William Goetzmann
Names
| first: |
William |
| middle: |
N. |
| last: |
Goetzmann |
Identifer
Contact
| homepage: |
http://viking.som.yale.edu |
|
| phone: |
203 4325950 |
| postal address: |
Yale School of Management 146 Prospect Street New Haven, CT 06511 |
Affiliations
-
Yale University
/ School of Management
Research profile
author of:
- Art and Money (RePEc:aea:aecrev:v:101:y:2011:i:3:p:222-26)
by William N. Goetzmann & Luc Renneboog & Christophe Spaenjers - Accounting for Taste: Art and the Financial Markets over Three Centuries (RePEc:aea:aecrev:v:83:y:1993:i:5:p:1370-76)
by Goetzmann, William N - China and the world financial markets 1870–1939: Modern lessons from historical globalization1 (RePEc:bla:ehsrev:v:60:y:2007:i:2:p:267-312)
by William N. Goetzmann & Andrey D. Ukhov & Ning Zhu - Rain or Shine: Where is the Weather Effect? (RePEc:bla:eufman:v:11:y:2005:i:5:p:559-578)
by William N. Goetzmann & Ning Zhu - Investment beliefs of endowments (RePEc:bla:eufman:v:24:y:2018:i:1:p:3-33)
by Andrew Ang & Andrés Ayala & William N. Goetzmann - Negative bubbles: What happens after a crash (RePEc:bla:eufman:v:24:y:2018:i:2:p:171-191)
by William N. Goetzmann & Dasol Kim - The Performance Of Real Estate As An Asset Class (RePEc:bla:jacrfn:v:3:y:1990:i:1:p:65-76)
by William N. Goetzmann & Roger G. Ibbotson - Testing the Predictive Power of Dividend Yields (RePEc:bla:jfinan:v:48:y:1993:i:2:p:663-79)
by Goetzmann, William Nelson & Jorion, Philippe - Performance Persistence (RePEc:bla:jfinan:v:50:y:1995:i:2:p:679-98)
by Brown, Stephen J & Goetzmann, William N - Survival (RePEc:bla:jfinan:v:50:y:1995:i:3:p:853-73)
by Brown, Stephen J & Goetzmann, William N & Ross, Stephen A - Global Stock Markets in the Twentieth Century (RePEc:bla:jfinan:v:54:y:1999:i:3:p:953-980)
by Philippe Jorion & William N. Goetzmann - Careers and Survival: Competition and Risk in the Hedge Fund and CTA Industry (RePEc:bla:jfinan:v:56:y:2001:i:5:p:1869-1886)
by Stephen J. Brown & William N. Goetzmann & James Park - High‐Water Marks and Hedge Fund Management Contracts (RePEc:bla:jfinan:v:58:y:2003:i:4:p:1685-1718)
by William N. Goetzmann & Jonathan E. Ingersoll & Stephen A. Ross - Efficiency and the Bear: Short Sales and Markets Around the World (RePEc:bla:jfinan:v:62:y:2007:i:3:p:1029-1079)
by Arturo Bris & William N. Goetzmann & Ning Zhu - Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration (RePEc:bla:jfinan:v:63:y:2008:i:6:p:2785-2815)
by Stephen Brown & William Goetzmann & Bing Liang & Christopher Schwarz - Tiebreaker: Certification and Multiple Credit Ratings (RePEc:bla:jfinan:v:67:y:2012:i:1:p:113-152)
by Dion Bongaerts & K. J. Martijn Cremers & William N. Goetzmann - Estimating Private Equity Returns from Limited Partner Cash Flows (RePEc:bla:jfinan:v:73:y:2018:i:4:p:1751-1783)
by Andrew Ang & Bingxu Chen & William N. Goetzmann & Ludovic Phalippou - Cognitive Dissonance And Mutual Fund Investors (RePEc:bla:jfnres:v:20:y:1997:i:2:p:145-158)
by William N. Goetzmann & Nadav Peles - Clustering Methods for Real Estate Portfolios (RePEc:bla:reesec:v:23:y:1995:i:3:p:271-310)
by William N. Goetzmann & Susan M. Wachter - The Bias of the RSR Estimator and the Accuracy of Some Alternatives (RePEc:bla:reesec:v:30:y:2002:i:1:p:13-39)
by William N. Goetzmann & Liang Peng - Les compagnies de moulins en Occitanie : émergence et gouvernance de sociétés par actions multiséculaires (RePEc:cai:refaef:ecofi_130_0055)
by David Le Bris & William N. Goetzmann & Sébastien Pouget - Real and Private Value Assets (RePEc:cpr:ceprdp:16083)
by Van Nieuwerburgh, Stijn & Goetzmann, William & Spaenjers, Christophe - Portfolio Diversification, Proximity Investment and City Agglomeration (RePEc:cpr:ceprdp:4786)
by Goetzmann, William & Massa, Massimo & Simonov, Andrei - Disposition Matters: Volume, Volatility and Price Impact of Behavioural Bias (RePEc:cpr:ceprdp:4814)
by Goetzmann, William & Massa, Massimo - Dispersion of Opinion and Stock Returns (RePEc:cpr:ceprdp:4819)
by Goetzmann, William & Massa, Massimo - Re-Emerging Markets (RePEc:cup:jfinqa:v:34:y:1999:i:01:p:1-32_00)
by Goetzmann, William N. & Jorion, Philippe - Monthly Measurement of Daily Timers (RePEc:cup:jfinqa:v:35:y:2000:i:03:p:257-290_00)
by Goetzmann, William N. & Ingersoll, Jonathan & Ivković, Zoran - Day Trading International Mutual Funds: Evidence and Policy Solutions (RePEc:cup:jfinqa:v:36:y:2001:i:03:p:287-309_00)
by Goetzmann, William N. & Ivković, Zoran & Rouwenhorst, K. Geert - Daily Momentum and Contrarian Behavior of Index Fund Investors (RePEc:cup:jfinqa:v:37:y:2002:i:03:p:375-389_00)
by Goetzmann, William N. & Massa, Massimo - Unknown item RePEc:dnb:staffs:98 (paper)
- The Economics of Aesthetics and Three Centuries of Art Price Records (RePEc:ebg:heccah:1055)
by Spaenjers , Christophe & Goetzmann , William - The economics of aesthetics and record prices for art since 1701 (RePEc:eee:exehis:v:57:y:2015:i:c:p:79-94)
by Spaenjers, Christophe & Goetzmann, William N. & Mamonova, Elena - A new historical database for the NYSE 1815 to 1925: Performance and predictability (RePEc:eee:finmar:v:4:y:2001:i:1:p:1-32)
by Goetzmann, William N. & Ibbotson, Roger G. & Peng, Liang - Dispersion of opinion and stock returns (RePEc:eee:finmar:v:8:y:2005:i:3:p:324-349)
by Goetzmann, William N. & Massa, Massimo - Trust and delegation (RePEc:eee:jfinec:v:103:y:2012:i:2:p:221-234)
by Brown, Stephen & Goetzmann, William & Liang, Bing & Schwarz, Christopher - New evidence on the first financial bubble (RePEc:eee:jfinec:v:108:y:2013:i:3:p:585-607)
by Frehen, Rik G.P. & Goetzmann, William N. & Geert Rouwenhorst, K. - Momentum in Imperial Russia (RePEc:eee:jfinec:v:130:y:2018:i:3:p:579-591)
by Goetzmann, William N. & Huang, Simon - The present value relation over six centuries: The case of the Bazacle company (RePEc:eee:jfinec:v:132:y:2019:i:1:p:248-265)
by le Bris, David & Goetzmann, William N. & Pouget, Sébastien - Mutual fund styles (RePEc:eee:jfinec:v:43:y:1997:i:3:p:373-399)
by Brown, Stephen J. & Goetzmann, William N. - Homogeneous Groupings of Metropolitan Housing Markets (RePEc:eee:jhouse:v:3:y:1994:i:3:p:186-206)
by Abraham, Jesse M. & Goetzmann, William N. & Wachter, Susan M. - Risks and Incentives in Underserved Mortgage Markets (RePEc:eee:jhouse:v:7:y:1998:i:3:p:274-285)
by Ambrose, Brent W. & Goetzmann, William N. - An analysis of the relative performance of Japanese and foreign money management (RePEc:eee:pacfin:v:11:y:2003:i:4:p:393-412)
by Brown, Stephen J. & Goetzmann, William N. & Hiraki, Takato & Shiraishi, Noriyoshi - Beauty is in the bid of the beholder: An empirical basis for style (RePEc:eee:reecon:v:70:y:2016:i:3:p:388-402)
by Goetzmann, William N. & Jones, Peter W. & Maggioni, Mauro & Walden, Johan - The effect of the \"triple witching hour\" on stock market volatility (RePEc:fip:fedaer:y:1988:i:sep:p:2-18)
by Steven P. Feinstein & William N. Goetzmann - Non-temporal Components of Residential Real Estate Appreciation (RePEc:fth:colubu:92-20)
by Goetzmann, W.N. & Spiegel, M. - Safety First Portfolio Choice (RePEc:fth:colubu:92-23)
by Broadie, M. & Goetzmann, W. - Market Response to Mutual Fund Performance (RePEc:fth:colubu:92-25)
by Goetzmann, W.N. & Greenward, B. & Huberman, G. - Attrition and Mutual Fund Performance (RePEc:fth:colubu:93-01)
by Goetzmann, W.N. - Testing the Predictive Power of Dividend Yields (RePEc:fth:colubu:93-03)
by Goetzman, W.N. & Jorion, P. - Commodity Funds as an Investment Asset (RePEc:fth:colubu:93-19)
by Edwards, F. & Goetzmann, W. - Accounting For Taste: An Analysis Of Art Returns Over Three Centuries (RePEc:fth:colubu:fb-_90-11)
by Goetzmann, W.N. - Testing The Predictive Power Of Dividend Yields (RePEc:fth:colubu:fb-_90-12)
by Goetzmann, W.N. - Bootstrapping Tests Of Long-Term Stock Market Efficiency (RePEc:fth:colubu:fb-_90-14)
by Goetzmann, W.N. - The Single Family Home In The Investment Portfolio (RePEc:fth:colubu:fb-_90-15)
by Goetzmann, W.N. - The Accuracy Of Real Estimate Indices: Repeat Sale Estimators (RePEc:fth:colubu:fb-_90-17)
by Goetzmann, W.N. - Do Winners Repeat? Patterns in Mutual Fund Behavior (RePEc:fth:colubu:fb-_91-04)
by Goetzmann, W.N. & Ibbotson, R.G. - Clustering Methods and Commercial Rents (RePEc:fth:colubu:fb-22)
by Goetzmann, W.N. & Wachter, S. - Offshore Hedge Funds: Survival and Performance 1989-1995 (RePEc:fth:nystfi:96-18)
by Stephen J. Brown & William N. Goetzmann & Roger G. Ibbotson - Offshore Hedge Funds: Survival & Performance 1989-1995 (RePEc:fth:nystfi:98-011)
by Stephen J. Brown & William N. Goetzmann & Roger G. Ibbotson - The Japanese Open-End Fund Puzzle (RePEc:fth:nystfi:98-012)
by Stephen J. Brown & William N. Goetzmann & Takato Hiraki & Toshiyuki Otsuki & Noriyoshi Shiraishi - The Dow Theory: William Peter Hamilton's Track Record Re-Considered (RePEc:fth:nystfi:98-013)
by Stephen J. Brown & William N. Goetzmann & Alok Kumar - Hedge Funds and the Asian Currency Crisis of 1997 (RePEc:fth:nystfi:98-014)
by Stephen J. Brown & William N. Goetzmann & James M. Park - Art and Money (RePEc:hal:journl:hal-00623450)
by William N. Goetzmann & Luc Renneboog & Christophe Spaenjers - The present value relation over six centuries: The case of the Bazacle company (RePEc:hal:journl:hal-02281530)
by David Le Bris & William Goetzmann & Sébastien Pouget - The pricing of soft and hard information: economic lessons from screenplay sales (RePEc:kap:jculte:v:37:y:2013:i:2:p:271-307)
by William Goetzmann & S. Ravid & Ronald Sverdlove - Art and gender: market bias or selection bias? (RePEc:kap:jculte:v:43:y:2019:i:2:d:10.1007_s10824-019-09339-2)
by Laurie Cameron & William N. Goetzmann & Milad Nozari - A Spatial Model of Housing Returns and Neighborhood Substitutability (RePEc:kap:jrefec:v:14:y:1997:i:1-2:p:11-31)
by Goetzmann, William N & Spiegel, Matthew - Two Decades of Commercial Property Returns: A Repeated-Measures Regression-Based Version of the NCREIF Index (RePEc:kap:jrefec:v:21:y:2000:i:1:p:5-21)
by Geltner, David & Goetzmann, William - The Subprime Crisis and House Price Appreciation (RePEc:kap:jrefec:v:44:y:2012:i:1:p:36-66)
by William Goetzmann & Liang Peng & Jacqueline Yen - The Accuracy of Real Estate Indices: Repeat Sale Estimators (RePEc:kap:jrefec:v:5:y:1992:i:1:p:5-53)
by Goetzmann, William Nelson - The Single Family Home in the Investment Portfolio (RePEc:kap:jrefec:v:6:y:1993:i:3:p:201-22)
by Goetzmann, William Nelson - The History of Corporate Ownership in China: State Patronage, Company Legislation, and the Issue of Control (RePEc:nbr:nberch:10269)
by William N. Goetzmann & Elisabeth Koll - Dutch Securities for American Land Speculation in the Late Eighteenth Century (RePEc:nbr:nberch:12795)
by Rik Frehen & William N. Goetzmann & K. Geert Rouwenhorst - Competition among University Endowments (RePEc:nbr:nberch:12858)
by William N. Goetzmann & Sharon Oster - Does Governance Matter? The Case of Art Museums (RePEc:nbr:nberch:9966)
by Sharon Oster & William N. Goetzmann - The Bias of the RSR Estimator and the Accuracy of Some Alternatives (RePEc:nbr:nberte:0270)
by William N. Goetzmann & Liang Peng - Portfolio Diversification and City Agglomeration (RePEc:nbr:nberwo:10343)
by William N. Goetzmann & Massimo Massa & Andrei Simonov - Fibonacci and the Financial Revolution (RePEc:nbr:nberwo:10352)
by William N. Goetzmann - Soft Information, Hard Sell: The Role of Soft Information in the Pricing of Intellectual Property (RePEc:nbr:nberwo:10468)
by William N. Goetzmann & Vicente Pons-Sanz & S. Abraham Ravid - British Investment Overseas 1870-1913: A Modern Portfolio Theory Approach (RePEc:nbr:nberwo:11266)
by William N. Goetzmann & Andrey Ukhov - Tiebreaker: Certification and Multiple Credit Ratings (RePEc:nbr:nberwo:15331)
by Dion Bongaerts & K.J. Martijn Cremers & William N. Goetzmann - New Evidence on the First Financial Bubble (RePEc:nbr:nberwo:15332)
by Rik G.P. Frehen & William N. Goetzmann & K. Geert Rouwenhorst - Risk Aversion and Clientele Effects (RePEc:nbr:nberwo:15333)
by Douglas W. Blackburn & William N. Goetzmann & Andrey D. Ukhov - The Subprime Crisis and House Price Appreciation (RePEc:nbr:nberwo:15334)
by William N. Goetzmann & Liang Peng & Jacqueline Yen - Art and Money (RePEc:nbr:nberwo:15502)
by William N. Goetzmann & Luc Renneboog & Christophe Spaenjers - Trust and Delegation (RePEc:nbr:nberwo:15529)
by Stephen Brown & William Goetzmann & Bing Liang & Christopher Schwarz - Securitization in the 1920's (RePEc:nbr:nberwo:15650)
by William N. Goetzmann & Frank Newman - Competition Among University Endowments (RePEc:nbr:nberwo:18173)
by William N. Goetzmann & Sharon Oster - Testing Asset Pricing Theory on Six Hundred Years of Stock Returns: Prices and Dividends for the Bazacle Company from 1372 to 1946 (RePEc:nbr:nberwo:20199)
by David le Bris & William N. Goetzmann & Sébastien Pouget - The Economics of Aesthetics and Three Centuries of Art Price Records (RePEc:nbr:nberwo:20440)
by William Goetzmann & Elena Mamonova & Christophe Spaenjers - The Development of Corporate Governance in Toulouse: 1372-1946 (RePEc:nbr:nberwo:21335)
by David Le Bris & William N. Goetzmann & Sébastien Pouget - Bubble Investing: Learning from History (RePEc:nbr:nberwo:21693)
by William N. Goetzmann - Momentum in Imperial Russia (RePEc:nbr:nberwo:21700)
by William Goetzmann & Simon Huang - Crash Beliefs From Investor Surveys (RePEc:nbr:nberwo:22143)
by William N. Goetzmann & Dasol Kim & Robert J. Shiller - Negative Bubbles: What Happens After a Crash (RePEc:nbr:nberwo:23830)
by William N. Goetzmann & Dasol Kim - Real and Private-Value Assets (RePEc:nbr:nberwo:28580)
by William N. Goetzmann & Christophe Spaenjers & Stijn Van Nieuwerburgh - Evidence on Retrieved Context: How History Matters (RePEc:nbr:nberwo:29849)
by William N. Goetzmann & Akiko Watanabe & Masahiro Watanabe - Cohort Effects on Expected Co-Movement (RePEc:nbr:nberwo:29949)
by William N. Goetzmann & Akiko Watanabe & Masahiro Watanabe - Crash Narratives (RePEc:nbr:nberwo:30195)
by William N. Goetzmann & Dasol Kim & Robert J. Shiller - Selection-Neglect in the NFT Bubble (RePEc:nbr:nberwo:31498)
by Dong Huang & William N. Goetzmann - Convergent Evolution Toward the Joint-Stock Company (RePEc:nbr:nberwo:31821)
by David Le Bris & William N. Goetzmann & Sébastien Pouget - Procyclical Stocks Earn Higher Returns (RePEc:nbr:nberwo:32509)
by William N. Goetzmann & Akiko Watanabe & Masahiro Watanabe - Emotions and Subjective Crash Beliefs (RePEc:nbr:nberwo:32589)
by William N. Goetzmann & Dasol Kim & Robert J. Shiller - GDP Growth Expectations and Cash-flow Risk Premium (RePEc:nbr:nberwo:34402)
by William N. Goetzmann & Akiko Watanabe & Masahiro Watanabe - A Century of Global Stock Markets (RePEc:nbr:nberwo:5901)
by William N. Goetzmann & Philippe Jorion - Re-emerging Markets (RePEc:nbr:nberwo:5906)
by William N. Goetzmann & Philippe Jorion - Offshore Hedge Funds: Survival and Performance 1989-1995 (RePEc:nbr:nberwo:5909)
by Stephen J. Brown & William N. Goetzmann & Roger G. Ibbotson - The Japanese Open-End Fund Puzzle (RePEc:nbr:nberwo:6347)
by Stephen J. Brown & William N. Goetzmann & Takato Hiraki & Toshiyuki Otsuki & Noriyoshi Shiraishi - Positive Portfolio Factors (RePEc:nbr:nberwo:6412)
by Stephen J. Brown & William N. Goetzmann & Mark Grinblatt - High Water Marks (RePEc:nbr:nberwo:6413)
by William N. Goetzmann & Jonathan Ingersoll, Jr. & Stephen A. Ross - Hedge Funds and the Asian Currency Crisis of 1997 (RePEc:nbr:nberwo:6427)
by Stephen J. Brown & William N. Goetzmann & James Park - Pairs Trading: Performance of a Relative Value Arbitrage Rule (RePEc:nbr:nberwo:7032)
by Evan G. Gatev & William N. Goetzmann & K. Geert Rouwenhorst - Index Funds and Stock Market Growth (RePEc:nbr:nberwo:7033)
by William N. Goetzmann & Massimo Massa - A Century of Global Stock Markets (RePEc:nbr:nberwo:7565)
by Philippe Jorion & William N. Goetzmann - Global Real Estate Markets - Cycles and Fundamentals (RePEc:nbr:nberwo:7566)
by Bradford Case & William N. Goetzmann & K. Geert Rouwenhorst - Daily Momentum and Contrarian Behavior of Index Fund Investors (RePEc:nbr:nberwo:7567)
by William N. Goetzmann & Massimo Massa - Hedge Funds With Style (RePEc:nbr:nberwo:8173)
by Stephen J. Brown & William N. Goetzmann - Long-Term Global Market Correlations (RePEc:nbr:nberwo:8612)
by William N. Goetzmann & Lingfeng Li & K. Geert Rouwenhorst - Equity Portfolio Diversification (RePEc:nbr:nberwo:8686)
by William N. Goetzmann & Alok Kumar - Sharpening Sharpe Ratios (RePEc:nbr:nberwo:9116)
by William Goetzmann & Jonathan Ingersoll & Matthew I. Spiegel & Ivo Welch - Fees on Fees in Funds of Funds (RePEc:nbr:nberwo:9464)
by Stephen J. Brown & William N. Goetzmann & Bing Liang - Rain or Shine: Where is the Weather Effect? (RePEc:nbr:nberwo:9465)
by William N. Goetzmann & Ning Zhu - Efficiency and the Bear: Short Sales and Markets around the World (RePEc:nbr:nberwo:9466)
by William N. Goetzmann & Ning Zhu & Arturo Bris - Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares (RePEc:nbr:nberwo:9469)
by William N. Goetzmann & Matthew Spiegel & Andrey Ukhov - Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows (RePEc:nbr:nberwo:9470)
by Stephen J. Brown & William N. Goetzmann & Takato Hiraki & Noriyoshi Shirishi & Masahiro Watanabe - Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias (RePEc:nbr:nberwo:9499)
by William N. Goetzmann & Massimo Massa - The Efficient Market Theory and Evidence: Implications for Active Investment Management (RePEc:now:fntfin:0500000034)
by Ang, Andrew & Goetzmann, William N. & Schaefer, Stephen M. - British Investment Overseas 1870-1913: A Modern Portfolio Theory Approach (RePEc:oup:revfin:v:10:y:2006:i:2:p:261-300)
by William N. Goetzmann & Andrey D. Ukhov - Equity Portfolio Diversification (RePEc:oup:revfin:v:12:y:2008:i:3:p:433-463)
by William N. Goetzmann & Alok Kumar - Pairs Trading: Performance of a Relative-Value Arbitrage Rule (RePEc:oup:rfinst:v:19:y:2006:i:3:p:797-827)
by Evan Gatev & William N. Goetzmann & K. Geert Rouwenhorst - Weather-Induced Mood, Institutional Investors, and Stock Returns (RePEc:oup:rfinst:v:28:y:2015:i:1:p:73-111.)
by William N. Goetzmann & Dasol Kim & Alok Kumar & Qin Wang - The Equity Risk Premium: Essays and Explorations (RePEc:oxp:obooks:9780195148145)
by Goetzmann, William N. & Ibbotson, Roger G. - The Origins of Value: The Financial Innovations that Created Modern Capital Markets (RePEc:oxp:obooks:9780195175714)
by None - A Shareholder Lawsuit in Fourteenth-Century Toulouse (RePEc:pal:palchp:978-0-230-11666-5_10)
by William N. Goetzmann & Sebastien Pouget - Introduction (RePEc:pup:chapts:10662-1)
by William N. Goetzmann - Money Changes Everything: How Finance Made Civilization Possible (RePEc:pup:pbooks:10662)
by William N. Goetzmann - Is trading behavior stable across contexts? Evidence from style and multi-style investors (RePEc:taf:quantf:v:14:y:2014:i:4:p:605-627)
by Douglas W. Blackburn & William N. Goetzmann & Andrey D. Ukhov - Art and Money (RePEc:tiu:tiucen:53563a78-8ed3-49fc-83ec-567fac53f4ef)
by Goetzmann, W. & Renneboog, L.D.R. & Spaenjers, C. - Art and Money (RePEc:tiu:tiutis:53563a78-8ed3-49fc-83ec-567fac53f4ef)
by Goetzmann, W. & Renneboog, L.D.R. & Spaenjers, C. - Non-temporal Components of Residential Real Estate Appreciation (RePEc:tpr:restat:v:77:y:1995:i:1:p:199-206)
by Goetzmann, William N & Spiegel, Matthew - Rejoinder: The J-Shape Of Performance Persistence Given Survivorship Bias (RePEc:tpr:restat:v:79:y:1997:i:2:p:167-170)
by Stephen J. Brown & William N. Goetzmann & Roger G. Ibbotson & Stephen A. Ross - Estimating House Price Indexes in the Presence of Seller Reservation Prices (RePEc:tpr:restat:v:88:y:2006:i:1:p:100-112)
by William Goetzmann & Liang Peng - The Present Value Relation Over Six Centuries: The Case of the Bazacle Company (RePEc:tse:wpaper:31621)
by Goetzmann, Will & Le Bris, David & Pouget, Sébastien - A Spatial Model of Housing Returns and Neighborhood Substitutability (RePEc:ucb:calbrf:rpf-253)
by William N. Goetzmann and Matthew Spiegel. - Patterns in Three Centuries of Stock Market Prices (RePEc:ucp:jnlbus:v:66:y:1993:i:2:p:249-70)
by Goetzmann, William Nelson - A Longer Look at Dividend Yields (RePEc:ucp:jnlbus:v:68:y:1995:i:4:p:483-508)
by Goetzmann, William N & Jorion, Philippe - Offshore Hedge Funds: Survival and Performance, 1989-95 (RePEc:ucp:jnlbus:v:72:y:1999:i:1:p:91-117)
by Brown, Stephen J & Goetzmann, William N & Ibbotson, Roger G - The Japanese Open-End Fund Puzzle (RePEc:ucp:jnlbus:v:74:y:2001:i:1:p:59-77)
by Brown, Stephen J & Goetzmann, William N & Hiraki, Takato & Otsuki, Toshiyuki & Shiraishi, Noriyoshi - Index Funds and Stock Market Growth (RePEc:ucp:jnlbus:v:76:y:2003:i:1:p:1-28)
by William N. Goetzmann & Massimo Massa - Long-Term Global Market Correlations (RePEc:ucp:jnlbus:v:78:y:2005:i:1:p:1-38)
by William N. Goetzmann & Lingfeng Li & K. Geert Rouwenhorst - China and the World Financial Markets 1870-1930: Modern Lessons From Historical Globalization (RePEc:wop:pennin:01-30)
by William N. Goetzmann & Andrey Ukhov - Fees On Fees In Funds Of Funds (RePEc:wsi:wschap:9789812569448_0007)
by Stephen J. Brown & William N. Goetzmann & Bing Liang - Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs (RePEc:ysm:somwrk:ysm10)
by William N. Goetzmann & Stephen J. Brown & James M. Park - Offshore Hedge Funds: Survival and Performance, 1989-1995 (RePEc:ysm:somwrk:ysm104)
by Stephen J. Brown & William N. Goetzmann & Roger G. Ibbotson - Pairs Trading: Performance of a Relative Value Arbitrage Rule (RePEc:ysm:somwrk:ysm109)
by William N. Goetzmann & Evan Geov Gatev & K. Geert Rouwenhorst - Re-Emerging Markets (RePEc:ysm:somwrk:ysm111)
by Philippe Jorion & William N. Goetzmann - Do Cities and Suburbs Cluster? (RePEc:ysm:somwrk:ysm115)
by William Goetzmann & Matthew Spiegel & Susan Wachter - Global Real Estate Markets: Cycles And Fundamentals (RePEc:ysm:somwrk:ysm116)
by William N. Goetzmann & Bradford Case & K. Geert Rouwenhorst - China and the World Financial Markets 1870-1930:Modern Lessons From Historical Globalization (Chinese Version) (RePEc:ysm:somwrk:ysm12)
by William N. Goetzmann & Andrey Ukhov & Ning Zhu - The Development Of Corporate Performance Measures: Benchmarks Before EVA (RePEc:ysm:somwrk:ysm121)
by Stanley Garstka & William Goetzmann - Daily Momentum And Contrarian Behavior Of Index Fund Investors (RePEc:ysm:somwrk:ysm13)
by William N. Goetzmann & Massimo Massa - Daily Momentum And Contrarian Behavior Of Index Fund Investors (RePEc:ysm:somwrk:ysm134)
by Massimo Massa & William Goetzmann - Behavioral Factors in Mutual Fund Flows (RePEc:ysm:somwrk:ysm135)
by William N. Goetzmann & Massimo Massa & K. Geert Rouwenhorst - Day Trading International Mutual Funds: Evidence And Policy Solutions (RePEc:ysm:somwrk:ysm138)
by William Goetzmann & Zoran Ivkovich & K. Rouwenhorst - Disposition Matters: Volume, Volatility and PriceImpact of a Behavioral Bias (RePEc:ysm:somwrk:ysm14)
by William N. Goetzmann & Massimo Massa - Efficiency and the Bear: Short Sales and Markets around the World (RePEc:ysm:somwrk:ysm15)
by Arturo Bris & William N. Goetzmann & Ning Zhu - A New Historical Database For The NYSE 1815 To 1925: Performance And Predictability (RePEc:ysm:somwrk:ysm154)
by William N. Goetzmann & Roger G. Ibbotson & Liang Peng - A Century of Global Stock Markets (RePEc:ysm:somwrk:ysm16)
by William N. Goetzmann & Philippe Jorion - The Policy Implications of Portfolio Choice in Underserved Mortgage Markets (RePEc:ysm:somwrk:ysm161)
by William Goetzmann & Matthew Spiegel - Equity Portfolio Diversification (RePEc:ysm:somwrk:ysm17)
by William N. Goetzmann & Alok Kumar - The Bias of the RSR Estimator and the Accuracy of Some Alternatives (RePEc:ysm:somwrk:ysm174)
by William Goetzmann & Liang Peng - Heterogeneity of Trade and Stock Returns. Evidence from Index Fund Investors (RePEc:ysm:somwrk:ysm176)
by Massimo Massa & William Goetzmann - Hedge Funds With Style (RePEc:ysm:somwrk:ysm177)
by Stephen J. Brown & William N. Goetzmann - Fees on Fees in Funds of Funds (RePEc:ysm:somwrk:ysm18)
by Stephen J. Brown & William N. Goetzmann & Bing Liang - High-Water Marks and Hedge Fund Management Contracts (RePEc:ysm:somwrk:ysm186)
by William N. Goetzmann & Jonathan E. Ingersoll Jr. & Stephen A. Ross - Fibonacci and the Financial Revolution (RePEc:ysm:somwrk:ysm19)
by William N. Goetzmann - Global Real Estate Markets: Cycles And Fundamentals (RePEc:ysm:somwrk:ysm20)
by Bradford Case & William Goetzmann & K. Rouwenhorst - Hedge Funds With Style (RePEc:ysm:somwrk:ysm21)
by Stephen Brown & William Goetzmann - High Water Marks (RePEc:ysm:somwrk:ysm22)
by William N. Goetzmann & Jonathan E. Ingersoll, Jr. & Stephen A. Ross - Dispersion of Opinion and Stock Returns: Evidence from Index Fund Investors (RePEc:ysm:somwrk:ysm227)
by Massimo Massa & William Goetzmann - Index Funds and Stock Market Growth (RePEc:ysm:somwrk:ysm23)
by Massimo Massa & William N. Goetzmann - Equity Portfolio Diversification (RePEc:ysm:somwrk:ysm236)
by Alok Kumar & William N. Goetzmann - Long-Term Global Market Correlations (RePEc:ysm:somwrk:ysm237)
by William Goetzmann & Lingfeng Li & K. Rouwenhorst - Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows (RePEc:ysm:somwrk:ysm24)
by Steven J. Brown & William N. Goetzmann & Takato Hiraki & Niroyoshi Shiraishi & Masahiro Watanabe - China and the World Financial Markets 1870-1930: Modern Lessons From Historical Globalization (English Version) (RePEc:ysm:somwrk:ysm242)
by William Goetzmann & Andrey Ukhov & Ning Zhu - China and the World Financial Markets 1870-1930: Modern Lessons From Historical Globalization (Chinese Version) (RePEc:ysm:somwrk:ysm243)
by William N. Goetzmann & Andrey Ukhov & Ning Zhu - Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares (English version) (RePEc:ysm:somwrk:ysm25)
by William N. Goetzmann & Matthew I. Spiegel & Andrey Ukhov - Pairs Trading: Performance of a Relative Value Arbitrage Rule (RePEc:ysm:somwrk:ysm26)
by Evan Gatev & William N. Goetzmann & K. Geert Rouwenhorst - Positive Portfolio Factors (RePEc:ysm:somwrk:ysm27)
by Stephen J. Brown & William N. Goetzmann & Mark Grinblatt - Sharpening Sharpe Ratios (RePEc:ysm:somwrk:ysm273)
by William N. Goetzmann & Jonathan E. Ingersoll Jr. & Matthew I. Spiegel & Ivo Welch - Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows (RePEc:ysm:somwrk:ysm274)
by Stephen Brown & William Goetzmann & Takato Hiraki & Noriyoshi Shiraishi & Masahiro Watanabe - Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares (English Version) (RePEc:ysm:somwrk:ysm278)
by William Goetzmann & Matthew Spiegel & Andrey Ukhov - Rain or Shine: Where is the Weather Effect? (RePEc:ysm:somwrk:ysm28)
by William N. Goetzmann & Ning Zhu - Sharpening Sharpe Ratios (RePEc:ysm:somwrk:ysm29)
by William N. Goetzmann & Jonathan E. Ingersoll, Jr. & Matthew I. Spiegel & Ivo Welch - Rain or Shine: Where is the Weather Effect? (RePEc:ysm:somwrk:ysm296)
by William Goetzmann & Ning Zhu - Pairs Trading: Performance of a Relative Value Arbitrage Rule (RePEc:ysm:somwrk:ysm3)
by William Goetzmann & Evan g. Gatev & K. Geert Rouwenhorst - The Dow Theory: William Peter Hamilton's Track Record Re-considered (RePEc:ysm:somwrk:ysm30)
by Stephen J. Brown & William N. Goetzmann & Alok Kumar - An Analysis of the Relative Performance of Japanese and Foreign Money Management (RePEc:ysm:somwrk:ysm306)
by William N. Goetzmann & Stephen J. Brown & Takato Hiraki & Noriyoshi Shiraishi - Fees on Fees in Funds of Funds (RePEc:ysm:somwrk:ysm309)
by Stephen Brown & William Goetzmann & Bing Liang - Efficiency and the Bear: Short Sales and Markets around the World (RePEc:ysm:somwrk:ysm321)
by Arturo Bris & William N. Goetzmann & Ning Zhu - Efficiency and the Bear: Short Sales and Markets around the World (RePEc:ysm:somwrk:ysm327)
by Arturo Bris & William Goetzmann & Ning Zhu - Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias (RePEc:ysm:somwrk:ysm331)
by William N. Goetzmann & Massimo Massa - Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias (RePEc:ysm:somwrk:ysm333)
by Massimo Massa & William Goetzmann - Offshore Hedge Funds: Survival & Performance 1989-1995 (RePEc:ysm:somwrk:ysm34)
by Stephen Brown & William Goetzmann & Roger Ibbotson - Estimating Indices in the Presence of Seller Reservation Prices (RePEc:ysm:somwrk:ysm352)
by William Goetzmann & Liang Peng - The Impact of Clientele Changes: Evidence from Stock Splits (RePEc:ysm:somwrk:ysm369)
by Ravi Dhar & William Goetzmann & Ning Zhu & EFA Moscow - Home Equity Insurance: A Pilot Project (RePEc:ysm:somwrk:ysm372)
by Andrew Caplin & William Goetzmann & Eric Hangen & Barry Nalebuff & Elisabeth Prentice & John Rodkin & Matthew Spiegel & Tom Skinner - Mutual Fund Styles (RePEc:ysm:somwrk:ysm40)
by William N. Goetzmann & Stephen J. Brown - Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares (Russian Version) (RePEc:ysm:somwrk:ysm402)
by William Goetzmann & Matthew Spiegel & Andrey Ukhov - A Longer Look at Dividend Yields (RePEc:ysm:somwrk:ysm41)
by Philippe Jorion & William N. Goetzmann - Fibonacci and the Financial Revolution (RePEc:ysm:somwrk:ysm432)
by William Goetzmann - Diversification Decisions of Individual Investors and Asset Prices (RePEc:ysm:somwrk:ysm441)
by Alok Kumar & William N. Goetzmann - Dispersion of Opinion and Stock Returns (RePEc:ysm:somwrk:ysm444)
by William N. Goetzmann & Massimo Massa - British Investment Overseas 1870-1913: A Modern Portfolio Theory Approach (RePEc:ysm:somwrk:ysm445)
by William Goetzmann & Andrey Ukhov - Bubble Investors: What Were They Thinking? (RePEc:ysm:somwrk:ysm446)
by Ravi Dhar & William Goetzmann - Disposition Matters: Volume, Volatility and Price Impact of Behavioral Bias (RePEc:ysm:somwrk:ysm447)
by William N. Goetzmann & Massimo Massa - History and the Equity Risk Premium (RePEc:ysm:somwrk:ysm448)
by William Goetzmann & Roger Ibbotson - More Social Security, Not Less (RePEc:ysm:somwrk:ysm449)
by William Goetzmann - The History of Corporate Ownership in China: State Patronage, Company Legislation, and the Issue of Control (RePEc:ysm:somwrk:ysm450)
by William Goetzmann & Elisabeth Köll - Performance Persistence (RePEc:ysm:somwrk:ysm451)
by William N. Goetzmann & Stephen J. Brown - Portfolio Diversification, Proximity Investment and City Agglomeration (RePEc:ysm:somwrk:ysm452)
by William N. Goetzmann & Massimo Massa & Andrei Simonov - Short-Sales in Global Perspective (RePEc:ysm:somwrk:ysm453)
by Arturo Bris & William Goetzmann & Ning Zhu - Why Do Individual Investors Hold Under-Diversified Portfolios? (RePEc:ysm:somwrk:ysm454)
by William N. Goetzmann & Alok Kumar - Will History Rhyme? The Past as Financial Future (RePEc:ysm:somwrk:ysm455)
by William Goetzmann - The Performance of Real Estate Portfolios: A Simulation Approach (RePEc:ysm:somwrk:ysm456)
by Jeffrey Fisher & William Goetzmann - Institutional Perspectives on Real Estate Investing: The Role of Risk and Uncertainty (RePEc:ysm:somwrk:ysm457)
by Ravi Dhar & William Goetzmann - An Emerging Market: The NYSE From 1815 to 1871 (RePEc:ysm:somwrk:ysm49)
by William N. Goetzmann & Roger G. Ibbotson - A New Historical Database For The NYSE 1815 To 1925: Performance And Predictability (RePEc:ysm:somwrk:ysm5)
by William N. Goetzmann & ROGER G. IBBOTSON & LIANG PENG - Re-emerging Markets (RePEc:ysm:somwrk:ysm50)
by William Goetzmann & Philippe Jorion - A Century of Global Stock Markets (RePEc:ysm:somwrk:ysm53)
by William Goetzmann & Philippe Jorion - Clustering Methods for Real Estate Portfolios (RePEc:ysm:somwrk:ysm59)
by William N. Goetzmann & Susan M. Wachter - An Analysis of the Relative Performance of Japanese and Foreign Money Management (RePEc:ysm:somwrk:ysm6)
by William N. Goetzmann & Stephen J. Brown & Takato Hiraki & Noriyoshi Shiraishi - The Effect of Seller Reserves on Market Index Estimation (RePEc:ysm:somwrk:ysm61)
by William Goetzmann - Risks and Incentives in Underserved Mortgage Markets (RePEc:ysm:somwrk:ysm62)
by William N. Goetzmann & Brent W. Ambrose - Suburbs and Cities (RePEc:ysm:somwrk:ysm63)
by William N. Goetzmann & Matthew I. Spiegel & Susan M. Wachter - A Spatial Model of Housing Returns and Neighborhood Substitutability (RePEc:ysm:somwrk:ysm64)
by William N. Goetzmann & Matthew I. Spiegel - An Emerging Market: The NYSE From 1815 to 1871 (RePEc:ysm:somwrk:ysm7)
by William N. Goetzmann & Roger G. Ibbotson - Behavioral Factors in Mutual Fund Flows (RePEc:ysm:somwrk:ysm8)
by Massimo Massa & William Goetzmann & K. Rouwenhorst - High-Water Marks and Hedge Fund Management Contracts (RePEc:ysm:somwrk:ysm81)
by William Goetzmann & Jonathan Ingersoll & Stephen Ross - Two Decades Of Commercial Property Returns: A NCREIF Index Using Independent Appraisals (RePEc:ysm:somwrk:ysm82)
by David Geltner & William Goetzmann - Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs (RePEc:ysm:somwrk:ysm83)
by Stephen Brown & William Goetzmann & James Park - Hedge Funds and the Asian Currency Crisis of 1997 (RePEc:ysm:somwrk:ysm84)
by Stephen Brown & William Goetzmann & James Park - The Dow Theory: William Peter Hamilton's Track Record Re-Considered (RePEc:ysm:somwrk:ysm85)
by Stephen Brown & William Goetzmann & Alok Kumar - Positive Portfolio Factors (RePEc:ysm:somwrk:ysm87)
by Stephen Brown & William Goetzmann & Mark Grinblatt - Monthly Measurement of Daily Timers (RePEc:ysm:somwrk:ysm88)
by William Goetzmann & Jonathan Ingersoll & Zoran Ivkovich - The Open-End Japanese Mutual Fund Puzzle (RePEc:ysm:somwrk:ysm89)
by Stephen Brown & William Goetzmann & Takato Hiraki & Toshiyuki Otsuki & Noriyoshi Shiraishi - China and the World Financial Markets 1870-1930: (RePEc:ysm:somwrk:ysm9)
by William N. Goetzmann & Andrey Ukhov & Ning Zhu - Index Funds and Stock Market Growth (RePEc:ysm:somwrk:ysm99)
by Massimo Massa & William N. Goetzmann