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 1 367 1 2 10 1,344
A Century of Global Stock Markets 0 0 1 365 4 4 15 801
A Century of Global Stock Markets 0 0 0 190 1 2 7 526
A Century of Global Stock Markets 0 0 1 61 0 3 11 260
A Longer Look at Dividend Yields 0 0 0 206 1 2 9 522
A New Historical Database For The NYSE 1815 To 1925: Performance And Predictability 1 3 5 85 1 6 14 281
A New Historical Database For The NYSE 1815 To 1925: Performance And Predictability 0 1 3 428 0 1 12 1,598
A Spatial Model of Housing Returns and Neighborhood Substitutability 0 1 1 96 0 2 4 228
A Spatial Model of Housing Returns and Neighborhood Substitutability 0 0 0 108 0 1 6 337
ACCOUNTING FOR TASTE: AN ANALYSIS OF ART RETURNS OVER THREE CENTURIES 0 0 0 0 0 2 9 556
An Analysis of the Relative Performance of Japanese and Foreign Money Management 0 0 0 43 2 2 13 310
An Analysis of the Relative Performance of Japanese and Foreign Money Management 0 0 0 29 2 3 8 266
An Emerging Market: The NYSE From 1815 to 1871 1 1 5 63 1 4 16 208
An Emerging Market: The NYSE From 1815 to 1871 0 0 1 136 1 1 6 386
Art and Money 0 0 6 117 0 3 18 367
Art and Money 0 0 0 14 1 2 10 72
Art and Money 0 0 0 65 0 1 12 227
Attrition and Mutual Fund Performance 0 0 0 1 1 1 7 440
BOOTSTRAPPING TESTS OF LONG-TERM STOCK MARKET EFFICIENCY 0 0 0 0 0 1 2 344
Beauty is in the Bid of the Beholder: An Empirical Basis for Style 0 0 0 13 1 1 6 51
Behavioral Factors in Mutual Fund Flows 0 0 1 610 1 2 7 2,093
Behavioral Factors in Mutual Fund Flows 0 1 3 329 3 7 36 1,023
British Investment Overseas 1870-1913: A Modern Portfolio Theory Approach 0 0 1 124 2 4 11 462
British Investment Overseas 1870-1913: A Modern Portfolio Theory Approach 0 0 0 223 0 2 5 746
Bubble Investing: Learning from History 0 0 2 148 1 1 14 228
Bubble Investors: What Were They Thinking? 0 1 1 192 1 4 14 493
China and the World Financial Markets 1870-1930 0 0 0 172 1 1 9 530
China and the World Financial Markets 1870-1930: Modern Lessons From Historical Globalization 0 0 1 305 0 0 6 1,017
China and the World Financial Markets 1870-1930: Modern Lessons From Historical Globalization (Chinese Version) 0 0 0 30 2 3 7 179
China and the World Financial Markets 1870-1930: Modern Lessons From Historical Globalization (English Version) 0 0 1 33 0 0 4 131
China and the World Financial Markets 1870-1930:Modern Lessons From Historical Globalization (Chinese Version) 0 0 0 189 1 1 7 701
Clustering Methods and Commercial Rents 0 0 0 0 0 0 2 265
Clustering Methods for Real Estate Portfolios 0 1 3 233 4 15 26 626
Commodity Funds as an Investment Asset 0 0 0 1 0 1 1 1,054
Competition Among University Endowments 0 0 1 29 0 0 3 89
Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs 0 1 2 181 1 3 13 695
Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs 0 1 1 59 0 1 8 217
Crash Beliefs From Investor Surveys 0 0 14 87 2 8 44 244
Daily Momentum And Contrarian Behavior Of Index Fund Investors 0 0 0 175 1 3 16 844
Daily Momentum And Contrarian Behavior Of Index Fund Investors 0 0 0 147 1 2 9 571
Daily Momentum and Contrarian Behavior of Index Fund Investors 1 1 2 364 4 6 19 1,274
Day Trading International Mutual Funds: Evidence And Policy Solutions 2 3 3 165 7 10 14 841
Dispersion of Opinion and Stock Returns 0 0 2 86 2 2 16 314
Dispersion of Opinion and Stock Returns 0 0 0 170 0 1 19 530
Dispersion of Opinion and Stock Returns: Evidence from Index Fund Investors 0 0 1 38 1 1 9 189
Disposition Matters: Volume, Volatility and Price Impact of Behavioral Bias 0 0 1 180 1 1 11 512
Disposition Matters: Volume, Volatility and Price Impact of Behavioural Bias 0 0 2 81 1 2 12 254
Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias 0 0 1 46 2 2 7 188
Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias 0 0 1 244 1 1 7 677
Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias 0 0 0 79 1 5 11 330
Disposition Matters: Volume, Volatility and PriceImpact of a Behavioral Bias 0 0 0 76 2 3 8 215
Diversification Decisions of Individual Investors and Asset Prices 0 3 9 196 4 9 41 620
Do Cities and Suburbs Cluster? 0 0 0 36 1 1 3 132
Do Winners Repeat? Patterns in Mutual Fund Behavior 0 0 0 12 10 21 71 3,715
Efficiency and the Bear: Short Sales and Markets around the World 0 0 0 74 1 5 21 352
Efficiency and the Bear: Short Sales and Markets around the World 0 0 0 183 2 4 16 726
Efficiency and the Bear: Short Sales and Markets around the World 0 0 0 206 1 5 16 666
Efficiency and the Bear: Short Sales and Markets around the World 0 0 1 84 2 4 21 346
Equity Portfolio Diversification 0 0 5 630 2 4 33 1,909
Equity Portfolio Diversification 0 0 1 590 2 7 19 2,271
Equity Portfolio Diversification 0 0 0 149 0 2 5 476
Estimating Indices in the Presence of Seller Reservation Prices 0 0 0 33 1 2 5 171
Estimating Operational Risk for Hedge Funds: The ?-Score 0 0 2 68 1 3 14 266
Fees on Fees in Funds of Funds 0 0 0 125 2 3 14 393
Fees on Fees in Funds of Funds 0 0 0 267 2 2 8 798
Fees on Fees in Funds of Funds 0 0 3 398 0 1 13 889
Fibonacci and the Financial Revolution 0 0 2 336 3 6 28 1,065
Fibonacci and the Financial Revolution 0 1 2 130 3 4 11 355
Fibonacci and the Financial Revolution 0 0 2 265 3 4 16 750
Global Real Estate Markets - Cycles and Fundamentals 1 2 2 589 4 8 27 1,096
Global Real Estate Markets: Cycles And Fundamentals 2 2 2 237 5 7 13 589
Global Real Estate Markets: Cycles And Fundamentals 0 0 0 937 1 2 4 2,011
Hedge Funds With Style 0 0 0 899 1 2 10 2,344
Hedge Funds With Style 0 0 0 435 2 3 11 1,166
Hedge Funds With Style 0 0 0 119 1 4 12 393
Hedge Funds and the Asian Currency Crisis of 1997 0 0 0 256 0 0 5 657
Hedge Funds and the Asian Currency Crisis of 1997 0 0 0 2 0 0 7 759
Hedge Funds and the Asian Currency Crisis of 1997 0 0 0 751 0 1 6 2,159
Heterogeneity of Trade and Stock Returns. Evidence from Index Fund Investors 0 0 0 32 2 3 5 136
High Water Marks 0 0 0 158 2 3 13 890
High Water Marks 0 0 0 205 1 1 9 985
High-Water Marks and Hedge Fund Management Contracts 0 0 0 100 1 2 14 298
High-Water Marks and Hedge Fund Management Contracts 0 0 1 486 0 1 11 1,985
History and the Equity Risk Premium 0 1 6 895 2 4 19 2,493
Home Equity Insurance: A Pilot Project 0 0 1 175 2 3 14 673
Index Funds and Stock Market Growth 0 0 0 118 2 6 10 545
Index Funds and Stock Market Growth 0 0 1 435 2 3 16 2,045
Index Funds and Stock Market Growth 0 0 0 56 0 2 8 393
Institutional Perspectives on Real Estate Investing: The Role of Risk and Uncertainty 1 2 5 440 2 5 18 1,086
Investor Expectations, Business Conditions, and the Pricing of Beta-Instability Risk 0 0 1 21 0 0 4 77
Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows 0 0 1 299 2 6 24 1,199
Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows 0 0 0 106 5 8 24 493
Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows 0 0 1 100 3 11 38 480
Long-Term Global Market Correlations 0 1 3 164 2 5 22 562
Long-Term Global Market Correlations 0 1 3 480 1 4 15 1,314
Long-Term Global Market Correlations 0 1 2 354 2 6 21 1,032
Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration 0 0 0 23 4 6 44 198
Market Response to Mutual Fund Performance 0 0 0 1 0 4 13 417
Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares 0 0 0 86 1 2 5 340
Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares (English Version) 0 0 1 17 2 3 8 112
Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares (English version) 0 0 1 86 2 3 20 301
Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares (Russian Version) 0 0 1 24 0 0 4 120
Momentum in Imperial Russia 0 0 0 28 1 1 18 64
Monthly Measurement of Daily Timers 0 0 2 63 2 3 7 294
More Social Security, Not Less 0 0 0 66 0 3 8 258
Mutual Fund Styles 0 0 0 573 2 2 9 1,321
Negative Bubbles: What Happens After a Crash 1 2 20 93 5 15 63 176
New Evidence on the First Financial Bubble 0 0 3 47 2 4 13 181
New Evidence on the First Financial Bubble 0 0 7 148 4 8 27 314
Non-temporal Components of Residential Real Estate Appreciation 0 0 0 0 0 1 4 770
Offshore Hedge Funds: Survival & Performance 1989-1995 0 0 0 44 1 1 6 140
Offshore Hedge Funds: Survival & Performance 1989-1995 0 0 0 0 0 0 7 226
Offshore Hedge Funds: Survival and Performance 1989-1995 0 0 0 581 1 2 13 2,188
Offshore Hedge Funds: Survival and Performance 1989-1995 0 0 0 0 1 1 9 339
Offshore Hedge Funds: Survival and Performance, 1989-1995 0 0 0 85 1 1 9 332
Pairs Trading: Performance of a Relative Value Arbitrage Rule 1 2 4 524 2 3 20 1,185
Pairs Trading: Performance of a Relative Value Arbitrage Rule 0 1 7 747 5 8 32 1,665
Pairs Trading: Performance of a Relative Value Arbitrage Rule 1 2 13 3,080 5 24 71 6,906
Pairs Trading: Performance of a Relative Value Arbitrage Rule 5 10 31 4,328 10 33 93 10,196
Performance Persistence 1 2 11 652 1 4 34 1,469
Portfolio Diversification and City Agglomeration 0 0 0 99 0 3 7 464
Portfolio Diversification, Proximity Investment and City Agglomeration 0 1 1 149 0 3 6 478
Portfolio Diversification, Proximity Investment and City Agglomeration 0 0 0 56 3 4 9 274
Portfolio Performance Manipulation and Manipulation-Proof Performance Measures 1 1 4 77 4 5 23 305
Positive Portfolio Factors 0 0 0 140 0 0 5 463
Positive Portfolio Factors 0 0 0 32 0 0 11 150
Positive Portfolio Factors 0 0 1 124 0 0 6 389
Rain or Shine: Where is the Weather Effect? 0 0 2 105 3 8 26 494
Rain or Shine: Where is the Weather Effect? 0 1 2 159 2 6 20 968
Rain or Shine: Where is the Weather Effect? 0 0 2 154 3 5 22 1,120
Re-Emerging Markets 0 0 1 121 1 2 8 328
Re-emerging Markets 0 0 0 253 1 2 8 1,112
Re-emerging Markets 0 0 2 65 1 3 14 235
Risk Aversion and Clientele Effects 0 0 2 42 2 2 10 140
Risks and Incentives in Underserved Mortgage Markets 1 1 1 67 2 2 8 245
Safety First Portfolio Choice 0 0 0 3 0 1 3 333
Safety First Portfolio Insurance 1 2 2 30 1 3 7 78
Securitization in the 1920's 0 0 1 135 0 1 8 374
Securitizations in the 1920's 0 0 1 29 2 5 22 132
Sharpening Sharpe Ratios 0 2 7 899 8 12 38 2,841
Sharpening Sharpe Ratios 0 0 1 201 1 1 10 676
Sharpening Sharpe Ratios 0 1 3 306 2 4 19 856
Short-Sales in Global Perspective 0 0 0 143 0 0 4 384
Simulating Real Estate in the Investment Portfolio: Model Uncertainty and Inflation Hedging 0 0 0 56 1 1 9 159
Soft Information, Hard Sell: The Role of Soft Information in the Pricing of Intellectual Property 0 0 0 109 2 4 14 807
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 2 22
Suburbs and Cities 0 0 0 42 0 1 8 176
TESTING THE PREDICTIVE POWER OF DIVIDEND YIELDS 0 0 0 1 1 2 5 448
THE ACCURACY OF REAL ESTIMATE INDICES: REPEAT SALE ESTIMATORS 0 0 0 1 1 7 27 720
THE SINGLE FAMILY HOME IN THE INVESTMENT PORTFOLIO 0 0 0 3 4 5 12 927
Testing Asset Pricing Theory on Six Hundred Years of Stock Returns: Prices and Dividends for the Bazacle Company from 1372 to 1946 0 2 3 47 0 3 9 69
Testing the Predictive Power of Dividend Yields 0 0 0 2 0 0 5 645
The Bias of the RSR Estimator and the Accuracy of Some Alternatives 0 0 0 33 1 3 9 139
The Bias of the RSR Estimator and the Accuracy of Some Alternatives 0 1 1 57 1 5 10 419
The Development Of Corporate Performance Measures: Benchmarks Before EVA 0 0 1 236 1 1 6 694
The Development of Corporate Governance in Toulouse: 1372-1946 0 0 2 89 2 3 13 65
The Dow Theory: William Peter Hamilton's Track Record Re-Considered 0 1 4 121 1 4 24 516
The Dow Theory: William Peter Hamilton's Track Record Re-Considered 0 0 0 1 3 11 39 514
The Dow Theory: William Peter Hamilton's Track Record Re-considered 0 0 3 365 2 8 36 1,480
The Economics of Aesthetics and Three Centuries of Art Price Records 0 0 4 84 1 3 16 143
The Economics of Aesthetics and Three Centuries of Art Price Records 0 0 1 48 0 4 17 129
The Effect of Seller Reserves on Market Index Estimation 0 0 0 15 0 0 2 125
The History of Corporate Ownership in China: State Patronage, Company Legislation, and the Issue of Control 2 3 6 261 5 7 16 827
The Impact of Clientele Changes: Evidence from Stock Splits 0 2 6 105 7 21 37 410
The Japanese Open-End Fund Puzzle 0 0 0 0 2 3 6 237
The Japanese Open-End Fund Puzzle 0 0 0 124 2 5 9 392
The Open-End Japanese Mutual Fund Puzzle 1 1 1 59 1 1 4 254
The Performance of Real Estate Portfolios: A Simulation Approach 0 1 2 330 2 14 27 713
The Policy Implications of Portfolio Choice in Underserved Mortgage Markets 0 0 0 60 2 3 10 220
The Subprime Crisis and House Price Appreciation 0 0 1 122 1 3 15 398
Tiebreaker: Certification and Multiple Credit Ratings 0 1 1 38 0 1 11 153
Tiebreaker: Certification and Multiple Credit Ratings 0 0 0 70 1 2 11 287
Trust and Delegation 0 0 0 14 0 0 10 109
Trust and Delegation 0 0 0 43 1 1 11 218
Two Decades Of Commercial Property Returns: A NCREIF Index Using Independent Appraisals 0 0 0 182 1 2 4 651
Why Do Individual Investors Hold Under-Diversified Portfolios? 9 28 141 2,013 36 102 476 5,471
Will History Rhyme? The Past as Financial Future 0 0 0 170 0 0 7 430
Total Working Papers 33 97 435 39,404 315 757 3,053 131,734


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 1 3 169 1 2 11 576
A Spatial Model of Housing Returns and Neighborhood Substitutability 0 0 0 62 0 2 5 159
A new historical database for the NYSE 1815 to 1925: Performance and predictability 0 3 7 146 1 7 26 454
Accounting for Taste: Art and the Financial Markets over Three Centuries 2 9 46 816 3 15 85 1,873
An analysis of the relative performance of Japanese and foreign money management 0 0 0 19 1 2 5 122
Art and Money 2 3 6 117 2 8 35 469
British Investment Overseas 1870-1913: A Modern Portfolio Theory Approach 1 1 3 44 3 6 20 255
COGNITIVE DISSONANCE AND MUTUAL FUND INVESTORS 5 6 19 84 6 12 64 222
China and the world financial markets 1870–1939: Modern lessons from historical globalization1 0 1 1 42 1 2 5 119
Clustering Methods for Real Estate Portfolios 0 0 0 25 1 2 10 115
Daily Momentum and Contrarian Behavior of Index Fund Investors 0 0 1 36 1 4 21 215
Day Trading International Mutual Funds: Evidence and Policy Solutions 0 0 0 21 1 1 9 108
Dispersion of opinion and stock returns 0 0 0 68 0 1 4 215
Efficiency and the Bear: Short Sales and Markets Around the World 1 3 7 320 3 7 43 915
Equity Portfolio Diversification 1 4 21 203 3 20 106 718
Estimating House Price Indexes in the Presence of Seller Reservation Prices 1 1 4 89 1 1 13 275
Global Stock Markets in the Twentieth Century 0 0 0 223 0 2 9 667
High‐Water Marks and Hedge Fund Management Contracts 0 0 0 200 0 3 12 553
Homogeneous Groupings of Metropolitan Housing Markets 0 0 0 84 0 1 6 198
Index Funds and Stock Market Growth 3 5 24 335 10 19 76 1,313
Is trading behavior stable across contexts? Evidence from style and multi-style investors 0 0 0 1 0 0 4 17
Long-Term Global Market Correlations 3 14 51 819 5 31 126 2,120
Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration 0 0 0 106 1 4 32 369
Monthly Measurement of Daily Timers 0 0 2 29 0 1 8 155
Mutual fund styles 1 1 8 412 3 11 46 945
New evidence on the first financial bubble 2 3 12 66 4 9 45 411
Non-temporal Components of Residential Real Estate Appreciation 0 1 1 149 0 2 4 1,393
Offshore Hedge Funds: Survival and Performance, 1989-95 0 8 31 359 6 25 102 1,509
Pairs Trading: Performance of a Relative-Value Arbitrage Rule 4 19 96 947 11 60 311 2,556
Patterns in Three Centuries of Stock Market Prices 0 2 3 241 1 3 12 863
Performance Persistence 1 4 25 291 6 17 85 773
Rain or Shine: Where is the Weather Effect? 0 0 1 61 1 5 22 230
Re-Emerging Markets 0 0 1 22 1 2 12 119
Rejoinder: The J-Shape Of Performance Persistence Given Survivorship Bias 0 0 0 87 0 1 7 522
Risks and Incentives in Underserved Mortgage Markets 0 0 0 25 1 1 6 140
Survival 0 0 1 64 1 1 9 155
THE PERFORMANCE OF REAL ESTATE AS AN ASSET CLASS 0 1 35 439 4 12 106 857
Testing the Predictive Power of Dividend Yields 1 4 17 395 2 5 32 894
The Accuracy of Real Estate Indices: Repeat Sale Estimators 0 0 0 5 2 5 33 735
The Bias of the RSR Estimator and the Accuracy of Some Alternatives 0 0 0 12 0 0 4 50
The Efficient Market Theory and Evidence: Implications for Active Investment Management 1 4 17 158 3 9 44 398
The Single Family Home in the Investment Portfolio 0 0 0 3 4 7 18 1,019
The Subprime Crisis and House Price Appreciation 0 0 2 69 1 3 12 334
The economics of aesthetics and record prices for art since 1701 0 0 3 26 1 3 23 110
The effect of the \\"triple witching hour\\" on stock market volatility 0 0 0 0 0 1 7 5,647
The pricing of soft and hard information: economic lessons from screenplay sales 0 0 3 21 0 1 18 132
Tiebreaker: Certification and Multiple Credit Ratings 0 0 3 31 0 2 18 177
Trust and delegation 1 2 3 28 2 4 21 247
Two Decades of Commercial Property Returns: A Repeated-Measures Regression-Based Version of the NCREIF Index 1 3 4 106 1 5 11 414
Weather-Induced Mood, Institutional Investors, and Stock Returns 1 1 8 32 4 10 43 148
Total Journal Articles 32 104 469 8,107 103 357 1,786 32,980


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
The Equity Risk Premium: Essays and Explorations 0 0 0 0 3 14 43 252
Total Books 0 0 0 0 3 14 43 252


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Competition among University Endowments 0 0 4 15 2 5 11 63
Does Governance Matter? The Case of Art Museums 1 1 1 73 1 2 5 125
Dutch Securities for American Land Speculation in the Late Eighteenth Century 0 0 2 32 1 1 7 100
The History of Corporate Ownership in China: State Patronage, Company Legislation, and the Issue of Control 2 2 4 77 9 12 23 240
Total Chapters 3 3 11 197 13 20 46 528


Statistics updated 2020-09-04