114.

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2024Do 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.

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2024Winners and losers in investment competition – Experimental study. (2024). Afik, Zvika ; Lahav, Yaron ; Dafna, Hofit Hamrani. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000497.

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2024Geopolitical 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.

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2025Introducing foreign credit rating agency in China: Enhancing reputation or aggravating conflicts of interests?. (2025). Li, Mingming ; Liu, Haiming ; Yang, Huaichang. In: Finance Research Letters. RePEc:eee:finlet:v:73:y:2025:i:c:s1544612324016726.

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2025Is faster information transmission always better?. (2025). Wang, Yiming ; Yan, YU ; Tong, Yan. In: Finance Research Letters. RePEc:eee:finlet:v:75:y:2025:i:c:s1544612325000169.

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2025Cost uniqueness and corporate credit rating. (2025). Zhou, Ling ; Islam, Mohammad Nazrul ; Zahid, S M. In: Finance Research Letters. RePEc:eee:finlet:v:76:y:2025:i:c:s1544612325002284.

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2025The impact of wildfire smoke on carbon-intensive stocks. (2025). Salikhova, Tatiana. In: Finance Research Letters. RePEc:eee:finlet:v:82:y:2025:i:c:s1544612325008797.

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2025Fee structure and equity fund manager’s ability screening. (2025). Jin, Yukun. In: Finance Research Letters. RePEc:eee:finlet:v:85:y:2025:i:pc:s154461232501339x.

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2025The impact of investor relations management on market pricing efficiency. (2025). Li, Wen ; Zhou, Qibo. In: Finance Research Letters. RePEc:eee:finlet:v:86:y:2025:i:pb:s1544612325016411.

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2025Investor perception of ESG-linked credit risk during the COVID-19 pandemic for U.S. and European firms. (2025). Klimenko, Mikhail ; Romanyuk, Kirill. In: Finance Research Letters. RePEc:eee:finlet:v:86:y:2025:i:pb:s1544612325017180.

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2024Abnormal 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.

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2024Oil 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.

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2024Margin 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.

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2024Short selling and the pricing of PIN information risk. (2024). Chen, Chen ; Liang, Qiqi ; Sun, Licheng ; Stivers, Chris. In: Journal of Financial Markets. RePEc:eee:finmar:v:71:y:2024:i:c:s1386418124000491.

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2025Do short-sale constraints inhibit information acquisition? Evidence from regulation SHO. (2025). Zhao, Xiaofeng ; Su, Lixin ; Wong, Sonia Man-Lai ; Xue, Yuan. In: Journal of Financial Markets. RePEc:eee:finmar:v:72:y:2025:i:c:s1386418124000636.

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2025Social norms and stock lending. (2025). Jiang, Danling ; Liu, Baixiao ; Xiao, Steven Chong. In: Journal of Financial Markets. RePEc:eee:finmar:v:76:y:2025:i:c:s138641812500031x.

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2024Structural 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.

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2025How resilient are PE/VC returns to real shocks?. (2025). Masih, Rumi ; Mi, Michelle Xuan. In: Global Finance Journal. RePEc:eee:glofin:v:68:y:2025:i:c:s1044028325001334.

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2025The effect of margin trading, stock index futures, and firm characteristics on stock price synchronicity: Evidence from China. (2025). Bei, Chengcheng ; Ma, Yulong ; Fonseka, Mohan ; Samarakoon, Lalith P. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:102:y:2025:i:c:s1042443125000551.

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2024International 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.

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2024Conflicts of interest in subscriber-paid credit ratings. (2024). Bonsall, Samuel B ; Gillette, Jacquelyn R ; Pundrich, Gabriel ; So, Eric. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:77:y:2024:i:1:s0165410123000381.

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

William Goetzmann has edited the books:

YearTitleTypeCited

Works by William Goetzmann:

YearTitleTypeCited
2011Art and Money In: American Economic Review.
[Full Text][Citation analysis]		article52
2011Art and Money.(2011) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 52		paper
2009Art and Money.(2009) In: NBER Working Papers.
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2010Art and Money.(2010) In: Discussion Paper.
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2010Art and Money.(2010) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 52		paper
1993Accounting for Taste: Art and the Financial Markets over Three Centuries. In: American Economic Review.
[Full Text][Citation analysis]		article198
2007China and the world financial markets 1870–1939: Modern lessons from historical globalization1 In: Economic History Review.
[Full Text][Citation analysis]		article6
2005Rain or Shine: Where is the Weather Effect? In: European Financial Management.
[Full Text][Citation analysis]		article119
2003Rain or Shine: Where is the Weather Effect?.(2003) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 119		paper
2004Rain or Shine: Where is the Weather Effect?.(2004) In: Yale School of Management Working Papers.
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2009Rain or Shine: Where is the Weather Effect?.(2009) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 119		paper
2018Investment beliefs of endowments In: European Financial Management.
[Full Text][Citation analysis]		article7
2018Negative bubbles: What happens after a crash In: European Financial Management.
[Full Text][Citation analysis]		article19
2017Negative Bubbles: What Happens After a Crash.(2017) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		paper
1990THE PERFORMANCE OF REAL ESTATE AS AN ASSET CLASS In: Journal of Applied Corporate Finance.
[Full Text][Citation analysis]		article44
1993 Testing the Predictive Power of Dividend Yields. In: Journal of Finance.
[Full Text][Citation analysis]		article165
1992Testing the Predictive Power of Dividend Yields..(1992) In: Columbia - Graduate School of Business.
[Citation analysis]
This paper has nother version. Agregated cites: 165		paper
1990TESTING THE PREDICTIVE POWER OF DIVIDEND YIELDS..(1990) In: Columbia - Graduate School of Business.
[Citation analysis]
This paper has nother version. Agregated cites: 165		paper
1995 Performance Persistence. In: Journal of Finance.
[Full Text][Citation analysis]		article358
2005Performance Persistence.(2005) In: Yale School of Management Working Papers.
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This paper has nother version. Agregated cites: 358		paper
1995 Survival. In: Journal of Finance.
[Full Text][Citation analysis]		article50
1999Global Stock Markets in the Twentieth Century In: Journal of Finance.
[Full Text][Citation analysis]		article190
2001Careers and Survival: Competition and Risk in the Hedge Fund and CTA Industry In: Journal of Finance.
[Full Text][Citation analysis]		article159
2003High‐Water Marks and Hedge Fund Management Contracts In: Journal of Finance.
[Full Text][Citation analysis]		article147
2001High-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: 147		paper
2001High-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: 147		paper
2007Efficiency and the Bear: Short Sales and Markets Around the World In: Journal of Finance.
[Full Text][Citation analysis]		article380
2003Efficiency and the Bear: Short Sales and Markets around the World.(2003) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 380		paper
2004Efficiency and the Bear: Short Sales and Markets around the World.(2004) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 380		paper
2003Efficiency and the Bear: Short Sales and Markets around the World.(2003) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 380		paper
2005Efficiency 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: 380		paper
2008Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration In: Journal of Finance.
[Full Text][Citation analysis]		article74
2012Tiebreaker: Certification and Multiple Credit Ratings In: Journal of Finance.
[Full Text][Citation analysis]		article134
2009Tiebreaker: Certification and Multiple Credit Ratings.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 134		paper
2018Estimating Private Equity Returns from Limited Partner Cash Flows In: Journal of Finance.
[Full Text][Citation analysis]		article37
1997COGNITIVE DISSONANCE AND MUTUAL FUND INVESTORS In: Journal of Financial Research.
[Full Text][Citation analysis]		article154
1995Clustering Methods for Real Estate Portfolios In: Real Estate Economics.
[Full Text][Citation analysis]		article22
1998Clustering Methods for Real Estate Portfolios.(1998) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 22		paper
2002The Bias of the RSR Estimator and the Accuracy of Some Alternatives In: Real Estate Economics.
[Full Text][Citation analysis]		article23
2001The 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
2001The Bias of the RSR Estimator and the Accuracy of Some Alternatives.(2001) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 23		paper
2018Les compagnies de moulins en Occitanie : émergence et gouvernance de sociétés par actions multiséculaires In: Revue d'économie financière.
[Full Text][Citation analysis]		article0
2004Portfolio Diversification, Proximity Investment and City Agglomeration In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper11
2005Portfolio Diversification, Proximity Investment and City Agglomeration.(2005) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
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2004Disposition Matters: Volume, Volatility and Price Impact of Behavioural Bias In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper22
2003Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias.(2003) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 22		paper
2003Disposition 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
2004Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias.(2004) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
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2005Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias.(2005) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
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2005Disposition 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
2004Dispersion of Opinion and Stock Returns In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper49
2005Dispersion of opinion and stock returns.(2005) In: Journal of Financial Markets.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 49		article
2005Dispersion of Opinion and Stock Returns.(2005) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 49		paper
1999Re-Emerging Markets In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article53
1997Re-emerging Markets.(1997) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 53		paper
1998Re-Emerging Markets.(1998) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 53		paper
2000Re-emerging Markets.(2000) In: Yale School of Management Working Papers.
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This paper has nother version. Agregated cites: 53		paper
2000Monthly Measurement of Daily Timers In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article82
2000Monthly Measurement of Daily Timers.(2000) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 82		paper
2001Day Trading International Mutual Funds: Evidence and Policy Solutions In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article51
2001Day 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
2002Daily Momentum and Contrarian Behavior of Index Fund Investors In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article91
2000Daily Momentum and Contrarian Behavior of Index Fund Investors.(2000) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 91		paper
1999Daily 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: 91		paper
2001Daily 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: 91		paper
2014The Economics of Aesthetics and Three Centuries of Art Price Records In: HEC Research Papers Series.
[Full Text][Citation analysis]		paper1
2014The Economics of Aesthetics and Three Centuries of Art Price Records.(2014) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2015The economics of aesthetics and record prices for art since 1701 In: Explorations in Economic History.
[Full Text][Citation analysis]		article19
2001A new historical database for the NYSE 1815 to 1925: Performance and predictability In: Journal of Financial Markets.
[Full Text][Citation analysis]		article59
2000A New Historical Database For The NYSE 1815 To 1925: Performance And Predictability.(2000) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 59		paper
2004A New Historical Database For The NYSE 1815 To 1925: Performance And Predictability.(2004) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 59		paper
2012Trust and delegation In: Journal of Financial Economics.
[Full Text][Citation analysis]		article30
2009Trust and Delegation.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 30		paper
2013New evidence on the first financial bubble In: Journal of Financial Economics.
[Full Text][Citation analysis]		article50
2009New Evidence on the First Financial Bubble.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 50		paper
2018Momentum in Imperial Russia In: Journal of Financial Economics.
[Full Text][Citation analysis]		article15
2015Momentum in Imperial Russia.(2015) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		paper
2019The present value relation over six centuries: The case of the Bazacle company In: Journal of Financial Economics.
[Full Text][Citation analysis]		article6
2019The present value relation over six centuries: The case of the Bazacle company.(2019) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2017The Present Value Relation Over Six Centuries: The Case of the Bazacle Company.(2017) In: TSE Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
1997Mutual fund styles In: Journal of Financial Economics.
[Full Text][Citation analysis]		article132
1998Mutual Fund Styles.(1998) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 132		paper
1994Homogeneous Groupings of Metropolitan Housing Markets In: Journal of Housing Economics.
[Full Text][Citation analysis]		article6
1998Risks and Incentives in Underserved Mortgage Markets In: Journal of Housing Economics.
[Full Text][Citation analysis]		article2
1996Risks and Incentives in Underserved Mortgage Markets.(1996) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2003An analysis of the relative performance of Japanese and foreign money management In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article2
2002An Analysis of the Relative Performance of Japanese and Foreign Money Management.(2002) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2004An Analysis of the Relative Performance of Japanese and Foreign Money Management.(2004) In: Yale School of Management Working Papers.
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This paper has nother version. Agregated cites: 2		paper
2016Beauty is in the bid of the beholder: An empirical basis for style In: Research in Economics.
[Full Text][Citation analysis]		article5
1988The effect of the \triple witching hour\ on stock market volatility In: Economic Review.
[Citation analysis]		article0
1992Non-temporal Components of Residential Real Estate Appreciation. In: Columbia - Graduate School of Business.
[Citation analysis]		paper32
1995Non-temporal Components of Residential Real Estate Appreciation..(1995) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32		article
1992Safety First Portfolio Choice. In: Columbia - Graduate School of Business.
[Citation analysis]		paper1
1992Market Response to Mutual Fund Performance. In: Columbia - Graduate School of Business.
[Citation analysis]		paper2
1993Attrition and Mutual Fund Performance. In: Columbia - Graduate School of Business.
[Citation analysis]		paper7
1993Commodity Funds as an Investment Asset. In: Columbia - Graduate School of Business.
[Citation analysis]		paper0
1991Clustering Methods and Commercial Rents. In: Columbia - Graduate School of Business.
[Citation analysis]		paper0
1990ACCOUNTING FOR TASTE: AN ANALYSIS OF ART RETURNS OVER THREE CENTURIES. In: Columbia - Graduate School of Business.
[Citation analysis]		paper6
1990BOOTSTRAPPING TESTS OF LONG-TERM STOCK MARKET EFFICIENCY. In: Columbia - Graduate School of Business.
[Citation analysis]		paper0
1990THE SINGLE FAMILY HOME IN THE INVESTMENT PORTFOLIO. In: Columbia - Graduate School of Business.
[Citation analysis]		paper79
1993The Single Family Home in the Investment Portfolio..(1993) In: The Journal of Real Estate Finance and Economics.
[Citation analysis]
This paper has nother version. Agregated cites: 79		article
1990THE ACCURACY OF REAL ESTIMATE INDICES: REPEAT SALE ESTIMATORS. In: Columbia - Graduate School of Business.
[Citation analysis]		paper75
1992The Accuracy of Real Estate Indices: Repeat Sale Estimators..(1992) In: The Journal of Real Estate Finance and Economics.
[Citation analysis]
This paper has nother version. Agregated cites: 75		article
1990Do Winners Repeat? Patterns in Mutual Fund Behavior. In: Columbia - Graduate School of Business.
[Citation analysis]		paper24
1997Offshore Hedge Funds: Survival and Performance 1989-1995 In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
[Citation analysis]		paper10
1997Offshore Hedge Funds: Survival and Performance 1989-1995.(1997) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 10		paper
1998Offshore Hedge Funds: Survival and Performance, 1989-1995.(1998) In: Yale School of Management Working Papers.
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This paper has nother version. Agregated cites: 10		paper
1998Offshore Hedge Funds: Survival & Performance 1989-1995 In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
[Citation analysis]		paper0
2008Offshore Hedge Funds: Survival & Performance 1989-1995.(2008) In: Yale School of Management Working Papers.
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This paper has nother version. Agregated cites: 0		paper
1998The Japanese Open-End Fund Puzzle In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
[Citation analysis]		paper11
1998The Japanese Open-End Fund Puzzle.(1998) In: NBER Working Papers.
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2001The Japanese Open-End Fund Puzzle..(2001) In: The Journal of Business.
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This paper has nother version. Agregated cites: 11		article
1998The Dow Theory: William Peter Hamiltons Track Record Re-Considered In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
[Citation analysis]		paper36
2004The Dow Theory: William Peter Hamiltons Track Record Re-considered.(2004) In: Yale School of Management Working Papers.
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2008The Dow Theory: William Peter Hamiltons Track Record Re-Considered.(2008) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 36		paper
1998Hedge Funds and the Asian Currency Crisis of 1997 In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
[Citation analysis]		paper25
1998Hedge Funds and the Asian Currency Crisis of 1997.(1998) In: NBER Working Papers.
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2008Hedge Funds and the Asian Currency Crisis of 1997.(2008) In: Yale School of Management Working Papers.
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This paper has nother version. Agregated cites: 25		paper
2013The pricing of soft and hard information: economic lessons from screenplay sales In: Journal of Cultural Economics.
[Full Text][Citation analysis]		article11
2019Art and gender: market bias or selection bias? In: Journal of Cultural Economics.
[Full Text][Citation analysis]		article19
1997A Spatial Model of Housing Returns and Neighborhood Substitutability. In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]		article30
1995A Spatial Model of Housing Returns and Neighborhood Substitutability..(1995) In: Research Program in Finance Working Papers.
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1997A Spatial Model of Housing Returns and Neighborhood Substitutability.(1997) In: Yale School of Management Working Papers.
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2000Two Decades of Commercial Property Returns: A Repeated-Measures Regression-Based Version of the NCREIF Index. In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]		article33
2012The Subprime Crisis and House Price Appreciation In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]		article61
2009The Subprime Crisis and House Price Appreciation.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 61		paper
2005The History of Corporate Ownership in China: State Patronage, Company Legislation, and the Issue of Control In: NBER Chapters.
[Full Text][Citation analysis]		chapter15
2004The History of Corporate Ownership in China: State Patronage, Company Legislation, and the Issue of Control.(2004) In: Yale School of Management Working Papers.
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This paper has nother version. Agregated cites: 15		paper
2014Dutch Securities for American Land Speculation in the Late Eighteenth Century In: NBER Chapters.
[Full Text][Citation analysis]		chapter6
2013Competition among University Endowments In: NBER Chapters.
[Full Text][Citation analysis]		chapter11
2012Competition Among University Endowments.(2012) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		paper
2003Does Governance Matter? The Case of Art Museums In: NBER Chapters.
[Full Text][Citation analysis]		chapter2
2004Portfolio Diversification and City Agglomeration In: NBER Working Papers.
[Full Text][Citation analysis]		paper12
2004Fibonacci and the Financial Revolution In: NBER Working Papers.
[Full Text][Citation analysis]		paper12
2004Fibonacci and the Financial Revolution.(2004) In: Yale School of Management Working Papers.
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This paper has nother version. Agregated cites: 12		paper
2004Fibonacci and the Financial Revolution.(2004) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2004Soft Information, Hard Sell: The Role of Soft Information in the Pricing of Intellectual Property In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2005British Investment Overseas 1870-1913: A Modern Portfolio Theory Approach In: NBER Working Papers.
[Full Text][Citation analysis]		paper65
2006British Investment Overseas 1870-1913: A Modern Portfolio Theory Approach.(2006) In: Review of Finance.
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This paper has nother version. Agregated cites: 65		article
2005British Investment Overseas 1870-1913: A Modern Portfolio Theory Approach.(2005) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 65		paper
2009Risk Aversion and Clientele Effects In: NBER Working Papers.
[Full Text][Citation analysis]		paper2
2010Securitization in the 1920s In: NBER Working Papers.
[Full Text][Citation analysis]		paper8
2014Testing Asset Pricing Theory on Six Hundred Years of Stock Returns: Prices and Dividends for the Bazacle Company from 1372 to 1946 In: NBER Working Papers.
[Full Text][Citation analysis]		paper2
2015The Development of Corporate Governance in Toulouse: 1372-1946 In: NBER Working Papers.
[Full Text][Citation analysis]		paper2
2015Bubble Investing: Learning from History In: NBER Working Papers.
[Full Text][Citation analysis]		paper16
2016Crash Beliefs From Investor Surveys In: NBER Working Papers.
[Full Text][Citation analysis]		paper22
2021Real and Private-Value Assets In: NBER Working Papers.
[Full Text][Citation analysis]		paper9
2022Evidence on Retrieved Context: How History Matters In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2022Cohort Effects on Expected Co-Movement In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2022Crash Narratives In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2023Selection-Neglect in the NFT Bubble In: NBER Working Papers.
[Full Text][Citation analysis]		paper2
2023Convergent Evolution Toward the Joint-Stock Company In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2024Procyclical Stocks Earn Higher Returns In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2024Emotions and Subjective Crash Beliefs In: NBER Working Papers.
[Full Text][Citation analysis]		paper1
2025GDP Growth Expectations and Cash-flow Risk Premium In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2026Non-Fungible Tokens as Investment In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2026Capital Structure, Seniority, and Risk Premia: Evidence from the London Stock Exchange, 1870–1929 In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2026Bubbles, Booms and Crashes in the US Stock Market 1792-2024 In: NBER Working Papers.
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1997A Century of Global Stock Markets In: NBER Working Papers.
[Full Text][Citation analysis]		paper9
2000A Century of Global Stock Markets.(2000) In: NBER Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2004A Century of Global Stock Markets.(2004) In: Yale School of Management Working Papers.
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This paper has nother version. Agregated cites: 9		paper
2000A 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
1998Positive Portfolio Factors In: NBER Working Papers.
[Full Text][Citation analysis]		paper1
2004Positive Portfolio Factors.(2004) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2008Positive Portfolio Factors.(2008) In: Yale School of Management Working Papers.
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1998High Water Marks In: NBER Working Papers.
[Full Text][Citation analysis]		paper23
2004High Water Marks.(2004) In: Yale School of Management Working Papers.
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This paper has nother version. Agregated cites: 23		paper
1999Pairs Trading: Performance of a Relative Value Arbitrage Rule In: NBER Working Papers.
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2006Pairs Trading: Performance of a Relative-Value Arbitrage Rule.(2006) In: The Review of Financial Studies.
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This paper has nother version. Agregated cites: 261		article
1998Pairs Trading: Performance of a Relative Value Arbitrage Rule.(1998) In: Yale School of Management Working Papers.
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1998Pairs Trading: Performance of a Relative Value Arbitrage Rule.(1998) In: Yale School of Management Working Papers.
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1998Pairs Trading: Performance of a Relative Value Arbitrage Rule.(1998) In: Yale School of Management Working Papers.
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This paper has nother version. Agregated cites: 261		paper
1999Index Funds and Stock Market Growth In: NBER Working Papers.
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2003Index Funds and Stock Market Growth.(2003) In: The Journal of Business.
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This paper has nother version. Agregated cites: 92		article
1999Index Funds and Stock Market Growth.(1999) In: Yale School of Management Working Papers.
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1998Index Funds and Stock Market Growth.(1998) In: Yale School of Management Working Papers.
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2000Global Real Estate Markets - Cycles and Fundamentals In: NBER Working Papers.
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1999Global Real Estate Markets: Cycles And Fundamentals.(1999) In: Yale School of Management Working Papers.
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2001Global Real Estate Markets: Cycles And Fundamentals.(2001) In: Yale School of Management Working Papers.
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2001Hedge Funds With Style In: NBER Working Papers.
[Full Text][Citation analysis]		paper43
2001Hedge Funds With Style.(2001) In: Yale School of Management Working Papers.
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This paper has nother version. Agregated cites: 43		paper
2008Hedge Funds With Style.(2008) In: Yale School of Management Working Papers.
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This paper has nother version. Agregated cites: 43		paper
2001Long-Term Global Market Correlations In: NBER Working Papers.
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2005Long-Term Global Market Correlations.(2005) In: The Journal of Business.
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This paper has nother version. Agregated cites: 343		article
2008Long-Term Global Market Correlations.(2008) In: Yale School of Management Working Papers.
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2001Equity Portfolio Diversification In: NBER Working Papers.
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2008Equity Portfolio Diversification.(2008) In: Review of Finance.
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This paper has nother version. Agregated cites: 431		article
2004Equity Portfolio Diversification.(2004) In: Yale School of Management Working Papers.
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2001Equity Portfolio Diversification.(2001) In: Yale School of Management Working Papers.
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2002Sharpening Sharpe Ratios In: NBER Working Papers.
[Full Text][Citation analysis]		paper51
2002Sharpening Sharpe Ratios.(2002) In: Yale School of Management Working Papers.
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2002Sharpening Sharpe Ratios.(2002) In: Yale School of Management Working Papers.
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2003Fees on Fees in Funds of Funds In: NBER Working Papers.
[Full Text][Citation analysis]		paper43
2005FEES ON FEES IN FUNDS OF FUNDS.(2005) In: World Scientific Book Chapters.
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2004Fees on Fees in Funds of Funds.(2004) In: Yale School of Management Working Papers.
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2009Fees on Fees in Funds of Funds.(2009) In: Yale School of Management Working Papers.
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2003Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares In: NBER Working Papers.
[Full Text][Citation analysis]		paper14
2003Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows In: NBER Working Papers.
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2002Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows.(2002) In: Yale School of Management Working Papers.
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2008Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows.(2008) In: Yale School of Management Working Papers.
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2011The Efficient Market Theory and Evidence: Implications for Active Investment Management In: Foundations and Trends(R) in Finance.
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2015Weather-Induced Mood, Institutional Investors, and Stock Returns In: The Review of Financial Studies.
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2006The Equity Risk Premium: Essays and Explorations In: OUP Catalogue.
[Citation analysis]		book14
2011A Shareholder Lawsuit in Fourteenth-Century Toulouse In: Palgrave Macmillan Books.
[Citation analysis]		chapter0
2016Introduction In: Introductory Chapters.
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2016Money Changes Everything: How Finance Made Civilization Possible In: Economics Books.
[Citation analysis]		book38
2014Is trading behavior stable across contexts? Evidence from style and multi-style investors In: Quantitative Finance.
[Full Text][Citation analysis]		article4
1997Rejoinder: The J-Shape Of Performance Persistence Given Survivorship Bias In: The Review of Economics and Statistics.
[Full Text][Citation analysis]		article4
2006Estimating House Price Indexes in the Presence of Seller Reservation Prices In: The Review of Economics and Statistics.
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1993Patterns in Three Centuries of Stock Market Prices. In: The Journal of Business.
[Full Text][Citation analysis]		article26
1995A Longer Look at Dividend Yields. In: The Journal of Business.
[Full Text][Citation analysis]		article27
1998A Longer Look at Dividend Yields.(1998) In: Yale School of Management Working Papers.
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1999Offshore Hedge Funds: Survival and Performance, 1989-95. In: The Journal of Business.
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2001China and the World Financial Markets 1870-1930: Modern Lessons From Historical Globalization In: Center for Financial Institutions Working Papers.
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2004Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs In: Yale School of Management Working Papers.
[Full Text][Citation analysis]		paper11
2008Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs.(2008) In: Yale School of Management Working Papers.
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1999Do Cities and Suburbs Cluster? In: Yale School of Management Working Papers.
[Full Text][Citation analysis]		paper1
2004China 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]		paper3
2001China and the World Financial Markets 1870-1930: Modern Lessons From Historical Globalization (Chinese Version).(2001) In: Yale School of Management Working Papers.
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2001The Development Of Corporate Performance Measures: Benchmarks Before EVA In: Yale School of Management Working Papers.
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2000Behavioral Factors in Mutual Fund Flows In: Yale School of Management Working Papers.
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2001Behavioral Factors in Mutual Fund Flows.(2001) In: Yale School of Management Working Papers.
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2001The Policy Implications of Portfolio Choice in Underserved Mortgage Markets In: Yale School of Management Working Papers.
[Full Text][Citation analysis]		paper10
2001Heterogeneity of Trade and Stock Returns. Evidence from Index Fund Investors In: Yale School of Management Working Papers.
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2003Dispersion of Opinion and Stock Returns: Evidence from Index Fund Investors In: Yale School of Management Working Papers.
[Full Text][Citation analysis]		paper0
2009China 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]		paper1
2004Modeling 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]		paper15
2002Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares (English Version).(2002) In: Yale School of Management Working Papers.
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2003Estimating Indices in the Presence of Seller Reservation Prices In: Yale School of Management Working Papers.
[Full Text][Citation analysis]		paper1
2009The Impact of Clientele Changes: Evidence from Stock Splits In: Yale School of Management Working Papers.
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2006Home Equity Insurance: A Pilot Project In: Yale School of Management Working Papers.
[Full Text][Citation analysis]		paper8
2003Modeling 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]		paper14
2003Diversification Decisions of Individual Investors and Asset Prices In: Yale School of Management Working Papers.
[Full Text][Citation analysis]		paper9
2006Bubble Investors: What Were They Thinking? In: Yale School of Management Working Papers.
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2005History and the Equity Risk Premium In: Yale School of Management Working Papers.
[Full Text][Citation analysis]		paper11
2005More Social Security, Not Less In: Yale School of Management Working Papers.
[Full Text][Citation analysis]		paper4
2009Short-Sales in Global Perspective In: Yale School of Management Working Papers.
[Full Text][Citation analysis]		paper2
2005Why Do Individual Investors Hold Under-Diversified Portfolios? In: Yale School of Management Working Papers.
[Full Text][Citation analysis]		paper22
2004Will History Rhyme? The Past as Financial Future In: Yale School of Management Working Papers.
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2005The Performance of Real Estate Portfolios: A Simulation Approach In: Yale School of Management Working Papers.
[Full Text][Citation analysis]		paper6
2005Institutional Perspectives on Real Estate Investing: The Role of Risk and Uncertainty In: Yale School of Management Working Papers.
[Full Text][Citation analysis]		paper10
1998An Emerging Market: The NYSE From 1815 to 1871 In: Yale School of Management Working Papers.
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2004An Emerging Market: The NYSE From 1815 to 1871.(2004) In: Yale School of Management Working Papers.
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2000The Effect of Seller Reserves on Market Index Estimation In: Yale School of Management Working Papers.
[Full Text][Citation analysis]		paper0
1996Suburbs and Cities In: Yale School of Management Working Papers.
[Full Text][Citation analysis]		paper1
2001Two Decades Of Commercial Property Returns: A NCREIF Index Using Independent Appraisals In: Yale School of Management Working Papers.
[Full Text][Citation analysis]		paper0
2008The Open-End Japanese Mutual Fund Puzzle In: Yale School of Management Working Papers.
[Full Text][Citation analysis]		paper0
2004China and the World Financial Markets 1870-1930: In: Yale School of Management Working Papers.
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