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 0 2 10 1,377
A Century of Global Stock Markets 0 0 0 62 2 3 13 295
A Century of Global Stock Markets 0 0 0 190 0 1 8 547
A Century of Global Stock Markets 0 0 0 370 2 2 15 837
A Longer Look at Dividend Yields 0 1 1 209 1 5 14 555
A New Historical Database For The NYSE 1815 To 1925: Performance And Predictability 0 0 0 434 2 5 31 1,665
A New Historical Database For The NYSE 1815 To 1925: Performance And Predictability 0 0 1 99 1 4 31 349
A Spatial Model of Housing Returns and Neighborhood Substitutability 0 0 0 108 0 0 5 363
A Spatial Model of Housing Returns and Neighborhood Substitutability 0 0 0 96 1 2 9 242
ACCOUNTING FOR TASTE: AN ANALYSIS OF ART RETURNS OVER THREE CENTURIES 0 0 0 0 0 0 12 605
An Analysis of the Relative Performance of Japanese and Foreign Money Management 0 0 0 43 1 1 10 325
An Analysis of the Relative Performance of Japanese and Foreign Money Management 0 0 0 29 1 1 10 292
An Emerging Market: The NYSE From 1815 to 1871 0 0 0 76 0 1 12 275
An Emerging Market: The NYSE From 1815 to 1871 0 0 0 141 0 0 17 439
Art and Money 0 0 0 1 0 0 9 31
Art and Money 0 0 0 2 1 2 28 135
Art and Money 0 0 0 16 1 1 5 97
Art and Money 0 0 0 130 0 1 26 438
Attrition and Mutual Fund Performance 0 0 0 1 0 0 18 480
BOOTSTRAPPING TESTS OF LONG-TERM STOCK MARKET EFFICIENCY 0 0 0 0 0 1 4 348
Behavioral Factors in Mutual Fund Flows 0 0 1 352 0 2 12 1,130
Behavioral Factors in Mutual Fund Flows 0 0 0 611 1 1 11 2,117
British Investment Overseas 1870-1913: A Modern Portfolio Theory Approach 0 0 0 225 1 1 18 776
British Investment Overseas 1870-1913: A Modern Portfolio Theory Approach 0 0 0 128 0 1 16 499
Bubble Investing: Learning from History 1 1 2 174 6 6 32 371
Bubble Investors: What Were They Thinking? 0 0 1 200 0 1 15 542
Bubbles, Booms and Crashes in the US Stock Market 1792-2024 3 5 54 54 17 33 94 94
Capital Structure, Seniority, and Risk Premia: Evidence from the London Stock Exchange, 1870–1929 0 0 11 11 1 2 16 16
China and the World Financial Markets 1870-1930 0 0 0 172 1 1 13 561
China and the World Financial Markets 1870-1930: Modern Lessons From Historical Globalization 0 0 0 305 1 1 10 1,035
China and the World Financial Markets 1870-1930: Modern Lessons From Historical Globalization (Chinese Version) 0 0 0 30 0 1 5 189
China and the World Financial Markets 1870-1930: Modern Lessons From Historical Globalization (English Version) 0 0 1 37 0 0 5 155
China and the World Financial Markets 1870-1930:Modern Lessons From Historical Globalization (Chinese Version) 0 0 0 189 0 0 9 716
Clustering Methods and Commercial Rents 0 0 0 0 0 0 6 280
Clustering Methods for Real Estate Portfolios 0 0 0 244 0 0 11 683
Cohort Effects on Expected Co-Movement 0 0 0 6 0 0 8 27
Commodity Funds as an Investment Asset 0 0 0 1 1 1 7 1,070
Competition Among University Endowments 0 0 0 30 0 1 7 110
Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs 0 0 0 181 0 0 14 720
Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs 0 0 0 59 1 1 11 239
Convergent Evolution Toward the Joint-Stock Company 0 0 1 33 0 0 14 57
Crash Beliefs From Investor Surveys 0 0 2 100 2 4 28 358
Crash Narratives 1 4 11 97 1 12 51 227
Daily Momentum And Contrarian Behavior Of Index Fund Investors 0 0 0 148 1 3 12 594
Daily Momentum And Contrarian Behavior Of Index Fund Investors 0 0 0 176 3 3 10 861
Daily Momentum and Contrarian Behavior of Index Fund Investors 0 0 1 368 0 1 50 1,354
Day Trading International Mutual Funds: Evidence And Policy Solutions 0 0 0 169 1 1 7 869
Dispersion of Opinion and Stock Returns 0 0 0 86 0 0 8 338
Dispersion of Opinion and Stock Returns 0 0 0 173 0 0 16 578
Dispersion of Opinion and Stock Returns: Evidence from Index Fund Investors 0 0 0 38 0 0 9 202
Disposition Matters: Volume, Volatility and Price Impact of Behavioral Bias 0 0 0 184 0 0 12 538
Disposition Matters: Volume, Volatility and Price Impact of Behavioural Bias 0 0 0 81 0 0 15 282
Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias 0 0 0 48 0 1 4 204
Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias 0 0 0 80 1 2 11 360
Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias 0 0 0 246 0 1 18 726
Disposition Matters: Volume, Volatility and PriceImpact of a Behavioral Bias 0 0 0 77 1 1 9 239
Diversification Decisions of Individual Investors and Asset Prices 0 0 1 212 1 1 12 708
Do Cities and Suburbs Cluster? 0 0 0 37 0 0 10 146
Do Winners Repeat? Patterns in Mutual Fund Behavior 0 0 0 12 1 1 14 3,928
Efficiency and the Bear: Short Sales and Markets around the World 0 0 0 84 2 3 36 402
Efficiency and the Bear: Short Sales and Markets around the World 0 0 0 78 0 0 12 483
Efficiency and the Bear: Short Sales and Markets around the World 0 0 0 185 2 2 11 806
Efficiency and the Bear: Short Sales and Markets around the World 0 0 1 210 2 2 18 724
Emotions and Subjective Crash Beliefs 0 3 18 50 1 26 80 174
Equity Portfolio Diversification 0 0 1 645 1 2 20 1,997
Equity Portfolio Diversification 0 0 1 603 4 10 30 2,358
Equity Portfolio Diversification 0 0 0 152 3 3 14 514
Estimating Indices in the Presence of Seller Reservation Prices 0 0 0 33 0 0 4 179
Evidence on Retrieved Context: How History Matters 0 0 0 14 0 0 8 25
Fees on Fees in Funds of Funds 0 0 0 272 0 1 20 852
Fees on Fees in Funds of Funds 0 0 1 128 0 0 11 441
Fees on Fees in Funds of Funds 0 0 0 401 1 3 19 929
Fibonacci and the Financial Revolution 0 0 0 130 2 6 12 381
Fibonacci and the Financial Revolution 0 0 0 270 7 11 19 807
Fibonacci and the Financial Revolution 0 0 2 345 3 7 36 1,147
GDP Growth Expectations and Cash-flow Risk Premium 0 1 20 20 1 2 46 46
Global Real Estate Markets - Cycles and Fundamentals 1 1 4 628 4 6 18 1,230
Global Real Estate Markets: Cycles And Fundamentals 0 0 1 256 2 4 20 680
Global Real Estate Markets: Cycles And Fundamentals 0 0 1 945 1 3 20 2,068
Hedge Funds With Style 0 0 0 902 1 1 10 2,376
Hedge Funds With Style 0 0 0 122 2 2 12 419
Hedge Funds With Style 0 0 0 436 0 0 14 1,189
Hedge Funds and the Asian Currency Crisis of 1997 0 0 0 760 0 5 72 2,273
Hedge Funds and the Asian Currency Crisis of 1997 0 0 1 259 0 0 10 679
Hedge Funds and the Asian Currency Crisis of 1997 0 0 0 2 0 0 18 798
Heterogeneity of Trade and Stock Returns. Evidence from Index Fund Investors 0 0 0 34 0 0 4 147
High Water Marks 0 0 2 209 0 0 19 1,026
High Water Marks 0 0 0 161 0 1 15 916
High-Water Marks and Hedge Fund Management Contracts 0 0 0 103 1 1 10 337
High-Water Marks and Hedge Fund Management Contracts 0 0 0 489 0 1 13 2,009
History and the Equity Risk Premium 0 0 1 911 0 2 17 2,564
Home Equity Insurance: A Pilot Project 0 0 0 178 0 0 7 766
Index Funds and Stock Market Growth 0 0 0 119 0 0 7 558
Index Funds and Stock Market Growth 0 0 0 56 1 1 10 415
Index Funds and Stock Market Growth 0 0 0 443 2 3 20 2,092
Institutional Perspectives on Real Estate Investing: The Role of Risk and Uncertainty 0 0 0 453 1 2 12 1,137
Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows 0 0 0 111 1 2 18 550
Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows 0 0 0 307 1 3 17 1,282
Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows 0 0 0 105 0 1 7 586
Long-Term Global Market Correlations 0 0 0 360 3 5 24 1,105
Long-Term Global Market Correlations 0 0 1 176 1 3 24 632
Market Response to Mutual Fund Performance 0 0 0 1 1 2 6 441
Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares 0 0 0 89 0 0 8 361
Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares (English Version) 0 0 0 17 0 1 5 124
Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares (English version) 0 0 0 86 0 1 9 325
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 3 3 19 112
Monthly Measurement of Daily Timers 0 0 0 64 1 1 8 306
More Social Security, Not Less 0 0 0 68 0 0 11 275
Mutual Fund Styles 0 0 0 578 1 1 18 1,370
Negative Bubbles: What Happens After a Crash 0 0 1 109 1 1 19 268
New Evidence on the First Financial Bubble 0 0 0 162 5 5 21 382
Non-Fungible Tokens as Investment 0 0 11 11 3 3 16 16
Non-temporal Components of Residential Real Estate Appreciation 0 0 0 0 1 1 12 790
Offshore Hedge Funds: Survival & Performance 1989-1995 0 0 0 44 3 3 10 154
Offshore Hedge Funds: Survival & Performance 1989-1995 0 0 0 0 1 1 8 241
Offshore Hedge Funds: Survival and Performance 1989-1995 0 0 0 0 0 0 8 358
Offshore Hedge Funds: Survival and Performance 1989-1995 0 0 0 582 1 2 12 2,224
Offshore Hedge Funds: Survival and Performance, 1989-1995 0 0 0 85 1 1 17 362
Pairs Trading: Performance of a Relative Value Arbitrage Rule 2 2 4 769 21 23 79 1,840
Pairs Trading: Performance of a Relative Value Arbitrage Rule 0 1 2 551 8 18 61 1,332
Pairs Trading: Performance of a Relative Value Arbitrage Rule 3 4 20 3,194 4 7 84 7,341
Pairs Trading: Performance of a Relative Value Arbitrage Rule 2 2 23 4,523 14 26 137 10,923
Performance Persistence 0 0 0 669 2 3 21 1,545
Portfolio Diversification and City Agglomeration 0 0 0 99 1 2 10 490
Portfolio Diversification, Proximity Investment and City Agglomeration 0 0 0 150 0 0 12 503
Portfolio Diversification, Proximity Investment and City Agglomeration 0 0 0 57 0 0 3 286
Positive Portfolio Factors 0 0 0 124 0 0 10 409
Positive Portfolio Factors 0 0 0 32 0 0 3 157
Positive Portfolio Factors 0 0 0 141 0 1 12 483
Procyclical Stocks Earn Higher Returns 0 0 2 28 1 1 24 85
Rain or Shine: Where is the Weather Effect? 0 0 0 155 1 2 14 1,157
Rain or Shine: Where is the Weather Effect? 0 0 0 107 0 0 33 554
Rain or Shine: Where is the Weather Effect? 0 0 1 160 1 2 23 1,004
Re-Emerging Markets 0 0 0 123 0 0 5 398
Re-emerging Markets 0 0 0 253 1 1 12 1,147
Re-emerging Markets 0 0 0 68 1 1 13 281
Real and Private Value Assets 0 0 0 2 2 2 32 56
Real and Private-Value Assets 0 0 1 10 4 5 22 69
Risk Aversion and Clientele Effects 0 0 0 43 1 2 9 156
Risks and Incentives in Underserved Mortgage Markets 0 0 0 68 0 2 5 256
Safety First Portfolio Choice 0 0 0 3 0 0 10 347
Securitization in the 1920's 1 1 1 141 1 3 15 433
Selection-Neglect in the NFT Bubble 0 0 1 9 1 1 16 43
Sharpening Sharpe Ratios 0 0 1 917 5 8 31 2,970
Sharpening Sharpe Ratios 0 0 0 210 3 3 14 754
Sharpening Sharpe Ratios 0 0 0 307 3 3 18 899
Short-Sales in Global Perspective 0 0 0 143 1 1 10 404
Soft Information, Hard Sell: The Role of Soft Information in the Pricing of Intellectual Property 0 0 0 110 0 0 7 829
Suburbs and Cities 0 0 0 42 0 0 9 192
TESTING THE PREDICTIVE POWER OF DIVIDEND YIELDS 0 0 0 1 1 3 14 481
THE ACCURACY OF REAL ESTIMATE INDICES: REPEAT SALE ESTIMATORS 0 0 0 1 1 1 14 770
THE SINGLE FAMILY HOME IN THE INVESTMENT PORTFOLIO 0 0 0 3 3 4 19 962
Testing Asset Pricing Theory on Six Hundred Years of Stock Returns: Prices and Dividends for the Bazacle Company from 1372 to 1946 0 0 0 55 6 8 26 134
Testing the Predictive Power of Dividend Yields 0 0 0 2 1 3 13 675
The Bias of the RSR Estimator and the Accuracy of Some Alternatives 0 0 0 33 1 2 5 158
The Bias of the RSR Estimator and the Accuracy of Some Alternatives 0 0 0 57 0 1 12 443
The Development Of Corporate Performance Measures: Benchmarks Before EVA 0 0 0 241 0 0 4 716
The Development of Corporate Governance in Toulouse: 1372-1946 0 0 0 94 0 1 15 102
The Dow Theory: William Peter Hamilton's Track Record Re-Considered 0 0 0 1 0 2 14 595
The Dow Theory: William Peter Hamilton's Track Record Re-Considered 0 0 1 135 1 2 22 610
The Dow Theory: William Peter Hamilton's Track Record Re-considered 0 0 0 370 1 2 22 1,540
The Economics of Aesthetics and Three Centuries of Art Price Records 0 0 0 56 0 0 17 176
The Economics of Aesthetics and Three Centuries of Art Price Records 0 0 2 96 0 3 17 211
The Effect of Seller Reserves on Market Index Estimation 0 0 0 15 0 0 6 132
The History of Corporate Ownership in China: State Patronage, Company Legislation, and the Issue of Control 0 0 0 264 1 2 14 857
The Impact of Clientele Changes: Evidence from Stock Splits 0 0 1 113 0 1 13 537
The Japanese Open-End Fund Puzzle 0 0 0 126 0 0 14 416
The Japanese Open-End Fund Puzzle 0 0 0 0 2 2 10 254
The Open-End Japanese Mutual Fund Puzzle 0 0 0 59 0 0 6 266
The Performance of Real Estate Portfolios: A Simulation Approach 0 0 0 337 1 1 8 763
The Policy Implications of Portfolio Choice in Underserved Mortgage Markets 0 0 0 61 0 1 8 244
The Present Value Relation Over Six Centuries: The Case of the Bazacle Company 0 0 0 68 0 0 15 170
The Subprime Crisis and House Price Appreciation 0 0 0 135 2 2 17 458
The present value relation over six centuries: The case of the Bazacle company 0 0 0 0 1 1 16 45
Tiebreaker: Certification and Multiple Credit Ratings 0 0 0 73 0 0 14 323
Trust and Delegation 0 0 0 45 1 3 13 249
Two Decades Of Commercial Property Returns: A NCREIF Index Using Independent Appraisals 0 0 1 183 0 0 5 663
Why Do Individual Investors Hold Under-Diversified Portfolios? 1 1 13 2,379 6 12 74 6,915
Will History Rhyme? The Past as Financial Future 0 0 0 171 1 1 8 444
Total Working Papers 15 27 229 40,229 233 441 3,149 139,579
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 0 185 1 2 7 635
A Spatial Model of Housing Returns and Neighborhood Substitutability 0 0 0 62 0 1 10 176
A new historical database for the NYSE 1815 to 1925: Performance and predictability 0 0 2 166 1 4 21 536
Accounting for Taste: Art and the Financial Markets over Three Centuries 4 6 39 1,054 7 13 97 2,405
An analysis of the relative performance of Japanese and foreign money management 0 0 0 19 1 4 23 147
Art and Money 0 1 3 139 3 6 41 602
Art and gender: market bias or selection bias? 2 3 13 66 3 5 37 247
Beauty is in the bid of the beholder: An empirical basis for style 0 0 1 10 0 0 11 70
British Investment Overseas 1870-1913: A Modern Portfolio Theory Approach 0 0 2 55 5 19 97 406
COGNITIVE DISSONANCE AND MUTUAL FUND INVESTORS 1 2 9 168 2 6 35 457
Careers and Survival: Competition and Risk in the Hedge Fund and CTA Industry 0 0 1 141 1 4 54 552
China and the world financial markets 1870–1939: Modern lessons from historical globalization1 0 0 0 48 0 1 11 153
Clustering Methods for Real Estate Portfolios 0 1 1 41 1 4 25 172
Daily Momentum and Contrarian Behavior of Index Fund Investors 1 1 1 49 2 3 15 273
Day Trading International Mutual Funds: Evidence and Policy Solutions 0 0 1 28 1 2 9 135
Dispersion of opinion and stock returns 0 0 2 80 0 0 9 256
Efficiency and the Bear: Short Sales and Markets Around the World 0 2 4 362 1 6 34 1,090
Equity Portfolio Diversification 0 4 24 401 7 29 114 1,461
Estimating House Price Indexes in the Presence of Seller Reservation Prices 0 0 2 96 0 1 17 310
Estimating Private Equity Returns from Limited Partner Cash Flows 6 15 38 215 8 24 82 521
Global Stock Markets in the Twentieth Century 1 2 19 269 2 9 51 833
High‐Water Marks and Hedge Fund Management Contracts 0 0 0 205 3 3 27 612
Homogeneous Groupings of Metropolitan Housing Markets 0 0 0 90 0 1 5 216
Index Funds and Stock Market Growth 0 0 1 378 1 1 18 1,473
Investment beliefs of endowments 0 0 1 18 0 0 15 69
Is trading behavior stable across contexts? Evidence from style and multi-style investors 0 0 0 3 1 1 10 42
Les compagnies de moulins en Occitanie: émergence et gouvernance de sociétés par actions multiséculaires 0 0 1 6 0 0 8 37
Long-Term Global Market Correlations 0 3 12 936 1 10 81 2,544
Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration 0 0 5 121 1 4 24 463
Momentum in Imperial Russia 0 0 0 11 1 2 15 81
Monthly Measurement of Daily Timers 0 0 0 30 1 1 9 189
Mutual fund styles 0 0 1 438 2 3 22 1,077
Negative bubbles: What happens after a crash 0 0 0 9 0 1 9 60
New evidence on the first financial bubble 0 0 2 110 5 7 25 584
Non-temporal Components of Residential Real Estate Appreciation 0 0 1 155 1 4 16 1,440
Offshore Hedge Funds: Survival and Performance, 1989-95 0 0 1 416 2 4 25 1,726
Pairs Trading: Performance of a Relative-Value Arbitrage Rule 6 9 26 1,268 48 113 249 3,731
Patterns in Three Centuries of Stock Market Prices 0 0 1 254 0 3 18 920
Performance Persistence 0 1 9 375 1 3 41 1,016
Rain or Shine: Where is the Weather Effect? 0 1 2 73 2 8 18 316
Re-Emerging Markets 0 0 0 24 0 1 9 174
Rejoinder: The J-Shape Of Performance Persistence Given Survivorship Bias 0 0 0 89 0 0 8 551
Risks and Incentives in Underserved Mortgage Markets 0 0 0 27 0 1 13 158
Survival 0 1 3 82 1 7 19 246
THE PERFORMANCE OF REAL ESTATE AS AN ASSET CLASS 0 2 7 531 1 6 26 1,060
Testing the Predictive Power of Dividend Yields 1 1 3 421 2 2 18 979
The Accuracy of Real Estate Indices: Repeat Sale Estimators 0 0 0 5 1 1 18 847
The Bias of the RSR Estimator and the Accuracy of Some Alternatives 0 0 0 15 0 0 18 85
The Efficient Market Theory and Evidence: Implications for Active Investment Management 1 2 13 239 2 4 45 608
The Japanese Open-End Fund Puzzle 0 1 1 70 1 3 25 636
The Single Family Home in the Investment Portfolio 0 0 0 3 0 2 16 1,084
The Subprime Crisis and House Price Appreciation 0 0 0 82 1 4 20 414
The economics of aesthetics and record prices for art since 1701 0 2 3 49 2 8 32 199
The effect of the \"triple witching hour\" on stock market volatility 0 0 0 0 1 4 13 5,671
The present value relation over six centuries: The case of the Bazacle company 0 0 1 16 2 2 14 112
The pricing of soft and hard information: economic lessons from screenplay sales 0 1 1 30 0 3 12 182
Tiebreaker: Certification and Multiple Credit Ratings 1 1 2 45 2 3 18 266
Trust and delegation 0 1 1 44 2 6 15 344
Two Decades of Commercial Property Returns: A Repeated-Measures Regression-Based Version of the NCREIF Index 0 0 1 111 0 2 9 434
Weather-Induced Mood, Institutional Investors, and Stock Returns 0 0 4 81 1 3 27 377
Total Journal Articles 24 63 265 10,514 135 374 1,810 42,460


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 1 2 22 225
The Equity Risk Premium: Essays and Explorations 0 0 0 0 0 0 10 344
Total Books 0 0 0 0 1 2 32 569


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 9 29
Competition among University Endowments 0 0 0 19 1 2 23 110
Does Governance Matter? The Case of Art Museums 0 0 0 75 0 0 9 149
Dutch Securities for American Land Speculation in the Late Eighteenth Century 0 0 0 34 1 2 10 124
FEES ON FEES IN FUNDS OF FUNDS 0 0 1 2 2 3 19 79
Introduction 0 0 0 17 0 1 4 54
The History of Corporate Ownership in China: State Patronage, Company Legislation, and the Issue of Control 0 0 0 87 1 10 26 318
Total Chapters 0 0 1 234 5 18 100 863


Statistics updated 2026-09-10