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 1 3 1,364
A Century of Global Stock Markets 0 0 0 62 0 10 11 282
A Century of Global Stock Markets 0 1 1 370 0 1 2 822
A Century of Global Stock Markets 0 0 0 190 0 0 1 537
A Longer Look at Dividend Yields 0 0 0 208 0 1 5 541
A New Historical Database For The NYSE 1815 To 1925: Performance And Predictability 0 1 3 98 0 1 4 316
A New Historical Database For The NYSE 1815 To 1925: Performance And Predictability 0 0 0 434 0 3 4 1,627
A Spatial Model of Housing Returns and Neighborhood Substitutability 0 0 0 96 0 0 0 232
A Spatial Model of Housing Returns and Neighborhood Substitutability 0 0 0 108 0 0 0 357
ACCOUNTING FOR TASTE: AN ANALYSIS OF ART RETURNS OVER THREE CENTURIES 0 0 0 0 1 2 3 587
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 0 1 75 0 1 5 262
An Emerging Market: The NYSE From 1815 to 1871 0 0 1 141 1 3 10 416
Art and Money 0 0 0 16 0 0 1 90
Art and Money 0 0 0 1 0 0 0 21
Art and Money 0 0 2 128 0 0 4 408
Art and Money 0 0 0 1 0 1 2 105
Attrition and Mutual Fund Performance 0 0 0 1 0 0 5 461
BOOTSTRAPPING TESTS OF LONG-TERM STOCK MARKET EFFICIENCY 0 0 0 0 0 0 0 344
Behavioral Factors in Mutual Fund Flows 0 0 0 611 0 0 0 2,104
Behavioral Factors in Mutual Fund Flows 0 1 5 351 1 3 18 1,117
British Investment Overseas 1870-1913: A Modern Portfolio Theory Approach 0 0 0 128 0 0 0 480
British Investment Overseas 1870-1913: A Modern Portfolio Theory Approach 0 0 1 225 0 1 2 758
Bubble Investing: Learning from History 0 0 3 172 0 0 9 335
Bubble Investors: What Were They Thinking? 0 0 1 198 0 0 5 525
China and the World Financial Markets 1870-1930 0 0 0 172 0 0 3 546
China and the World Financial Markets 1870-1930: Modern Lessons From Historical Globalization 0 0 0 305 0 0 0 1,024
China and the World Financial Markets 1870-1930: Modern Lessons From Historical Globalization (Chinese Version) 0 0 0 30 0 0 1 183
China and the World Financial Markets 1870-1930: Modern Lessons From Historical Globalization (English Version) 0 0 0 36 0 0 0 149
China and the World Financial Markets 1870-1930:Modern Lessons From Historical Globalization (Chinese Version) 0 0 0 189 0 0 3 707
Clustering Methods and Commercial Rents 0 0 0 0 0 3 4 274
Clustering Methods for Real Estate Portfolios 0 1 1 244 0 1 1 668
Cohort Effects on Expected Co-Movement 0 0 0 6 0 0 2 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 1 1 103
Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs 0 0 0 59 1 2 2 227
Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs 0 0 0 181 0 0 0 706
Convergent Evolution Toward the Joint-Stock Company 0 0 5 32 0 1 10 39
Crash Beliefs From Investor Surveys 0 0 1 98 0 1 11 327
Crash Narratives 0 2 10 85 1 9 34 171
Daily Momentum And Contrarian Behavior Of Index Fund Investors 0 0 0 176 0 0 1 850
Daily Momentum And Contrarian Behavior Of Index Fund Investors 0 0 0 148 0 0 1 579
Daily Momentum and Contrarian Behavior of Index Fund Investors 0 0 0 366 0 1 4 1,302
Day Trading International Mutual Funds: Evidence And Policy Solutions 0 0 0 168 0 1 3 860
Dispersion of Opinion and Stock Returns 0 1 2 173 1 2 3 561
Dispersion of Opinion and Stock Returns 0 0 0 86 0 1 1 330
Dispersion of Opinion and Stock Returns: Evidence from Index Fund Investors 0 0 0 38 0 0 2 193
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 1 1 267
Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias 0 0 0 80 0 0 1 349
Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias 0 0 1 48 0 0 1 198
Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias 0 0 1 246 0 0 6 708
Disposition Matters: Volume, Volatility and PriceImpact of a Behavioral Bias 0 0 0 77 0 0 0 228
Diversification Decisions of Individual Investors and Asset Prices 1 2 2 211 1 2 4 693
Do Cities and Suburbs Cluster? 0 0 0 37 0 0 0 135
Do Winners Repeat? Patterns in Mutual Fund Behavior 0 0 0 12 4 7 21 3,905
Efficiency and the Bear: Short Sales and Markets around the World 0 0 0 84 0 0 4 363
Efficiency and the Bear: Short Sales and Markets around the World 0 0 0 185 0 1 2 794
Efficiency and the Bear: Short Sales and Markets around the World 0 0 2 209 2 4 12 704
Efficiency and the Bear: Short Sales and Markets around the World 0 0 1 78 0 0 3 468
Emotions and Subjective Crash Beliefs 3 5 25 25 6 16 69 69
Equity Portfolio Diversification 1 2 7 643 1 6 23 1,973
Equity Portfolio Diversification 0 0 0 152 0 1 3 500
Equity Portfolio Diversification 1 1 3 602 1 3 12 2,324
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 2 17
Fees on Fees in Funds of Funds 0 0 0 401 0 1 5 909
Fees on Fees in Funds of Funds 0 0 0 127 0 0 1 428
Fees on Fees in Funds of Funds 0 0 0 272 0 0 3 831
Fibonacci and the Financial Revolution 0 0 0 130 0 0 2 366
Fibonacci and the Financial Revolution 0 1 1 342 0 2 2 1,107
Fibonacci and the Financial Revolution 0 0 1 270 0 1 4 785
Global Real Estate Markets - Cycles and Fundamentals 0 0 4 623 0 1 13 1,208
Global Real Estate Markets: Cycles And Fundamentals 0 0 1 944 0 0 2 2,048
Global Real Estate Markets: Cycles And Fundamentals 0 0 0 255 0 0 2 656
Hedge Funds With Style 0 0 1 122 0 0 1 407
Hedge Funds With Style 0 0 0 902 0 0 2 2,364
Hedge Funds With Style 0 0 0 436 0 0 1 1,174
Hedge Funds and the Asian Currency Crisis of 1997 1 2 3 760 5 6 13 2,198
Hedge Funds and the Asian Currency Crisis of 1997 0 0 0 2 0 1 3 778
Hedge Funds and the Asian Currency Crisis of 1997 1 1 1 258 1 1 1 668
Heterogeneity of Trade and Stock Returns. Evidence from Index Fund Investors 0 0 0 34 0 0 1 142
High Water Marks 0 0 1 206 0 0 1 1,005
High Water Marks 0 0 0 161 1 1 2 900
High-Water Marks and Hedge Fund Management Contracts 0 0 0 489 1 1 2 1,996
High-Water Marks and Hedge Fund Management Contracts 0 0 1 103 2 3 5 324
History and the Equity Risk Premium 0 0 3 908 1 3 15 2,543
Home Equity Insurance: A Pilot Project 0 0 0 178 0 1 1 758
Index Funds and Stock Market Growth 0 0 1 119 0 0 1 549
Index Funds and Stock Market Growth 0 1 2 442 0 3 6 2,071
Index Funds and Stock Market Growth 0 0 0 56 0 1 3 403
Institutional Perspectives on Real Estate Investing: The Role of Risk and Uncertainty 0 1 2 452 1 2 5 1,123
Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows 0 0 0 111 0 1 2 532
Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows 0 0 1 104 0 1 3 578
Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows 0 0 0 307 1 3 7 1,265
Long-Term Global Market Correlations 0 0 1 175 0 1 5 607
Long-Term Global Market Correlations 0 2 4 360 0 3 9 1,079
Market Response to Mutual Fund Performance 0 0 0 1 0 0 1 432
Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares 0 0 1 89 1 1 2 352
Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares (English Version) 0 0 0 17 0 0 0 118
Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares (English version) 0 0 0 86 1 1 1 315
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 0 1 92
Monthly Measurement of Daily Timers 0 0 0 64 1 1 1 297
More Social Security, Not Less 0 1 1 68 0 1 2 264
Mutual Fund Styles 1 1 2 578 1 3 5 1,350
Negative Bubbles: What Happens After a Crash 0 0 0 108 0 1 4 248
New Evidence on the First Financial Bubble 0 0 1 162 0 0 2 359
Non-temporal Components of Residential Real Estate Appreciation 0 0 0 0 0 0 0 775
Offshore Hedge Funds: Survival & Performance 1989-1995 0 0 0 44 0 0 0 143
Offshore Hedge Funds: Survival & Performance 1989-1995 0 0 0 0 0 0 0 232
Offshore Hedge Funds: Survival and Performance 1989-1995 0 0 0 582 1 1 1 2,210
Offshore Hedge Funds: Survival and Performance 1989-1995 0 0 0 0 0 0 0 349
Offshore Hedge Funds: Survival and Performance, 1989-1995 0 0 0 85 0 0 0 344
Pairs Trading: Performance of a Relative Value Arbitrage Rule 0 1 6 764 1 3 16 1,746
Pairs Trading: Performance of a Relative Value Arbitrage Rule 0 1 7 549 1 6 29 1,268
Pairs Trading: Performance of a Relative Value Arbitrage Rule 3 5 23 4,494 5 10 76 10,759
Pairs Trading: Performance of a Relative Value Arbitrage Rule 2 7 21 3,168 10 21 70 7,235
Performance Persistence 0 0 3 669 0 1 8 1,520
Portfolio Diversification and City Agglomeration 0 0 0 99 0 0 1 479
Portfolio Diversification, Proximity Investment and City Agglomeration 0 0 0 150 1 1 1 489
Portfolio Diversification, Proximity Investment and City Agglomeration 0 0 0 57 0 0 0 283
Positive Portfolio Factors 1 1 1 141 1 4 4 470
Positive Portfolio Factors 0 0 0 32 0 1 1 153
Positive Portfolio Factors 0 0 0 124 1 1 2 399
Procyclical Stocks Earn Higher Returns 0 2 24 24 1 5 58 58
Rain or Shine: Where is the Weather Effect? 0 0 0 159 0 0 0 979
Rain or Shine: Where is the Weather Effect? 0 0 0 155 0 2 2 1,143
Rain or Shine: Where is the Weather Effect? 0 0 0 107 0 0 2 521
Re-Emerging Markets 0 0 0 123 0 0 1 393
Re-emerging Markets 0 0 0 68 0 0 0 267
Re-emerging Markets 0 0 0 253 0 0 0 1,133
Real and Private Value Assets 0 0 0 2 0 1 6 20
Real and Private-Value Assets 2 2 2 9 2 2 2 46
Risk Aversion and Clientele Effects 0 0 0 43 0 0 0 146
Risks and Incentives in Underserved Mortgage Markets 0 0 0 68 0 1 1 251
Safety First Portfolio Choice 0 0 0 3 0 1 2 337
Securitization in the 1920's 0 0 0 140 0 0 4 418
Selection-Neglect in the NFT Bubble 1 1 5 8 2 4 11 26
Sharpening Sharpe Ratios 0 0 0 307 0 0 4 880
Sharpening Sharpe Ratios 1 1 1 915 1 3 8 2,934
Sharpening Sharpe Ratios 0 0 0 210 0 0 1 736
Short-Sales in Global Perspective 0 0 0 143 0 0 1 391
Soft Information, Hard Sell: The Role of Soft Information in the Pricing of Intellectual Property 0 0 0 110 0 1 1 820
Suburbs and Cities 0 0 0 42 0 1 1 183
TESTING THE PREDICTIVE POWER OF DIVIDEND YIELDS 0 0 0 1 0 0 3 465
THE ACCURACY OF REAL ESTIMATE INDICES: REPEAT SALE ESTIMATORS 0 0 0 1 1 3 9 755
THE SINGLE FAMILY HOME IN THE INVESTMENT PORTFOLIO 0 0 0 3 0 1 1 940
Testing Asset Pricing Theory on Six Hundred Years of Stock Returns: Prices and Dividends for the Bazacle Company from 1372 to 1946 0 1 1 54 0 2 5 103
Testing the Predictive Power of Dividend Yields 0 0 0 2 0 0 1 660
The Bias of the RSR Estimator and the Accuracy of Some Alternatives 0 0 0 57 0 0 1 430
The Bias of the RSR Estimator and the Accuracy of Some Alternatives 0 0 0 33 0 0 0 153
The Development Of Corporate Performance Measures: Benchmarks Before EVA 0 0 1 240 0 2 3 710
The Development of Corporate Governance in Toulouse: 1372-1946 0 0 0 94 0 1 4 86
The Dow Theory: William Peter Hamilton's Track Record Re-Considered 0 0 0 1 0 1 15 577
The Dow Theory: William Peter Hamilton's Track Record Re-Considered 0 1 4 133 0 2 24 584
The Dow Theory: William Peter Hamilton's Track Record Re-considered 0 0 0 370 0 3 4 1,516
The Economics of Aesthetics and Three Centuries of Art Price Records 0 0 1 94 0 0 4 194
The Economics of Aesthetics and Three Centuries of Art Price Records 0 0 0 56 0 1 2 156
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 0 0 1 840
The Impact of Clientele Changes: Evidence from Stock Splits 0 0 0 111 1 2 4 521
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 0 1 754
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 0 7 154
The Subprime Crisis and House Price Appreciation 0 0 1 135 0 0 3 436
The present value relation over six centuries: The case of the Bazacle company 0 0 0 0 0 0 3 29
Tiebreaker: Certification and Multiple Credit Ratings 0 0 1 73 0 7 10 307
Trust and Delegation 0 0 0 45 0 0 2 235
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? 5 10 22 2,358 10 28 111 6,819
Will History Rhyme? The Past as Financial Future 0 0 1 171 1 1 4 436
Total Working Papers 24 60 237 39,948 78 261 1,029 136,039
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 1 3 5 185 1 5 11 625
A Spatial Model of Housing Returns and Neighborhood Substitutability 0 0 0 62 0 0 0 165
A new historical database for the NYSE 1815 to 1925: Performance and predictability 0 0 2 164 0 2 6 514
Accounting for Taste: Art and the Financial Markets over Three Centuries 2 7 35 994 7 17 71 2,274
An analysis of the relative performance of Japanese and foreign money management 0 0 0 19 0 0 1 124
Art and Money 1 1 7 136 1 2 15 556
Art and gender: market bias or selection bias? 1 2 4 53 2 6 17 205
Beauty is in the bid of the beholder: An empirical basis for style 0 0 0 9 0 1 2 59
British Investment Overseas 1870-1913: A Modern Portfolio Theory Approach 0 0 0 53 0 1 2 306
COGNITIVE DISSONANCE AND MUTUAL FUND INVESTORS 2 6 18 157 2 8 38 419
Careers and Survival: Competition and Risk in the Hedge Fund and CTA Industry 2 2 6 139 3 3 15 496
China and the world financial markets 1870–1939: Modern lessons from historical globalization1 0 1 3 48 1 3 11 142
Clustering Methods for Real Estate Portfolios 0 0 4 39 0 2 7 145
Daily Momentum and Contrarian Behavior of Index Fund Investors 0 0 1 48 2 3 6 257
Day Trading International Mutual Funds: Evidence and Policy Solutions 0 0 0 26 0 0 1 124
Dispersion of opinion and stock returns 0 0 2 77 0 1 7 245
Efficiency and the Bear: Short Sales and Markets Around the World 0 3 8 356 3 6 24 1,041
Equity Portfolio Diversification 2 8 38 366 7 18 111 1,318
Estimating House Price Indexes in the Presence of Seller Reservation Prices 0 0 1 94 0 1 5 292
Estimating Private Equity Returns from Limited Partner Cash Flows 2 5 30 169 5 12 51 424
Global Stock Markets in the Twentieth Century 1 3 14 248 2 10 53 771
High‐Water Marks and Hedge Fund Management Contracts 1 1 2 205 2 4 11 584
Homogeneous Groupings of Metropolitan Housing Markets 0 0 1 90 0 0 1 210
Index Funds and Stock Market Growth 0 0 3 376 2 5 22 1,453
Investment beliefs of endowments 0 0 1 17 0 0 1 53
Is trading behavior stable across contexts? Evidence from style and multi-style investors 0 0 0 3 0 2 3 30
Les compagnies de moulins en Occitanie: émergence et gouvernance de sociétés par actions multiséculaires 0 0 0 5 0 1 2 28
Long-Term Global Market Correlations 0 4 19 915 1 9 50 2,444
Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration 2 2 6 116 4 6 21 436
Momentum in Imperial Russia 0 0 0 11 0 0 0 66
Monthly Measurement of Daily Timers 0 0 0 30 1 2 3 178
Mutual fund styles 0 0 3 436 0 2 18 1,051
Negative bubbles: What happens after a crash 0 0 0 9 0 0 3 50
New evidence on the first financial bubble 0 1 4 107 0 5 15 552
Non-temporal Components of Residential Real Estate Appreciation 0 1 2 153 0 1 7 1,421
Offshore Hedge Funds: Survival and Performance, 1989-95 0 1 7 413 0 2 18 1,694
Pairs Trading: Performance of a Relative-Value Arbitrage Rule 2 3 14 1,241 10 19 64 3,443
Patterns in Three Centuries of Stock Market Prices 0 1 5 252 2 4 12 896
Performance Persistence 2 2 5 366 2 4 13 971
Rain or Shine: Where is the Weather Effect? 0 0 2 71 0 2 12 296
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 1 1 2 541
Risks and Incentives in Underserved Mortgage Markets 0 0 0 27 0 0 0 145
Survival 0 0 4 79 1 4 17 222
THE PERFORMANCE OF REAL ESTATE AS AN ASSET CLASS 2 2 10 518 2 2 17 1,023
Testing the Predictive Power of Dividend Yields 2 4 6 418 2 5 10 959
The Accuracy of Real Estate Indices: Repeat Sale Estimators 0 0 0 5 2 5 16 828
The Bias of the RSR Estimator and the Accuracy of Some Alternatives 0 0 0 15 1 1 6 65
The Efficient Market Theory and Evidence: Implications for Active Investment Management 4 5 16 224 10 13 32 554
The Japanese Open-End Fund Puzzle 0 0 0 69 0 0 1 608
The Single Family Home in the Investment Portfolio 0 0 0 3 1 1 8 1,065
The Subprime Crisis and House Price Appreciation 0 1 4 82 1 4 10 391
The economics of aesthetics and record prices for art since 1701 0 0 2 46 0 1 6 162
The effect of the \"triple witching hour\" on stock market volatility 0 0 0 0 0 1 3 5,658
The present value relation over six centuries: The case of the Bazacle company 0 0 1 14 1 1 6 94
The pricing of soft and hard information: economic lessons from screenplay sales 0 0 2 29 2 4 9 165
Tiebreaker: Certification and Multiple Credit Ratings 0 0 3 43 2 2 10 246
Trust and delegation 1 1 5 43 1 2 12 328
Two Decades of Commercial Property Returns: A Repeated-Measures Regression-Based Version of the NCREIF Index 0 1 2 109 0 1 2 422
Weather-Induced Mood, Institutional Investors, and Stock Returns 0 0 5 76 0 1 22 345
Total Journal Articles 30 71 312 10,171 87 218 919 40,344


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 3 8 201
The Equity Risk Premium: Essays and Explorations 0 0 0 0 0 0 4 333
Total Books 0 0 0 0 1 3 12 534


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 2 16
Competition among University Endowments 0 0 0 19 0 0 3 85
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 1 1 1 34 1 2 3 113
FEES ON FEES IN FUNDS OF FUNDS 0 0 0 1 0 0 1 60
Introduction 0 0 0 17 0 0 0 47
The History of Corporate Ownership in China: State Patronage, Company Legislation, and the Issue of Control 0 0 1 87 1 1 6 289
Total Chapters 1 1 2 233 2 3 16 750


Statistics updated 2025-05-12