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 0 10 1,377
A Century of Global Stock Markets 0 0 0 62 0 3 13 295
A Century of Global Stock Markets 0 0 0 370 1 3 16 838
A Century of Global Stock Markets 0 0 0 190 1 2 9 548
A Longer Look at Dividend Yields 0 0 1 209 1 4 15 556
A New Historical Database For The NYSE 1815 To 1925: Performance And Predictability 0 0 1 99 0 2 30 349
A New Historical Database For The NYSE 1815 To 1925: Performance And Predictability 0 0 0 434 0 3 31 1,665
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 0 2 9 242
ACCOUNTING FOR TASTE: AN ANALYSIS OF ART RETURNS OVER THREE CENTURIES 0 0 0 0 0 0 10 605
An Analysis of the Relative Performance of Japanese and Foreign Money Management 0 0 0 43 0 1 10 325
An Analysis of the Relative Performance of Japanese and Foreign Money Management 0 0 0 29 1 2 11 293
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 16 439
Art and Money 0 0 0 2 1 2 29 136
Art and Money 0 0 0 1 0 0 9 31
Art and Money 0 0 0 130 0 1 26 438
Art and Money 0 0 0 16 1 2 6 98
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 0 4 348
Behavioral Factors in Mutual Fund Flows 0 0 1 352 1 3 12 1,131
Behavioral Factors in Mutual Fund Flows 0 0 0 611 1 2 11 2,118
British Investment Overseas 1870-1913: A Modern Portfolio Theory Approach 0 0 0 225 0 1 18 776
British Investment Overseas 1870-1913: A Modern Portfolio Theory Approach 0 0 0 128 0 0 16 499
Bubble Investing: Learning from History 0 1 2 174 3 9 33 374
Bubble Investors: What Were They Thinking? 0 0 1 200 0 0 14 542
Bubbles, Booms and Crashes in the US Stock Market 1792-2024 0 4 54 54 5 29 99 99
Capital Structure, Seniority, and Risk Premia: Evidence from the London Stock Exchange, 1870–1929 1 1 12 12 2 4 18 18
China and the World Financial Markets 1870-1930 0 0 0 172 0 1 13 561
China and the World Financial Markets 1870-1930: Modern Lessons From Historical Globalization 0 0 0 305 0 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) 1 1 2 38 1 1 6 156
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 2 8 1,071
Competition Among University Endowments 0 0 0 30 0 0 7 110
Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs 0 0 0 59 1 2 12 240
Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs 0 0 0 181 1 1 15 721
Convergent Evolution Toward the Joint-Stock Company 0 0 1 33 0 0 13 57
Crash Beliefs From Investor Surveys 0 0 2 100 1 4 27 359
Crash Narratives 0 2 10 97 4 7 53 231
Daily Momentum And Contrarian Behavior Of Index Fund Investors 0 0 0 148 0 1 12 594
Daily Momentum And Contrarian Behavior Of Index Fund Investors 0 0 0 176 1 4 11 862
Daily Momentum and Contrarian Behavior of Index Fund Investors 0 0 0 368 1 1 50 1,355
Day Trading International Mutual Funds: Evidence And Policy Solutions 0 0 0 169 0 1 7 869
Dispersion of Opinion and Stock Returns 0 0 0 86 0 0 7 338
Dispersion of Opinion and Stock Returns 0 0 0 173 1 1 17 579
Dispersion of Opinion and Stock Returns: Evidence from Index Fund Investors 0 0 0 38 0 0 8 202
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 0 246 0 0 18 726
Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias 0 0 0 48 1 1 5 205
Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias 0 0 0 80 0 1 11 360
Disposition Matters: Volume, Volatility and PriceImpact of a Behavioral Bias 0 0 0 77 0 1 9 239
Diversification Decisions of Individual Investors and Asset Prices 0 0 1 212 2 3 14 710
Do Cities and Suburbs Cluster? 0 0 0 37 1 1 11 147
Do Winners Repeat? Patterns in Mutual Fund Behavior 0 0 0 12 0 1 14 3,928
Efficiency and the Bear: Short Sales and Markets around the World 0 0 0 185 1 3 10 807
Efficiency and the Bear: Short Sales and Markets around the World 0 0 0 84 0 3 35 402
Efficiency and the Bear: Short Sales and Markets around the World 0 0 1 210 0 2 18 724
Efficiency and the Bear: Short Sales and Markets around the World 0 0 0 78 0 0 12 483
Emotions and Subjective Crash Beliefs 0 2 14 50 0 22 74 174
Equity Portfolio Diversification 0 0 1 645 2 3 21 1,999
Equity Portfolio Diversification 0 0 1 603 3 10 33 2,361
Equity Portfolio Diversification 0 0 0 152 3 6 17 517
Estimating Indices in the Presence of Seller Reservation Prices 0 0 0 33 1 1 5 180
Evidence on Retrieved Context: How History Matters 0 0 0 14 0 0 8 25
Fees on Fees in Funds of Funds 1 1 1 402 1 3 20 930
Fees on Fees in Funds of Funds 0 0 1 128 0 0 11 441
Fees on Fees in Funds of Funds 0 0 0 272 0 1 20 852
Fibonacci and the Financial Revolution 0 0 0 130 1 5 13 382
Fibonacci and the Financial Revolution 0 0 1 345 2 8 36 1,149
Fibonacci and the Financial Revolution 0 0 0 270 2 12 21 809
GDP Growth Expectations and Cash-flow Risk Premium 0 0 20 20 3 4 49 49
Global Real Estate Markets - Cycles and Fundamentals 0 1 4 628 2 7 20 1,232
Global Real Estate Markets: Cycles And Fundamentals 0 0 1 945 0 1 20 2,068
Global Real Estate Markets: Cycles And Fundamentals 0 0 1 256 0 3 20 680
Hedge Funds With Style 0 0 0 436 0 0 14 1,189
Hedge Funds With Style 0 0 0 122 0 2 12 419
Hedge Funds With Style 0 0 0 902 1 2 11 2,377
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 17 798
Hedge Funds and the Asian Currency Crisis of 1997 0 0 0 760 1 2 73 2,274
Heterogeneity of Trade and Stock Returns. Evidence from Index Fund Investors 0 0 0 34 0 0 4 147
High Water Marks 0 0 0 161 0 0 15 916
High Water Marks 0 0 1 209 0 0 17 1,026
High-Water Marks and Hedge Fund Management Contracts 0 0 0 489 0 0 13 2,009
High-Water Marks and Hedge Fund Management Contracts 0 0 0 103 0 1 10 337
History and the Equity Risk Premium 0 0 1 911 2 3 19 2,566
Home Equity Insurance: A Pilot Project 0 0 0 178 1 1 8 767
Index Funds and Stock Market Growth 0 0 0 56 0 1 10 415
Index Funds and Stock Market Growth 0 0 0 119 0 0 6 558
Index Funds and Stock Market Growth 0 0 0 443 0 3 19 2,092
Institutional Perspectives on Real Estate Investing: The Role of Risk and Uncertainty 0 0 0 453 0 2 12 1,137
Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows 0 0 0 307 0 2 16 1,282
Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows 0 0 0 105 0 0 7 586
Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows 0 0 0 111 1 3 19 551
Long-Term Global Market Correlations 0 0 0 360 1 5 24 1,106
Long-Term Global Market Correlations 0 0 1 176 0 1 24 632
Market Response to Mutual Fund Performance 0 0 0 1 0 1 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 0 5 124
Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares (English version) 0 0 0 86 0 0 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 0 3 19 112
Monthly Measurement of Daily Timers 0 0 0 64 0 1 8 306
More Social Security, Not Less 0 0 0 68 0 0 11 275
Mutual Fund Styles 0 0 0 578 1 2 19 1,371
Negative Bubbles: What Happens After a Crash 0 0 1 109 0 1 18 268
New Evidence on the First Financial Bubble 0 0 0 162 3 8 24 385
Non-Fungible Tokens as Investment 0 0 11 11 0 3 16 16
Non-temporal Components of Residential Real Estate Appreciation 0 0 0 0 1 2 13 791
Offshore Hedge Funds: Survival & Performance 1989-1995 0 0 0 44 1 4 11 155
Offshore Hedge Funds: Survival & Performance 1989-1995 0 0 0 0 1 2 9 242
Offshore Hedge Funds: Survival and Performance 1989-1995 0 0 0 582 1 2 13 2,225
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 85 0 1 17 362
Pairs Trading: Performance of a Relative Value Arbitrage Rule 0 2 3 769 2 25 75 1,842
Pairs Trading: Performance of a Relative Value Arbitrage Rule 0 2 23 4,523 9 29 143 10,932
Pairs Trading: Performance of a Relative Value Arbitrage Rule 0 0 2 551 13 25 74 1,345
Pairs Trading: Performance of a Relative Value Arbitrage Rule 0 4 17 3,194 7 14 84 7,348
Performance Persistence 1 1 1 670 1 4 22 1,546
Portfolio Diversification and City Agglomeration 0 0 0 99 0 1 10 490
Portfolio Diversification, Proximity Investment and City Agglomeration 0 0 0 150 1 1 13 504
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 0 141 1 1 13 484
Positive Portfolio Factors 0 0 0 32 1 1 4 158
Procyclical Stocks Earn Higher Returns 0 0 1 28 0 1 23 85
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 0 2 22 1,004
Rain or Shine: Where is the Weather Effect? 0 0 0 155 0 2 13 1,157
Re-Emerging Markets 0 0 0 123 0 0 5 398
Re-emerging Markets 0 0 0 68 0 1 13 281
Re-emerging Markets 0 0 0 253 0 1 11 1,147
Real and Private Value Assets 0 0 0 2 0 2 32 56
Real and Private-Value Assets 0 0 1 10 1 5 23 70
Risk Aversion and Clientele Effects 0 0 0 43 0 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 0 1 1 141 0 2 15 433
Selection-Neglect in the NFT Bubble 0 0 1 9 1 2 17 44
Sharpening Sharpe Ratios 0 0 1 917 0 6 28 2,970
Sharpening Sharpe Ratios 0 0 0 210 0 3 14 754
Sharpening Sharpe Ratios 1 1 1 308 1 4 19 900
Short-Sales in Global Perspective 0 0 0 143 0 1 10 404
Soft Information, Hard Sell: The Role of Soft Information in the Pricing of Intellectual Property 0 0 0 110 0 0 6 829
Suburbs and Cities 0 0 0 42 1 1 10 193
TESTING THE PREDICTIVE POWER OF DIVIDEND YIELDS 0 0 0 1 0 1 14 481
THE ACCURACY OF REAL ESTIMATE INDICES: REPEAT SALE ESTIMATORS 0 0 0 1 1 2 15 771
THE SINGLE FAMILY HOME IN THE INVESTMENT PORTFOLIO 0 0 0 3 1 4 20 963
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 0 7 26 134
Testing the Predictive Power of Dividend Yields 0 0 0 2 1 3 14 676
The Bias of the RSR Estimator and the Accuracy of Some Alternatives 0 0 0 33 0 1 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 1 1 5 717
The Development of Corporate Governance in Toulouse: 1372-1946 0 0 0 94 0 0 15 102
The Dow Theory: William Peter Hamilton's Track Record Re-Considered 0 0 0 1 1 2 15 596
The Dow Theory: William Peter Hamilton's Track Record Re-Considered 0 0 1 135 3 5 23 613
The Dow Theory: William Peter Hamilton's Track Record Re-considered 0 0 0 370 2 4 22 1,542
The Economics of Aesthetics and Three Centuries of Art Price Records 0 0 1 96 0 0 15 211
The Economics of Aesthetics and Three Centuries of Art Price Records 0 0 0 56 0 0 16 176
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 2 3 16 859
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 0 0 2 10 254
The Japanese Open-End Fund Puzzle 0 0 0 126 0 0 14 416
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 7 763
The Policy Implications of Portfolio Choice in Underserved Mortgage Markets 0 0 0 61 0 0 8 244
The Present Value Relation Over Six Centuries: The Case of the Bazacle Company 0 0 0 68 1 1 16 171
The Subprime Crisis and House Price Appreciation 1 1 1 136 1 3 18 459
The present value relation over six centuries: The case of the Bazacle company 0 0 0 0 0 1 16 45
Tiebreaker: Certification and Multiple Credit Ratings 0 0 0 73 1 1 15 324
Trust and Delegation 0 0 0 45 0 2 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? 2 3 14 2,381 6 14 73 6,921
Will History Rhyme? The Past as Financial Future 0 0 0 171 0 1 8 444
“Non-Marginal” Investor Beliefs 1 1 1 1 2 2 2 2
Total Working Papers 9 29 223 40,238 132 465 3,205 139,711
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 2 7 635
A Spatial Model of Housing Returns and Neighborhood Substitutability 0 0 0 62 0 0 9 176
A new historical database for the NYSE 1815 to 1925: Performance and predictability 0 0 1 166 1 3 21 537
Accounting for Taste: Art and the Financial Markets over Three Centuries 3 7 39 1,057 4 13 93 2,409
An analysis of the relative performance of Japanese and foreign money management 0 0 0 19 1 3 24 148
Art and Money 1 1 3 140 4 8 39 606
Art and gender: market bias or selection bias? 0 2 12 66 3 6 38 250
Beauty is in the bid of the beholder: An empirical basis for style 0 0 0 10 1 1 11 71
British Investment Overseas 1870-1913: A Modern Portfolio Theory Approach 0 0 2 55 8 19 92 414
COGNITIVE DISSONANCE AND MUTUAL FUND INVESTORS 0 1 7 168 0 3 32 457
Careers and Survival: Competition and Risk in the Hedge Fund and CTA Industry 0 0 1 141 2 5 55 554
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 0 1 41 0 2 24 172
Daily Momentum and Contrarian Behavior of Index Fund Investors 0 1 1 49 0 3 14 273
Day Trading International Mutual Funds: Evidence and Policy Solutions 0 0 1 28 0 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 1 3 362 4 6 36 1,094
Equity Portfolio Diversification 2 3 25 403 11 26 121 1,472
Estimating House Price Indexes in the Presence of Seller Reservation Prices 0 0 2 96 1 2 17 311
Estimating Private Equity Returns from Limited Partner Cash Flows 2 9 39 217 6 20 85 527
Global Stock Markets in the Twentieth Century 0 1 17 269 8 13 57 841
High‐Water Marks and Hedge Fund Management Contracts 1 1 1 206 1 4 27 613
Homogeneous Groupings of Metropolitan Housing Markets 0 0 0 90 0 0 5 216
Index Funds and Stock Market Growth 0 0 1 378 0 1 17 1,473
Investment beliefs of endowments 0 0 1 18 1 1 16 70
Is trading behavior stable across contexts? Evidence from style and multi-style investors 0 0 0 3 0 1 9 42
Les compagnies de moulins en Occitanie: émergence et gouvernance de sociétés par actions multiséculaires 0 0 1 6 0 0 7 37
Long-Term Global Market Correlations 1 2 13 937 5 8 84 2,549
Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration 0 0 4 121 1 4 23 464
Momentum in Imperial Russia 0 0 0 11 0 1 15 81
Monthly Measurement of Daily Timers 0 0 0 30 1 2 10 190
Mutual fund styles 0 0 1 438 3 5 24 1,080
Negative bubbles: What happens after a crash 0 0 0 9 0 1 9 60
New evidence on the first financial bubble 1 1 3 111 2 7 26 586
Non-temporal Components of Residential Real Estate Appreciation 0 0 1 155 0 4 15 1,440
Offshore Hedge Funds: Survival and Performance, 1989-95 0 0 1 416 1 4 26 1,727
Pairs Trading: Performance of a Relative-Value Arbitrage Rule 7 14 32 1,275 39 125 283 3,770
Patterns in Three Centuries of Stock Market Prices 0 0 1 254 0 1 18 920
Performance Persistence 0 1 8 375 2 4 42 1,018
Rain or Shine: Where is the Weather Effect? 0 0 2 73 1 7 19 317
Re-Emerging Markets 0 0 0 24 0 0 8 174
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 1 2 14 159
Survival 0 1 3 82 1 7 19 247
THE PERFORMANCE OF REAL ESTATE AS AN ASSET CLASS 0 0 6 531 1 3 23 1,061
Testing the Predictive Power of Dividend Yields 0 1 3 421 0 2 18 979
The Accuracy of Real Estate Indices: Repeat Sale Estimators 0 0 0 5 1 2 19 848
The Bias of the RSR Estimator and the Accuracy of Some Alternatives 0 0 0 15 0 0 17 85
The Efficient Market Theory and Evidence: Implications for Active Investment Management 0 1 13 239 2 4 47 610
The Japanese Open-End Fund Puzzle 0 1 1 70 0 2 25 636
The Single Family Home in the Investment Portfolio 0 0 0 3 0 1 16 1,084
The Subprime Crisis and House Price Appreciation 0 0 0 82 0 1 20 414
The economics of aesthetics and record prices for art since 1701 0 1 3 49 2 7 34 201
The effect of the \"triple witching hour\" on stock market volatility 0 0 0 0 0 3 13 5,671
The present value relation over six centuries: The case of the Bazacle company 1 1 2 17 2 4 14 114
The pricing of soft and hard information: economic lessons from screenplay sales 0 0 1 30 0 2 12 182
Tiebreaker: Certification and Multiple Credit Ratings 0 1 2 45 3 6 19 269
Trust and delegation 0 0 1 44 1 5 16 345
Two Decades of Commercial Property Returns: A Repeated-Measures Regression-Based Version of the NCREIF Index 0 0 0 111 1 1 9 435
Weather-Induced Mood, Institutional Investors, and Stock Returns 0 0 3 81 0 1 24 377
Total Journal Articles 19 52 264 10,533 126 371 1,854 42,586


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 1 21 225
The Equity Risk Premium: Essays and Explorations 0 0 0 0 0 0 10 344
Total Books 0 0 0 0 0 1 31 569


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 1 1 10 30
Competition among University Endowments 0 0 0 19 1 3 23 111
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 10 124
FEES ON FEES IN FUNDS OF FUNDS 0 0 1 2 0 2 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 8 27 319
Total Chapters 0 0 1 234 3 16 102 866


Statistics updated 2026-10-11