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 3 7 1,370
A Century of Global Stock Markets 0 0 0 190 0 0 2 539
A Century of Global Stock Markets 0 0 0 62 1 1 11 283
A Century of Global Stock Markets 0 0 1 370 1 5 6 827
A Longer Look at Dividend Yields 0 0 0 208 3 6 8 547
A New Historical Database For The NYSE 1815 To 1925: Performance And Predictability 1 1 2 99 5 8 12 327
A New Historical Database For The NYSE 1815 To 1925: Performance And Predictability 0 0 0 434 5 11 21 1,645
A Spatial Model of Housing Returns and Neighborhood Substitutability 0 0 0 96 2 2 3 235
A Spatial Model of Housing Returns and Neighborhood Substitutability 0 0 0 108 0 2 3 360
ACCOUNTING FOR TASTE: AN ANALYSIS OF ART RETURNS OVER THREE CENTURIES 0 0 0 0 1 3 13 598
An Analysis of the Relative Performance of Japanese and Foreign Money Management 0 0 0 29 0 1 1 283
An Analysis of the Relative Performance of Japanese and Foreign Money Management 0 0 0 43 0 2 3 317
An Emerging Market: The NYSE From 1815 to 1871 0 0 1 76 2 4 6 267
An Emerging Market: The NYSE From 1815 to 1871 0 0 0 141 1 2 13 425
Art and Money 0 0 0 16 2 2 4 94
Art and Money 0 0 0 1 2 3 4 25
Art and Money 0 0 1 2 3 8 11 115
Art and Money 0 0 3 130 3 7 12 419
Attrition and Mutual Fund Performance 0 0 0 1 6 6 8 468
BOOTSTRAPPING TESTS OF LONG-TERM STOCK MARKET EFFICIENCY 0 0 0 0 0 0 0 344
Behavioral Factors in Mutual Fund Flows 0 0 1 351 3 3 10 1,122
Behavioral Factors in Mutual Fund Flows 0 0 0 611 0 3 6 2,110
British Investment Overseas 1870-1913: A Modern Portfolio Theory Approach 0 0 1 225 5 5 7 763
British Investment Overseas 1870-1913: A Modern Portfolio Theory Approach 0 0 0 128 1 3 6 486
Bubble Investing: Learning from History 0 1 2 173 4 10 19 351
Bubble Investors: What Were They Thinking? 0 0 2 199 1 3 7 531
China and the World Financial Markets 1870-1930 0 0 0 172 3 4 6 552
China and the World Financial Markets 1870-1930: Modern Lessons From Historical Globalization 0 0 0 305 3 3 4 1,028
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 2 151
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 0 0 5 672
Cohort Effects on Expected Co-Movement 0 0 0 6 1 2 3 21
Commodity Funds as an Investment Asset 0 0 0 1 1 3 3 1,066
Competition Among University Endowments 0 0 0 30 0 2 3 105
Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs 0 0 0 59 3 5 8 233
Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs 0 0 0 181 2 3 3 709
Convergent Evolution Toward the Joint-Stock Company 1 1 1 33 7 8 14 52
Crash Beliefs From Investor Surveys 0 0 0 98 1 4 12 336
Crash Narratives 1 3 9 90 8 16 35 194
Daily Momentum And Contrarian Behavior Of Index Fund Investors 0 0 0 176 1 1 2 852
Daily Momentum And Contrarian Behavior Of Index Fund Investors 0 0 0 148 1 2 5 584
Daily Momentum and Contrarian Behavior of Index Fund Investors 0 0 2 368 11 17 21 1,322
Day Trading International Mutual Funds: Evidence And Policy Solutions 0 0 1 169 0 4 7 866
Dispersion of Opinion and Stock Returns 0 0 0 86 2 2 4 333
Dispersion of Opinion and Stock Returns 0 0 1 173 2 3 6 565
Dispersion of Opinion and Stock Returns: Evidence from Index Fund Investors 0 0 0 38 1 3 4 197
Disposition Matters: Volume, Volatility and Price Impact of Behavioral Bias 0 0 0 184 1 4 4 530
Disposition Matters: Volume, Volatility and Price Impact of Behavioural Bias 0 0 0 81 2 2 3 269
Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias 0 0 0 80 1 2 2 351
Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias 0 0 0 48 0 0 2 200
Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias 0 0 0 246 0 0 1 708
Disposition Matters: Volume, Volatility and PriceImpact of a Behavioral Bias 0 0 0 77 0 4 6 234
Diversification Decisions of Individual Investors and Asset Prices 0 1 3 212 0 1 6 697
Do Cities and Suburbs Cluster? 0 0 0 37 4 6 7 142
Do Winners Repeat? Patterns in Mutual Fund Behavior 0 0 0 12 0 3 21 3,917
Efficiency and the Bear: Short Sales and Markets around the World 0 0 0 84 21 30 34 397
Efficiency and the Bear: Short Sales and Markets around the World 0 0 0 209 2 7 13 713
Efficiency and the Bear: Short Sales and Markets around the World 0 0 0 185 2 3 7 800
Efficiency and the Bear: Short Sales and Markets around the World 0 0 0 78 0 0 3 471
Emotions and Subjective Crash Beliefs 0 5 21 41 5 20 68 120
Equity Portfolio Diversification 0 0 1 602 4 6 13 2,334
Equity Portfolio Diversification 0 0 0 152 1 4 6 504
Equity Portfolio Diversification 0 0 4 644 4 6 20 1,984
Estimating Indices in the Presence of Seller Reservation Prices 0 0 0 33 1 2 2 177
Evidence on Retrieved Context: How History Matters 0 0 0 14 0 3 3 20
Fees on Fees in Funds of Funds 0 0 0 127 3 3 5 433
Fees on Fees in Funds of Funds 0 0 0 272 5 6 7 838
Fees on Fees in Funds of Funds 0 0 0 401 1 3 5 913
Fibonacci and the Financial Revolution 0 0 0 270 0 2 6 790
Fibonacci and the Financial Revolution 0 0 0 130 0 0 3 369
Fibonacci and the Financial Revolution 1 1 4 345 3 8 16 1,121
GDP Growth Expectations and Cash-flow Risk Premium 0 17 17 17 3 27 27 27
Global Real Estate Markets - Cycles and Fundamentals 1 1 3 625 1 3 11 1,215
Global Real Estate Markets: Cycles And Fundamentals 0 0 0 944 2 5 6 2,053
Global Real Estate Markets: Cycles And Fundamentals 0 0 0 255 1 6 10 666
Hedge Funds With Style 0 0 0 436 1 3 5 1,178
Hedge Funds With Style 0 0 0 122 2 3 3 410
Hedge Funds With Style 0 0 0 902 1 3 5 2,369
Hedge Funds and the Asian Currency Crisis of 1997 0 1 2 259 3 4 6 673
Hedge Funds and the Asian Currency Crisis of 1997 0 0 2 760 13 16 25 2,217
Hedge Funds and the Asian Currency Crisis of 1997 0 0 0 2 0 0 4 781
Heterogeneity of Trade and Stock Returns. Evidence from Index Fund Investors 0 0 0 34 0 0 1 143
High Water Marks 0 0 0 161 1 5 7 906
High Water Marks 0 0 2 208 4 6 10 1,015
High-Water Marks and Hedge Fund Management Contracts 0 0 0 103 1 5 11 332
High-Water Marks and Hedge Fund Management Contracts 0 0 0 489 3 4 5 2,000
History and the Equity Risk Premium 0 1 3 911 5 6 13 2,553
Home Equity Insurance: A Pilot Project 0 0 0 178 2 2 4 761
Index Funds and Stock Market Growth 0 0 0 56 3 3 6 408
Index Funds and Stock Market Growth 0 0 2 443 1 4 9 2,077
Index Funds and Stock Market Growth 0 0 0 119 3 4 7 556
Institutional Perspectives on Real Estate Investing: The Role of Risk and Uncertainty 0 0 2 453 2 4 8 1,129
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 0 111 2 8 9 540
Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows 0 0 0 307 3 6 10 1,272
Long-Term Global Market Correlations 0 0 2 360 1 2 8 1,084
Long-Term Global Market Correlations 0 1 1 176 2 5 8 613
Market Response to Mutual Fund Performance 0 0 0 1 0 0 3 435
Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares 0 0 0 89 1 3 5 356
Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares (English Version) 0 0 0 17 0 1 2 120
Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares (English version) 0 0 0 86 0 2 4 318
Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares (Russian Version) 0 0 0 24 2 2 2 125
Momentum in Imperial Russia 0 0 0 29 0 3 4 96
Monthly Measurement of Daily Timers 0 0 0 64 0 1 3 299
More Social Security, Not Less 0 0 1 68 2 3 4 267
Mutual Fund Styles 0 0 1 578 3 4 9 1,356
Negative Bubbles: What Happens After a Crash 0 0 0 108 5 8 11 258
New Evidence on the First Financial Bubble 0 0 1 162 2 6 9 367
Non-temporal Components of Residential Real Estate Appreciation 0 0 0 0 4 5 8 783
Offshore Hedge Funds: Survival & Performance 1989-1995 0 0 0 44 0 0 1 144
Offshore Hedge Funds: Survival & Performance 1989-1995 0 0 0 0 1 2 3 235
Offshore Hedge Funds: Survival and Performance 1989-1995 0 0 0 582 2 3 6 2,215
Offshore Hedge Funds: Survival and Performance 1989-1995 0 0 0 0 1 3 4 353
Offshore Hedge Funds: Survival and Performance, 1989-1995 0 0 0 85 3 4 5 349
Pairs Trading: Performance of a Relative Value Arbitrage Rule 0 0 2 549 3 20 32 1,291
Pairs Trading: Performance of a Relative Value Arbitrage Rule 2 4 21 3,181 7 22 76 7,286
Pairs Trading: Performance of a Relative Value Arbitrage Rule 0 0 3 766 14 25 50 1,792
Pairs Trading: Performance of a Relative Value Arbitrage Rule 0 4 15 4,504 10 21 63 10,810
Performance Persistence 0 0 1 669 5 10 18 1,534
Portfolio Diversification and City Agglomeration 0 0 0 99 1 1 2 481
Portfolio Diversification, Proximity Investment and City Agglomeration 0 0 0 57 2 2 2 285
Portfolio Diversification, Proximity Investment and City Agglomeration 0 0 0 150 4 4 7 495
Positive Portfolio Factors 0 0 0 32 0 1 3 155
Positive Portfolio Factors 0 0 0 124 0 3 4 402
Positive Portfolio Factors 0 0 1 141 2 4 9 475
Procyclical Stocks Earn Higher Returns 0 1 8 28 3 5 16 67
Rain or Shine: Where is the Weather Effect? 0 1 1 160 4 6 9 988
Rain or Shine: Where is the Weather Effect? 0 0 0 107 10 10 10 531
Rain or Shine: Where is the Weather Effect? 0 0 0 155 0 4 7 1,148
Re-Emerging Markets 0 0 0 123 0 0 1 393
Re-emerging Markets 0 0 0 68 0 3 4 271
Re-emerging Markets 0 0 0 253 1 2 5 1,138
Real and Private Value Assets 0 0 0 2 3 6 11 30
Real and Private-Value Assets 0 0 2 9 2 3 6 50
Risk Aversion and Clientele Effects 0 0 0 43 3 3 4 150
Risks and Incentives in Underserved Mortgage Markets 0 0 0 68 1 1 2 252
Safety First Portfolio Choice 0 0 0 3 2 2 4 339
Securitization in the 1920's 0 0 0 140 2 4 4 422
Selection-Neglect in the NFT Bubble 0 0 3 8 2 3 10 30
Sharpening Sharpe Ratios 0 0 2 916 6 7 18 2,949
Sharpening Sharpe Ratios 0 0 0 210 3 6 10 746
Sharpening Sharpe Ratios 0 0 0 307 3 5 6 886
Short-Sales in Global Perspective 0 0 0 143 3 4 7 398
Soft Information, Hard Sell: The Role of Soft Information in the Pricing of Intellectual Property 0 0 0 110 1 2 6 825
Suburbs and Cities 0 0 0 42 1 2 3 185
TESTING THE PREDICTIVE POWER OF DIVIDEND YIELDS 0 0 0 1 3 4 6 471
THE ACCURACY OF REAL ESTIMATE INDICES: REPEAT SALE ESTIMATORS 0 0 0 1 1 6 11 762
THE SINGLE FAMILY HOME IN THE INVESTMENT PORTFOLIO 0 0 0 3 2 3 7 946
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 1 5 12 113
Testing the Predictive Power of Dividend Yields 0 0 0 2 3 3 5 665
The Bias of the RSR Estimator and the Accuracy of Some Alternatives 0 0 0 33 1 1 1 154
The Bias of the RSR Estimator and the Accuracy of Some Alternatives 0 0 0 57 2 2 3 433
The Development Of Corporate Performance Measures: Benchmarks Before EVA 0 0 1 241 1 2 6 714
The Development of Corporate Governance in Toulouse: 1372-1946 0 0 0 94 1 3 5 90
The Dow Theory: William Peter Hamilton's Track Record Re-Considered 0 0 0 1 3 4 10 585
The Dow Theory: William Peter Hamilton's Track Record Re-Considered 0 0 2 134 4 6 15 596
The Dow Theory: William Peter Hamilton's Track Record Re-considered 0 0 0 370 5 7 14 1,527
The Economics of Aesthetics and Three Centuries of Art Price Records 0 0 0 56 1 6 11 166
The Economics of Aesthetics and Three Centuries of Art Price Records 0 1 2 96 0 2 4 198
The Effect of Seller Reserves on Market Index Estimation 0 0 0 15 1 2 2 128
The History of Corporate Ownership in China: State Patronage, Company Legislation, and the Issue of Control 0 0 0 264 1 5 8 848
The Impact of Clientele Changes: Evidence from Stock Splits 0 0 1 112 1 2 7 526
The Japanese Open-End Fund Puzzle 0 0 0 126 4 5 5 407
The Japanese Open-End Fund Puzzle 0 0 0 0 1 3 3 247
The Open-End Japanese Mutual Fund Puzzle 0 0 0 59 1 1 1 261
The Performance of Real Estate Portfolios: A Simulation Approach 0 0 0 337 1 2 4 758
The Policy Implications of Portfolio Choice in Underserved Mortgage Markets 0 0 0 61 1 2 2 238
The Present Value Relation Over Six Centuries: The Case of the Bazacle Company 0 0 0 68 0 1 4 156
The Subprime Crisis and House Price Appreciation 0 0 0 135 0 2 8 443
The present value relation over six centuries: The case of the Bazacle company 0 0 0 0 0 2 2 31
Tiebreaker: Certification and Multiple Credit Ratings 0 0 0 73 2 8 18 317
Trust and Delegation 0 0 0 45 1 3 5 239
Two Decades Of Commercial Property Returns: A NCREIF Index Using Independent Appraisals 0 0 0 182 1 3 3 661
Why Do Individual Investors Hold Under-Diversified Portfolios? 1 5 26 2,372 8 17 83 6,865
Will History Rhyme? The Past as Financial Future 0 0 0 171 1 2 3 438
Total Working Papers 8 50 196 40,065 394 800 1,598 137,306
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 3 11 631
A Spatial Model of Housing Returns and Neighborhood Substitutability 0 0 0 62 0 2 4 169
A new historical database for the NYSE 1815 to 1925: Performance and predictability 0 0 1 165 3 6 10 522
Accounting for Taste: Art and the Financial Markets over Three Centuries 4 11 48 1,029 15 34 102 2,350
An analysis of the relative performance of Japanese and foreign money management 0 0 0 19 1 5 5 129
Art and Money 0 0 2 137 0 3 17 570
Art and gender: market bias or selection bias? 0 4 8 58 4 21 36 233
Beauty is in the bid of the beholder: An empirical basis for style 0 0 1 10 0 2 5 62
British Investment Overseas 1870-1913: A Modern Portfolio Theory Approach 0 0 0 53 11 32 49 354
COGNITIVE DISSONANCE AND MUTUAL FUND INVESTORS 0 1 12 162 5 9 29 434
Careers and Survival: Competition and Risk in the Hedge Fund and CTA Industry 0 0 3 140 12 14 22 513
China and the world financial markets 1870–1939: Modern lessons from historical globalization1 0 0 1 48 2 2 6 144
Clustering Methods for Real Estate Portfolios 0 0 1 40 1 7 12 155
Daily Momentum and Contrarian Behavior of Index Fund Investors 0 0 0 48 1 3 8 262
Day Trading International Mutual Funds: Evidence and Policy Solutions 0 0 1 27 0 1 4 127
Dispersion of opinion and stock returns 0 0 1 78 2 3 6 250
Efficiency and the Bear: Short Sales and Markets Around the World 0 1 7 360 2 7 33 1,065
Equity Portfolio Diversification 1 5 26 383 9 24 87 1,375
Estimating House Price Indexes in the Presence of Seller Reservation Prices 0 1 1 95 1 4 7 298
Estimating Private Equity Returns from Limited Partner Cash Flows 3 10 26 188 14 27 59 469
Global Stock Markets in the Twentieth Century 2 9 17 261 5 17 44 801
High‐Water Marks and Hedge Fund Management Contracts 0 0 1 205 2 7 14 593
Homogeneous Groupings of Metropolitan Housing Markets 0 0 0 90 0 0 1 211
Index Funds and Stock Market Growth 0 0 1 377 3 4 14 1,460
Investment beliefs of endowments 0 0 0 17 1 3 4 57
Is trading behavior stable across contexts? Evidence from style and multi-style investors 0 0 0 3 0 0 5 33
Les compagnies de moulins en Occitanie: émergence et gouvernance de sociétés par actions multiséculaires 0 0 0 5 1 2 5 32
Long-Term Global Market Correlations 0 3 17 927 4 13 48 2,478
Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration 1 2 5 119 1 6 18 447
Momentum in Imperial Russia 0 0 0 11 1 5 5 71
Monthly Measurement of Daily Timers 0 0 0 30 4 6 10 186
Mutual fund styles 1 1 2 438 3 5 15 1,061
Negative bubbles: What happens after a crash 0 0 0 9 1 3 7 54
New evidence on the first financial bubble 1 1 3 109 1 5 19 565
Non-temporal Components of Residential Real Estate Appreciation 0 0 2 154 2 2 9 1,427
Offshore Hedge Funds: Survival and Performance, 1989-95 0 1 4 416 1 9 19 1,710
Pairs Trading: Performance of a Relative-Value Arbitrage Rule 0 3 9 1,246 9 40 107 3,527
Patterns in Three Centuries of Stock Market Prices 0 0 2 253 1 3 14 905
Performance Persistence 1 2 5 369 5 19 29 995
Rain or Shine: Where is the Weather Effect? 0 0 1 71 1 1 7 299
Re-Emerging Markets 0 0 0 24 1 2 3 168
Rejoinder: The J-Shape Of Performance Persistence Given Survivorship Bias 0 0 0 89 1 2 5 545
Risks and Incentives in Underserved Mortgage Markets 0 0 0 27 2 7 7 152
Survival 1 1 1 80 2 6 18 234
THE PERFORMANCE OF REAL ESTATE AS AN ASSET CLASS 0 1 10 526 4 8 26 1,046
Testing the Predictive Power of Dividend Yields 1 1 5 419 2 5 12 966
The Accuracy of Real Estate Indices: Repeat Sale Estimators 0 0 0 5 0 4 11 833
The Bias of the RSR Estimator and the Accuracy of Some Alternatives 0 0 0 15 0 1 7 69
The Efficient Market Theory and Evidence: Implications for Active Investment Management 2 7 17 233 3 15 40 578
The Japanese Open-End Fund Puzzle 0 0 0 69 1 2 5 613
The Single Family Home in the Investment Portfolio 0 0 0 3 2 2 9 1,070
The Subprime Crisis and House Price Appreciation 0 0 2 82 0 0 9 394
The economics of aesthetics and record prices for art since 1701 0 0 0 46 3 6 12 173
The effect of the \"triple witching hour\" on stock market volatility 0 0 0 0 1 2 3 5,660
The present value relation over six centuries: The case of the Bazacle company 0 1 2 16 1 2 9 102
The pricing of soft and hard information: economic lessons from screenplay sales 0 0 0 29 0 3 12 173
Tiebreaker: Certification and Multiple Credit Ratings 0 0 1 43 2 6 13 256
Trust and delegation 0 0 3 43 2 3 10 332
Two Decades of Commercial Property Returns: A Repeated-Measures Regression-Based Version of the NCREIF Index 0 0 3 111 1 3 8 429
Weather-Induced Mood, Institutional Investors, and Stock Returns 0 2 5 80 6 10 23 363
Total Journal Articles 18 68 260 10,337 165 448 1,148 41,180


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 2 6 12 210
The Equity Risk Premium: Essays and Explorations 0 0 0 0 0 2 4 336
Total Books 0 0 0 0 2 8 16 546


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 5 21
Competition among University Endowments 0 0 0 19 0 1 4 89
Does Governance Matter? The Case of Art Museums 0 0 0 75 3 4 4 144
Dutch Securities for American Land Speculation in the Late Eighteenth Century 0 0 1 34 3 3 7 117
FEES ON FEES IN FUNDS OF FUNDS 1 1 1 2 1 1 1 61
Introduction 0 0 0 17 1 2 5 52
The History of Corporate Ownership in China: State Patronage, Company Legislation, and the Issue of Control 0 0 0 87 2 4 10 296
Total Chapters 1 1 2 234 11 16 36 780


Statistics updated 2026-01-09