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 5 1,367
A Century of Global Stock Markets 0 0 1 370 0 0 2 822
A Century of Global Stock Markets 0 0 0 190 0 1 2 539
A Century of Global Stock Markets 0 0 0 62 0 0 10 282
A Longer Look at Dividend Yields 0 0 0 208 0 0 4 541
A New Historical Database For The NYSE 1815 To 1925: Performance And Predictability 0 0 2 98 2 2 5 318
A New Historical Database For The NYSE 1815 To 1925: Performance And Predictability 0 0 0 434 1 7 11 1,634
A Spatial Model of Housing Returns and Neighborhood Substitutability 0 0 0 108 0 1 1 358
A Spatial Model of Housing Returns and Neighborhood Substitutability 0 0 0 96 0 0 1 233
ACCOUNTING FOR TASTE: AN ANALYSIS OF ART RETURNS OVER THREE CENTURIES 0 0 0 0 1 5 8 593
An Analysis of the Relative Performance of Japanese and Foreign Money Management 0 0 0 43 0 0 1 315
An Analysis of the Relative Performance of Japanese and Foreign Money Management 0 0 0 29 0 0 1 282
An Emerging Market: The NYSE From 1815 to 1871 0 1 1 76 0 1 5 263
An Emerging Market: The NYSE From 1815 to 1871 0 0 1 141 0 5 13 422
Art and Money 0 0 0 1 1 1 1 22
Art and Money 0 2 4 130 0 4 6 412
Art and Money 0 0 0 16 1 2 2 92
Art and Money 0 1 1 2 1 2 3 107
Attrition and Mutual Fund Performance 0 0 0 1 0 1 4 462
BOOTSTRAPPING TESTS OF LONG-TERM STOCK MARKET EFFICIENCY 0 0 0 0 0 0 0 344
Behavioral Factors in Mutual Fund Flows 0 0 3 351 0 1 12 1,118
Behavioral Factors in Mutual Fund Flows 0 0 0 611 1 2 2 2,106
British Investment Overseas 1870-1913: A Modern Portfolio Theory Approach 0 0 0 128 3 3 3 483
British Investment Overseas 1870-1913: A Modern Portfolio Theory Approach 0 0 1 225 0 0 2 758
Bubble Investing: Learning from History 0 0 1 172 0 3 9 339
Bubble Investors: What Were They Thinking? 1 1 2 199 1 2 4 527
China and the World Financial Markets 1870-1930 0 0 0 172 0 1 3 548
China and the World Financial Markets 1870-1930: Modern Lessons From Historical Globalization 0 0 0 305 0 1 1 1,025
China and the World Financial Markets 1870-1930: Modern Lessons From Historical Globalization (Chinese Version) 0 0 0 30 0 0 1 184
China and the World Financial Markets 1870-1930: Modern Lessons From Historical Globalization (English Version) 0 0 0 36 0 1 1 150
China and the World Financial Markets 1870-1930:Modern Lessons From Historical Globalization (Chinese Version) 0 0 0 189 0 0 0 707
Clustering Methods and Commercial Rents 0 0 0 0 0 0 3 274
Clustering Methods for Real Estate Portfolios 0 0 1 244 1 4 5 672
Cohort Effects on Expected Co-Movement 0 0 0 6 0 0 1 19
Commodity Funds as an Investment Asset 0 0 0 1 0 0 1 1,063
Competition Among University Endowments 0 0 0 30 0 0 1 103
Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs 0 0 0 181 0 0 0 706
Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs 0 0 0 59 1 1 3 228
Convergent Evolution Toward the Joint-Stock Company 0 0 2 32 0 3 7 43
Crash Beliefs From Investor Surveys 0 0 1 98 0 3 11 330
Crash Narratives 0 0 10 86 1 2 28 176
Daily Momentum And Contrarian Behavior Of Index Fund Investors 0 0 0 148 2 3 4 582
Daily Momentum And Contrarian Behavior Of Index Fund Investors 0 0 0 176 1 1 1 851
Daily Momentum and Contrarian Behavior of Index Fund Investors 0 0 1 367 0 1 5 1,304
Day Trading International Mutual Funds: Evidence And Policy Solutions 0 1 1 169 1 2 5 862
Dispersion of Opinion and Stock Returns 0 0 0 86 0 0 1 330
Dispersion of Opinion and Stock Returns 0 0 1 173 0 1 3 562
Dispersion of Opinion and Stock Returns: Evidence from Index Fund Investors 0 0 0 38 0 0 1 193
Disposition Matters: Volume, Volatility and Price Impact of Behavioral Bias 0 0 0 184 0 0 0 526
Disposition Matters: Volume, Volatility and Price Impact of Behavioural Bias 0 0 0 81 0 0 1 267
Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias 0 0 1 246 0 0 2 708
Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias 0 0 1 48 0 2 3 200
Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias 0 0 0 80 0 0 1 349
Disposition Matters: Volume, Volatility and PriceImpact of a Behavioral Bias 0 0 0 77 0 2 2 230
Diversification Decisions of Individual Investors and Asset Prices 0 0 2 211 0 1 6 696
Do Cities and Suburbs Cluster? 0 0 0 37 0 1 1 136
Do Winners Repeat? Patterns in Mutual Fund Behavior 0 0 0 12 2 7 20 3,914
Efficiency and the Bear: Short Sales and Markets around the World 0 0 1 78 2 3 5 471
Efficiency and the Bear: Short Sales and Markets around the World 0 0 1 209 0 2 10 706
Efficiency and the Bear: Short Sales and Markets around the World 0 0 0 185 0 1 2 795
Efficiency and the Bear: Short Sales and Markets around the World 0 0 0 84 2 3 5 366
Emotions and Subjective Crash Beliefs 2 6 22 32 8 18 65 94
Equity Portfolio Diversification 0 0 0 152 0 0 3 500
Equity Portfolio Diversification 0 1 7 644 0 4 18 1,977
Equity Portfolio Diversification 0 0 3 602 1 3 10 2,328
Estimating Indices in the Presence of Seller Reservation Prices 0 0 0 33 0 0 2 175
Evidence on Retrieved Context: How History Matters 0 0 0 14 0 0 0 17
Fees on Fees in Funds of Funds 0 0 0 127 0 1 3 430
Fees on Fees in Funds of Funds 0 0 0 401 0 1 6 910
Fees on Fees in Funds of Funds 0 0 0 272 0 1 2 832
Fibonacci and the Financial Revolution 0 0 0 130 1 3 3 369
Fibonacci and the Financial Revolution 1 1 2 343 3 4 6 1,111
Fibonacci and the Financial Revolution 0 0 0 270 2 3 5 788
Global Real Estate Markets - Cycles and Fundamentals 0 0 3 624 0 2 11 1,212
Global Real Estate Markets: Cycles And Fundamentals 0 0 0 944 0 0 1 2,048
Global Real Estate Markets: Cycles And Fundamentals 0 0 0 255 0 2 5 660
Hedge Funds With Style 0 0 1 122 0 0 1 407
Hedge Funds With Style 0 0 0 436 1 1 2 1,175
Hedge Funds With Style 0 0 0 902 1 2 2 2,366
Hedge Funds and the Asian Currency Crisis of 1997 0 0 1 258 0 1 2 669
Hedge Funds and the Asian Currency Crisis of 1997 0 0 0 2 1 2 4 780
Hedge Funds and the Asian Currency Crisis of 1997 0 0 3 760 0 3 13 2,201
Heterogeneity of Trade and Stock Returns. Evidence from Index Fund Investors 0 0 0 34 1 1 1 143
High Water Marks 0 0 0 161 0 1 3 901
High Water Marks 0 1 2 207 0 2 3 1,007
High-Water Marks and Hedge Fund Management Contracts 0 0 0 489 0 0 2 1,996
High-Water Marks and Hedge Fund Management Contracts 0 0 0 103 2 3 6 327
History and the Equity Risk Premium 2 2 4 910 3 4 17 2,547
Home Equity Insurance: A Pilot Project 0 0 0 178 0 1 2 759
Index Funds and Stock Market Growth 0 0 0 56 0 2 5 405
Index Funds and Stock Market Growth 0 0 1 119 1 2 3 551
Index Funds and Stock Market Growth 0 0 2 443 0 0 6 2,072
Institutional Perspectives on Real Estate Investing: The Role of Risk and Uncertainty 0 0 2 453 0 1 5 1,125
Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows 0 0 2 105 0 0 3 579
Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows 0 0 0 307 0 0 4 1,265
Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows 0 0 0 111 0 0 2 532
Long-Term Global Market Correlations 0 0 0 175 0 0 5 608
Long-Term Global Market Correlations 0 0 3 360 0 2 8 1,081
Market Response to Mutual Fund Performance 0 0 0 1 2 2 4 435
Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares 0 0 1 89 1 1 3 353
Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares (English Version) 0 0 0 17 0 1 1 119
Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares (English version) 0 0 0 86 1 1 2 316
Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares (Russian Version) 0 0 0 24 0 0 0 123
Momentum in Imperial Russia 0 0 0 29 0 1 2 93
Monthly Measurement of Daily Timers 0 0 0 64 0 1 2 298
More Social Security, Not Less 0 0 1 68 0 0 1 264
Mutual Fund Styles 0 0 1 578 0 1 5 1,352
Negative Bubbles: What Happens After a Crash 0 0 0 108 1 1 3 249
New Evidence on the First Financial Bubble 0 0 1 162 2 2 4 361
Non-temporal Components of Residential Real Estate Appreciation 0 0 0 0 0 3 3 778
Offshore Hedge Funds: Survival & Performance 1989-1995 0 0 0 44 1 1 1 144
Offshore Hedge Funds: Survival & Performance 1989-1995 0 0 0 0 0 1 1 233
Offshore Hedge Funds: Survival and Performance 1989-1995 0 0 0 0 1 1 1 350
Offshore Hedge Funds: Survival and Performance 1989-1995 0 0 0 582 1 2 3 2,212
Offshore Hedge Funds: Survival and Performance, 1989-1995 0 0 0 85 0 1 1 345
Pairs Trading: Performance of a Relative Value Arbitrage Rule 1 6 20 4,500 5 21 71 10,786
Pairs Trading: Performance of a Relative Value Arbitrage Rule 0 0 5 549 0 3 21 1,271
Pairs Trading: Performance of a Relative Value Arbitrage Rule 0 1 6 765 3 14 28 1,761
Pairs Trading: Performance of a Relative Value Arbitrage Rule 4 5 21 3,174 8 18 69 7,257
Performance Persistence 0 0 1 669 0 4 8 1,524
Portfolio Diversification and City Agglomeration 0 0 0 99 0 1 1 480
Portfolio Diversification, Proximity Investment and City Agglomeration 0 0 0 57 0 0 0 283
Portfolio Diversification, Proximity Investment and City Agglomeration 0 0 0 150 0 1 3 491
Positive Portfolio Factors 0 0 1 141 1 1 5 471
Positive Portfolio Factors 0 0 0 32 0 1 2 154
Positive Portfolio Factors 0 0 0 124 0 0 2 399
Procyclical Stocks Earn Higher Returns 1 2 10 26 1 2 15 61
Rain or Shine: Where is the Weather Effect? 0 0 0 159 0 1 2 981
Rain or Shine: Where is the Weather Effect? 0 0 0 107 0 0 1 521
Rain or Shine: Where is the Weather Effect? 0 0 0 155 0 0 2 1,143
Re-Emerging Markets 0 0 0 123 0 0 1 393
Re-emerging Markets 0 0 0 253 0 1 2 1,135
Re-emerging Markets 0 0 0 68 0 1 1 268
Real and Private Value Assets 0 0 0 2 4 4 8 24
Real and Private-Value Assets 0 0 2 9 0 1 3 47
Risk Aversion and Clientele Effects 0 0 0 43 0 1 1 147
Risks and Incentives in Underserved Mortgage Markets 0 0 0 68 0 0 1 251
Safety First Portfolio Choice 0 0 0 3 0 0 2 337
Securitization in the 1920's 0 0 0 140 0 0 2 418
Selection-Neglect in the NFT Bubble 0 0 5 8 0 1 11 27
Sharpening Sharpe Ratios 0 1 2 916 2 4 11 2,939
Sharpening Sharpe Ratios 0 0 0 210 0 3 5 740
Sharpening Sharpe Ratios 0 0 0 307 0 1 3 881
Short-Sales in Global Perspective 0 0 0 143 1 3 3 394
Soft Information, Hard Sell: The Role of Soft Information in the Pricing of Intellectual Property 0 0 0 110 1 2 3 822
Suburbs and Cities 0 0 0 42 0 0 1 183
TESTING THE PREDICTIVE POWER OF DIVIDEND YIELDS 0 0 0 1 0 2 4 467
THE ACCURACY OF REAL ESTIMATE INDICES: REPEAT SALE ESTIMATORS 0 0 0 1 0 0 5 756
THE SINGLE FAMILY HOME IN THE INVESTMENT PORTFOLIO 0 0 0 3 1 2 4 943
Testing Asset Pricing Theory on Six Hundred Years of Stock Returns: Prices and Dividends for the Bazacle Company from 1372 to 1946 1 1 2 55 1 4 9 108
Testing the Predictive Power of Dividend Yields 0 0 0 2 1 2 3 662
The Bias of the RSR Estimator and the Accuracy of Some Alternatives 0 0 0 33 0 0 0 153
The Bias of the RSR Estimator and the Accuracy of Some Alternatives 0 0 0 57 0 1 2 431
The Development Of Corporate Performance Measures: Benchmarks Before EVA 0 1 1 241 0 2 4 712
The Development of Corporate Governance in Toulouse: 1372-1946 0 0 0 94 0 0 4 87
The Dow Theory: William Peter Hamilton's Track Record Re-Considered 1 1 5 134 1 2 24 588
The Dow Theory: William Peter Hamilton's Track Record Re-Considered 0 0 0 1 0 1 13 581
The Dow Theory: William Peter Hamilton's Track Record Re-considered 0 0 0 370 0 0 6 1,518
The Economics of Aesthetics and Three Centuries of Art Price Records 0 0 0 56 1 3 5 159
The Economics of Aesthetics and Three Centuries of Art Price Records 0 0 1 94 0 0 1 194
The Effect of Seller Reserves on Market Index Estimation 0 0 0 15 0 0 0 126
The History of Corporate Ownership in China: State Patronage, Company Legislation, and the Issue of Control 0 0 0 264 1 1 4 843
The Impact of Clientele Changes: Evidence from Stock Splits 1 1 1 112 1 2 7 524
The Japanese Open-End Fund Puzzle 0 0 0 126 0 0 0 402
The Japanese Open-End Fund Puzzle 0 0 0 0 0 0 0 244
The Open-End Japanese Mutual Fund Puzzle 0 0 0 59 0 0 0 260
The Performance of Real Estate Portfolios: A Simulation Approach 0 0 0 337 0 1 2 755
The Policy Implications of Portfolio Choice in Underserved Mortgage Markets 0 0 0 61 0 0 0 236
The Present Value Relation Over Six Centuries: The Case of the Bazacle Company 0 0 0 68 0 1 6 155
The Subprime Crisis and House Price Appreciation 0 0 1 135 0 3 8 441
The present value relation over six centuries: The case of the Bazacle company 0 0 0 0 0 0 2 29
Tiebreaker: Certification and Multiple Credit Ratings 0 0 1 73 1 2 12 309
Trust and Delegation 0 0 0 45 1 1 2 236
Two Decades Of Commercial Property Returns: A NCREIF Index Using Independent Appraisals 0 0 0 182 0 0 1 658
Why Do Individual Investors Hold Under-Diversified Portfolios? 2 4 28 2,366 4 11 90 6,841
Will History Rhyme? The Past as Financial Future 0 0 0 171 0 0 3 436
Total Working Papers 17 40 215 40,000 99 311 1,046 136,430
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 4 185 0 2 10 628
A Spatial Model of Housing Returns and Neighborhood Substitutability 0 0 0 62 0 1 1 166
A new historical database for the NYSE 1815 to 1925: Performance and predictability 0 0 0 164 1 1 4 515
Accounting for Taste: Art and the Financial Markets over Three Centuries 2 15 45 1,015 3 26 84 2,308
An analysis of the relative performance of Japanese and foreign money management 0 0 0 19 0 0 0 124
Art and Money 0 0 5 136 1 4 16 561
Art and gender: market bias or selection bias? 0 0 3 53 1 5 18 210
Beauty is in the bid of the beholder: An empirical basis for style 0 0 0 9 0 0 2 59
British Investment Overseas 1870-1913: A Modern Portfolio Theory Approach 0 0 0 53 1 3 5 309
COGNITIVE DISSONANCE AND MUTUAL FUND INVESTORS 0 1 13 159 1 2 28 422
Careers and Survival: Competition and Risk in the Hedge Fund and CTA Industry 1 1 5 140 2 2 11 498
China and the world financial markets 1870–1939: Modern lessons from historical globalization1 0 0 2 48 0 0 6 142
Clustering Methods for Real Estate Portfolios 0 0 3 40 0 1 6 147
Daily Momentum and Contrarian Behavior of Index Fund Investors 0 0 0 48 1 1 5 258
Day Trading International Mutual Funds: Evidence and Policy Solutions 1 1 1 27 1 2 3 126
Dispersion of opinion and stock returns 0 0 2 78 0 1 5 247
Efficiency and the Bear: Short Sales and Markets Around the World 1 1 8 358 7 13 34 1,056
Equity Portfolio Diversification 0 8 32 377 2 21 94 1,347
Estimating House Price Indexes in the Presence of Seller Reservation Prices 0 0 0 94 0 1 4 293
Estimating Private Equity Returns from Limited Partner Cash Flows 5 8 24 177 5 12 45 439
Global Stock Markets in the Twentieth Century 2 2 9 250 3 6 39 782
High‐Water Marks and Hedge Fund Management Contracts 0 0 1 205 0 1 6 585
Homogeneous Groupings of Metropolitan Housing Markets 0 0 1 90 0 1 2 211
Index Funds and Stock Market Growth 0 0 2 377 0 1 18 1,455
Investment beliefs of endowments 0 0 0 17 0 1 1 54
Is trading behavior stable across contexts? Evidence from style and multi-style investors 0 0 0 3 0 2 5 32
Les compagnies de moulins en Occitanie: émergence et gouvernance de sociétés par actions multiséculaires 0 0 0 5 0 1 2 29
Long-Term Global Market Correlations 0 5 20 924 2 9 53 2,463
Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration 0 0 2 116 1 1 15 439
Momentum in Imperial Russia 0 0 0 11 0 0 0 66
Monthly Measurement of Daily Timers 0 0 0 30 0 1 5 180
Mutual fund styles 1 1 1 437 3 3 11 1,055
Negative bubbles: What happens after a crash 0 0 0 9 0 1 4 51
New evidence on the first financial bubble 0 1 3 108 4 6 17 559
Non-temporal Components of Residential Real Estate Appreciation 0 1 3 154 1 3 8 1,424
Offshore Hedge Funds: Survival and Performance, 1989-95 0 2 6 415 3 7 20 1,701
Pairs Trading: Performance of a Relative-Value Arbitrage Rule 0 1 10 1,242 6 29 78 3,482
Patterns in Three Centuries of Stock Market Prices 1 1 5 253 4 6 16 902
Performance Persistence 0 0 2 366 1 4 10 975
Rain or Shine: Where is the Weather Effect? 0 0 1 71 1 2 8 298
Re-Emerging Markets 0 0 0 24 0 0 0 165
Rejoinder: The J-Shape Of Performance Persistence Given Survivorship Bias 0 0 0 89 0 2 4 543
Risks and Incentives in Underserved Mortgage Markets 0 0 0 27 0 0 0 145
Survival 0 0 1 79 2 5 15 227
THE PERFORMANCE OF REAL ESTATE AS AN ASSET CLASS 0 4 12 524 1 7 23 1,034
Testing the Predictive Power of Dividend Yields 0 0 5 418 0 2 9 961
The Accuracy of Real Estate Indices: Repeat Sale Estimators 0 0 0 5 0 1 11 829
The Bias of the RSR Estimator and the Accuracy of Some Alternatives 0 0 0 15 1 2 5 67
The Efficient Market Theory and Evidence: Implications for Active Investment Management 1 2 14 226 2 9 33 563
The Japanese Open-End Fund Puzzle 0 0 0 69 0 3 3 611
The Single Family Home in the Investment Portfolio 0 0 0 3 1 2 8 1,068
The Subprime Crisis and House Price Appreciation 0 0 3 82 2 3 11 394
The economics of aesthetics and record prices for art since 1701 0 0 1 46 3 4 8 167
The effect of the \"triple witching hour\" on stock market volatility 0 0 0 0 0 0 2 5,658
The present value relation over six centuries: The case of the Bazacle company 0 1 2 15 1 3 10 98
The pricing of soft and hard information: economic lessons from screenplay sales 0 0 2 29 0 1 13 170
Tiebreaker: Certification and Multiple Credit Ratings 0 0 2 43 0 2 9 248
Trust and delegation 0 0 3 43 0 1 9 329
Two Decades of Commercial Property Returns: A Repeated-Measures Regression-Based Version of the NCREIF Index 1 1 3 110 1 2 5 425
Weather-Induced Mood, Institutional Investors, and Stock Returns 0 1 4 77 1 4 15 350
Total Journal Articles 16 58 265 10,249 70 236 892 40,650


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 7 203
The Equity Risk Premium: Essays and Explorations 0 0 0 0 1 1 4 334
Total Books 0 0 0 0 1 3 11 537


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 2 5 20
Competition among University Endowments 0 0 0 19 0 1 3 87
Does Governance Matter? The Case of Art Museums 0 0 0 75 0 0 1 140
Dutch Securities for American Land Speculation in the Late Eighteenth Century 0 0 1 34 0 1 4 114
FEES ON FEES IN FUNDS OF FUNDS 0 0 0 1 0 0 0 60
Introduction 0 0 0 17 0 3 3 50
The History of Corporate Ownership in China: State Patronage, Company Legislation, and the Issue of Control 0 0 1 87 2 3 8 292
Total Chapters 0 0 2 233 2 10 24 763


Statistics updated 2025-09-05