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 0 190 1 1 8 547
A Century of Global Stock Markets 0 0 0 372 0 3 10 1,377
A Century of Global Stock Markets 0 0 0 370 0 1 13 835
A Century of Global Stock Markets 0 0 0 62 1 2 11 293
A Longer Look at Dividend Yields 0 1 1 209 2 4 13 554
A New Historical Database For The NYSE 1815 To 1925: Performance And Predictability 0 0 0 434 1 3 30 1,663
A New Historical Database For The NYSE 1815 To 1925: Performance And Predictability 0 0 1 99 1 6 32 348
A Spatial Model of Housing Returns and Neighborhood Substitutability 0 0 0 96 1 2 8 241
A Spatial Model of Housing Returns and Neighborhood Substitutability 0 0 0 108 0 1 5 363
ACCOUNTING FOR TASTE: AN ANALYSIS OF ART RETURNS OVER THREE CENTURIES 0 0 0 0 0 1 13 605
An Analysis of the Relative Performance of Japanese and Foreign Money Management 0 0 0 29 0 0 9 291
An Analysis of the Relative Performance of Japanese and Foreign Money Management 0 0 0 43 0 0 9 324
An Emerging Market: The NYSE From 1815 to 1871 0 0 0 76 1 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 0 130 1 1 26 438
Art and Money 0 0 0 2 0 2 28 134
Art and Money 0 0 0 1 0 1 10 31
Art and Money 0 0 0 16 0 0 5 96
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 0 611 0 0 11 2,116
Behavioral Factors in Mutual Fund Flows 0 1 1 352 2 3 12 1,130
British Investment Overseas 1870-1913: A Modern Portfolio Theory Approach 0 0 0 225 0 0 17 775
British Investment Overseas 1870-1913: A Modern Portfolio Theory Approach 0 0 0 128 0 5 19 499
Bubble Investing: Learning from History 0 0 1 173 0 4 26 365
Bubble Investors: What Were They Thinking? 0 0 2 200 0 3 16 542
Bubbles, Booms and Crashes in the US Stock Market 1792-2024 1 2 51 51 7 22 77 77
Capital Structure, Seniority, and Risk Premia: Evidence from the London Stock Exchange, 1870–1929 0 0 11 11 1 4 15 15
China and the World Financial Markets 1870-1930 0 0 0 172 0 1 12 560
China and the World Financial Markets 1870-1930: Modern Lessons From Historical Globalization 0 0 0 305 0 0 9 1,034
China and the World Financial Markets 1870-1930: Modern Lessons From Historical Globalization (Chinese Version) 0 0 0 30 1 2 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 1 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 1 12 683
Cohort Effects on Expected Co-Movement 0 0 0 6 0 0 8 27
Commodity Funds as an Investment Asset 0 0 0 1 0 0 6 1,069
Competition Among University Endowments 0 0 0 30 0 2 7 110
Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs 0 0 0 59 0 0 11 238
Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs 0 0 0 181 0 0 14 720
Convergent Evolution Toward the Joint-Stock Company 0 0 1 33 0 0 14 57
Crash Beliefs From Investor Surveys 0 0 2 100 1 4 26 356
Crash Narratives 1 5 10 96 2 15 51 226
Daily Momentum And Contrarian Behavior Of Index Fund Investors 0 0 0 176 0 0 8 858
Daily Momentum And Contrarian Behavior Of Index Fund Investors 0 0 0 148 0 3 13 593
Daily Momentum and Contrarian Behavior of Index Fund Investors 0 0 1 368 0 3 50 1,354
Day Trading International Mutual Funds: Evidence And Policy Solutions 0 0 0 169 0 0 7 868
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 1 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 1 15 282
Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias 0 0 0 246 0 2 18 726
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 0 2 10 359
Disposition Matters: Volume, Volatility and PriceImpact of a Behavioral Bias 0 0 0 77 0 1 8 238
Diversification Decisions of Individual Investors and Asset Prices 0 0 1 212 0 1 11 707
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 0 3 15 3,927
Efficiency and the Bear: Short Sales and Markets around the World 0 0 0 84 1 1 36 400
Efficiency and the Bear: Short Sales and Markets around the World 0 0 1 210 0 2 16 722
Efficiency and the Bear: Short Sales and Markets around the World 0 0 0 78 0 1 14 483
Efficiency and the Bear: Short Sales and Markets around the World 0 0 0 185 0 0 9 804
Emotions and Subjective Crash Beliefs 2 4 20 50 21 26 87 173
Equity Portfolio Diversification 0 0 1 645 0 5 19 1,996
Equity Portfolio Diversification 0 0 1 603 3 9 27 2,354
Equity Portfolio Diversification 0 0 0 152 0 1 11 511
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 0 401 1 2 18 928
Fees on Fees in Funds of Funds 0 1 1 128 0 1 11 441
Fees on Fees in Funds of Funds 0 0 0 272 1 2 20 852
Fibonacci and the Financial Revolution 0 0 0 270 3 4 14 800
Fibonacci and the Financial Revolution 0 0 0 130 2 4 11 379
Fibonacci and the Financial Revolution 0 0 3 345 3 5 36 1,144
GDP Growth Expectations and Cash-flow Risk Premium 0 1 20 20 0 1 45 45
Global Real Estate Markets - Cycles and Fundamentals 0 2 3 627 1 6 14 1,226
Global Real Estate Markets: Cycles And Fundamentals 0 0 1 945 0 2 19 2,067
Global Real Estate Markets: Cycles And Fundamentals 0 0 1 256 1 2 18 678
Hedge Funds With Style 0 0 0 122 0 0 10 417
Hedge Funds With Style 0 0 0 902 0 0 10 2,375
Hedge Funds With Style 0 0 0 436 0 2 15 1,189
Hedge Funds and the Asian Currency Crisis of 1997 0 0 0 760 1 10 72 2,273
Hedge Funds and the Asian Currency Crisis of 1997 0 0 0 2 0 2 19 798
Hedge Funds and the Asian Currency Crisis of 1997 0 0 1 259 0 0 10 679
Heterogeneity of Trade and Stock Returns. Evidence from Index Fund Investors 0 0 0 34 0 0 5 147
High Water Marks 0 0 0 161 0 1 15 916
High Water Marks 0 0 2 209 0 0 19 1,026
High-Water Marks and Hedge Fund Management Contracts 0 0 0 489 0 1 13 2,009
High-Water Marks and Hedge Fund Management Contracts 0 0 0 103 0 1 11 336
History and the Equity Risk Premium 0 0 3 911 1 3 20 2,564
Home Equity Insurance: A Pilot Project 0 0 0 178 0 1 7 766
Index Funds and Stock Market Growth 0 0 0 56 0 0 9 414
Index Funds and Stock Market Growth 0 0 0 443 1 3 18 2,090
Index Funds and Stock Market Growth 0 0 0 119 0 0 8 558
Institutional Perspectives on Real Estate Investing: The Role of Risk and Uncertainty 0 0 0 453 1 1 11 1,136
Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows 0 0 0 307 1 4 16 1,281
Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows 0 0 0 111 1 1 17 549
Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows 0 0 0 105 0 2 7 586
Long-Term Global Market Correlations 0 0 1 176 0 4 23 631
Long-Term Global Market Correlations 0 0 0 360 1 4 21 1,102
Market Response to Mutual Fund Performance 0 0 0 1 0 1 7 440
Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares 0 0 0 89 0 0 9 361
Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares (English Version) 0 0 0 17 0 1 5 124
Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares (English version) 0 0 0 86 0 2 10 325
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 0 0 16 109
Monthly Measurement of Daily Timers 0 0 0 64 0 0 7 305
More Social Security, Not Less 0 0 0 68 0 0 11 275
Mutual Fund Styles 0 0 0 578 0 1 17 1,369
Negative Bubbles: What Happens After a Crash 0 0 1 109 0 0 19 267
New Evidence on the First Financial Bubble 0 0 0 162 0 0 18 377
Non-Fungible Tokens as Investment 0 0 11 11 0 3 13 13
Non-temporal Components of Residential Real Estate Appreciation 0 0 0 0 0 0 11 789
Offshore Hedge Funds: Survival & Performance 1989-1995 0 0 0 44 0 0 8 151
Offshore Hedge Funds: Survival & Performance 1989-1995 0 0 0 0 0 0 7 240
Offshore Hedge Funds: Survival and Performance 1989-1995 0 0 0 582 0 2 12 2,223
Offshore Hedge Funds: Survival and Performance 1989-1995 0 0 0 0 0 0 9 358
Offshore Hedge Funds: Survival and Performance, 1989-1995 0 0 0 85 0 1 16 361
Pairs Trading: Performance of a Relative Value Arbitrage Rule 1 1 21 3,191 3 3 88 7,337
Pairs Trading: Performance of a Relative Value Arbitrage Rule 0 1 2 551 4 10 53 1,324
Pairs Trading: Performance of a Relative Value Arbitrage Rule 0 0 2 767 2 7 61 1,819
Pairs Trading: Performance of a Relative Value Arbitrage Rule 0 2 22 4,521 6 18 128 10,909
Performance Persistence 0 0 0 669 1 1 19 1,543
Portfolio Diversification and City Agglomeration 0 0 0 99 0 1 9 489
Portfolio Diversification, Proximity Investment and City Agglomeration 0 0 0 57 0 0 3 286
Portfolio Diversification, Proximity Investment and City Agglomeration 0 0 0 150 0 0 12 503
Positive Portfolio Factors 0 0 0 141 0 1 13 483
Positive Portfolio Factors 0 0 0 32 0 0 3 157
Positive Portfolio Factors 0 0 0 124 0 0 10 409
Procyclical Stocks Earn Higher Returns 0 0 3 28 0 2 24 84
Rain or Shine: Where is the Weather Effect? 0 0 0 107 0 2 33 554
Rain or Shine: Where is the Weather Effect? 0 0 1 160 1 4 22 1,003
Rain or Shine: Where is the Weather Effect? 0 0 0 155 1 1 13 1,156
Re-Emerging Markets 0 0 0 123 0 0 5 398
Re-emerging Markets 0 0 0 68 0 1 12 280
Re-emerging Markets 0 0 0 253 0 0 11 1,146
Real and Private Value Assets 0 0 0 2 0 1 34 54
Real and Private-Value Assets 0 0 1 10 0 4 18 65
Risk Aversion and Clientele Effects 0 0 0 43 1 1 8 155
Risks and Incentives in Underserved Mortgage Markets 0 0 0 68 2 2 5 256
Safety First Portfolio Choice 0 0 0 3 0 0 10 347
Securitization in the 1920's 0 0 0 140 1 2 14 432
Selection-Neglect in the NFT Bubble 0 0 1 9 0 1 15 42
Sharpening Sharpe Ratios 0 0 0 210 0 0 11 751
Sharpening Sharpe Ratios 0 0 1 917 1 5 28 2,965
Sharpening Sharpe Ratios 0 0 0 307 0 2 15 896
Short-Sales in Global Perspective 0 0 0 143 0 1 10 403
Soft Information, Hard Sell: The Role of Soft Information in the Pricing of Intellectual Property 0 0 0 110 0 0 8 829
Suburbs and Cities 0 0 0 42 0 0 9 192
TESTING THE PREDICTIVE POWER OF DIVIDEND YIELDS 0 0 0 1 0 2 13 480
THE ACCURACY OF REAL ESTIMATE INDICES: REPEAT SALE ESTIMATORS 0 0 0 1 0 0 13 769
THE SINGLE FAMILY HOME IN THE INVESTMENT PORTFOLIO 0 0 0 3 0 1 17 959
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 1 2 21 128
Testing the Predictive Power of Dividend Yields 0 0 0 2 1 2 13 674
The Bias of the RSR Estimator and the Accuracy of Some Alternatives 0 0 0 57 1 1 12 443
The Bias of the RSR Estimator and the Accuracy of Some Alternatives 0 0 0 33 0 1 4 157
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 1 4 14 595
The Dow Theory: William Peter Hamilton's Track Record Re-Considered 0 1 2 135 1 2 22 609
The Dow Theory: William Peter Hamilton's Track Record Re-considered 0 0 0 370 1 1 21 1,539
The Economics of Aesthetics and Three Centuries of Art Price Records 0 0 2 96 0 3 17 211
The Economics of Aesthetics and Three Centuries of Art Price Records 0 0 0 56 0 0 18 176
The Effect of Seller Reserves on Market Index Estimation 0 0 0 15 0 1 6 132
The History of Corporate Ownership in China: State Patronage, Company Legislation, and the Issue of Control 0 0 0 264 0 1 14 856
The Impact of Clientele Changes: Evidence from Stock Splits 0 1 2 113 1 2 14 537
The Japanese Open-End Fund Puzzle 0 0 0 126 0 0 14 416
The Japanese Open-End Fund Puzzle 0 0 0 0 0 1 8 252
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 0 1 7 762
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 0 1 15 456
The present value relation over six centuries: The case of the Bazacle company 0 0 0 0 0 0 15 44
Tiebreaker: Certification and Multiple Credit Ratings 0 0 0 73 0 0 15 323
Trust and Delegation 0 0 0 45 1 3 13 248
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? 0 1 14 2,378 2 9 72 6,909
Will History Rhyme? The Past as Financial Future 0 0 0 171 0 0 7 443
Total Working Papers 5 24 231 40,214 100 350 3,015 139,346
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 1 6 634
A Spatial Model of Housing Returns and Neighborhood Substitutability 0 0 0 62 0 3 10 176
A new historical database for the NYSE 1815 to 1925: Performance and predictability 0 0 2 166 1 4 21 535
Accounting for Taste: Art and the Financial Markets over Three Centuries 0 5 37 1,050 2 15 93 2,398
An analysis of the relative performance of Japanese and foreign money management 0 0 0 19 1 3 22 146
Art and Money 0 1 3 139 1 4 39 599
Art and gender: market bias or selection bias? 0 2 11 64 0 3 35 244
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 6 20 93 401
COGNITIVE DISSONANCE AND MUTUAL FUND INVESTORS 0 2 8 167 1 6 34 455
Careers and Survival: Competition and Risk in the Hedge Fund and CTA Industry 0 0 2 141 2 6 55 551
China and the world financial markets 1870–1939: Modern lessons from historical globalization1 0 0 0 48 1 1 11 153
Clustering Methods for Real Estate Portfolios 0 1 1 41 1 5 24 171
Daily Momentum and Contrarian Behavior of Index Fund Investors 0 0 0 48 1 1 14 271
Day Trading International Mutual Funds: Evidence and Policy Solutions 0 0 2 28 1 1 9 134
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 1 2 5 362 1 8 40 1,089
Equity Portfolio Diversification 1 7 24 401 8 37 109 1,454
Estimating House Price Indexes in the Presence of Seller Reservation Prices 0 0 2 96 1 2 17 310
Estimating Private Equity Returns from Limited Partner Cash Flows 1 11 37 209 6 20 79 513
Global Stock Markets in the Twentieth Century 0 1 20 268 3 10 52 831
High‐Water Marks and Hedge Fund Management Contracts 0 0 0 205 0 0 24 609
Homogeneous Groupings of Metropolitan Housing Markets 0 0 0 90 0 1 5 216
Index Funds and Stock Market Growth 0 0 1 378 0 0 17 1,472
Investment beliefs of endowments 0 0 1 18 0 2 15 69
Is trading behavior stable across contexts? Evidence from style and multi-style investors 0 0 0 3 0 1 9 41
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 1 3 12 936 2 12 82 2,543
Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration 0 0 5 121 2 3 24 462
Momentum in Imperial Russia 0 0 0 11 0 2 14 80
Monthly Measurement of Daily Timers 0 0 0 30 0 0 8 188
Mutual fund styles 0 0 2 438 0 2 23 1,075
Negative bubbles: What happens after a crash 0 0 0 9 1 1 9 60
New evidence on the first financial bubble 0 0 2 110 0 5 24 579
Non-temporal Components of Residential Real Estate Appreciation 0 0 1 155 3 4 16 1,439
Offshore Hedge Funds: Survival and Performance, 1989-95 0 0 1 416 1 2 26 1,724
Pairs Trading: Performance of a Relative-Value Arbitrage Rule 1 3 20 1,262 38 83 207 3,683
Patterns in Three Centuries of Stock Market Prices 0 0 2 254 1 3 22 920
Performance Persistence 1 3 9 375 1 5 41 1,015
Rain or Shine: Where is the Weather Effect? 0 1 2 73 4 6 17 314
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 1 8 551
Risks and Incentives in Underserved Mortgage Markets 0 0 0 27 1 2 13 158
Survival 1 1 3 82 5 6 20 245
THE PERFORMANCE OF REAL ESTATE AS AN ASSET CLASS 0 2 7 531 1 5 26 1,059
Testing the Predictive Power of Dividend Yields 0 0 2 420 0 1 16 977
The Accuracy of Real Estate Indices: Repeat Sale Estimators 0 0 0 5 0 1 17 846
The Bias of the RSR Estimator and the Accuracy of Some Alternatives 0 0 0 15 0 0 19 85
The Efficient Market Theory and Evidence: Implications for Active Investment Management 0 1 13 238 0 4 45 606
The Japanese Open-End Fund Puzzle 1 1 1 70 1 4 24 635
The Single Family Home in the Investment Portfolio 0 0 0 3 1 2 17 1,084
The Subprime Crisis and House Price Appreciation 0 0 0 82 0 6 21 413
The economics of aesthetics and record prices for art since 1701 1 3 3 49 3 9 33 197
The effect of the \"triple witching hour\" on stock market volatility 0 0 0 0 2 4 12 5,670
The present value relation over six centuries: The case of the Bazacle company 0 0 1 16 0 0 13 110
The pricing of soft and hard information: economic lessons from screenplay sales 0 1 1 30 2 4 12 182
Tiebreaker: Certification and Multiple Credit Ratings 0 0 1 44 1 1 16 264
Trust and delegation 0 1 1 44 2 4 13 342
Two Decades of Commercial Property Returns: A Repeated-Measures Regression-Based Version of the NCREIF Index 0 0 2 111 0 3 10 434
Weather-Induced Mood, Institutional Investors, and Stock Returns 0 0 4 81 0 3 27 376
Total Journal Articles 9 52 257 10,490 110 343 1,745 42,325


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 0 2 21 224
The Equity Risk Premium: Essays and Explorations 0 0 0 0 0 2 11 344
Total Books 0 0 0 0 0 4 32 568


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 7 22 109
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 0 1 9 123
FEES ON FEES IN FUNDS OF FUNDS 0 0 1 2 0 1 17 77
Introduction 0 0 0 17 1 1 4 54
The History of Corporate Ownership in China: State Patronage, Company Legislation, and the Issue of Control 0 0 0 87 6 10 27 317
Total Chapters 0 0 1 234 8 20 97 858


Statistics updated 2026-08-07