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 0 372 2 3 8 1,370
A Century of Global Stock Markets 0 0 1 370 1 4 6 826
A Century of Global Stock Markets 0 0 0 62 0 0 10 282
A Century of Global Stock Markets 0 0 0 190 0 0 2 539
A Longer Look at Dividend Yields 0 0 0 208 1 3 5 544
A New Historical Database For The NYSE 1815 To 1925: Performance And Predictability 0 0 1 98 1 4 7 322
A New Historical Database For The NYSE 1815 To 1925: Performance And Predictability 0 0 0 434 5 6 17 1,640
A Spatial Model of Housing Returns and Neighborhood Substitutability 0 0 0 96 0 0 1 233
A Spatial Model of Housing Returns and Neighborhood Substitutability 0 0 0 108 2 2 3 360
ACCOUNTING FOR TASTE: AN ANALYSIS OF ART RETURNS OVER THREE CENTURIES 0 0 0 0 1 4 12 597
An Analysis of the Relative Performance of Japanese and Foreign Money Management 0 0 0 29 1 1 1 283
An Analysis of the Relative Performance of Japanese and Foreign Money Management 0 0 0 43 2 2 3 317
An Emerging Market: The NYSE From 1815 to 1871 0 0 0 141 1 2 13 424
An Emerging Market: The NYSE From 1815 to 1871 0 0 1 76 2 2 4 265
Art and Money 0 0 0 1 0 1 2 23
Art and Money 0 0 0 16 0 0 2 92
Art and Money 0 0 1 2 3 5 8 112
Art and Money 0 0 3 130 3 4 9 416
Attrition and Mutual Fund Performance 0 0 0 1 0 0 2 462
BOOTSTRAPPING TESTS OF LONG-TERM STOCK MARKET EFFICIENCY 0 0 0 0 0 0 0 344
Behavioral Factors in Mutual Fund Flows 0 0 1 351 0 1 7 1,119
Behavioral Factors in Mutual Fund Flows 0 0 0 611 3 4 6 2,110
British Investment Overseas 1870-1913: A Modern Portfolio Theory Approach 0 0 0 128 2 2 5 485
British Investment Overseas 1870-1913: A Modern Portfolio Theory Approach 0 0 1 225 0 0 2 758
Bubble Investing: Learning from History 1 1 2 173 4 8 15 347
Bubble Investors: What Were They Thinking? 0 0 2 199 2 3 7 530
China and the World Financial Markets 1870-1930 0 0 0 172 1 1 4 549
China and the World Financial Markets 1870-1930: Modern Lessons From Historical Globalization 0 0 0 305 0 0 1 1,025
China and the World Financial Markets 1870-1930: Modern Lessons From Historical Globalization (Chinese Version) 0 0 0 30 0 0 1 184
China and the World Financial Markets 1870-1930: Modern Lessons From Historical Globalization (English Version) 0 0 0 36 0 1 2 151
China and the World Financial Markets 1870-1930:Modern Lessons From Historical Globalization (Chinese Version) 0 0 0 189 0 0 0 707
Clustering Methods and Commercial Rents 0 0 0 0 0 0 3 274
Clustering Methods for Real Estate Portfolios 0 0 1 244 0 0 5 672
Cohort Effects on Expected Co-Movement 0 0 0 6 1 1 2 20
Commodity Funds as an Investment Asset 0 0 0 1 1 2 3 1,065
Competition Among University Endowments 0 0 0 30 2 2 3 105
Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs 0 0 0 59 2 2 5 230
Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs 0 0 0 181 1 1 1 707
Convergent Evolution Toward the Joint-Stock Company 0 0 1 32 0 2 8 45
Crash Beliefs From Investor Surveys 0 0 0 98 1 5 11 335
Crash Narratives 0 3 11 89 3 10 32 186
Daily Momentum And Contrarian Behavior Of Index Fund Investors 0 0 0 176 0 0 1 851
Daily Momentum And Contrarian Behavior Of Index Fund Investors 0 0 0 148 1 1 4 583
Daily Momentum and Contrarian Behavior of Index Fund Investors 0 1 2 368 3 7 10 1,311
Day Trading International Mutual Funds: Evidence And Policy Solutions 0 0 1 169 0 4 8 866
Dispersion of Opinion and Stock Returns 0 0 0 86 0 1 2 331
Dispersion of Opinion and Stock Returns 0 0 1 173 0 1 4 563
Dispersion of Opinion and Stock Returns: Evidence from Index Fund Investors 0 0 0 38 1 3 3 196
Disposition Matters: Volume, Volatility and Price Impact of Behavioral Bias 0 0 0 184 3 3 3 529
Disposition Matters: Volume, Volatility and Price Impact of Behavioural Bias 0 0 0 81 0 0 1 267
Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias 0 0 0 246 0 0 1 708
Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias 0 0 0 80 1 1 1 350
Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias 0 0 0 48 0 0 2 200
Disposition Matters: Volume, Volatility and PriceImpact of a Behavioral Bias 0 0 0 77 4 4 6 234
Diversification Decisions of Individual Investors and Asset Prices 1 1 3 212 1 1 6 697
Do Cities and Suburbs Cluster? 0 0 0 37 1 2 3 138
Do Winners Repeat? Patterns in Mutual Fund Behavior 0 0 0 12 1 3 22 3,917
Efficiency and the Bear: Short Sales and Markets around the World 0 0 1 78 0 0 4 471
Efficiency and the Bear: Short Sales and Markets around the World 0 0 0 209 2 5 13 711
Efficiency and the Bear: Short Sales and Markets around the World 0 0 0 84 8 10 13 376
Efficiency and the Bear: Short Sales and Markets around the World 0 0 0 185 1 3 5 798
Emotions and Subjective Crash Beliefs 3 9 25 41 7 21 71 115
Equity Portfolio Diversification 0 0 0 152 3 3 6 503
Equity Portfolio Diversification 0 0 5 644 1 3 17 1,980
Equity Portfolio Diversification 0 0 1 602 1 2 10 2,330
Estimating Indices in the Presence of Seller Reservation Prices 0 0 0 33 1 1 2 176
Evidence on Retrieved Context: How History Matters 0 0 0 14 2 3 3 20
Fees on Fees in Funds of Funds 0 0 0 272 0 1 2 833
Fees on Fees in Funds of Funds 0 0 0 401 1 2 5 912
Fees on Fees in Funds of Funds 0 0 0 127 0 0 2 430
Fibonacci and the Financial Revolution 0 0 0 270 2 2 6 790
Fibonacci and the Financial Revolution 0 0 0 130 0 0 3 369
Fibonacci and the Financial Revolution 0 1 3 344 2 7 13 1,118
GDP Growth Expectations and Cash-flow Risk Premium 13 17 17 17 18 24 24 24
Global Real Estate Markets - Cycles and Fundamentals 0 0 2 624 1 2 10 1,214
Global Real Estate Markets: Cycles And Fundamentals 0 0 0 944 2 3 4 2,051
Global Real Estate Markets: Cycles And Fundamentals 0 0 0 255 2 5 9 665
Hedge Funds With Style 0 0 0 902 2 2 4 2,368
Hedge Funds With Style 0 0 0 122 1 1 1 408
Hedge Funds With Style 0 0 0 436 1 2 4 1,177
Hedge Funds and the Asian Currency Crisis of 1997 1 1 2 259 1 1 3 670
Hedge Funds and the Asian Currency Crisis of 1997 0 0 3 760 1 3 13 2,204
Hedge Funds and the Asian Currency Crisis of 1997 0 0 0 2 0 1 4 781
Heterogeneity of Trade and Stock Returns. Evidence from Index Fund Investors 0 0 0 34 0 0 1 143
High Water Marks 0 0 0 161 1 4 6 905
High Water Marks 0 1 2 208 2 4 6 1,011
High-Water Marks and Hedge Fund Management Contracts 0 0 0 103 1 4 10 331
High-Water Marks and Hedge Fund Management Contracts 0 0 0 489 1 1 2 1,997
History and the Equity Risk Premium 0 1 5 911 0 1 12 2,548
Home Equity Insurance: A Pilot Project 0 0 0 178 0 0 2 759
Index Funds and Stock Market Growth 0 0 0 56 0 0 3 405
Index Funds and Stock Market Growth 0 0 0 119 1 2 4 553
Index Funds and Stock Market Growth 0 0 2 443 2 4 9 2,076
Institutional Perspectives on Real Estate Investing: The Role of Risk and Uncertainty 0 0 2 453 1 2 6 1,127
Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows 0 0 2 105 0 0 3 579
Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows 0 0 0 307 3 4 7 1,269
Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows 0 0 0 111 1 6 7 538
Long-Term Global Market Correlations 0 1 1 176 2 3 7 611
Long-Term Global Market Correlations 0 0 2 360 1 2 7 1,083
Market Response to Mutual Fund Performance 0 0 0 1 0 0 3 435
Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares 0 0 0 89 0 2 4 355
Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares (English Version) 0 0 0 17 1 1 2 120
Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares (English version) 0 0 0 86 2 2 4 318
Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares (Russian Version) 0 0 0 24 0 0 0 123
Momentum in Imperial Russia 0 0 0 29 2 3 4 96
Monthly Measurement of Daily Timers 0 0 0 64 1 1 3 299
More Social Security, Not Less 0 0 1 68 1 1 2 265
Mutual Fund Styles 0 0 1 578 1 1 6 1,353
Negative Bubbles: What Happens After a Crash 0 0 0 108 3 4 6 253
New Evidence on the First Financial Bubble 0 0 1 162 2 4 7 365
Non-temporal Components of Residential Real Estate Appreciation 0 0 0 0 1 1 4 779
Offshore Hedge Funds: Survival & Performance 1989-1995 0 0 0 44 0 0 1 144
Offshore Hedge Funds: Survival & Performance 1989-1995 0 0 0 0 0 1 2 234
Offshore Hedge Funds: Survival and Performance 1989-1995 0 0 0 582 1 1 4 2,213
Offshore Hedge Funds: Survival and Performance 1989-1995 0 0 0 0 1 2 3 352
Offshore Hedge Funds: Survival and Performance, 1989-1995 0 0 0 85 0 1 2 346
Pairs Trading: Performance of a Relative Value Arbitrage Rule 0 1 4 766 4 17 38 1,778
Pairs Trading: Performance of a Relative Value Arbitrage Rule 2 4 18 4,504 3 14 63 10,800
Pairs Trading: Performance of a Relative Value Arbitrage Rule 0 0 3 549 2 17 34 1,288
Pairs Trading: Performance of a Relative Value Arbitrage Rule 2 5 20 3,179 9 22 74 7,279
Performance Persistence 0 0 1 669 3 5 13 1,529
Portfolio Diversification and City Agglomeration 0 0 0 99 0 0 1 480
Portfolio Diversification, Proximity Investment and City Agglomeration 0 0 0 150 0 0 3 491
Portfolio Diversification, Proximity Investment and City Agglomeration 0 0 0 57 0 0 0 283
Positive Portfolio Factors 0 0 0 32 1 1 3 155
Positive Portfolio Factors 0 0 1 141 1 2 7 473
Positive Portfolio Factors 0 0 0 124 2 3 4 402
Procyclical Stocks Earn Higher Returns 1 2 9 28 2 3 14 64
Rain or Shine: Where is the Weather Effect? 0 0 0 107 0 0 1 521
Rain or Shine: Where is the Weather Effect? 0 0 0 155 4 5 7 1,148
Rain or Shine: Where is the Weather Effect? 1 1 1 160 1 3 5 984
Re-Emerging Markets 0 0 0 123 0 0 1 393
Re-emerging Markets 0 0 0 68 0 3 4 271
Re-emerging Markets 0 0 0 253 1 2 4 1,137
Real and Private Value Assets 0 0 0 2 3 3 9 27
Real and Private-Value Assets 0 0 2 9 1 1 4 48
Risk Aversion and Clientele Effects 0 0 0 43 0 0 1 147
Risks and Incentives in Underserved Mortgage Markets 0 0 0 68 0 0 1 251
Safety First Portfolio Choice 0 0 0 3 0 0 2 337
Securitization in the 1920's 0 0 0 140 0 2 2 420
Selection-Neglect in the NFT Bubble 0 0 4 8 1 1 9 28
Sharpening Sharpe Ratios 0 0 0 210 3 3 8 743
Sharpening Sharpe Ratios 0 0 2 916 0 4 12 2,943
Sharpening Sharpe Ratios 0 0 0 307 1 2 4 883
Short-Sales in Global Perspective 0 0 0 143 1 1 4 395
Soft Information, Hard Sell: The Role of Soft Information in the Pricing of Intellectual Property 0 0 0 110 0 2 5 824
Suburbs and Cities 0 0 0 42 0 1 2 184
TESTING THE PREDICTIVE POWER OF DIVIDEND YIELDS 0 0 0 1 0 1 4 468
THE ACCURACY OF REAL ESTIMATE INDICES: REPEAT SALE ESTIMATORS 0 0 0 1 4 5 10 761
THE SINGLE FAMILY HOME IN THE INVESTMENT PORTFOLIO 0 0 0 3 1 1 5 944
Testing Asset Pricing Theory on Six Hundred Years of Stock Returns: Prices and Dividends for the Bazacle Company from 1372 to 1946 0 0 2 55 3 4 11 112
Testing the Predictive Power of Dividend Yields 0 0 0 2 0 0 3 662
The Bias of the RSR Estimator and the Accuracy of Some Alternatives 0 0 0 57 0 0 1 431
The Bias of the RSR Estimator and the Accuracy of Some Alternatives 0 0 0 33 0 0 0 153
The Development Of Corporate Performance Measures: Benchmarks Before EVA 0 0 1 241 0 1 5 713
The Development of Corporate Governance in Toulouse: 1372-1946 0 0 0 94 2 2 5 89
The Dow Theory: William Peter Hamilton's Track Record Re-Considered 0 0 4 134 2 4 17 592
The Dow Theory: William Peter Hamilton's Track Record Re-Considered 0 0 0 1 0 1 11 582
The Dow Theory: William Peter Hamilton's Track Record Re-considered 0 0 0 370 1 4 9 1,522
The Economics of Aesthetics and Three Centuries of Art Price Records 0 0 0 56 3 6 10 165
The Economics of Aesthetics and Three Centuries of Art Price Records 0 2 2 96 1 4 4 198
The Effect of Seller Reserves on Market Index Estimation 0 0 0 15 1 1 1 127
The History of Corporate Ownership in China: State Patronage, Company Legislation, and the Issue of Control 0 0 0 264 3 4 7 847
The Impact of Clientele Changes: Evidence from Stock Splits 0 0 1 112 1 1 7 525
The Japanese Open-End Fund Puzzle 0 0 0 0 2 2 2 246
The Japanese Open-End Fund Puzzle 0 0 0 126 0 1 1 403
The Open-End Japanese Mutual Fund Puzzle 0 0 0 59 0 0 0 260
The Performance of Real Estate Portfolios: A Simulation Approach 0 0 0 337 0 2 4 757
The Policy Implications of Portfolio Choice in Underserved Mortgage Markets 0 0 0 61 0 1 1 237
The Present Value Relation Over Six Centuries: The Case of the Bazacle Company 0 0 0 68 1 1 4 156
The Subprime Crisis and House Price Appreciation 0 0 0 135 1 2 8 443
The present value relation over six centuries: The case of the Bazacle company 0 0 0 0 1 2 2 31
Tiebreaker: Certification and Multiple Credit Ratings 0 0 0 73 4 6 16 315
Trust and Delegation 0 0 0 45 1 2 4 238
Two Decades Of Commercial Property Returns: A NCREIF Index Using Independent Appraisals 0 0 0 182 2 2 3 660
Why Do Individual Investors Hold Under-Diversified Portfolios? 1 5 27 2,371 2 16 86 6,857
Will History Rhyme? The Past as Financial Future 0 0 0 171 1 1 4 437
Total Working Papers 26 57 213 40,057 236 482 1,299 136,912
1 registered items for which data could not be found


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 0 0 3 185 0 1 9 629
A Spatial Model of Housing Returns and Neighborhood Substitutability 0 0 0 62 1 3 4 169
A new historical database for the NYSE 1815 to 1925: Performance and predictability 0 1 1 165 2 4 7 519
Accounting for Taste: Art and the Financial Markets over Three Centuries 3 10 48 1,025 6 27 94 2,335
An analysis of the relative performance of Japanese and foreign money management 0 0 0 19 3 4 4 128
Art and Money 0 1 3 137 1 9 18 570
Art and gender: market bias or selection bias? 2 5 8 58 5 19 33 229
Beauty is in the bid of the beholder: An empirical basis for style 0 1 1 10 2 3 5 62
British Investment Overseas 1870-1913: A Modern Portfolio Theory Approach 0 0 0 53 8 34 39 343
COGNITIVE DISSONANCE AND MUTUAL FUND INVESTORS 0 3 13 162 0 7 28 429
Careers and Survival: Competition and Risk in the Hedge Fund and CTA Industry 0 0 3 140 2 3 10 501
China and the world financial markets 1870–1939: Modern lessons from historical globalization1 0 0 2 48 0 0 5 142
Clustering Methods for Real Estate Portfolios 0 0 1 40 3 7 11 154
Daily Momentum and Contrarian Behavior of Index Fund Investors 0 0 0 48 2 3 7 261
Day Trading International Mutual Funds: Evidence and Policy Solutions 0 0 1 27 1 1 4 127
Dispersion of opinion and stock returns 0 0 1 78 1 1 5 248
Efficiency and the Bear: Short Sales and Markets Around the World 1 2 9 360 5 7 34 1,063
Equity Portfolio Diversification 2 5 26 382 9 19 82 1,366
Estimating House Price Indexes in the Presence of Seller Reservation Prices 0 1 1 95 1 4 7 297
Estimating Private Equity Returns from Limited Partner Cash Flows 1 8 26 185 3 16 50 455
Global Stock Markets in the Twentieth Century 4 9 17 259 7 14 41 796
High‐Water Marks and Hedge Fund Management Contracts 0 0 1 205 1 6 12 591
Homogeneous Groupings of Metropolitan Housing Markets 0 0 1 90 0 0 2 211
Index Funds and Stock Market Growth 0 0 1 377 0 2 12 1,457
Investment beliefs of endowments 0 0 0 17 1 2 3 56
Is trading behavior stable across contexts? Evidence from style and multi-style investors 0 0 0 3 0 1 6 33
Les compagnies de moulins en Occitanie: émergence et gouvernance de sociétés par actions multiséculaires 0 0 0 5 0 2 4 31
Long-Term Global Market Correlations 1 3 18 927 4 11 48 2,474
Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration 1 2 4 118 3 7 17 446
Momentum in Imperial Russia 0 0 0 11 3 4 4 70
Monthly Measurement of Daily Timers 0 0 0 30 1 2 7 182
Mutual fund styles 0 0 1 437 1 3 13 1,058
Negative bubbles: What happens after a crash 0 0 0 9 1 2 6 53
New evidence on the first financial bubble 0 0 2 108 1 5 18 564
Non-temporal Components of Residential Real Estate Appreciation 0 0 2 154 0 1 7 1,425
Offshore Hedge Funds: Survival and Performance, 1989-95 1 1 5 416 6 8 21 1,709
Pairs Trading: Performance of a Relative-Value Arbitrage Rule 2 4 11 1,246 6 36 103 3,518
Patterns in Three Centuries of Stock Market Prices 0 0 2 253 1 2 13 904
Performance Persistence 0 2 4 368 8 15 24 990
Rain or Shine: Where is the Weather Effect? 0 0 1 71 0 0 6 298
Re-Emerging Markets 0 0 0 24 1 2 2 167
Rejoinder: The J-Shape Of Performance Persistence Given Survivorship Bias 0 0 0 89 0 1 4 544
Risks and Incentives in Underserved Mortgage Markets 0 0 0 27 2 5 5 150
Survival 0 0 1 79 2 5 17 232
THE PERFORMANCE OF REAL ESTATE AS AN ASSET CLASS 0 2 11 526 2 8 23 1,042
Testing the Predictive Power of Dividend Yields 0 0 5 418 1 3 11 964
The Accuracy of Real Estate Indices: Repeat Sale Estimators 0 0 0 5 2 4 11 833
The Bias of the RSR Estimator and the Accuracy of Some Alternatives 0 0 0 15 1 2 7 69
The Efficient Market Theory and Evidence: Implications for Active Investment Management 2 5 17 231 7 12 40 575
The Japanese Open-End Fund Puzzle 0 0 0 69 1 1 4 612
The Single Family Home in the Investment Portfolio 0 0 0 3 0 0 7 1,068
The Subprime Crisis and House Price Appreciation 0 0 2 82 0 0 10 394
The economics of aesthetics and record prices for art since 1701 0 0 0 46 3 3 9 170
The effect of the \"triple witching hour\" on stock market volatility 0 0 0 0 1 1 2 5,659
The present value relation over six centuries: The case of the Bazacle company 0 1 2 16 0 3 9 101
The pricing of soft and hard information: economic lessons from screenplay sales 0 0 0 29 2 3 13 173
Tiebreaker: Certification and Multiple Credit Ratings 0 0 1 43 3 6 12 254
Trust and delegation 0 0 3 43 0 1 9 330
Two Decades of Commercial Property Returns: A Repeated-Measures Regression-Based Version of the NCREIF Index 0 1 4 111 1 3 8 428
Weather-Induced Mood, Institutional Investors, and Stock Returns 0 3 6 80 1 7 18 357
Total Journal Articles 20 70 269 10,319 129 365 1,044 41,015


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 2 5 10 208
The Equity Risk Premium: Essays and Explorations 0 0 0 0 1 2 4 336
Total Books 0 0 0 0 3 7 14 544


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Shareholder Lawsuit in Fourteenth-Century Toulouse 0 0 0 0 0 0 4 20
Competition among University Endowments 0 0 0 19 0 2 4 89
Does Governance Matter? The Case of Art Museums 0 0 0 75 1 1 1 141
Dutch Securities for American Land Speculation in the Late Eighteenth Century 0 0 1 34 0 0 4 114
FEES ON FEES IN FUNDS OF FUNDS 0 0 0 1 0 0 0 60
Introduction 0 0 0 17 1 1 4 51
The History of Corporate Ownership in China: State Patronage, Company Legislation, and the Issue of Control 0 0 0 87 2 2 8 294
Total Chapters 0 0 1 233 4 6 25 769


Statistics updated 2025-12-06