Access Statistics for William Goetzmann

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Century of Global Stock Markets 0 0 0 190 0 3 7 531
A Century of Global Stock Markets 1 1 1 62 1 3 8 265
A Century of Global Stock Markets 0 0 0 367 0 1 4 1,346
A Century of Global Stock Markets 1 2 3 368 2 3 12 809
A Longer Look at Dividend Yields 0 0 0 206 0 1 6 526
A New Historical Database For The NYSE 1815 To 1925: Performance And Predictability 0 0 9 91 2 5 18 293
A New Historical Database For The NYSE 1815 To 1925: Performance And Predictability 0 1 3 430 0 3 8 1,605
A Spatial Model of Housing Returns and Neighborhood Substitutability 0 0 1 96 0 0 2 228
A Spatial Model of Housing Returns and Neighborhood Substitutability 0 0 0 108 0 1 4 340
ACCOUNTING FOR TASTE: AN ANALYSIS OF ART RETURNS OVER THREE CENTURIES 0 0 0 0 0 7 13 567
An Analysis of the Relative Performance of Japanese and Foreign Money Management 0 0 0 43 0 0 5 313
An Analysis of the Relative Performance of Japanese and Foreign Money Management 0 0 0 29 0 2 11 274
An Emerging Market: The NYSE From 1815 to 1871 0 0 4 66 4 10 26 230
An Emerging Market: The NYSE From 1815 to 1871 0 0 0 136 2 2 6 391
Art and Money 0 0 0 14 0 0 7 77
Art and Money 0 0 0 0 0 0 17 17
Art and Money 0 0 1 66 0 0 4 230
Art and Money 0 0 0 117 1 1 13 377
Art and Money 0 0 0 0 1 2 6 91
Attrition and Mutual Fund Performance 0 0 0 1 0 0 1 440
BOOTSTRAPPING TESTS OF LONG-TERM STOCK MARKET EFFICIENCY 0 0 0 0 0 0 1 344
Beauty is in the Bid of the Beholder: An Empirical Basis for Style 0 1 1 14 0 1 4 54
Behavioral Factors in Mutual Fund Flows 0 0 0 610 1 1 4 2,095
Behavioral Factors in Mutual Fund Flows 0 0 1 329 2 4 16 1,032
British Investment Overseas 1870-1913: A Modern Portfolio Theory Approach 0 0 0 223 1 2 5 749
British Investment Overseas 1870-1913: A Modern Portfolio Theory Approach 0 0 1 125 2 5 13 471
Bubble Investing: Learning from History 0 6 13 161 1 30 50 277
Bubble Investors: What Were They Thinking? 0 0 5 196 3 5 15 504
China and the World Financial Markets 1870-1930 0 0 0 172 1 2 6 535
China and the World Financial Markets 1870-1930: Modern Lessons From Historical Globalization 0 0 0 305 0 1 4 1,021
China and the World Financial Markets 1870-1930: Modern Lessons From Historical Globalization (Chinese Version) 0 0 0 30 0 1 5 181
China and the World Financial Markets 1870-1930: Modern Lessons From Historical Globalization (English Version) 0 0 0 33 1 2 4 135
China and the World Financial Markets 1870-1930:Modern Lessons From Historical Globalization (Chinese Version) 0 0 0 189 0 0 1 701
Clustering Methods and Commercial Rents 0 0 0 0 0 0 1 266
Clustering Methods for Real Estate Portfolios 0 0 7 239 2 5 36 647
Commodity Funds as an Investment Asset 0 0 0 1 0 1 5 1,058
Competition Among University Endowments 0 0 0 29 0 1 6 95
Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs 0 0 1 59 1 2 5 221
Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs 0 0 1 181 0 2 10 702
Crash Beliefs From Investor Surveys 0 0 3 90 0 1 29 265
Daily Momentum And Contrarian Behavior Of Index Fund Investors 0 1 1 148 0 1 7 576
Daily Momentum And Contrarian Behavior Of Index Fund Investors 0 0 0 175 0 1 5 846
Daily Momentum and Contrarian Behavior of Index Fund Investors 0 0 1 364 0 1 12 1,280
Day Trading International Mutual Funds: Evidence And Policy Solutions 0 0 4 166 0 1 17 848
Dispersion of Opinion and Stock Returns 0 0 0 170 0 2 5 534
Dispersion of Opinion and Stock Returns 0 0 0 86 0 1 5 317
Dispersion of Opinion and Stock Returns: Evidence from Index Fund Investors 0 0 0 38 0 0 2 190
Disposition Matters: Volume, Volatility and Price Impact of Behavioral Bias 0 0 0 180 1 1 7 518
Disposition Matters: Volume, Volatility and Price Impact of Behavioural Bias 0 0 0 81 1 1 8 260
Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias 0 0 0 46 2 2 7 193
Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias 1 1 1 245 4 4 11 687
Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias 1 1 1 80 1 1 12 337
Disposition Matters: Volume, Volatility and PriceImpact of a Behavioral Bias 1 1 1 77 1 1 8 220
Diversification Decisions of Individual Investors and Asset Prices 1 3 9 202 4 11 37 648
Do Cities and Suburbs Cluster? 0 0 0 36 0 0 2 133
Do Winners Repeat? Patterns in Mutual Fund Behavior 0 0 0 12 5 14 72 3,766
Efficiency and the Bear: Short Sales and Markets around the World 0 0 0 84 0 0 9 351
Efficiency and the Bear: Short Sales and Markets around the World 0 0 0 206 1 4 13 674
Efficiency and the Bear: Short Sales and Markets around the World 0 0 0 183 4 5 23 745
Efficiency and the Bear: Short Sales and Markets around the World 0 0 0 74 0 8 38 385
Equity Portfolio Diversification 1 3 4 634 1 4 15 1,920
Equity Portfolio Diversification 0 0 1 591 0 5 23 2,287
Equity Portfolio Diversification 1 2 2 151 1 3 10 484
Estimating Indices in the Presence of Seller Reservation Prices 0 0 0 33 0 1 3 172
Estimating Operational Risk for Hedge Funds: The ?-Score 0 1 1 69 0 3 10 273
Fees on Fees in Funds of Funds 0 0 0 125 1 2 9 399
Fees on Fees in Funds of Funds 0 0 0 398 0 2 9 897
Fees on Fees in Funds of Funds 0 2 3 270 0 3 13 809
Fibonacci and the Financial Revolution 2 2 3 339 3 15 32 1,091
Fibonacci and the Financial Revolution 1 2 2 267 3 4 11 757
Fibonacci and the Financial Revolution 0 0 1 130 0 1 6 357
Global Real Estate Markets - Cycles and Fundamentals 1 5 12 599 5 14 45 1,133
Global Real Estate Markets: Cycles And Fundamentals 1 4 11 246 2 11 42 624
Global Real Estate Markets: Cycles And Fundamentals 1 2 3 940 3 7 19 2,028
Hedge Funds With Style 0 0 0 435 0 1 7 1,170
Hedge Funds With Style 0 0 0 119 1 3 11 400
Hedge Funds With Style 0 0 0 899 1 3 9 2,351
Hedge Funds and the Asian Currency Crisis of 1997 0 0 0 256 0 1 3 660
Hedge Funds and the Asian Currency Crisis of 1997 0 0 3 754 1 4 12 2,170
Hedge Funds and the Asian Currency Crisis of 1997 0 0 0 2 0 1 3 762
Heterogeneity of Trade and Stock Returns. Evidence from Index Fund Investors 2 2 2 34 2 2 5 138
High Water Marks 0 0 0 158 0 0 3 890
High Water Marks 0 0 0 205 0 2 7 991
High-Water Marks and Hedge Fund Management Contracts 0 0 1 487 0 0 2 1,986
High-Water Marks and Hedge Fund Management Contracts 0 0 1 101 0 1 15 311
History and the Equity Risk Premium 0 0 3 897 0 1 14 2,503
Home Equity Insurance: A Pilot Project 0 0 1 176 1 3 11 681
Index Funds and Stock Market Growth 1 1 1 436 1 2 8 2,050
Index Funds and Stock Market Growth 0 0 0 56 0 0 5 396
Index Funds and Stock Market Growth 0 0 0 118 0 0 7 546
Institutional Perspectives on Real Estate Investing: The Role of Risk and Uncertainty 0 0 6 444 0 6 24 1,105
Investor Expectations, Business Conditions, and the Pricing of Beta-Instability Risk 0 0 0 21 0 1 1 78
Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows 0 1 3 302 1 7 29 1,222
Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows 1 1 2 102 2 2 23 492
Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows 1 1 1 107 3 3 19 504
Long-Term Global Market Correlations 0 2 5 168 3 7 22 579
Long-Term Global Market Correlations 0 1 2 355 1 4 18 1,044
Long-Term Global Market Correlations 0 1 3 482 0 3 15 1,325
Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration 0 0 0 23 1 2 18 210
Market Response to Mutual Fund Performance 0 0 0 1 0 0 6 419
Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares 0 0 0 86 1 2 8 346
Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares (English Version) 0 0 0 17 0 2 9 118
Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares (English version) 0 0 0 86 1 2 11 309
Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares (Russian Version) 0 0 0 24 0 1 2 122
Momentum in Imperial Russia 0 0 0 28 0 8 14 77
Monthly Measurement of Daily Timers 0 0 0 63 0 0 4 295
More Social Security, Not Less 0 0 1 67 0 0 5 260
Mutual Fund Styles 0 0 0 573 0 1 10 1,329
Negative Bubbles: What Happens After a Crash 0 4 8 99 1 10 44 205
New Evidence on the First Financial Bubble 0 1 4 51 0 4 16 193
New Evidence on the First Financial Bubble 0 3 11 159 2 12 34 340
Non-temporal Components of Residential Real Estate Appreciation 0 0 0 0 0 0 3 772
Offshore Hedge Funds: Survival & Performance 1989-1995 0 0 0 0 0 0 0 226
Offshore Hedge Funds: Survival & Performance 1989-1995 0 0 0 44 0 0 1 140
Offshore Hedge Funds: Survival and Performance 1989-1995 0 0 0 581 2 7 13 2,199
Offshore Hedge Funds: Survival and Performance 1989-1995 0 0 0 0 0 4 6 344
Offshore Hedge Funds: Survival and Performance, 1989-1995 0 0 0 85 0 4 11 342
Pairs Trading: Performance of a Relative Value Arbitrage Rule 0 0 3 749 1 3 21 1,678
Pairs Trading: Performance of a Relative Value Arbitrage Rule 1 5 15 3,093 3 19 82 6,964
Pairs Trading: Performance of a Relative Value Arbitrage Rule 6 13 52 4,370 13 51 168 10,331
Pairs Trading: Performance of a Relative Value Arbitrage Rule 0 0 3 525 0 1 11 1,193
Performance Persistence 1 1 5 655 3 4 16 1,481
Portfolio Diversification and City Agglomeration 0 0 0 99 0 2 9 470
Portfolio Diversification, Proximity Investment and City Agglomeration 0 0 1 149 0 1 5 480
Portfolio Diversification, Proximity Investment and City Agglomeration 0 0 0 56 0 1 9 279
Portfolio Performance Manipulation and Manipulation-Proof Performance Measures 0 0 2 78 1 3 13 313
Positive Portfolio Factors 0 0 0 140 0 1 1 464
Positive Portfolio Factors 0 0 0 32 0 0 0 150
Positive Portfolio Factors 0 0 0 124 0 0 1 390
Rain or Shine: Where is the Weather Effect? 0 1 2 107 2 5 23 509
Rain or Shine: Where is the Weather Effect? 0 0 1 155 1 3 16 1,131
Rain or Shine: Where is the Weather Effect? 0 0 1 159 2 6 14 976
Re-Emerging Markets 0 1 2 123 1 6 14 340
Re-emerging Markets 0 1 3 68 1 3 11 243
Re-emerging Markets 0 0 0 253 1 2 11 1,121
Real and Private-Value Assets 0 3 3 3 3 17 17 17
Risk Aversion and Clientele Effects 0 0 0 42 0 0 2 140
Risks and Incentives in Underserved Mortgage Markets 0 0 2 68 0 1 6 249
Safety First Portfolio Choice 0 0 0 3 0 0 2 334
Safety First Portfolio Insurance 0 0 2 30 0 1 7 82
Securitization in the 1920's 0 0 1 136 0 2 13 386
Securitizations in the 1920's 0 1 2 31 3 7 24 151
Sharpening Sharpe Ratios 2 2 3 204 3 7 15 690
Sharpening Sharpe Ratios 0 1 8 905 4 10 43 2,872
Sharpening Sharpe Ratios 0 0 1 306 1 1 10 862
Short-Sales in Global Perspective 0 0 0 143 0 0 2 386
Simulating Real Estate in the Investment Portfolio: Model Uncertainty and Inflation Hedging 0 1 1 57 0 4 6 164
Soft Information, Hard Sell: The Role of Soft Information in the Pricing of Intellectual Property 0 0 0 109 0 0 9 812
Soft Information, Hard Sell: The Role of Soft Information in the Pricing of Intellectual Property - Evidence from Screenplays Sales 0 0 0 4 0 0 3 25
Suburbs and Cities 0 0 0 42 0 0 1 176
TESTING THE PREDICTIVE POWER OF DIVIDEND YIELDS 0 0 0 1 0 3 8 454
THE ACCURACY OF REAL ESTIMATE INDICES: REPEAT SALE ESTIMATORS 0 0 0 1 0 2 14 727
THE SINGLE FAMILY HOME IN THE INVESTMENT PORTFOLIO 0 0 0 3 1 1 7 929
Testing Asset Pricing Theory on Six Hundred Years of Stock Returns: Prices and Dividends for the Bazacle Company from 1372 to 1946 0 0 3 48 2 3 13 79
Testing the Predictive Power of Dividend Yields 0 0 0 2 0 1 4 649
The Bias of the RSR Estimator and the Accuracy of Some Alternatives 0 0 0 33 1 2 7 143
The Bias of the RSR Estimator and the Accuracy of Some Alternatives 0 0 1 57 0 1 8 422
The Development Of Corporate Performance Measures: Benchmarks Before EVA 0 0 0 236 0 2 4 697
The Development of Corporate Governance in Toulouse: 1372-1946 0 2 3 92 1 4 10 72
The Dow Theory: William Peter Hamilton's Track Record Re-Considered 0 0 0 1 1 1 20 523
The Dow Theory: William Peter Hamilton's Track Record Re-Considered 0 0 5 125 0 1 14 526
The Dow Theory: William Peter Hamilton's Track Record Re-considered 0 1 2 367 0 3 22 1,494
The Economics of Aesthetics and Three Centuries of Art Price Records 0 0 1 49 0 2 10 135
The Economics of Aesthetics and Three Centuries of Art Price Records 0 0 1 85 0 6 16 156
The Effect of Seller Reserves on Market Index Estimation 0 0 0 15 0 0 1 126
The History of Corporate Ownership in China: State Patronage, Company Legislation, and the Issue of Control 0 0 3 261 0 1 10 830
The Impact of Clientele Changes: Evidence from Stock Splits 0 0 3 106 6 8 43 432
The Japanese Open-End Fund Puzzle 0 0 0 124 1 1 6 393
The Japanese Open-End Fund Puzzle 0 0 0 0 0 1 5 239
The Open-End Japanese Mutual Fund Puzzle 0 0 1 59 0 1 5 258
The Performance of Real Estate Portfolios: A Simulation Approach 0 0 4 333 1 4 37 736
The Policy Implications of Portfolio Choice in Underserved Mortgage Markets 0 0 0 60 1 2 11 228
The Present Value Relation Over Six Centuries: The Case of the Bazacle Company 0 0 2 62 0 3 8 115
The Subprime Crisis and House Price Appreciation 0 2 4 126 1 5 14 409
The present value relation over six centuries: The case of the Bazacle company 0 0 0 0 0 3 6 15
Tiebreaker: Certification and Multiple Credit Ratings 0 0 1 38 4 8 12 164
Tiebreaker: Certification and Multiple Credit Ratings 0 0 0 70 0 2 7 292
Trust and Delegation 0 0 0 14 2 4 7 116
Trust and Delegation 0 0 2 45 0 1 6 223
Two Decades Of Commercial Property Returns: A NCREIF Index Using Independent Appraisals 0 0 0 182 1 2 6 655
Why Do Individual Investors Hold Under-Diversified Portfolios? 22 53 143 2,128 58 142 450 5,819
Will History Rhyme? The Past as Financial Future 0 0 0 170 0 0 1 431
Total Working Papers 51 147 466 39,833 220 741 2,810 133,988


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Longer Look at Dividend Yields 2 3 5 173 2 4 13 587
A Spatial Model of Housing Returns and Neighborhood Substitutability 0 0 0 62 0 0 3 160
A new historical database for the NYSE 1815 to 1925: Performance and predictability 0 1 8 151 0 4 21 468
Accounting for Taste: Art and the Financial Markets over Three Centuries 3 8 40 847 8 27 106 1,964
An analysis of the relative performance of Japanese and foreign money management 0 0 0 19 0 0 2 122
Art and Money 1 1 7 121 6 8 30 491
Art and gender: market bias or selection bias? 0 4 7 26 0 6 35 94
Beauty is in the bid of the beholder: An empirical basis for style 0 0 2 6 1 1 8 49
British Investment Overseas 1870-1913: A Modern Portfolio Theory Approach 0 1 3 46 5 11 27 276
COGNITIVE DISSONANCE AND MUTUAL FUND INVESTORS 3 3 15 93 7 13 50 260
Careers and Survival: Competition and Risk in the Hedge Fund and CTA Industry 0 2 4 130 2 9 20 468
China and the world financial markets 1870–1939: Modern lessons from historical globalization1 0 0 1 42 0 0 5 122
Clustering Methods for Real Estate Portfolios 0 0 2 27 0 0 6 119
Daily Momentum and Contrarian Behavior of Index Fund Investors 0 2 5 41 1 4 14 225
Day Trading International Mutual Funds: Evidence and Policy Solutions 1 1 1 22 1 2 6 113
Dispersion of opinion and stock returns 0 0 1 69 0 1 5 219
Efficiency and the Bear: Short Sales and Markets Around the World 2 6 14 331 4 14 39 947
Equity Portfolio Diversification 3 14 44 243 20 60 153 851
Estimating House Price Indexes in the Presence of Seller Reservation Prices 0 1 5 93 0 1 7 281
Estimating Private Equity Returns from Limited Partner Cash Flows 2 8 20 65 4 16 62 211
Global Stock Markets in the Twentieth Century 0 0 2 225 2 5 11 676
High‐Water Marks and Hedge Fund Management Contracts 0 0 0 200 0 2 9 559
Homogeneous Groupings of Metropolitan Housing Markets 0 1 1 85 0 1 2 199
Index Funds and Stock Market Growth 1 6 18 348 3 12 54 1,348
Investment beliefs of endowments 0 0 2 12 0 2 15 35
Is trading behavior stable across contexts? Evidence from style and multi-style investors 0 0 0 1 0 1 2 19
Les compagnies de moulins en Occitanie: émergence et gouvernance de sociétés par actions multiséculaires 0 0 0 3 0 2 8 20
Long-Term Global Market Correlations 2 7 58 863 8 33 164 2,253
Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration 0 1 1 107 0 3 18 383
Momentum in Imperial Russia 0 1 3 8 0 10 22 55
Monthly Measurement of Daily Timers 0 0 1 30 1 3 9 163
Mutual fund styles 0 1 4 415 1 7 32 966
Negative bubbles: What happens after a crash 1 1 1 7 3 6 17 32
New evidence on the first financial bubble 1 4 16 79 10 25 55 457
Non-temporal Components of Residential Real Estate Appreciation 0 0 1 149 1 1 10 1,401
Offshore Hedge Funds: Survival and Performance, 1989-95 5 10 27 378 12 34 102 1,586
Pairs Trading: Performance of a Relative-Value Arbitrage Rule 10 22 70 998 25 73 237 2,733
Patterns in Three Centuries of Stock Market Prices 0 0 5 244 0 0 9 869
Performance Persistence 4 7 27 314 8 26 82 838
Rain or Shine: Where is the Weather Effect? 1 1 3 64 2 9 24 249
Re-Emerging Markets 0 0 1 23 2 4 14 131
Rejoinder: The J-Shape Of Performance Persistence Given Survivorship Bias 0 0 0 87 1 4 10 531
Risks and Incentives in Underserved Mortgage Markets 0 0 1 26 0 1 3 142
Survival 0 0 4 68 0 8 22 176
THE PERFORMANCE OF REAL ESTATE AS AN ASSET CLASS 2 10 24 462 4 14 69 914
Testing the Predictive Power of Dividend Yields 0 3 12 403 0 8 33 922
The Accuracy of Real Estate Indices: Repeat Sale Estimators 0 0 0 5 2 11 22 752
The Bias of the RSR Estimator and the Accuracy of Some Alternatives 0 0 0 12 0 0 2 52
The Efficient Market Theory and Evidence: Implications for Active Investment Management 1 7 17 171 4 19 42 431
The Japanese Open-End Fund Puzzle 0 0 0 69 1 3 14 595
The Single Family Home in the Investment Portfolio 0 0 0 3 0 2 18 1,030
The Subprime Crisis and House Price Appreciation 0 2 2 71 1 6 16 347
The economics of aesthetics and record prices for art since 1701 0 1 5 31 3 7 18 125
The effect of the \"triple witching hour\" on stock market volatility 0 0 0 0 0 0 5 5,651
The present value relation over six centuries: The case of the Bazacle company 0 0 2 6 2 13 24 67
The pricing of soft and hard information: economic lessons from screenplay sales 0 1 3 24 0 4 9 140
Tiebreaker: Certification and Multiple Credit Ratings 0 0 0 31 1 7 17 192
Trust and delegation 0 2 5 31 5 13 35 278
Two Decades of Commercial Property Returns: A Repeated-Measures Regression-Based Version of the NCREIF Index 0 0 3 106 1 2 7 416
Weather-Induced Mood, Institutional Investors, and Stock Returns 0 1 8 39 4 18 68 206
Total Journal Articles 45 144 511 8,805 168 580 1,942 35,966


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Money Changes Everything: How Finance Made Civilization Possible 0 0 0 0 5 21 75 124
The Equity Risk Premium: Essays and Explorations 0 0 0 0 4 8 40 278
Total Books 0 0 0 0 9 29 115 402


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Competition among University Endowments 1 1 2 17 1 2 13 71
Does Governance Matter? The Case of Art Museums 0 0 2 74 0 1 11 134
Dutch Securities for American Land Speculation in the Late Eighteenth Century 0 0 0 32 0 1 5 104
FEES ON FEES IN FUNDS OF FUNDS 0 0 0 0 1 4 17 46
Introduction 0 0 1 16 1 1 2 44
The History of Corporate Ownership in China: State Patronage, Company Legislation, and the Issue of Control 0 2 8 83 2 8 38 266
Total Chapters 1 3 13 222 5 17 86 665


Statistics updated 2021-06-03