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 0 370 1 6 11 833
A Century of Global Stock Markets 0 0 0 62 1 8 9 291
A Century of Global Stock Markets 0 0 0 190 0 7 9 546
A Century of Global Stock Markets 0 0 0 372 0 1 7 1,371
A Longer Look at Dividend Yields 0 0 0 208 0 0 6 547
A New Historical Database For The NYSE 1815 To 1925: Performance And Predictability 0 0 0 434 6 13 31 1,658
A New Historical Database For The NYSE 1815 To 1925: Performance And Predictability 0 0 1 99 1 10 21 337
A Spatial Model of Housing Returns and Neighborhood Substitutability 0 0 0 96 0 3 6 238
A Spatial Model of Housing Returns and Neighborhood Substitutability 0 0 0 108 0 0 3 360
ACCOUNTING FOR TASTE: AN ANALYSIS OF ART RETURNS OVER THREE CENTURIES 0 0 0 0 2 5 17 603
An Analysis of the Relative Performance of Japanese and Foreign Money Management 0 0 0 43 0 6 8 323
An Analysis of the Relative Performance of Japanese and Foreign Money Management 0 0 0 29 0 5 6 288
An Emerging Market: The NYSE From 1815 to 1871 0 0 0 141 2 9 19 434
An Emerging Market: The NYSE From 1815 to 1871 0 0 1 76 1 6 11 273
Art and Money 0 0 1 2 0 13 23 128
Art and Money 0 0 0 1 0 5 9 30
Art and Money 0 0 0 16 0 1 5 95
Art and Money 0 0 2 130 1 14 25 433
Attrition and Mutual Fund Performance 0 0 0 1 1 8 15 476
BOOTSTRAPPING TESTS OF LONG-TERM STOCK MARKET EFFICIENCY 0 0 0 0 0 2 2 346
Behavioral Factors in Mutual Fund Flows 0 0 0 611 0 4 10 2,114
Behavioral Factors in Mutual Fund Flows 0 0 0 351 0 1 7 1,123
British Investment Overseas 1870-1913: A Modern Portfolio Theory Approach 0 0 0 128 1 3 9 489
British Investment Overseas 1870-1913: A Modern Portfolio Theory Approach 0 0 0 225 2 8 13 771
Bubble Investing: Learning from History 0 0 1 173 3 7 23 358
Bubble Investors: What Were They Thinking? 0 0 1 199 0 6 12 537
Bubbles, Booms and Crashes in the US Stock Market 1792-2024 25 25 25 25 37 37 37 37
Capital Structure, Seniority, and Risk Premia: Evidence from the London Stock Exchange, 1870–1929 10 10 10 10 6 6 6 6
China and the World Financial Markets 1870-1930 0 0 0 172 2 6 12 558
China and the World Financial Markets 1870-1930: Modern Lessons From Historical Globalization 0 0 0 305 1 4 8 1,032
China and the World Financial Markets 1870-1930: Modern Lessons From Historical Globalization (Chinese Version) 0 0 0 30 0 2 3 186
China and the World Financial Markets 1870-1930: Modern Lessons From Historical Globalization (English Version) 1 1 1 37 1 4 6 155
China and the World Financial Markets 1870-1930:Modern Lessons From Historical Globalization (Chinese Version) 0 0 0 189 0 6 6 713
Clustering Methods and Commercial Rents 0 0 0 0 0 6 6 280
Clustering Methods for Real Estate Portfolios 0 0 0 244 0 8 12 680
Cohort Effects on Expected Co-Movement 0 0 0 6 0 4 6 25
Commodity Funds as an Investment Asset 0 0 0 1 0 3 6 1,069
Competition Among University Endowments 0 0 0 30 0 3 5 108
Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs 0 0 0 59 0 3 10 236
Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs 0 0 0 181 0 8 11 717
Convergent Evolution Toward the Joint-Stock Company 0 0 1 33 0 2 15 54
Crash Beliefs From Investor Surveys 0 2 2 100 2 12 21 348
Crash Narratives 0 0 5 90 2 6 30 200
Daily Momentum And Contrarian Behavior Of Index Fund Investors 0 0 0 148 0 6 11 590
Daily Momentum And Contrarian Behavior Of Index Fund Investors 0 0 0 176 1 6 8 858
Daily Momentum and Contrarian Behavior of Index Fund Investors 0 0 2 368 5 23 43 1,345
Day Trading International Mutual Funds: Evidence And Policy Solutions 0 0 1 169 0 1 7 867
Dispersion of Opinion and Stock Returns 0 0 0 173 1 10 15 575
Dispersion of Opinion and Stock Returns 0 0 0 86 0 4 7 337
Dispersion of Opinion and Stock Returns: Evidence from Index Fund Investors 0 0 0 38 0 1 5 198
Disposition Matters: Volume, Volatility and Price Impact of Behavioral Bias 0 0 0 184 1 5 9 535
Disposition Matters: Volume, Volatility and Price Impact of Behavioural Bias 0 0 0 81 1 5 7 274
Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias 0 0 0 80 1 3 5 354
Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias 0 0 0 48 0 3 5 203
Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias 0 0 0 246 1 9 9 717
Disposition Matters: Volume, Volatility and PriceImpact of a Behavioral Bias 0 0 0 77 0 3 9 237
Diversification Decisions of Individual Investors and Asset Prices 0 0 2 212 0 4 9 701
Do Cities and Suburbs Cluster? 0 0 0 37 0 3 10 145
Do Winners Repeat? Patterns in Mutual Fund Behavior 0 0 0 12 1 6 22 3,923
Efficiency and the Bear: Short Sales and Markets around the World 0 0 0 185 0 3 9 803
Efficiency and the Bear: Short Sales and Markets around the World 1 1 1 210 1 4 15 717
Efficiency and the Bear: Short Sales and Markets around the World 0 0 0 78 1 5 8 476
Efficiency and the Bear: Short Sales and Markets around the World 0 0 0 84 0 2 36 399
Emotions and Subjective Crash Beliefs 1 4 23 45 4 20 77 140
Equity Portfolio Diversification 1 1 2 603 1 9 20 2,343
Equity Portfolio Diversification 0 0 0 152 1 6 10 510
Equity Portfolio Diversification 1 1 3 645 1 5 17 1,989
Estimating Indices in the Presence of Seller Reservation Prices 0 0 0 33 1 2 4 179
Evidence on Retrieved Context: How History Matters 0 0 0 14 0 3 6 23
Fees on Fees in Funds of Funds 0 0 0 127 0 4 9 437
Fees on Fees in Funds of Funds 0 0 0 272 1 9 16 847
Fees on Fees in Funds of Funds 0 0 0 401 1 10 14 923
Fibonacci and the Financial Revolution 0 0 0 130 1 6 9 375
Fibonacci and the Financial Revolution 0 0 0 270 2 5 10 795
Fibonacci and the Financial Revolution 0 0 3 345 4 13 27 1,134
GDP Growth Expectations and Cash-flow Risk Premium 0 1 18 18 2 10 37 37
Global Real Estate Markets - Cycles and Fundamentals 0 0 2 625 0 3 10 1,218
Global Real Estate Markets: Cycles And Fundamentals 0 0 0 944 2 10 15 2,063
Global Real Estate Markets: Cycles And Fundamentals 1 1 1 256 1 6 16 672
Hedge Funds With Style 0 0 0 122 0 5 8 415
Hedge Funds With Style 0 0 0 436 0 8 12 1,186
Hedge Funds With Style 0 0 0 902 0 1 6 2,370
Hedge Funds and the Asian Currency Crisis of 1997 0 0 2 259 0 4 10 677
Hedge Funds and the Asian Currency Crisis of 1997 0 0 1 760 16 34 58 2,251
Hedge Funds and the Asian Currency Crisis of 1997 0 0 0 2 0 5 8 786
Heterogeneity of Trade and Stock Returns. Evidence from Index Fund Investors 0 0 0 34 0 3 4 146
High Water Marks 0 0 0 161 1 8 15 914
High Water Marks 1 1 3 209 3 7 17 1,022
High-Water Marks and Hedge Fund Management Contracts 0 0 0 103 0 2 12 334
High-Water Marks and Hedge Fund Management Contracts 0 0 0 489 0 3 8 2,003
History and the Equity Risk Premium 0 0 3 911 0 7 18 2,560
Home Equity Insurance: A Pilot Project 0 0 0 178 0 4 7 765
Index Funds and Stock Market Growth 0 0 0 56 0 4 9 412
Index Funds and Stock Market Growth 0 0 1 443 1 6 12 2,083
Index Funds and Stock Market Growth 0 0 0 119 0 1 8 557
Institutional Perspectives on Real Estate Investing: The Role of Risk and Uncertainty 0 0 1 453 0 1 8 1,130
Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows 0 0 0 111 1 6 14 546
Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows 0 0 1 105 0 3 4 582
Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows 0 0 0 307 0 4 12 1,276
Long-Term Global Market Correlations 0 0 1 176 2 12 18 625
Long-Term Global Market Correlations 0 0 0 360 3 8 13 1,092
Market Response to Mutual Fund Performance 0 0 0 1 0 3 6 438
Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares 0 0 0 89 0 4 9 360
Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares (English Version) 0 0 0 17 1 3 5 123
Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares (English version) 0 0 0 86 0 3 7 321
Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares (Russian Version) 0 0 0 24 0 0 2 125
Momentum in Imperial Russia 0 0 0 29 2 8 12 104
Monthly Measurement of Daily Timers 0 0 0 64 0 5 8 304
More Social Security, Not Less 0 0 0 68 1 7 10 274
Mutual Fund Styles 0 0 1 578 2 11 18 1,367
Negative Bubbles: What Happens After a Crash 1 1 1 109 2 3 13 261
New Evidence on the First Financial Bubble 0 0 0 162 2 7 15 374
Non-Fungible Tokens as Investment 9 11 11 11 3 10 10 10
Non-temporal Components of Residential Real Estate Appreciation 0 0 0 0 1 4 12 787
Offshore Hedge Funds: Survival & Performance 1989-1995 0 0 0 0 0 5 8 240
Offshore Hedge Funds: Survival & Performance 1989-1995 0 0 0 44 1 6 7 150
Offshore Hedge Funds: Survival and Performance 1989-1995 0 0 0 582 0 3 9 2,218
Offshore Hedge Funds: Survival and Performance 1989-1995 0 0 0 0 0 1 5 354
Offshore Hedge Funds: Survival and Performance, 1989-1995 0 0 0 85 0 6 11 355
Pairs Trading: Performance of a Relative Value Arbitrage Rule 1 1 3 767 2 16 63 1,808
Pairs Trading: Performance of a Relative Value Arbitrage Rule 6 9 22 4,513 35 57 113 10,867
Pairs Trading: Performance of a Relative Value Arbitrage Rule 0 1 1 550 7 17 41 1,308
Pairs Trading: Performance of a Relative Value Arbitrage Rule 4 7 22 3,188 13 37 98 7,323
Performance Persistence 0 0 0 669 1 5 19 1,539
Portfolio Diversification and City Agglomeration 0 0 0 99 0 4 6 485
Portfolio Diversification, Proximity Investment and City Agglomeration 0 0 0 150 1 7 14 502
Portfolio Diversification, Proximity Investment and City Agglomeration 0 0 0 57 0 1 3 286
Positive Portfolio Factors 0 0 1 141 0 2 8 477
Positive Portfolio Factors 0 0 0 32 0 2 4 157
Positive Portfolio Factors 0 0 0 124 0 4 8 406
Procyclical Stocks Earn Higher Returns 0 0 4 28 2 10 20 77
Rain or Shine: Where is the Weather Effect? 0 0 0 107 5 21 31 552
Rain or Shine: Where is the Weather Effect? 0 0 1 160 3 9 18 997
Rain or Shine: Where is the Weather Effect? 0 0 0 155 0 7 12 1,155
Re-Emerging Markets 0 0 0 123 0 4 4 397
Re-emerging Markets 0 0 0 253 0 4 9 1,142
Re-emerging Markets 0 0 0 68 0 7 11 278
Real and Private Value Assets 0 0 0 2 2 14 24 44
Real and Private-Value Assets 0 1 3 10 2 10 16 60
Risk Aversion and Clientele Effects 0 0 0 43 0 2 6 152
Risks and Incentives in Underserved Mortgage Markets 0 0 0 68 0 2 3 254
Safety First Portfolio Choice 0 0 0 3 0 6 8 345
Securitization in the 1920's 0 0 0 140 2 3 7 425
Selection-Neglect in the NFT Bubble 0 1 2 9 1 10 16 40
Sharpening Sharpe Ratios 0 0 2 916 0 9 25 2,958
Sharpening Sharpe Ratios 0 0 0 210 0 1 11 747
Sharpening Sharpe Ratios 0 0 0 307 2 6 12 892
Short-Sales in Global Perspective 0 0 0 143 0 3 10 401
Soft Information, Hard Sell: The Role of Soft Information in the Pricing of Intellectual Property 0 0 0 110 0 3 8 828
Suburbs and Cities 0 0 0 42 0 4 6 189
TESTING THE PREDICTIVE POWER OF DIVIDEND YIELDS 0 0 0 1 2 4 10 475
THE ACCURACY OF REAL ESTIMATE INDICES: REPEAT SALE ESTIMATORS 0 0 0 1 0 7 15 769
THE SINGLE FAMILY HOME IN THE INVESTMENT PORTFOLIO 0 0 0 3 3 9 15 955
Testing Asset Pricing Theory on Six Hundred Years of Stock Returns: Prices and Dividends for the Bazacle Company from 1372 to 1946 0 0 1 55 0 8 18 121
Testing the Predictive Power of Dividend Yields 0 0 0 2 0 6 11 671
The Bias of the RSR Estimator and the Accuracy of Some Alternatives 0 0 0 57 1 8 11 441
The Bias of the RSR Estimator and the Accuracy of Some Alternatives 0 0 0 33 0 1 2 155
The Development Of Corporate Performance Measures: Benchmarks Before EVA 0 0 1 241 0 0 4 714
The Development of Corporate Governance in Toulouse: 1372-1946 0 0 0 94 3 9 13 99
The Dow Theory: William Peter Hamilton's Track Record Re-Considered 0 0 0 1 0 2 10 587
The Dow Theory: William Peter Hamilton's Track Record Re-Considered 0 0 1 134 2 10 22 606
The Dow Theory: William Peter Hamilton's Track Record Re-considered 0 0 0 370 3 9 20 1,536
The Economics of Aesthetics and Three Centuries of Art Price Records 0 0 0 56 0 8 18 174
The Economics of Aesthetics and Three Centuries of Art Price Records 0 0 2 96 0 7 11 205
The Effect of Seller Reserves on Market Index Estimation 0 0 0 15 0 1 3 129
The History of Corporate Ownership in China: State Patronage, Company Legislation, and the Issue of Control 0 0 0 264 0 5 13 853
The Impact of Clientele Changes: Evidence from Stock Splits 0 0 1 112 1 4 10 530
The Japanese Open-End Fund Puzzle 0 0 0 0 2 4 7 251
The Japanese Open-End Fund Puzzle 0 0 0 126 0 6 11 413
The Open-End Japanese Mutual Fund Puzzle 0 0 0 59 0 4 5 265
The Performance of Real Estate Portfolios: A Simulation Approach 0 0 0 337 0 2 6 760
The Policy Implications of Portfolio Choice in Underserved Mortgage Markets 0 0 0 61 0 5 7 243
The Present Value Relation Over Six Centuries: The Case of the Bazacle Company 0 0 0 68 0 10 12 166
The Subprime Crisis and House Price Appreciation 0 0 0 135 1 7 14 450
The present value relation over six centuries: The case of the Bazacle company 0 0 0 0 0 12 14 43
Tiebreaker: Certification and Multiple Credit Ratings 0 0 0 73 1 5 15 322
Trust and Delegation 0 0 0 45 0 6 10 245
Two Decades Of Commercial Property Returns: A NCREIF Index Using Independent Appraisals 0 1 1 183 0 1 4 662
Why Do Individual Investors Hold Under-Diversified Portfolios? 1 5 24 2,377 5 24 80 6,889
Will History Rhyme? The Past as Financial Future 0 0 0 171 0 2 5 440
Total Working Papers 64 86 227 40,151 253 1,196 2,541 138,502
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 1 185 0 2 9 633
A Spatial Model of Housing Returns and Neighborhood Substitutability 0 0 0 62 0 1 5 170
A new historical database for the NYSE 1815 to 1925: Performance and predictability 1 1 2 166 1 6 14 528
Accounting for Taste: Art and the Financial Markets over Three Centuries 6 9 46 1,038 6 20 103 2,370
An analysis of the relative performance of Japanese and foreign money management 0 0 0 19 1 13 18 142
Art and Money 0 0 2 137 5 23 38 593
Art and gender: market bias or selection bias? 3 3 9 61 7 7 37 240
Beauty is in the bid of the beholder: An empirical basis for style 0 0 1 10 2 8 11 70
British Investment Overseas 1870-1913: A Modern Portfolio Theory Approach 0 2 2 55 5 21 69 375
COGNITIVE DISSONANCE AND MUTUAL FUND INVESTORS 1 1 8 163 3 11 28 445
Careers and Survival: Competition and Risk in the Hedge Fund and CTA Industry 1 1 4 141 3 27 47 540
China and the world financial markets 1870–1939: Modern lessons from historical globalization1 0 0 0 48 0 6 9 150
Clustering Methods for Real Estate Portfolios 0 0 1 40 1 8 18 163
Daily Momentum and Contrarian Behavior of Index Fund Investors 0 0 0 48 0 6 13 268
Day Trading International Mutual Funds: Evidence and Policy Solutions 0 1 2 28 1 5 8 132
Dispersion of opinion and stock returns 1 2 3 80 1 4 9 254
Efficiency and the Bear: Short Sales and Markets Around the World 0 0 4 360 4 10 37 1,075
Equity Portfolio Diversification 4 10 29 393 11 29 93 1,404
Estimating House Price Indexes in the Presence of Seller Reservation Prices 0 0 1 95 2 9 15 307
Estimating Private Equity Returns from Limited Partner Cash Flows 0 7 28 195 1 18 68 487
Global Stock Markets in the Twentieth Century 1 3 17 264 2 12 44 813
High‐Water Marks and Hedge Fund Management Contracts 0 0 1 205 2 9 20 602
Homogeneous Groupings of Metropolitan Housing Markets 0 0 0 90 0 3 4 214
Index Funds and Stock Market Growth 0 1 2 378 2 9 18 1,469
Investment beliefs of endowments 0 1 1 18 2 7 11 64
Is trading behavior stable across contexts? Evidence from style and multi-style investors 0 0 0 3 1 5 8 38
Les compagnies de moulins en Occitanie: émergence et gouvernance de sociétés par actions multiséculaires 0 1 1 6 0 3 7 35
Long-Term Global Market Correlations 1 5 17 932 14 42 77 2,520
Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration 0 1 6 120 2 5 20 452
Momentum in Imperial Russia 0 0 0 11 1 3 8 74
Monthly Measurement of Daily Timers 0 0 0 30 0 1 10 187
Mutual fund styles 0 0 2 438 1 11 21 1,072
Negative bubbles: What happens after a crash 0 0 0 9 1 5 9 59
New evidence on the first financial bubble 0 0 2 109 1 5 18 570
Non-temporal Components of Residential Real Estate Appreciation 1 1 2 155 1 3 9 1,430
Offshore Hedge Funds: Survival and Performance, 1989-95 0 0 3 416 4 10 26 1,720
Pairs Trading: Performance of a Relative-Value Arbitrage Rule 6 9 16 1,255 16 48 142 3,575
Patterns in Three Centuries of Stock Market Prices 0 0 1 253 0 10 21 915
Performance Persistence 0 2 7 371 4 10 36 1,005
Rain or Shine: Where is the Weather Effect? 0 0 0 71 2 6 9 305
Re-Emerging Markets 0 0 0 24 1 3 6 171
Rejoinder: The J-Shape Of Performance Persistence Given Survivorship Bias 0 0 0 89 0 4 9 549
Risks and Incentives in Underserved Mortgage Markets 0 0 0 27 0 4 11 156
Survival 0 1 2 81 0 3 16 237
THE PERFORMANCE OF REAL ESTATE AS AN ASSET CLASS 3 3 13 529 3 8 33 1,054
Testing the Predictive Power of Dividend Yields 0 1 4 420 1 8 17 974
The Accuracy of Real Estate Indices: Repeat Sale Estimators 0 0 0 5 2 10 17 843
The Bias of the RSR Estimator and the Accuracy of Some Alternatives 0 0 0 15 0 12 17 81
The Efficient Market Theory and Evidence: Implications for Active Investment Management 1 2 15 235 8 15 49 593
The Japanese Open-End Fund Puzzle 0 0 0 69 0 14 19 627
The Single Family Home in the Investment Portfolio 0 0 0 3 1 7 13 1,077
The Subprime Crisis and House Price Appreciation 0 0 0 82 0 8 12 402
The economics of aesthetics and record prices for art since 1701 0 0 0 46 1 10 21 183
The effect of the \"triple witching hour\" on stock market volatility 0 0 0 0 2 4 6 5,664
The present value relation over six centuries: The case of the Bazacle company 0 0 2 16 1 4 13 106
The pricing of soft and hard information: economic lessons from screenplay sales 0 0 0 29 0 4 14 177
Tiebreaker: Certification and Multiple Credit Ratings 0 1 1 44 0 4 16 260
Trust and delegation 0 0 1 43 1 6 11 338
Two Decades of Commercial Property Returns: A Repeated-Measures Regression-Based Version of the NCREIF Index 0 0 2 111 0 1 8 430
Weather-Induced Mood, Institutional Investors, and Stock Returns 0 0 4 80 4 7 25 370
Total Journal Articles 30 69 265 10,406 135 577 1,500 41,757


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 8 18 218
The Equity Risk Premium: Essays and Explorations 0 0 0 0 0 4 7 340
Total Books 0 0 0 0 5 12 25 558


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 1 4 9 25
Competition among University Endowments 0 0 0 19 0 6 10 95
Does Governance Matter? The Case of Art Museums 0 0 0 75 0 2 6 146
Dutch Securities for American Land Speculation in the Late Eighteenth Century 0 0 1 34 0 3 8 120
FEES ON FEES IN FUNDS OF FUNDS 0 0 1 2 2 11 12 72
Introduction 0 0 0 17 0 0 5 52
The History of Corporate Ownership in China: State Patronage, Company Legislation, and the Issue of Control 0 0 0 87 2 6 14 302
Total Chapters 0 0 2 234 5 32 64 812


Statistics updated 2026-04-09