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 5 5 7 544
A Century of Global Stock Markets 0 0 0 62 6 7 17 289
A Century of Global Stock Markets 0 0 1 370 3 5 9 830
A Century of Global Stock Markets 0 0 0 372 1 3 8 1,371
A Longer Look at Dividend Yields 0 0 0 208 0 4 7 547
A New Historical Database For The NYSE 1815 To 1925: Performance And Predictability 0 0 0 434 4 14 25 1,649
A New Historical Database For The NYSE 1815 To 1925: Performance And Predictability 0 1 2 99 7 13 19 334
A Spatial Model of Housing Returns and Neighborhood Substitutability 0 0 0 108 0 2 3 360
A Spatial Model of Housing Returns and Neighborhood Substitutability 0 0 0 96 2 4 5 237
ACCOUNTING FOR TASTE: AN ANALYSIS OF ART RETURNS OVER THREE CENTURIES 0 0 0 0 1 3 14 599
An Analysis of the Relative Performance of Japanese and Foreign Money Management 0 0 0 29 4 5 5 287
An Analysis of the Relative Performance of Japanese and Foreign Money Management 0 0 0 43 6 8 8 323
An Emerging Market: The NYSE From 1815 to 1871 0 0 1 76 2 6 8 269
An Emerging Market: The NYSE From 1815 to 1871 0 0 0 141 4 6 16 429
Art and Money 0 0 0 1 4 6 8 29
Art and Money 0 0 0 16 1 3 5 95
Art and Money 0 0 1 2 8 14 19 123
Art and Money 0 0 2 130 7 13 18 426
Attrition and Mutual Fund Performance 0 0 0 1 4 10 11 472
BOOTSTRAPPING TESTS OF LONG-TERM STOCK MARKET EFFICIENCY 0 0 0 0 2 2 2 346
Behavioral Factors in Mutual Fund Flows 0 0 0 611 2 5 8 2,112
Behavioral Factors in Mutual Fund Flows 0 0 1 351 1 4 9 1,123
British Investment Overseas 1870-1913: A Modern Portfolio Theory Approach 0 0 0 128 2 5 8 488
British Investment Overseas 1870-1913: A Modern Portfolio Theory Approach 0 0 0 225 5 10 11 768
Bubble Investing: Learning from History 0 1 1 173 4 12 20 355
Bubble Investors: What Were They Thinking? 0 0 1 199 6 9 12 537
China and the World Financial Markets 1870-1930 0 0 0 172 3 7 9 555
China and the World Financial Markets 1870-1930: Modern Lessons From Historical Globalization 0 0 0 305 1 4 5 1,029
China and the World Financial Markets 1870-1930: Modern Lessons From Historical Globalization (Chinese Version) 0 0 0 30 2 2 3 186
China and the World Financial Markets 1870-1930: Modern Lessons From Historical Globalization (English Version) 0 0 0 36 3 3 5 154
China and the World Financial Markets 1870-1930:Modern Lessons From Historical Globalization (Chinese Version) 0 0 0 189 6 6 6 713
Clustering Methods and Commercial Rents 0 0 0 0 4 4 7 278
Clustering Methods for Real Estate Portfolios 0 0 1 244 5 5 10 677
Cohort Effects on Expected Co-Movement 0 0 0 6 4 6 6 25
Commodity Funds as an Investment Asset 0 0 0 1 2 4 5 1,068
Competition Among University Endowments 0 0 0 30 1 3 4 106
Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs 0 0 0 181 7 10 10 716
Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs 0 0 0 59 3 8 11 236
Convergent Evolution Toward the Joint-Stock Company 0 1 1 33 2 9 16 54
Crash Beliefs From Investor Surveys 1 1 1 99 7 9 17 343
Crash Narratives 0 1 7 90 3 14 35 197
Daily Momentum And Contrarian Behavior Of Index Fund Investors 0 0 0 176 4 5 6 856
Daily Momentum And Contrarian Behavior Of Index Fund Investors 0 0 0 148 3 5 8 587
Daily Momentum and Contrarian Behavior of Index Fund Investors 0 0 2 368 7 21 28 1,329
Day Trading International Mutual Funds: Evidence And Policy Solutions 0 0 1 169 1 1 8 867
Dispersion of Opinion and Stock Returns 0 0 0 86 4 6 8 337
Dispersion of Opinion and Stock Returns 0 0 1 173 6 8 12 571
Dispersion of Opinion and Stock Returns: Evidence from Index Fund Investors 0 0 0 38 1 3 5 198
Disposition Matters: Volume, Volatility and Price Impact of Behavioral Bias 0 0 0 184 4 8 8 534
Disposition Matters: Volume, Volatility and Price Impact of Behavioural Bias 0 0 0 81 4 6 7 273
Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias 0 0 0 246 8 8 8 716
Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias 0 0 0 80 2 4 4 353
Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias 0 0 0 48 3 3 5 203
Disposition Matters: Volume, Volatility and PriceImpact of a Behavioral Bias 0 0 0 77 2 6 8 236
Diversification Decisions of Individual Investors and Asset Prices 0 1 3 212 3 4 9 700
Do Cities and Suburbs Cluster? 0 0 0 37 2 7 9 144
Do Winners Repeat? Patterns in Mutual Fund Behavior 0 0 0 12 3 4 22 3,920
Efficiency and the Bear: Short Sales and Markets around the World 0 0 0 209 3 7 16 716
Efficiency and the Bear: Short Sales and Markets around the World 0 0 0 84 2 31 36 399
Efficiency and the Bear: Short Sales and Markets around the World 0 0 0 78 2 2 5 473
Efficiency and the Bear: Short Sales and Markets around the World 0 0 0 185 3 6 10 803
Emotions and Subjective Crash Beliefs 1 4 22 42 7 19 74 127
Equity Portfolio Diversification 0 0 3 644 2 7 19 1,986
Equity Portfolio Diversification 0 0 0 152 3 7 8 507
Equity Portfolio Diversification 0 0 1 602 5 10 18 2,339
Estimating Indices in the Presence of Seller Reservation Prices 0 0 0 33 1 3 3 178
Evidence on Retrieved Context: How History Matters 0 0 0 14 1 3 4 21
Fees on Fees in Funds of Funds 0 0 0 272 4 9 11 842
Fees on Fees in Funds of Funds 0 0 0 401 8 10 13 921
Fees on Fees in Funds of Funds 0 0 0 127 4 7 9 437
Fibonacci and the Financial Revolution 0 0 0 130 4 4 7 373
Fibonacci and the Financial Revolution 0 1 4 345 4 9 20 1,125
Fibonacci and the Financial Revolution 0 0 0 270 3 5 9 793
GDP Growth Expectations and Cash-flow Risk Premium 1 14 18 18 7 28 34 34
Global Real Estate Markets - Cycles and Fundamentals 0 1 2 625 3 5 11 1,218
Global Real Estate Markets: Cycles And Fundamentals 0 0 0 944 8 12 13 2,061
Global Real Estate Markets: Cycles And Fundamentals 0 0 0 255 4 7 14 670
Hedge Funds With Style 0 0 0 122 4 7 7 414
Hedge Funds With Style 0 0 0 436 7 9 11 1,185
Hedge Funds With Style 0 0 0 902 1 4 6 2,370
Hedge Funds and the Asian Currency Crisis of 1997 0 1 2 259 3 7 9 676
Hedge Funds and the Asian Currency Crisis of 1997 0 0 0 2 4 4 8 785
Hedge Funds and the Asian Currency Crisis of 1997 0 0 2 760 12 26 37 2,229
Heterogeneity of Trade and Stock Returns. Evidence from Index Fund Investors 0 0 0 34 2 2 3 145
High Water Marks 0 0 0 161 5 7 12 911
High Water Marks 0 0 2 208 3 9 13 1,018
High-Water Marks and Hedge Fund Management Contracts 0 0 0 103 1 3 12 333
High-Water Marks and Hedge Fund Management Contracts 0 0 0 489 2 6 7 2,002
History and the Equity Risk Premium 0 0 3 911 4 9 17 2,557
Home Equity Insurance: A Pilot Project 0 0 0 178 2 4 6 763
Index Funds and Stock Market Growth 0 0 2 443 4 7 13 2,081
Index Funds and Stock Market Growth 0 0 0 56 3 6 9 411
Index Funds and Stock Market Growth 0 0 0 119 1 5 8 557
Institutional Perspectives on Real Estate Investing: The Role of Risk and Uncertainty 0 0 2 453 1 4 9 1,130
Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows 0 0 0 307 2 8 12 1,274
Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows 0 0 0 111 4 7 13 544
Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows 0 0 1 105 2 2 4 581
Long-Term Global Market Correlations 0 0 2 360 5 7 13 1,089
Long-Term Global Market Correlations 0 0 1 176 7 11 14 620
Market Response to Mutual Fund Performance 0 0 0 1 2 2 5 437
Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares 0 0 0 89 4 5 9 360
Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares (English Version) 0 0 0 17 2 3 4 122
Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares (English version) 0 0 0 86 1 3 5 319
Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares (Russian Version) 0 0 0 24 0 2 2 125
Momentum in Imperial Russia 0 0 0 29 4 6 8 100
Monthly Measurement of Daily Timers 0 0 0 64 4 5 7 303
More Social Security, Not Less 0 0 1 68 3 6 7 270
Mutual Fund Styles 0 0 1 578 8 12 17 1,364
Negative Bubbles: What Happens After a Crash 0 0 0 108 1 9 12 259
New Evidence on the First Financial Bubble 0 0 0 162 5 9 13 372
Non-temporal Components of Residential Real Estate Appreciation 0 0 0 0 2 7 10 785
Offshore Hedge Funds: Survival & Performance 1989-1995 0 0 0 0 3 4 6 238
Offshore Hedge Funds: Survival & Performance 1989-1995 0 0 0 44 3 3 4 147
Offshore Hedge Funds: Survival and Performance 1989-1995 0 0 0 0 1 3 5 354
Offshore Hedge Funds: Survival and Performance 1989-1995 0 0 0 582 2 5 8 2,217
Offshore Hedge Funds: Survival and Performance, 1989-1995 0 0 0 85 6 9 11 355
Pairs Trading: Performance of a Relative Value Arbitrage Rule 0 0 1 549 2 7 31 1,293
Pairs Trading: Performance of a Relative Value Arbitrage Rule 0 2 15 4,504 8 21 69 10,818
Pairs Trading: Performance of a Relative Value Arbitrage Rule 0 0 3 766 11 29 60 1,803
Pairs Trading: Performance of a Relative Value Arbitrage Rule 1 5 21 3,182 8 24 80 7,294
Performance Persistence 0 0 0 669 4 12 19 1,538
Portfolio Diversification and City Agglomeration 0 0 0 99 3 4 5 484
Portfolio Diversification, Proximity Investment and City Agglomeration 0 0 0 150 5 9 12 500
Portfolio Diversification, Proximity Investment and City Agglomeration 0 0 0 57 1 3 3 286
Positive Portfolio Factors 0 0 0 124 4 6 8 406
Positive Portfolio Factors 0 0 0 32 2 3 5 157
Positive Portfolio Factors 0 0 1 141 1 4 10 476
Procyclical Stocks Earn Higher Returns 0 1 6 28 5 10 19 72
Rain or Shine: Where is the Weather Effect? 0 0 0 107 10 20 20 541
Rain or Shine: Where is the Weather Effect? 0 0 0 155 3 7 10 1,151
Rain or Shine: Where is the Weather Effect? 0 1 1 160 5 10 14 993
Re-Emerging Markets 0 0 0 123 4 4 4 397
Re-emerging Markets 0 0 0 68 6 6 10 277
Re-emerging Markets 0 0 0 253 2 4 7 1,140
Real and Private Value Assets 0 0 0 2 9 15 20 39
Real and Private-Value Assets 1 1 3 10 6 9 12 56
Risk Aversion and Clientele Effects 0 0 0 43 2 5 6 152
Risks and Incentives in Underserved Mortgage Markets 0 0 0 68 2 3 4 254
Safety First Portfolio Choice 0 0 0 3 6 8 9 345
Securitization in the 1920's 0 0 0 140 1 3 5 423
Selection-Neglect in the NFT Bubble 1 1 2 9 5 8 13 35
Sharpening Sharpe Ratios 0 0 2 916 7 13 25 2,956
Sharpening Sharpe Ratios 0 0 0 210 1 7 11 747
Sharpening Sharpe Ratios 0 0 0 307 3 7 9 889
Short-Sales in Global Perspective 0 0 0 143 3 7 10 401
Soft Information, Hard Sell: The Role of Soft Information in the Pricing of Intellectual Property 0 0 0 110 3 4 9 828
Suburbs and Cities 0 0 0 42 3 4 6 188
TESTING THE PREDICTIVE POWER OF DIVIDEND YIELDS 0 0 0 1 1 4 7 472
THE ACCURACY OF REAL ESTIMATE INDICES: REPEAT SALE ESTIMATORS 0 0 0 1 6 11 16 768
THE SINGLE FAMILY HOME IN THE INVESTMENT PORTFOLIO 0 0 0 3 4 7 11 950
Testing Asset Pricing Theory on Six Hundred Years of Stock Returns: Prices and Dividends for the Bazacle Company from 1372 to 1946 0 0 2 55 7 11 19 120
Testing the Predictive Power of Dividend Yields 0 0 0 2 4 7 9 669
The Bias of the RSR Estimator and the Accuracy of Some Alternatives 0 0 0 57 4 6 7 437
The Bias of the RSR Estimator and the Accuracy of Some Alternatives 0 0 0 33 1 2 2 155
The Development Of Corporate Performance Measures: Benchmarks Before EVA 0 0 1 241 0 1 6 714
The Development of Corporate Governance in Toulouse: 1372-1946 0 0 0 94 2 5 7 92
The Dow Theory: William Peter Hamilton's Track Record Re-Considered 0 0 0 1 2 5 11 587
The Dow Theory: William Peter Hamilton's Track Record Re-Considered 0 0 2 134 7 13 21 603
The Dow Theory: William Peter Hamilton's Track Record Re-considered 0 0 0 370 6 12 20 1,533
The Economics of Aesthetics and Three Centuries of Art Price Records 0 0 0 56 6 10 17 172
The Economics of Aesthetics and Three Centuries of Art Price Records 0 0 2 96 3 4 7 201
The Effect of Seller Reserves on Market Index Estimation 0 0 0 15 1 3 3 129
The History of Corporate Ownership in China: State Patronage, Company Legislation, and the Issue of Control 0 0 0 264 4 8 12 852
The Impact of Clientele Changes: Evidence from Stock Splits 0 0 1 112 2 4 9 528
The Japanese Open-End Fund Puzzle 0 0 0 126 4 8 9 411
The Japanese Open-End Fund Puzzle 0 0 0 0 2 5 5 249
The Open-End Japanese Mutual Fund Puzzle 0 0 0 59 4 5 5 265
The Performance of Real Estate Portfolios: A Simulation Approach 0 0 0 337 2 3 6 760
The Policy Implications of Portfolio Choice in Underserved Mortgage Markets 0 0 0 61 4 5 6 242
The Present Value Relation Over Six Centuries: The Case of the Bazacle Company 0 0 0 68 7 8 9 163
The Subprime Crisis and House Price Appreciation 0 0 0 135 4 5 11 447
The present value relation over six centuries: The case of the Bazacle company 0 0 0 0 12 13 14 43
Tiebreaker: Certification and Multiple Credit Ratings 0 0 0 73 2 8 19 319
Trust and Delegation 0 0 0 45 4 6 8 243
Two Decades Of Commercial Property Returns: A NCREIF Index Using Independent Appraisals 0 0 0 182 0 3 3 661
Why Do Individual Investors Hold Under-Diversified Portfolios? 1 3 25 2,373 9 19 83 6,874
Will History Rhyme? The Past as Financial Future 0 0 0 171 1 3 4 439
Total Working Papers 7 41 184 40,072 659 1,289 2,187 137,965
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 3 185 2 4 13 633
A Spatial Model of Housing Returns and Neighborhood Substitutability 0 0 0 62 1 2 5 170
A new historical database for the NYSE 1815 to 1925: Performance and predictability 0 0 1 165 2 7 12 524
Accounting for Taste: Art and the Financial Markets over Three Centuries 3 10 45 1,032 10 31 103 2,360
An analysis of the relative performance of Japanese and foreign money management 0 0 0 19 12 16 17 141
Art and Money 0 0 2 137 8 9 24 578
Art and gender: market bias or selection bias? 0 2 7 58 0 9 34 233
Beauty is in the bid of the beholder: An empirical basis for style 0 0 1 10 6 8 10 68
British Investment Overseas 1870-1913: A Modern Portfolio Theory Approach 2 2 2 55 12 31 61 366
COGNITIVE DISSONANCE AND MUTUAL FUND INVESTORS 0 0 11 162 5 10 28 439
Careers and Survival: Competition and Risk in the Hedge Fund and CTA Industry 0 0 3 140 18 32 38 531
China and the world financial markets 1870–1939: Modern lessons from historical globalization1 0 0 1 48 5 7 10 149
Clustering Methods for Real Estate Portfolios 0 0 1 40 6 10 18 161
Daily Momentum and Contrarian Behavior of Index Fund Investors 0 0 0 48 4 7 12 266
Day Trading International Mutual Funds: Evidence and Policy Solutions 1 1 2 28 2 3 5 129
Dispersion of opinion and stock returns 0 0 1 78 1 4 7 251
Efficiency and the Bear: Short Sales and Markets Around the World 0 1 7 360 3 10 33 1,068
Equity Portfolio Diversification 2 5 27 385 8 26 83 1,383
Estimating House Price Indexes in the Presence of Seller Reservation Prices 0 0 1 95 5 7 12 303
Estimating Private Equity Returns from Limited Partner Cash Flows 1 5 25 189 9 26 66 478
Global Stock Markets in the Twentieth Century 1 7 17 262 7 19 47 808
High‐Water Marks and Hedge Fund Management Contracts 0 0 1 205 5 8 18 598
Homogeneous Groupings of Metropolitan Housing Markets 0 0 0 90 2 2 3 213
Index Funds and Stock Market Growth 0 0 1 377 6 9 18 1,466
Investment beliefs of endowments 1 1 1 18 5 7 9 62
Is trading behavior stable across contexts? Evidence from style and multi-style investors 0 0 0 3 4 4 9 37
Les compagnies de moulins en Occitanie: émergence et gouvernance de sociétés par actions multiséculaires 1 1 1 6 2 3 7 34
Long-Term Global Market Correlations 1 2 17 928 17 25 60 2,495
Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration 1 3 6 120 3 7 20 450
Momentum in Imperial Russia 0 0 0 11 1 5 6 72
Monthly Measurement of Daily Timers 0 0 0 30 1 6 11 187
Mutual fund styles 0 1 2 438 7 11 19 1,068
Negative bubbles: What happens after a crash 0 0 0 9 3 5 7 57
New evidence on the first financial bubble 0 1 3 109 3 5 21 568
Non-temporal Components of Residential Real Estate Appreciation 0 0 2 154 2 4 9 1,429
Offshore Hedge Funds: Survival and Performance, 1989-95 0 1 4 416 3 10 21 1,713
Pairs Trading: Performance of a Relative-Value Arbitrage Rule 0 2 8 1,246 20 35 123 3,547
Patterns in Three Centuries of Stock Market Prices 0 0 2 253 10 12 23 915
Performance Persistence 1 2 6 370 3 16 31 998
Rain or Shine: Where is the Weather Effect? 0 0 0 71 3 4 8 302
Re-Emerging Markets 0 0 0 24 2 4 5 170
Rejoinder: The J-Shape Of Performance Persistence Given Survivorship Bias 0 0 0 89 3 4 8 548
Risks and Incentives in Underserved Mortgage Markets 0 0 0 27 2 6 9 154
Survival 0 1 1 80 2 6 18 236
THE PERFORMANCE OF REAL ESTATE AS AN ASSET CLASS 0 0 10 526 3 9 28 1,049
Testing the Predictive Power of Dividend Yields 1 2 6 420 5 8 17 971
The Accuracy of Real Estate Indices: Repeat Sale Estimators 0 0 0 5 7 9 17 840
The Bias of the RSR Estimator and the Accuracy of Some Alternatives 0 0 0 15 9 10 14 78
The Efficient Market Theory and Evidence: Implications for Active Investment Management 0 4 14 233 2 12 39 580
The Japanese Open-End Fund Puzzle 0 0 0 69 12 14 17 625
The Single Family Home in the Investment Portfolio 0 0 0 3 4 6 10 1,074
The Subprime Crisis and House Price Appreciation 0 0 1 82 5 5 12 399
The economics of aesthetics and record prices for art since 1701 0 0 0 46 6 12 18 179
The effect of the \"triple witching hour\" on stock market volatility 0 0 0 0 1 3 4 5,661
The present value relation over six centuries: The case of the Bazacle company 0 0 2 16 3 4 12 105
The pricing of soft and hard information: economic lessons from screenplay sales 0 0 0 29 3 5 15 176
Tiebreaker: Certification and Multiple Credit Ratings 1 1 1 44 4 9 16 260
Trust and delegation 0 0 1 43 5 7 11 337
Two Decades of Commercial Property Returns: A Repeated-Measures Regression-Based Version of the NCREIF Index 0 0 3 111 1 3 9 430
Weather-Induced Mood, Institutional Investors, and Stock Returns 0 0 4 80 0 7 19 363
Total Journal Articles 17 55 254 10,354 305 599 1,359 41,485


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 5 13 211
The Equity Risk Premium: Essays and Explorations 0 0 0 0 4 5 7 340
Total Books 0 0 0 0 5 10 20 551


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 2 3 7 23
Competition among University Endowments 0 0 0 19 5 5 9 94
Does Governance Matter? The Case of Art Museums 0 0 0 75 2 6 6 146
Dutch Securities for American Land Speculation in the Late Eighteenth Century 0 0 1 34 3 6 9 120
FEES ON FEES IN FUNDS OF FUNDS 0 1 1 2 6 7 7 67
Introduction 0 0 0 17 0 2 5 52
The History of Corporate Ownership in China: State Patronage, Company Legislation, and the Issue of Control 0 0 0 87 4 8 12 300
Total Chapters 0 1 2 234 22 37 55 802


Statistics updated 2026-02-12