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 4 12 834
A Century of Global Stock Markets 0 0 0 372 3 3 10 1,374
A Century of Global Stock Markets 0 0 0 190 0 2 9 546
A Century of Global Stock Markets 0 0 0 62 0 2 9 291
A Longer Look at Dividend Yields 0 0 0 208 3 3 9 550
A New Historical Database For The NYSE 1815 To 1925: Performance And Predictability 0 0 1 99 5 8 26 342
A New Historical Database For The NYSE 1815 To 1925: Performance And Predictability 0 0 0 434 2 11 33 1,660
A Spatial Model of Housing Returns and Neighborhood Substitutability 0 0 0 108 2 2 5 362
A Spatial Model of Housing Returns and Neighborhood Substitutability 0 0 0 96 1 2 7 239
ACCOUNTING FOR TASTE: AN ANALYSIS OF ART RETURNS OVER THREE CENTURIES 0 0 0 0 1 5 17 604
An Analysis of the Relative Performance of Japanese and Foreign Money Management 0 0 0 43 1 1 9 324
An Analysis of the Relative Performance of Japanese and Foreign Money Management 0 0 0 29 3 4 9 291
An Emerging Market: The NYSE From 1815 to 1871 0 0 1 76 1 5 12 274
An Emerging Market: The NYSE From 1815 to 1871 0 0 0 141 5 10 23 439
Art and Money 0 0 0 1 0 1 9 30
Art and Money 0 0 1 2 4 9 27 132
Art and Money 0 0 2 130 4 11 29 437
Art and Money 0 0 0 16 1 1 6 96
Attrition and Mutual Fund Performance 0 0 0 1 4 8 19 480
BOOTSTRAPPING TESTS OF LONG-TERM STOCK MARKET EFFICIENCY 0 0 0 0 1 1 3 347
Behavioral Factors in Mutual Fund Flows 0 0 0 611 2 4 12 2,116
Behavioral Factors in Mutual Fund Flows 0 0 0 351 4 4 10 1,127
British Investment Overseas 1870-1913: A Modern Portfolio Theory Approach 0 0 0 128 5 6 14 494
British Investment Overseas 1870-1913: A Modern Portfolio Theory Approach 0 0 0 225 4 7 17 775
Bubble Investing: Learning from History 0 0 1 173 3 6 26 361
Bubble Investors: What Were They Thinking? 1 1 2 200 2 2 14 539
Bubbles, Booms and Crashes in the US Stock Market 1792-2024 24 49 49 49 18 55 55 55
Capital Structure, Seniority, and Risk Premia: Evidence from the London Stock Exchange, 1870–1929 1 11 11 11 5 11 11 11
China and the World Financial Markets 1870-1930 0 0 0 172 1 4 13 559
China and the World Financial Markets 1870-1930: Modern Lessons From Historical Globalization 0 0 0 305 2 5 10 1,034
China and the World Financial Markets 1870-1930: Modern Lessons From Historical Globalization (Chinese Version) 0 0 0 30 1 1 4 187
China and the World Financial Markets 1870-1930: Modern Lessons From Historical Globalization (English Version) 0 1 1 37 0 1 6 155
China and the World Financial Markets 1870-1930:Modern Lessons From Historical Globalization (Chinese Version) 0 0 0 189 2 2 8 715
Clustering Methods and Commercial Rents 0 0 0 0 0 2 6 280
Clustering Methods for Real Estate Portfolios 0 0 0 244 2 5 14 682
Cohort Effects on Expected Co-Movement 0 0 0 6 2 2 8 27
Commodity Funds as an Investment Asset 0 0 0 1 0 1 6 1,069
Competition Among University Endowments 0 0 0 30 0 2 5 108
Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs 0 0 0 59 2 2 11 238
Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs 0 0 0 181 3 4 14 720
Convergent Evolution Toward the Joint-Stock Company 0 0 1 33 3 3 18 57
Crash Beliefs From Investor Surveys 0 1 2 100 4 9 25 352
Crash Narratives 1 1 6 91 11 14 40 211
Daily Momentum And Contrarian Behavior Of Index Fund Investors 0 0 0 148 0 3 11 590
Daily Momentum And Contrarian Behavior Of Index Fund Investors 0 0 0 176 0 2 8 858
Daily Momentum and Contrarian Behavior of Index Fund Investors 0 0 2 368 6 22 49 1,351
Day Trading International Mutual Funds: Evidence And Policy Solutions 0 0 1 169 1 1 8 868
Dispersion of Opinion and Stock Returns 0 0 0 86 1 1 8 338
Dispersion of Opinion and Stock Returns 0 0 0 173 2 6 16 577
Dispersion of Opinion and Stock Returns: Evidence from Index Fund Investors 0 0 0 38 4 4 9 202
Disposition Matters: Volume, Volatility and Price Impact of Behavioral Bias 0 0 0 184 3 4 12 538
Disposition Matters: Volume, Volatility and Price Impact of Behavioural Bias 0 0 0 81 7 8 14 281
Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias 0 0 0 80 3 4 8 357
Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias 0 0 0 48 0 0 5 203
Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias 0 0 0 246 7 8 16 724
Disposition Matters: Volume, Volatility and PriceImpact of a Behavioral Bias 0 0 0 77 0 1 9 237
Diversification Decisions of Individual Investors and Asset Prices 0 0 1 212 5 6 13 706
Do Cities and Suburbs Cluster? 0 0 0 37 1 2 11 146
Do Winners Repeat? Patterns in Mutual Fund Behavior 0 0 0 12 1 4 19 3,924
Efficiency and the Bear: Short Sales and Markets around the World 0 0 0 185 1 1 10 804
Efficiency and the Bear: Short Sales and Markets around the World 0 0 0 84 0 0 36 399
Efficiency and the Bear: Short Sales and Markets around the World 0 0 0 78 6 9 14 482
Efficiency and the Bear: Short Sales and Markets around the World 0 1 1 210 3 4 16 720
Emotions and Subjective Crash Beliefs 1 4 21 46 7 20 78 147
Equity Portfolio Diversification 0 1 1 603 2 6 21 2,345
Equity Portfolio Diversification 0 0 0 152 0 3 10 510
Equity Portfolio Diversification 0 1 2 645 2 5 18 1,991
Estimating Indices in the Presence of Seller Reservation Prices 0 0 0 33 0 1 4 179
Evidence on Retrieved Context: How History Matters 0 0 0 14 2 4 8 25
Fees on Fees in Funds of Funds 0 0 0 401 3 5 17 926
Fees on Fees in Funds of Funds 0 0 0 272 3 8 19 850
Fees on Fees in Funds of Funds 0 0 0 127 3 3 12 440
Fibonacci and the Financial Revolution 0 0 3 345 5 14 32 1,139
Fibonacci and the Financial Revolution 0 0 0 270 1 3 11 796
Fibonacci and the Financial Revolution 0 0 0 130 0 2 9 375
GDP Growth Expectations and Cash-flow Risk Premium 1 1 19 19 7 10 44 44
Global Real Estate Markets - Cycles and Fundamentals 0 0 2 625 2 2 12 1,220
Global Real Estate Markets: Cycles And Fundamentals 0 1 1 256 4 6 20 676
Global Real Estate Markets: Cycles And Fundamentals 1 1 1 945 2 4 17 2,065
Hedge Funds With Style 0 0 0 902 5 5 11 2,375
Hedge Funds With Style 0 0 0 436 1 2 13 1,187
Hedge Funds With Style 0 0 0 122 2 3 10 417
Hedge Funds and the Asian Currency Crisis of 1997 0 0 0 760 12 34 65 2,263
Hedge Funds and the Asian Currency Crisis of 1997 0 0 0 2 10 11 18 796
Hedge Funds and the Asian Currency Crisis of 1997 0 0 1 259 2 3 11 679
Heterogeneity of Trade and Stock Returns. Evidence from Index Fund Investors 0 0 0 34 1 2 5 147
High Water Marks 0 0 0 161 1 4 15 915
High Water Marks 0 1 3 209 4 8 21 1,026
High-Water Marks and Hedge Fund Management Contracts 0 0 0 489 5 6 12 2,008
High-Water Marks and Hedge Fund Management Contracts 0 0 0 103 1 2 11 335
History and the Equity Risk Premium 0 0 3 911 1 4 18 2,561
Home Equity Insurance: A Pilot Project 0 0 0 178 0 2 7 765
Index Funds and Stock Market Growth 0 0 1 443 4 6 16 2,087
Index Funds and Stock Market Growth 0 0 0 56 2 3 11 414
Index Funds and Stock Market Growth 0 0 0 119 1 1 9 558
Institutional Perspectives on Real Estate Investing: The Role of Risk and Uncertainty 0 0 1 453 5 5 12 1,135
Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows 0 0 1 105 2 3 6 584
Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows 0 0 0 111 2 4 16 548
Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows 0 0 0 307 1 3 12 1,277
Long-Term Global Market Correlations 0 0 1 176 2 7 20 627
Long-Term Global Market Correlations 0 0 0 360 6 9 19 1,098
Market Response to Mutual Fund Performance 0 0 0 1 1 2 7 439
Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares 0 0 0 89 1 1 9 361
Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares (English Version) 0 0 0 17 0 1 5 123
Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares (English version) 0 0 0 86 2 4 8 323
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 5 9 17 109
Monthly Measurement of Daily Timers 0 0 0 64 1 2 8 305
More Social Security, Not Less 0 0 0 68 1 5 11 275
Mutual Fund Styles 0 0 0 578 1 4 18 1,368
Negative Bubbles: What Happens After a Crash 0 1 1 109 6 8 19 267
New Evidence on the First Financial Bubble 0 0 0 162 3 5 18 377
Non-Fungible Tokens as Investment 0 11 11 11 0 10 10 10
Non-temporal Components of Residential Real Estate Appreciation 0 0 0 0 2 4 14 789
Offshore Hedge Funds: Survival & Performance 1989-1995 0 0 0 0 0 2 8 240
Offshore Hedge Funds: Survival & Performance 1989-1995 0 0 0 44 1 4 8 151
Offshore Hedge Funds: Survival and Performance 1989-1995 0 0 0 582 3 4 11 2,221
Offshore Hedge Funds: Survival and Performance 1989-1995 0 0 0 0 4 4 9 358
Offshore Hedge Funds: Survival and Performance, 1989-1995 0 0 0 85 5 5 16 360
Pairs Trading: Performance of a Relative Value Arbitrage Rule 0 1 3 767 4 9 66 1,812
Pairs Trading: Performance of a Relative Value Arbitrage Rule 6 15 25 4,519 24 73 132 10,891
Pairs Trading: Performance of a Relative Value Arbitrage Rule 2 8 22 3,190 11 40 99 7,334
Pairs Trading: Performance of a Relative Value Arbitrage Rule 0 1 1 550 6 21 46 1,314
Performance Persistence 0 0 0 669 3 4 22 1,542
Portfolio Diversification and City Agglomeration 0 0 0 99 3 4 9 488
Portfolio Diversification, Proximity Investment and City Agglomeration 0 0 0 150 1 3 14 503
Portfolio Diversification, Proximity Investment and City Agglomeration 0 0 0 57 0 0 3 286
Positive Portfolio Factors 0 0 0 32 0 0 4 157
Positive Portfolio Factors 0 0 0 124 3 3 10 409
Positive Portfolio Factors 0 0 0 141 5 6 12 482
Procyclical Stocks Earn Higher Returns 0 0 4 28 5 10 24 82
Rain or Shine: Where is the Weather Effect? 0 0 0 107 0 11 31 552
Rain or Shine: Where is the Weather Effect? 0 0 0 155 0 4 12 1,155
Rain or Shine: Where is the Weather Effect? 0 0 1 160 2 6 20 999
Re-Emerging Markets 0 0 0 123 1 1 5 398
Re-emerging Markets 0 0 0 68 1 2 12 279
Re-emerging Markets 0 0 0 253 4 6 13 1,146
Real and Private Value Assets 0 0 0 2 9 14 33 53
Real and Private-Value Assets 0 0 1 10 1 5 15 61
Risk Aversion and Clientele Effects 0 0 0 43 2 2 8 154
Risks and Incentives in Underserved Mortgage Markets 0 0 0 68 0 0 3 254
Safety First Portfolio Choice 0 0 0 3 2 2 10 347
Securitization in the 1920's 0 0 0 140 5 7 12 430
Selection-Neglect in the NFT Bubble 0 0 1 9 1 6 15 41
Sharpening Sharpe Ratios 0 0 0 210 4 4 15 751
Sharpening Sharpe Ratios 1 1 2 917 2 4 26 2,960
Sharpening Sharpe Ratios 0 0 0 307 2 5 14 894
Short-Sales in Global Perspective 0 0 0 143 1 1 11 402
Soft Information, Hard Sell: The Role of Soft Information in the Pricing of Intellectual Property 0 0 0 110 1 1 9 829
Suburbs and Cities 0 0 0 42 3 4 9 192
TESTING THE PREDICTIVE POWER OF DIVIDEND YIELDS 0 0 0 1 3 6 13 478
THE ACCURACY OF REAL ESTIMATE INDICES: REPEAT SALE ESTIMATORS 0 0 0 1 0 1 14 769
THE SINGLE FAMILY HOME IN THE INVESTMENT PORTFOLIO 0 0 0 3 3 8 18 958
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 5 6 23 126
Testing the Predictive Power of Dividend Yields 0 0 0 2 1 3 12 672
The Bias of the RSR Estimator and the Accuracy of Some Alternatives 0 0 0 57 1 5 12 442
The Bias of the RSR Estimator and the Accuracy of Some Alternatives 0 0 0 33 1 1 3 156
The Development Of Corporate Performance Measures: Benchmarks Before EVA 0 0 1 241 2 2 6 716
The Development of Corporate Governance in Toulouse: 1372-1946 0 0 0 94 2 9 15 101
The Dow Theory: William Peter Hamilton's Track Record Re-Considered 0 0 1 134 1 4 23 607
The Dow Theory: William Peter Hamilton's Track Record Re-Considered 0 0 0 1 4 4 14 591
The Dow Theory: William Peter Hamilton's Track Record Re-considered 0 0 0 370 2 5 22 1,538
The Economics of Aesthetics and Three Centuries of Art Price Records 0 0 0 56 2 4 20 176
The Economics of Aesthetics and Three Centuries of Art Price Records 0 0 2 96 3 7 14 208
The Effect of Seller Reserves on Market Index Estimation 0 0 0 15 2 2 5 131
The History of Corporate Ownership in China: State Patronage, Company Legislation, and the Issue of Control 0 0 0 264 2 3 15 855
The Impact of Clientele Changes: Evidence from Stock Splits 0 0 1 112 5 7 14 535
The Japanese Open-End Fund Puzzle 0 0 0 0 0 2 7 251
The Japanese Open-End Fund Puzzle 0 0 0 126 3 5 14 416
The Open-End Japanese Mutual Fund Puzzle 0 0 0 59 1 1 6 266
The Performance of Real Estate Portfolios: A Simulation Approach 0 0 0 337 1 1 7 761
The Policy Implications of Portfolio Choice in Underserved Mortgage Markets 0 0 0 61 0 1 7 243
The Present Value Relation Over Six Centuries: The Case of the Bazacle Company 0 0 0 68 4 7 16 170
The Subprime Crisis and House Price Appreciation 0 0 0 135 5 8 19 455
The present value relation over six centuries: The case of the Bazacle company 0 0 0 0 1 1 15 44
Tiebreaker: Certification and Multiple Credit Ratings 0 0 0 73 1 4 16 323
Trust and Delegation 0 0 0 45 0 2 10 245
Two Decades Of Commercial Property Returns: A NCREIF Index Using Independent Appraisals 0 1 1 183 1 2 5 663
Why Do Individual Investors Hold Under-Diversified Portfolios? 0 4 19 2,377 11 26 81 6,900
Will History Rhyme? The Past as Financial Future 0 0 0 171 3 4 7 443
Total Working Papers 39 118 242 40,190 494 1,031 2,957 138,996
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 0 0 8 633
A Spatial Model of Housing Returns and Neighborhood Substitutability 0 0 0 62 3 3 8 173
A new historical database for the NYSE 1815 to 1925: Performance and predictability 0 1 2 166 3 7 17 531
Accounting for Taste: Art and the Financial Markets over Three Centuries 7 13 51 1,045 13 23 109 2,383
An analysis of the relative performance of Japanese and foreign money management 0 0 0 19 1 2 19 143
Art and Money 1 1 2 138 2 17 39 595
Art and gender: market bias or selection bias? 1 4 9 62 1 8 36 241
Beauty is in the bid of the beholder: An empirical basis for style 0 0 1 10 0 2 11 70
British Investment Overseas 1870-1913: A Modern Portfolio Theory Approach 0 0 2 55 6 15 75 381
COGNITIVE DISSONANCE AND MUTUAL FUND INVESTORS 2 3 8 165 4 10 30 449
Careers and Survival: Competition and Risk in the Hedge Fund and CTA Industry 0 1 2 141 5 14 49 545
China and the world financial markets 1870–1939: Modern lessons from historical globalization1 0 0 0 48 2 3 10 152
Clustering Methods for Real Estate Portfolios 0 0 1 40 3 5 21 166
Daily Momentum and Contrarian Behavior of Index Fund Investors 0 0 0 48 2 4 13 270
Day Trading International Mutual Funds: Evidence and Policy Solutions 0 0 2 28 1 4 9 133
Dispersion of opinion and stock returns 0 2 3 80 2 5 11 256
Efficiency and the Bear: Short Sales and Markets Around the World 0 0 4 360 6 13 40 1,081
Equity Portfolio Diversification 1 9 28 394 13 34 99 1,417
Estimating House Price Indexes in the Presence of Seller Reservation Prices 1 1 2 96 1 5 16 308
Estimating Private Equity Returns from Limited Partner Cash Flows 3 9 29 198 6 15 69 493
Global Stock Markets in the Twentieth Century 3 5 19 267 8 13 50 821
High‐Water Marks and Hedge Fund Management Contracts 0 0 0 205 7 11 25 609
Homogeneous Groupings of Metropolitan Housing Markets 0 0 0 90 1 2 5 215
Index Funds and Stock Market Growth 0 1 2 378 3 6 19 1,472
Investment beliefs of endowments 0 0 1 18 3 5 14 67
Is trading behavior stable across contexts? Evidence from style and multi-style investors 0 0 0 3 2 3 10 40
Les compagnies de moulins en Occitanie: émergence et gouvernance de sociétés par actions multiséculaires 0 0 1 6 2 3 9 37
Long-Term Global Market Correlations 1 5 18 933 11 36 87 2,531
Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration 1 1 5 121 7 9 23 459
Momentum in Imperial Russia 0 0 0 11 4 6 12 78
Monthly Measurement of Daily Timers 0 0 0 30 1 1 10 188
Mutual fund styles 0 0 2 438 1 5 22 1,073
Negative bubbles: What happens after a crash 0 0 0 9 0 2 9 59
New evidence on the first financial bubble 1 1 3 110 4 6 22 574
Non-temporal Components of Residential Real Estate Appreciation 0 1 2 155 5 6 14 1,435
Offshore Hedge Funds: Survival and Performance, 1989-95 0 0 3 416 2 9 28 1,722
Pairs Trading: Performance of a Relative-Value Arbitrage Rule 4 13 18 1,259 25 53 157 3,600
Patterns in Three Centuries of Stock Market Prices 1 1 2 254 2 2 21 917
Performance Persistence 1 2 6 372 5 12 39 1,010
Rain or Shine: Where is the Weather Effect? 1 1 1 72 3 6 12 308
Re-Emerging Markets 0 0 0 24 2 3 8 173
Rejoinder: The J-Shape Of Performance Persistence Given Survivorship Bias 0 0 0 89 1 2 9 550
Risks and Incentives in Underserved Mortgage Markets 0 0 0 27 0 2 11 156
Survival 0 1 2 81 2 3 17 239
THE PERFORMANCE OF REAL ESTATE AS AN ASSET CLASS 0 3 11 529 0 5 31 1,054
Testing the Predictive Power of Dividend Yields 0 0 2 420 2 5 17 976
The Accuracy of Real Estate Indices: Repeat Sale Estimators 0 0 0 5 2 5 17 845
The Bias of the RSR Estimator and the Accuracy of Some Alternatives 0 0 0 15 4 7 20 85
The Efficient Market Theory and Evidence: Implications for Active Investment Management 2 4 13 237 9 22 48 602
The Japanese Open-End Fund Puzzle 0 0 0 69 4 6 23 631
The Single Family Home in the Investment Portfolio 0 0 0 3 5 8 17 1,082
The Subprime Crisis and House Price Appreciation 0 0 0 82 5 8 16 407
The economics of aesthetics and record prices for art since 1701 0 0 0 46 5 9 26 188
The effect of the \"triple witching hour\" on stock market volatility 0 0 0 0 2 5 8 5,666
The present value relation over six centuries: The case of the Bazacle company 0 0 2 16 4 5 16 110
The pricing of soft and hard information: economic lessons from screenplay sales 0 0 0 29 1 2 13 178
Tiebreaker: Certification and Multiple Credit Ratings 0 0 1 44 3 3 17 263
Trust and delegation 0 0 0 43 0 1 10 338
Two Decades of Commercial Property Returns: A Repeated-Measures Regression-Based Version of the NCREIF Index 0 0 2 111 1 1 9 431
Weather-Induced Mood, Institutional Investors, and Stock Returns 1 1 5 81 3 10 28 373
Total Journal Articles 32 84 267 10,438 225 497 1,638 41,982


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 4 11 21 222
The Equity Risk Premium: Essays and Explorations 0 0 0 0 2 2 9 342
Total Books 0 0 0 0 6 13 30 564


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 4 6 13 29
Competition among University Endowments 0 0 0 19 7 8 17 102
Does Governance Matter? The Case of Art Museums 0 0 0 75 3 3 9 149
Dutch Securities for American Land Speculation in the Late Eighteenth Century 0 0 0 34 2 2 9 122
FEES ON FEES IN FUNDS OF FUNDS 0 0 1 2 4 9 16 76
Introduction 0 0 0 17 1 1 6 53
The History of Corporate Ownership in China: State Patronage, Company Legislation, and the Issue of Control 0 0 0 87 5 7 18 307
Total Chapters 0 0 1 234 26 36 88 838


Statistics updated 2026-05-06