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Goetzmann, William N.'s
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
205,137 |
Total
Citations
2,710 |
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1.
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Pairs Trading: Performance of a Relative Value Arbitrage Rule
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Gatev, Evan
Simon Fraser University Goetzmann, William N.
Yale School of Management - International Center for Finance Rouwenhorst, K. Geert
Yale School of Management - International Center for Finance
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Posted:
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28 Dec 98
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Last Revised:
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29 Jul 10
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24,413
(34)
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74
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Gatev, Evan
Simon Fraser University Goetzmann, William N.
Yale School of Management - International Center for Finance Rouwenhorst, K. Geert
Yale School of Management - International Center for Finance
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0
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Gatev, Evan
Simon Fraser University Goetzmann, William N.
Yale School of Management - International Center for Finance Rouwenhorst, K. Geert
Yale School of Management - International Center for Finance
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28 Dec 98
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Last Revised:
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24 Jan 08
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24,413
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74
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2.
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Offshore Hedge Funds: Survival & Performance 1989-1995
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Goetzmann, William N.
Yale School of Management - International Center for Finance Ibbotson, Roger G.
Yale School of Management Brown, Stephen J.
New York University - Stern School of Business
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Posted:
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27 Feb 97
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Last Revised:
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16 Dec 08
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13,563
(85)
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161
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Brown, Stephen J.
New York University - Stern School of Business Goetzmann, William N.
Yale School of Management - International Center for Finance Ibbotson, Roger G.
Yale School of Management
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188
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161
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Goetzmann, William N.
Yale School of Management - International Center for Finance Ibbotson, Roger G.
Yale School of Management Brown, Stephen J.
New York University - Stern School of Business
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13,375
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161
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3.
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Hedge Funds and the Asian Currency Crisis of 1997
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Brown, Stephen J.
New York University - Stern School of Business Goetzmann, William N.
Yale School of Management - International Center for Finance Park, James M.
PARADIGM Capital Management
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Posted:
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11 Feb 98
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Last Revised:
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08 Oct 10
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11,996
(107)
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48
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Brown, Stephen J.
New York University - Stern School of Business Goetzmann, William N.
Yale School of Management - International Center for Finance Park, James M.
PARADIGM Capital Management
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125
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46
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Brown, Stephen J.
New York University - Stern School of Business Goetzmann, William N.
Yale School of Management - International Center for Finance Park, James M.
PARADIGM Capital Management
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103
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48
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Goetzmann, William N.
Yale School of Management - International Center for Finance Brown, Stephen J.
New York University - Stern School of Business Park, James M.
PARADIGM Capital Management
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11,768
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46
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4.
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The Dow Theory: William Peter Hamilton's Track Record Re-Considered
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Brown, Stephen J.
New York University - Stern School of Business Kumar, Alok
University of Miami - School of Business Administration Goetzmann, William N.
Yale School of Management - International Center for Finance
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Posted:
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11 Feb 98
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Last Revised:
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16 Dec 08
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9,846
(154)
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20
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Brown, Stephen J.
New York University - Stern School of Business Goetzmann, William N.
Yale School of Management - International Center for Finance Kumar, Alok
Yale University
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553
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20
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Brown, Stephen J.
New York University - Stern School of Business Kumar, Alok
University of Miami - School of Business Administration Goetzmann, William N.
Yale School of Management - International Center for Finance
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9,293
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20
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5.
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Hedge Funds with Style
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Brown, Stephen J.
New York University - Stern School of Business Goetzmann, William N.
Yale School of Management - International Center for Finance
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Posted:
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21 Feb 01
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Last Revised:
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23 Dec 08
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8,986
(179)
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80
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Brown, Stephen J.
New York University - Stern School of Business Goetzmann, William N.
Yale School of Management - International Center for Finance
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147
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80
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Brown, Stephen J.
New York University - Stern School of Business Goetzmann, William N.
Yale School of Management - International Center for Finance
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210
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80
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Brown, Stephen J.
New York University - Stern School of Business Goetzmann, William N.
Yale School of Management - International Center for Finance
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8,629
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80
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6.
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Portfolio Performance Manipulation and Manipulation-Proof Performance Measures
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Ingersoll, Jonathan E.
Yale School of Management - International Center for Finance Spiegel, Matthew I.
Yale University - Yale School of Management, International Center for Finance Goetzmann, William N.
Yale School of Management - International Center for Finance Welch, Ivo
University of California, Los Angeles (UCLA)
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Posted:
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22 Mar 02
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Last Revised:
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29 Jul 10
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6,861
(309)
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101
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Ingersoll, Jonathan E.
Yale School of Management - International Center for Finance Spiegel, Matthew I.
Yale University - Yale School of Management, International Center for Finance Goetzmann, William N.
Yale School of Management - International Center for Finance Welch, Ivo
University of California, Los Angeles (UCLA)
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0
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G11, G23, G24
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Goetzmann, William N.
Yale School of Management - International Center for Finance Ingersoll, Jonathan E.
Yale School of Management - International Center for Finance Spiegel, Matthew I.
Yale University - Yale School of Management, International Center for Finance Welch, Ivo
University of California, Los Angeles (UCLA)
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6,861
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101
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7.
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Ibbotson, Roger G.
Yale School of Management Goetzmann, William N.
Yale School of Management - International Center for Finance
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6,394
(355)
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19
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financial history, equity premium
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8.
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Garstka, Stanley J.
Yale School of Management Goetzmann, William N.
Yale School of Management - International Center for Finance
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6,185
(378)
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2
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9.
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Massa, Massimo
INSEAD - Finance Goetzmann, William N.
Yale School of Management - International Center for Finance Rouwenhorst, K. Geert
Yale School of Management - International Center for Finance
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5,918
(418)
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37
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10.
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High-Water Marks and Hedge Fund Management Contracts
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Goetzmann, William N.
Yale School of Management - International Center for Finance Ingersoll, Jonathan E.
Yale School of Management - International Center for Finance Ross, Stephen A.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
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Posted:
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08 Feb 98
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Last Revised:
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12 Oct 12
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5,652
(451)
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117
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Goetzmann, William N.
Yale School of Management - International Center for Finance Ingersoll, Jonathan E.
Yale School of Management - International Center for Finance Ross, Stephen A.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
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0
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Goetzmann, William N.
Yale School of Management - International Center for Finance Ingersoll, Jonathan E.
Yale School of Management - International Center for Finance Ross, Stephen A.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
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5,652
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117
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11.
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Long-Term Global Market Correlations
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Goetzmann, William N.
Yale School of Management - International Center for Finance Li, Lingfeng
Capula Investment Services Rouwenhorst, K. Geert
Yale School of Management - International Center for Finance
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Posted:
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25 Oct 01
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Last Revised:
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25 Oct 10
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5,604
(459)
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91
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Goetzmann, William N.
Yale School of Management - International Center for Finance Li, Lingfeng
Capula Investment Services Rouwenhorst, K. Geert
Yale School of Management - International Center for Finance
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115
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91
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Goetzmann, William N.
Yale School of Management - International Center for Finance Li, Lingfeng
Capula Investment Services Rouwenhorst, K. Geert
Yale School of Management - International Center for Finance
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25 Oct 01
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Last Revised:
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24 Jan 08
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5,489
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91
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12.
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Global Real Estate Markets: Cycles And Fundamentals
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Case, Bradford
National Association of Real Estate Investment Trusts Goetzmann, William N.
Yale School of Management - International Center for Finance Rouwenhorst, K. Geert
Yale School of Management - International Center for Finance
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Posted:
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05 Apr 99
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Last Revised:
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16 Oct 10
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5,434
(478)
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19
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Case, Bradford
National Association of Real Estate Investment Trusts Goetzmann, William N.
Yale School of Management - International Center for Finance Rouwenhorst, K. Geert
Yale School of Management - International Center for Finance
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177
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19
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Case, Bradford
National Association of Real Estate Investment Trusts Goetzmann, William N.
Yale School of Management - International Center for Finance Rouwenhorst, K. Geert
Yale School of Management - International Center for Finance
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5,257
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19
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13.
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Fees on Fees in Funds of Funds
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Versions (6)
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Brown, Stephen J.
New York University - Stern School of Business Goetzmann, William N.
Yale School of Management - International Center for Finance Liang, Bing
University of Massachusetts at Amherst - Department of Finance & Operations Management
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Posted:
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01 Oct 02
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Last Revised:
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11 Sep 09
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4,293
(729)
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44
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Brown, Stephen J.
New York University - Stern School of Business Goetzmann, William N.
Yale School of Management - International Center for Finance Liang, Bing
University of Massachusetts at Amherst - Department of Finance & Operations Management
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79
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43
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Brown, Stephen J.
New York University - Stern School of Business Goetzmann, William N.
Yale School of Management - International Center for Finance Liang, Bing
University of Massachusetts at Amherst - Department of Finance & Operations Management
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41
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43
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Brown, Stephen J.
New York University - Stern School of Business Goetzmann, William N.
Yale School of Management - International Center for Finance Liang, Bing
University of Massachusetts at Amherst - Department of Finance & Operations Management
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54
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43
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Brown, Stephen J.
New York University - Stern School of Business Goetzmann, William N.
Yale School of Management - International Center for Finance Liang, Bing
University of Massachusetts at Amherst - Department of Finance & Operations Management
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0
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Hedge funds, funds-of-funds, incentive fees
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Brown, Stephen J.
New York University - Stern School of Business Goetzmann, William N.
Yale School of Management - International Center for Finance Liang, Bing
University of Massachusetts at Amherst - Department of Finance & Operations Management
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156
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44
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Brown, Stephen J.
New York University - Stern School of Business Goetzmann, William N.
Yale School of Management - International Center for Finance Liang, Bing
University of Massachusetts at Amherst - Department of Finance & Operations Management
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3,963
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44
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14.
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Efficiency and the Bear: Short Sales and Markets around the World
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Bris, Arturo
IMD International Goetzmann, William N.
Yale School of Management - International Center for Finance Zhu, Ning
China Academy of Financial Research (CAFR)
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Posted:
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08 Feb 03
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Last Revised:
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21 Sep 09
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3,923
(862)
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127
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Bris, Arturo
IMD International Goetzmann, William N.
Yale School of Management - International Center for Finance Zhu, Ning
China Academy of Financial Research (CAFR)
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0
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Short Sales, Market Efficiency, Market Crashes
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Bris, Arturo
IMD International Goetzmann, William N.
Yale School of Management - International Center for Finance Zhu, Ning
China Academy of Financial Research (CAFR)
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41
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127
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Bris, Arturo
IMD International Goetzmann, William N.
Yale School of Management - International Center for Finance Zhu, Ning
China Academy of Financial Research (CAFR)
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3,882
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127
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15.
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Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs
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Goetzmann, William N.
Yale School of Management - International Center for Finance Brown, Stephen J.
New York University - Stern School of Business Park, James M.
PARADIGM Capital Management
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Posted:
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10 Feb 98
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Last Revised:
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16 Dec 08
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3,721
(954)
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33
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Brown, Stephen J.
New York University - Stern School of Business Goetzmann, William N.
Yale School of Management - International Center for Finance Park, James M.
PARADIGM Capital Management
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159
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33
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Goetzmann, William N.
Yale School of Management - International Center for Finance Brown, Stephen J.
New York University - Stern School of Business Park, James M.
PARADIGM Capital Management
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3,562
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33
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16.
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Goetzmann, William N.
Yale School of Management - International Center for Finance Ibbotson, Roger G.
Yale School of Management Peng , Liang
University of Colorado at Boulder
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3,652
(991)
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30
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17.
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Day Trading International Mutual Funds: Evidence And Policy Solutions
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Goetzmann, William N.
Yale School of Management - International Center for Finance Ivkovich, Zoran
Michigan State University, Department of Finance Rouwenhorst, K. Geert
Yale School of Management - International Center for Finance
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Posted:
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05 Apr 00
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Last Revised:
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25 Jul 01
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3,641
(998)
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46
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Goetzmann, William N.
Yale School of Management - International Center for Finance Ivkovich, Zoran
Michigan State University, Department of Finance Rouwenhorst, K. Geert
Yale School of Management - International Center for Finance
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0
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Goetzmann, William N.
Yale School of Management - International Center for Finance Ivkovich, Zoran
Michigan State University, Department of Finance Rouwenhorst, K. Geert
Yale School of Management - International Center for Finance
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3,641
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46
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18.
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Positive Portfolio Factors
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Brown, Stephen J.
New York University - Stern School of Business Goetzmann, William N.
Yale School of Management - International Center for Finance Grinblatt, Mark
University of California, Los Angeles (UCLA) - Finance Area
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Posted:
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23 Apr 98
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Last Revised:
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08 Oct 10
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3,253
(1,193)
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5
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Brown, Stephen J.
New York University - Stern School of Business Goetzmann, William N.
Yale School of Management - International Center for Finance Grinblatt, Mark
University of California, Los Angeles (UCLA) - Finance Area
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61
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5
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Brown, Stephen J.
New York University - Stern School of Business Goetzmann, William N.
Yale School of Management - International Center for Finance Grinblatt, Mark
University of California, Los Angeles (UCLA) - Finance Area
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3,192
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5
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19.
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A Century of Global Stock Markets
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Jorion, Philippe
University of California, Irvine - Paul Merage School of Business Goetzmann, William N.
Yale School of Management - International Center for Finance
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Posted:
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06 Feb 97
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Last Revised:
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05 Oct 10
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3,145
(1,273)
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135
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Jorion, Philippe
University of California, Irvine - Paul Merage School of Business Goetzmann, William N.
Yale School of Management - International Center for Finance
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85
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135
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Jorion, Philippe
University of California, Irvine - Paul Merage School of Business Goetzmann, William N.
Yale School of Management - International Center for Finance
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3,060
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135
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20.
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Fibonacci and the Financial Revolution
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Goetzmann, William N.
Yale School of Management - International Center for Finance
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Posted:
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27 Oct 03
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Last Revised:
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03 Sep 09
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3,052
(1,340)
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2
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Goetzmann, William N.
Yale School of Management - International Center for Finance
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131
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Goetzmann, William N.
Yale School of Management - International Center for Finance
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2,921
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2
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21.
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Trust and Delegation
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Brown, Stephen J.
New York University - Stern School of Business Goetzmann, William N.
Yale School of Management - International Center for Finance Liang, Bing
University of Massachusetts at Amherst - Department of Finance & Operations Management Schwarz, Christopher
University of California at Irvine
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Posted:
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17 Aug 09
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Last Revised:
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16 Feb 12
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2,725
(1,656)
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16
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Brown, Stephen J.
New York University - Stern School of Business Goetzmann, William N.
Yale School of Management - International Center for Finance Liang, Bing
University of Massachusetts at Amherst - Department of Finance & Operations Management Schwarz, Christopher
University of California at Irvine
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19
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Brown, Stephen J.
New York University - Stern School of Business Goetzmann, William N.
Yale School of Management - International Center for Finance Liang, Bing
University of Massachusetts at Amherst - Department of Finance & Operations Management Schwarz, Christopher
University of California at Irvine
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| Posted: |
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09 Nov 09
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Last Revised:
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16 Feb 12
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197
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16
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| |
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Brown, Stephen J.
New York University - Stern School of Business Goetzmann, William N.
Yale School of Management - International Center for Finance Liang, Bing
University of Massachusetts at Amherst - Department of Finance & Operations Management Schwarz, Christopher
University of California at Irvine
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| Posted: |
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17 Aug 09
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Last Revised:
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20 May 11
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2,509
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16
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Hedge Funds, Operational Risk, Due Diligence
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22.
|
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Dhar, Ravi
Yale School of Management - International Center for Finance Goetzmann, William N.
Yale School of Management - International Center for Finance
|
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2,580
(1,831)
|
7
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| |
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| |
Behavioral Finance, real estate, investing, risk, uncertainty
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23.
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Daily Momentum and Contrarian Behavior of Index Fund Investors
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Massa, Massimo
INSEAD - Finance Goetzmann, William N.
Yale School of Management - International Center for Finance
|
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Posted:
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|
13 Jan 00
|
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Last Revised:
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17 Oct 10
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2,576
(1,833)
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51
|
|
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Massa, Massimo
INSEAD - Finance Goetzmann, William N.
Yale School of Management - International Center for Finance
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68
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51
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Massa, Massimo
INSEAD - Finance Goetzmann, William N.
Yale School of Management - International Center for Finance
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2,508
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51
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24.
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Brown, Stephen J.
New York University - Stern School of Business Goetzmann, William N.
Yale School of Management - International Center for Finance Liang, Bing
University of Massachusetts at Amherst - Department of Finance & Operations Management Schwarz, Christopher
University of California at Irvine
|
| Posted: |
|
25 Jan 08
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|
Last Revised:
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|
11 Sep 09
|
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2,553
(1,857)
|
12
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| |
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| |
mutual funds, hedge funds, investments, the Omega Score
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25.
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Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration
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Show Abstracts |
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Brown, Stephen J.
New York University - Stern School of Business Goetzmann, William N.
Yale School of Management - International Center for Finance Liang, Bing
University of Massachusetts at Amherst - Department of Finance & Operations Management Schwarz, Christopher
University of California at Irvine
|
|
Posted:
|
|
21 Jul 06
|
|
Last Revised:
|
|
11 Sep 09
|
|
2,534
(1,885)
|
41
|
|
|
|
|
Brown, Stephen J.
New York University - Stern School of Business Goetzmann, William N.
Yale School of Management - International Center for Finance Liang, Bing
University of Massachusetts at Amherst - Department of Finance & Operations Management Schwarz, Christopher
University of Massachusetts at Amherst
|
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174
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41
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| |
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| |
Hedge funds, operational risk, SEC filing, Form ADV
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|
|
|
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Brown, Stephen J.
New York University - Stern School of Business Goetzmann, William N.
Yale School of Management - International Center for Finance Liang, Bing
University of Massachusetts at Amherst - Department of Finance & Operations Management Schwarz, Christopher
University of California at Irvine
|
| Posted: |
|
21 Jul 06
|
|
Last Revised:
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|
11 Sep 09
|
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2,360
|
41
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| |
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| |
Hedge funds, operational risk, SEC filing, Form ADV
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26.
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Index Funds and Stock Market Growth
|
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Massa, Massimo
INSEAD - Finance Goetzmann, William N.
Yale School of Management - International Center for Finance
|
|
Posted:
|
|
20 Sep 98
|
|
Last Revised:
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12 Oct 10
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2,482
(1,968)
|
60
|
|
|
|
|
Massa, Massimo
INSEAD - Finance Goetzmann, William N.
Yale School of Management - International Center for Finance
|
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48
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60
|
|
| |
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| |
|
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Massa, Massimo
INSEAD - Finance Goetzmann, William N.
Yale School of Management - International Center for Finance
|
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2,434
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60
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| |
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| |
|
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27.
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Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows
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Brown, Stephen J.
New York University - Stern School of Business Goetzmann, William N.
Yale School of Management - International Center for Finance Hiraki, Takato
Tokyo University of Science - School of Management Shiraishi, Noriyoshi
Rikkyo University - School of Social Relations Watanabe, Masahiro
University of Alberta - School of Business
|
|
Posted:
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|
11 Mar 02
|
|
Last Revised:
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|
27 Jan 13
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2,480
(1,972)
|
31
|
|
|
|
|
Brown, Stephen J.
New York University - Stern School of Business Goetzmann, William N.
Yale School of Management - International Center for Finance Hiraki, Takato
Tokyo University of Science - School of Management Shiraishi, Noriyoshi
Rikkyo University - School of Social Relations Watanabe, Masahiro
University of Alberta - School of Business
|
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66
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31
|
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| |
|
| |
|
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Brown, Stephen J.
New York University - Stern School of Business Goetzmann, William N.
Yale School of Management - International Center for Finance Hiraki, Takato
Tokyo University of Science - School of Management Shiraishi, Noriyoshi
Rikkyo University - School of Social Relations Watanabe, Masahiro
University of Alberta - School of Business
|
|
33
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31
|
|
| |
|
| |
|
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Brown, Stephen J.
New York University - Stern School of Business Goetzmann, William N.
Yale School of Management - International Center for Finance Hiraki, Takato
Tokyo University of Science - School of Management Shiraishi, Noriyoshi
Rikkyo University - School of Social Relations Watanabe, Masahiro
University of Alberta - School of Business
|
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72
|
31
|
|
| |
|
| |
|
|
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|
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|
Brown, Stephen J.
New York University - Stern School of Business Goetzmann, William N.
Yale School of Management - International Center for Finance Hiraki, Takato
Tokyo University of Science - School of Management Shiraishi, Noriyoshi
Rikkyo University - School of Social Relations Watanabe, Masahiro
University of Alberta - School of Business
|
|
2,309
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31
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| |
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| |
Investor Sentiment, Mutual Fund Flows, Bull and Bear Funds, Factor Pricing Mod
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28.
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Equity Portfolio Diversification
|
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Goetzmann, William N.
Yale School of Management - International Center for Finance Kumar, Alok
University of Miami - School of Business Administration
|
|
Posted:
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|
20 Dec 01
|
|
Last Revised:
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|
26 Oct 10
|
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2,301
(2,253)
|
124
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Goetzmann, William N.
Yale School of Management - International Center for Finance Kumar, Alok
University of Miami - School of Business Administration
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0
|
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| |
|
| |
G11, G12
|
|
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|
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Goetzmann, William N.
Yale School of Management - International Center for Finance Kumar, Alok
University of Miami - School of Business Administration
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0
|
|
|
| |
|
| |
Individual investors, diversification, local bias, over-confidence, trend-following behavior
|
|
|
|
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Kumar, Alok
University of Miami - School of Business Administration Goetzmann, William N.
Yale School of Management - International Center for Finance
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| Posted: |
|
06 Dec 04
|
|
Last Revised:
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|
12 Mar 08
|
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2,137
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124
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| |
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| |
Individual investors, diversification, over-confidence, trend-following behavior, local bias.
|
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Kumar, Alok
University of Miami - School of Business Administration Goetzmann, William N.
Yale School of Management - International Center for Finance
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164
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124
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| |
|
| |
|
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29.
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Goetzmann, William N.
Yale School of Management - International Center for Finance Ukhov, Andrey
Cornell University Zhu, Ning
China Academy of Financial Research (CAFR)
|
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2,046
(2,758)
|
8
|
|
| |
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| |
|
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30.
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|
Goetzmann, William N.
Yale School of Management - International Center for Finance Caplin, Andrew
New York University (NYU) - Department of Economics Hangen, Eric
Neighborhood Reinvestment Corporation Nalebuff, Barry J.
Yale University - Yale School of Management Prentice, Elisabeth
Neighborhood Reinvestment Corporation Rodkin, John
University of Chicago - Law School Spiegel, Matthew I.
Yale University - Yale School of Management, International Center for Finance Skinner, Tom
Real Liquidity
|
|
2,021
(2,807)
|
10
|
|
| |
|
| |
|
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|
31.
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|
Goetzmann, William N.
Yale School of Management - International Center for Finance Ukhov, Andrey
Cornell University Spiegel, Matthew I.
Yale University - Yale School of Management, International Center for Finance
|
|
2,004
(2,848)
|
9
|
|
| |
|
| |
|
|
|
32.
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|
Dhar, Ravi
Yale School of Management - International Center for Finance Goetzmann, William N.
Yale School of Management - International Center for Finance Zhu, Ning
China Academy of Financial Research (CAFR)
|
|
1,883
(3,162)
|
15
|
|
| |
|
| |
Stock Splits, Clientele Change, Market Efficiency, Noise Trading, Investor Sophistication, Splits, Clientele Shift, Liquidity
|
|
|
33.
|
|
Rain or Shine: Where is the Weather Effect?
|
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Zhu, Ning
China Academy of Financial Research (CAFR) Goetzmann, William N.
Yale School of Management - International Center for Finance
|
|
Posted:
|
|
27 Aug 02
|
|
Last Revised:
|
|
21 Sep 09
|
|
1,878
(3,174)
|
25
|
|
|
|
|
Goetzmann, William N.
Yale School of Management - International Center for Finance Zhu, Ning
China Academy of Financial Research (CAFR)
|
|
23
|
25
|
|
| |
|
| |
|
|
|
|
|
|
|
Zhu, Ning
China Academy of Financial Research (CAFR) Goetzmann, William N.
Yale School of Management - International Center for Finance
|
|
28
|
25
|
|
| |
|
| |
|
|
|
|
|
|
|
Zhu, Ning
China Academy of Financial Research (CAFR) Goetzmann, William N.
Yale School of Management - International Center for Finance
|
|
1,827
|
25
|
|
| |
|
| |
Weather Effect, Market Efficiency, Order Flow, Volatility, Individual Behavior
|
|
|
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34.
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|
Fisher, Jeffrey D.
Indiana University Goetzmann, William N.
Yale School of Management - International Center for Finance
|
|
1,829
(3,314)
|
4
|
|
| |
|
| |
Asset Allocation, Real Estate
|
|
|
35.
|
|
New Evidence on the First Financial Bubble
|
Show Abstracts |
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|
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|
Frehen, Rik
Tilburg University - Department of Finance Goetzmann, William N.
Yale School of Management - International Center for Finance Rouwenhorst, K. Geert
Yale School of Management - International Center for Finance
|
|
Posted:
|
|
01 Apr 09
|
|
Last Revised:
|
|
31 Jul 12
|
|
1,727
(3,670)
|
1
|
|
|
|
|
Frehen, Rik
Tilburg University - Department of Finance Goetzmann, William N.
Yale School of Management - International Center for Finance Rouwenhorst, K. Geert
Yale School of Management - International Center for Finance
|
|
37
|
1
|
|
| |
|
| |
|
|
|
|
|
|
|
Frehen, Rik
Tilburg University - Department of Finance Goetzmann, William N.
Yale School of Management - International Center for Finance Rouwenhorst, K. Geert
Yale School of Management - International Center for Finance
|
| Posted: |
|
01 Apr 09
|
|
Last Revised:
|
|
31 Jul 12
|
|
1,690
|
1
|
|
| |
|
| |
|
|
|
|
|
|
36.
|
|
|
Dhar, Ravi
Yale School of Management - International Center for Finance Goetzmann, William N.
Yale School of Management - International Center for Finance
|
|
1,723
(3,688)
|
4
|
|
| |
|
| |
|
|
|
37.
|
|
Re-Emerging Markets
|
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Jorion, Philippe
University of California, Irvine - Paul Merage School of Business Goetzmann, William N.
Yale School of Management - International Center for Finance
|
|
Posted:
|
|
14 Apr 98
|
|
Last Revised:
|
|
05 Oct 10
|
|
1,642
(4,023)
|
29
|
|
|
|
|
Jorion, Philippe
University of California, Irvine - Paul Merage School of Business Goetzmann, William N.
Yale School of Management - International Center for Finance
|
|
30
|
29
|
|
| |
|
| |
|
|
|
|
|
|
|
Goetzmann, William N.
Yale School of Management - International Center for Finance Jorion, Philippe
University of California, Irvine - Paul Merage School of Business
|
|
0
|
|
|
| |
|
| |
|
|
|
|
|
|
|
Jorion, Philippe
University of California, Irvine - Paul Merage School of Business Goetzmann, William N.
Yale School of Management - International Center for Finance
|
|
1,612
|
29
|
|
| |
|
| |
|
|
|
|
|
|
38.
|
|
Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias
|
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Massa, Massimo
INSEAD - Finance Goetzmann, William N.
Yale School of Management - International Center for Finance
|
|
Posted:
|
|
18 Feb 03
|
|
Last Revised:
|
|
08 Oct 09
|
|
1,611
(4,169)
|
16
|
|
|
|
|
Massa, Massimo
INSEAD - Finance Goetzmann, William N.
Yale School of Management - International Center for Finance
|
|
41
|
16
|
|
| |
|
| |
|
|
|
|
|
|
|
Massa, Massimo
INSEAD - Finance Goetzmann, William N.
Yale School of Management - International Center for Finance
|
|
1,570
|
16
|
|
| |
|
| |
|
|
|
|
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39.
|
|
|
Geltner, David M.
University of Cincinnati - College of Business Goetzmann, William N.
Yale School of Management - International Center for Finance
|
|
1,581
(4,297)
|
2
|
|
| |
|
| |
|
|
|
40.
|
|
|
Bris, Arturo
IMD International Goetzmann, William N.
Yale School of Management - International Center for Finance Zhu, Ning
China Academy of Financial Research (CAFR)
|
|
1,391
(5,395)
|
9
|
|
| |
|
| |
|
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41.
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|
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Ingersoll, Jonathan E.
Yale School of Management - International Center for Finance Goetzmann, William N.
Yale School of Management - International Center for Finance Ivkovich, Zoran
Michigan State University, Department of Finance
|
|
1,296
(6,108)
|
57
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|
| |
|
| |
|
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42.
|
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|
Brown, Stephen J.
New York University - Stern School of Business Goetzmann, William N.
Yale School of Management - International Center for Finance Hiraki, Takato
Tokyo University of Science - School of Management Otsuki, Toshiyuki
International University of Japan Shiraishi, Noriyoshi
Rikkyo University - School of Social Relations
|
|
1,266
(6,337)
|
15
|
|
| |
|
| |
|
|
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43.
|
|
|
Goetzmann, William N.
Yale School of Management - International Center for Finance Ukhov, Andrey
Cornell University Zhu, Ning
China Academy of Financial Research (CAFR)
|
|
1,248
(6,494)
|
8
|
|
| |
|
| |
|
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44.
|
|
|
Massa, Massimo
INSEAD - Finance Goetzmann, William N.
Yale School of Management - International Center for Finance
|
|
1,248
(6,494)
|
3
|
|
| |
|
| |
Learning, Asset Pricing, Market Confidence, Behavioral Finance
|
|
|
45.
|
|
Art and Money
|
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Goetzmann, William N.
Yale School of Management - International Center for Finance Renneboog, Luc
Tilburg University - Department of Finance Spaenjers, Christophe
HEC Paris (Groupe HEC) - Finance Department
|
|
Posted:
|
|
07 Nov 09
|
|
Last Revised:
|
|
13 Mar 13
|
|
1,234
(6,592)
|
1
|
|
|
|
|
Goetzmann, William N.
Yale School of Management - International Center for Finance Renneboog, Luc
Tilburg University - Department of Finance Spaenjers, Christophe
HEC Paris (Groupe HEC) - Finance Department
|
|
27
|
1
|
|
| |
|
| |
|
|
|
|
|
|
|
Goetzmann, William N.
Yale School of Management - International Center for Finance Renneboog, Luc
Tilburg University - Department of Finance Spaenjers, Christophe
HEC Paris (Groupe HEC) - Finance Department
|
| Posted: |
|
07 Nov 09
|
|
Last Revised:
|
|
13 Mar 13
|
|
1,207
|
1
|
|
| |
|
| |
Art market, Equities, Income inequality, Cointegration, Comovement
|
|
|
|
|
|
46.
|
|
British Investment Overseas 1870-1913: A Modern Portfolio Theory Approach
|
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|
Goetzmann, William N.
Yale School of Management - International Center for Finance Ukhov, Andrey
Cornell University
|
|
Posted:
|
|
28 Mar 05
|
|
Last Revised:
|
|
25 May 05
|
|
1,162
(7,301)
|
12
|
|
|
|
|
Ukhov, Andrey
Cornell University Goetzmann, William N.
Yale School of Management - International Center for Finance
|
|
29
|
12
|
|
| |
|
| |
|
|
|
|
|
|
|
Goetzmann, William N.
Yale School of Management - International Center for Finance Ukhov, Andrey
Cornell University
|
|
1,133
|
12
|
|
| |
|
| |
International Diversification, Modern Portfolio Theory, International Investment Flows, British Overseas Investment
|
|
|
|
|
|
47.
|
|
|
Goetzmann, William N.
Yale School of Management - International Center for Finance Valaitis, Eduardas
American University
|
|
1,111
(7,908)
|
4
|
|
| |
|
| |
Real Estate, Finance, Investment
|
|
|
48.
|
|
|
Köll, Elisabeth
Harvard Business School Goetzmann, William N.
Yale School of Management - International Center for Finance
|
|
1,108
(7,954)
|
4
|
|
| |
|
| |
|
|
|
49.
|
|
|
Goetzmann, William N.
Yale School of Management - International Center for Finance Watanabe, Akiko
University of Alberta - School of Business Watanabe, Masahiro
University of Alberta - School of Business
|
| Posted: |
|
25 Mar 08
|
|
Last Revised:
|
|
27 Jan 13
|
|
1,044
(8,797)
|
3
|
|
| |
|
| |
conditional CAPM, beta-instability risk, value and growth betas, time-varying premium, business cycle, Livingston Survey, investor expectations
|
|
|
50.
|
|
The Subprime Crisis and House Price Appreciation
|
Show Abstracts |
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|
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|
Goetzmann, William N.
Yale School of Management - International Center for Finance Peng , Liang
University of Colorado at Boulder Yen, Jacqueline
Yale School of Management
|
|
Posted:
|
|
11 Feb 09
|
|
Last Revised:
|
|
29 Nov 11
|
|
986
(9,599)
|
16
|
|
|
|
|
Goetzmann, William N.
Yale School of Management - International Center for Finance Peng , Liang
University of Colorado at Boulder Yen, Jacqueline
Yale School of Management
|
|
0
|
|
|
| |
|
| |
Mortgage, Subprime, House prices, Expectations
|
|
|
|
|
|
|
Goetzmann, William N.
Yale School of Management - International Center for Finance Peng , Liang
University of Colorado at Boulder Yen, Jacqueline
Yale School of Management
|
|
49
|
16
|
|
| |
|
| |
|
|
|
|
|
|
|
Goetzmann, William N.
Yale School of Management - International Center for Finance Peng , Liang
University of Colorado at Boulder Yen, Jacqueline
Yale School of Management
|
|
937
|
16
|
|
| |
|
| |
|
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|
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51.
|
|
Tiebreaker: Certification and Multiple Credit Ratings
|
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|
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|
Bongaerts, Dion
Erasmus University Rotterdam (EUR) - Finance Cremers, Martijn
University of Notre Dame Goetzmann, William N.
Yale School of Management - International Center for Finance
|
|
Posted:
|
|
29 Nov 08
|
|
Last Revised:
|
|
10 Sep 11
|
|
973
(9,802)
|
28
|
|
|
|
|
Bongaerts, Dion
Erasmus University Rotterdam (EUR) - Finance Cremers, Martijn
University of Notre Dame Goetzmann, William N.
Yale School of Management - International Center for Finance
|
|
41
|
28
|
|
| |
|
| |
|
|
|
|
|
|
|
Bongaerts, Dion
Erasmus University Rotterdam (EUR) - Finance Cremers, Martijn
University of Notre Dame Goetzmann, William N.
Yale School of Management - International Center for Finance
|
| Posted: |
|
29 Nov 08
|
|
Last Revised:
|
|
10 Sep 11
|
|
932
|
28
|
|
| |
|
| |
Ratings, Credit Spreads
|
|
|
|
|
|
52.
|
|
Risk Aversion and Clientele Effects
|
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|
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|
Blackburn, Douglas W.
Fordham University - Schools of Business Goetzmann, William N.
Yale School of Management - International Center for Finance Ukhov, Andrey
Cornell University
|
|
Posted:
|
|
06 Mar 08
|
|
Last Revised:
|
|
10 Mar 10
|
|
924
(10,656)
|
9
|
|
|
|
|
Blackburn, Douglas W.
Fordham University - Schools of Business Goetzmann, William N.
Yale School of Management - International Center for Finance Ukhov, Andrey
Cornell University
|
|
16
|
9
|
|
| |
|
| |
|
|
|
|
|
|
|
Blackburn, Douglas W.
Fordham University - Schools of Business Goetzmann, William N.
Yale School of Management - International Center for Finance Ukhov, Andrey
Cornell University
|
| Posted: |
|
06 Mar 08
|
|
Last Revised:
|
|
10 Mar 10
|
|
908
|
9
|
|
| |
|
| |
Risk preferences, Risk aversion, Investor clienteles, Value and growth investing
|
|
|
|
|
|
53.
|
|
|
Goetzmann, William N.
Yale School of Management - International Center for Finance
|
|
781
(13,809)
|
1
|
|
| |
|
| |
Imperialism, International Finance, Diversification
|
|
|
54.
|
|
|
Massa, Massimo
INSEAD - Finance Goetzmann, William N.
Yale School of Management - International Center for Finance
|
|
622
(19,180)
|
1
|
|
| |
|
| |
Index Funds, Heterogeneity of Beliefs, Learning
|
|
|
55.
|
|
|
Goetzmann, William N.
Yale School of Management - International Center for Finance Broadie, Mark
Columbia University - Columbia Business School - Decision Risk and Operations
|
|
614
(19,562)
|
1
|
|
| |
|
| |
insurance, Telser, risk, insurance portfolio
|
|
|
56.
|
|
|
Goetzmann, William N.
Yale School of Management - International Center for Finance Watanabe, Akiko
University of Alberta - School of Business Watanabe, Masahiro
University of Alberta - School of Business
|
| Posted: |
|
15 Mar 10
|
|
Last Revised:
|
|
27 Jan 13
|
|
604
(20,009)
|
1
|
|
| |
|
| |
Procyclical and countercyclical stocks, business cycle, scaled factor model, Livingston Survey, investor expectations
|
|
|
57.
|
|
|
Spiegel, Matthew I.
Yale University - Yale School of Management, International Center for Finance Goetzmann, William N.
Yale School of Management - International Center for Finance Ukhov, Andrey
Cornell University
|
|
572
(21,554)
|
9
|
|
| |
|
| |
|
|
|
58.
|
|
An Analysis of the Relative Performance of Japanese and Foreign Money Management
|
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|
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|
Brown, Stephen J.
New York University - Stern School of Business Goetzmann, William N.
Yale School of Management - International Center for Finance Hiraki, Takato
Tokyo University of Science - School of Management Shiraishi, Noriyoshi
Rikkyo University - School of Social Relations
|
|
Posted:
|
|
24 Sep 02
|
|
Last Revised:
|
|
15 Dec 08
|
|
559
(22,257)
|
8
|
|
|
|
|
Brown, Stephen J.
New York University - Stern School of Business Goetzmann, William N.
Yale School of Management - International Center for Finance Hiraki, Takato
Tokyo University of Science - School of Management Shiraishi, Noriyoshi
Rikkyo University - School of Social Relations
|
|
8
|
8
|
|
| |
|
| |
|
|
|
|
|
|
|
Brown, Stephen J.
New York University - Stern School of Business Goetzmann, William N.
Yale School of Management - International Center for Finance Hiraki, Takato
Tokyo University of Science - School of Management Shiraishi, Noriyoshi
Rikkyo University - School of Social Relations
|
|
15
|
8
|
|
| |
|
| |
|
|
|
|
|
|
|
Brown, Stephen J.
New York University - Stern School of Business Goetzmann, William N.
Yale School of Management - International Center for Finance Hiraki, Takato
Tokyo University of Science - School of Management Shiraishi, Noriyoshi
Rikkyo University - School of Social Relations
|
|
10
|
8
|
|
| |
|
| |
|
|
|
|
|
|
|
Brown, Stephen J.
New York University - Stern School of Business Goetzmann, William N.
Yale School of Management - International Center for Finance Hiraki, Takato
Tokyo University of Science - School of Management Shiraishi, Noriyoshi
Rikkyo University - School of Social Relations
|
|
14
|
8
|
|
| |
|
| |
|
|
|
|
|
|
|
Brown, Stephen J.
New York University - Stern School of Business Goetzmann, William N.
Yale School of Management - International Center for Finance Hiraki, Takato
Tokyo University of Science - School of Management Shiraishi, Noriyoshi
Rikkyo University - School of Social Relations
|
|
512
|
8
|
|
| |
|
| |
|
|
|
|
|
|
59.
|
|
|
Galev, Evan G.
Yale School of Management Goetzmann, William N.
Yale School of Management - International Center for Finance Rouwenhorst, K. Geert
Yale School of Management - International Center for Finance
|
|
552
(22,560)
|
66
|
|
| |
|
| |
|
|
|
60.
|
|
|
Spiegel, Matthew I.
Yale University - Yale School of Management, International Center for Finance Goetzmann, William N.
Yale School of Management - International Center for Finance
|
|
543
(23,080)
|
12
|
|
| |
|
| |
|
|
|
61.
|
|
|
Goetzmann, William N.
Yale School of Management - International Center for Finance
|
|
516
(24,781)
|
2
|
|
| |
|
| |
Social Security, Wage Inedexation
|
|
|
62.
|
|
|
Goetzmann, William N.
Yale School of Management - International Center for Finance Pons-Sanz, Vicente
Yale School of Management Ravid, S. Abraham
Yeshiva University - Syms School of Business
|
|
475
(27,570)
|
1
|
|
| |
|
| |
|
|
|
63.
|
|
|
Goetzmann, William N.
Yale School of Management - International Center for Finance Walden, Johan
University of California, Berkeley - Finance Group Maggioni, Mauro M.
Yale University - Department of Mathematics Jones, Peter
Yale University - Department of Mathematics
|
|
430
(31,391)
|
|
|
| |
|
| |
|
|
|
64.
|
|
|
Brown, Stephen J.
New York University - Stern School of Business Goetzmann, William N.
Yale School of Management - International Center for Finance Ross, Stephen A.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
|
|
404
(34,022)
|
100
|
|
| |
|
| |
|
|
|
65.
|
|
Portfolio Diversification and City Agglomeration
|
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|
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|
Massa, Massimo
INSEAD - Finance Goetzmann, William N.
Yale School of Management - International Center for Finance Simonov, Andrei
Michigan State University - Eli Broad Graduate School of Management
|
|
Posted:
|
|
16 Dec 03
|
|
Last Revised:
|
|
16 Feb 05
|
|
368
(38,177)
|
6
|
|
|
|
|
Massa, Massimo
INSEAD - Finance Goetzmann, William N.
Yale School of Management - International Center for Finance Simonov, Andrei
Michigan State University - Eli Broad Graduate School of Management
|
|
38
|
6
|
|
| |
|
| |
|
|
|
|
|
|
|
Massa, Massimo
INSEAD - Finance Goetzmann, William N.
Yale School of Management - International Center for Finance Simonov, Andrei
Michigan State University - Eli Broad Graduate School of Management
|
|
330
|
6
|
|
| |
|
| |
Portfolio choice, under-diversification, proximity investment, knowledge spillover, city agglomeration
|
|
|
|
|
|
66.
|
|
|
Goetzmann, William N.
Yale School of Management - International Center for Finance Spiegel, Matthew I.
Yale University - Yale School of Management, International Center for Finance Wachter, Susan M.
University of Pennsylvania - Wharton School, Department of Real Estate
|
|
354
(40,039)
|
2
|
|
| |
|
| |
|
|
|
67.
|
|
The Bias of the Rsr Estimator and the Accuracy of Some Alternatives
|
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|
Peng , Liang
University of Colorado at Boulder Goetzmann, William N.
Yale School of Management - International Center for Finance
|
|
Posted:
|
|
08 Feb 01
|
|
Last Revised:
|
|
29 Sep 10
|
|
339
(42,212)
|
14
|
|
|
|
|
Peng , Liang
University of Colorado at Boulder Goetzmann, William N.
Yale School of Management - International Center for Finance
|
|
22
|
14
|
|
| |
|
| |
|
|
|
|
|
|
|
Peng , Liang
University of Colorado at Boulder Goetzmann, William N.
Yale School of Management - International Center for Finance
|
|
317
|
14
|
|
| |
|
| |
Repeat sales estimators, Real estate index, Simulation
|
|
|
|
|
|
68.
|
|
Careers and Survival: Competition and Risk in the Hedge Fund and Cta Industry
|
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|
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|
Brown, Stephen J.
New York University - Stern School of Business Goetzmann, William N.
Yale School of Management - International Center for Finance Park, James M.
PARADIGM Capital Management
|
|
Posted:
|
|
04 Nov 08
|
|
Last Revised:
|
|
23 Dec 08
|
|
315
(46,069)
|
105
|
|
|
|
|
Brown, Stephen J.
New York University - Stern School of Business Goetzmann, William N.
Yale School of Management - International Center for Finance Park, James M.
PARADIGM Capital Management
|
|
164
|
105
|
|
| |
|
| |
|
|
|
|
|
|
|
Brown, Stephen J.
New York University - Stern School of Business Goetzmann, William N.
Yale School of Management - International Center for Finance Park, James M.
PARADIGM Capital Management
|
|
151
|
105
|
|
| |
|
| |
|
|
|
|
|
|
69.
|
|
Competition Among University Endowments
|
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|
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|
Goetzmann, William N.
Yale School of Management - International Center for Finance Oster, Sharon M.
Yale School of Management
|
|
Posted:
|
|
14 Jun 12
|
|
Last Revised:
|
|
23 Jun 12
|
|
270
(54,989)
|
|
|
|
|
|
Goetzmann, William N.
Yale School of Management - International Center for Finance Oster, Sharon M.
Yale School of Management
|
|
10
|
|
|
| |
|
| |
|
|
|
|
|
|
|
Goetzmann, William N.
Yale School of Management - International Center for Finance Oster, Sharon M.
Yale School of Management
|
| Posted: |
|
14 Jun 12
|
|
Last Revised:
|
|
21 Jun 12
|
|
260
|
|
|
| |
|
| |
endowment
|
|
|
|
|
|
70.
|
|
|
Goetzmann, William N.
Yale School of Management - International Center for Finance
|
|
266
(55,923)
|
1
|
|
| |
|
| |
|
|
|
71.
|
|
|
Brown, Stephen J.
New York University - Stern School of Business Goetzmann, William N.
Yale School of Management - International Center for Finance Liang, Bing
University of Massachusetts at Amherst - Department of Finance & Operations Management Schwarz, Christopher
University of Massachusetts at Amherst
|
|
247
(60,675)
|
12
|
|
| |
|
| |
|
|
|
72.
|
|
|
Peng , Liang
University of Colorado at Boulder Goetzmann, William N.
Yale School of Management - International Center for Finance
|
|
231
(65,194)
|
16
|
|
| |
|
| |
|
|
|
73.
|
|
Mutual Fund Styles
|
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|
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|
Brown, Stephen J.
New York University - Stern School of Business Goetzmann, William N.
Yale School of Management - International Center for Finance
|
|
Posted:
|
|
10 Oct 98
|
|
Last Revised:
|
|
16 Dec 08
|
|
228
(66,093)
|
101
|
|
|
|
|
Brown, Stephen J.
New York University - Stern School of Business Goetzmann, William N.
Yale School of Management - International Center for Finance
|
|
228
|
101
|
|
| |
|
| |
|
|
|
|
|
|
|
Brown, Stephen J.
New York University - Stern School of Business Goetzmann, William N.
Yale School of Management - International Center for Finance
|
|
0
|
|
|
| |
|
| |
|
|
|
|
|
|
74.
|
|
|
Goetzmann, William N.
Yale School of Management - International Center for Finance Ingersoll, Jonathan E.
Yale School of Management - International Center for Finance Spiegel, Matthew I.
Yale University - Yale School of Management, International Center for Finance Welch, Ivo
University of California, Los Angeles (UCLA)
|
|
198
(76,353)
|
44
|
|
| |
|
| |
|
|
|
75.
|
|
|
Goetzmann, William N.
Yale School of Management - International Center for Finance Newman, Frank
Yale University
|
|
177
(85,068)
|
3
|
|
| |
|
| |
Real Estate, Securitization, mortgage
|
|
|
76.
|
|
|
Goetzmann, William N.
Yale School of Management - International Center for Finance Ravid, S. Abraham
Yeshiva University - Syms School of Business Sverdlove, Ronald
New Jersey Institute of Technology, School of Management Pons-Sanz, Vicente
Yale School of Management
|
|
160
(93,406)
|
3
|
|
| |
|
| |
Soft information, Screenplay Sales, Contract Design, Efficient Markets
|
|
|
77.
|
|
Offshore Hedge Funds: Survival and Performance 1989-1995
|
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|
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|
Brown, Stephen J.
New York University - Stern School of Business Goetzmann, William N.
Yale School of Management - International Center for Finance Ibbotson, Roger G.
Yale School of Management
|
|
Posted:
|
|
16 Nov 98
|
|
Last Revised:
|
|
05 Oct 10
|
|
124
(116,264)
|
176
|
|
|
|
|
Brown, Stephen J.
New York University - Stern School of Business Goetzmann, William N.
Yale School of Management - International Center for Finance Ibbotson, Roger G.
Yale School of Management
|
|
52
|
175
|
|
| |
|
| |
|
|
|
|
|
|
|
Brown, Stephen J.
New York University - Stern School of Business Goetzmann, William N.
Yale School of Management - International Center for Finance Ibbotson, Roger G.
Yale School of Management
|
|
72
|
176
|
|
| |
|
| |
|
|
|
|
|
|
|
Brown, Stephen J.
New York University - Stern School of Business Goetzmann, William N.
Yale School of Management - International Center for Finance Ibbotson, Roger G.
Yale School of Management
|
|
0
|
|
|
| |
|
| |
|
|
|
|
|
|
78.
|
|
|
Goetzmann, William N.
Yale School of Management - International Center for Finance Newman, Frank
Yale University
|
|
101
(135,644)
|
3
|
|
| |
|
| |
|
|
|
79.
|
|
|
Goetzmann, William N.
Yale School of Management - International Center for Finance Ingersoll, Jonathan E.
Yale School of Management - International Center for Finance Ross, Stephen A.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
|
|
84
(153,274)
|
120
|
|
| |
|
| |
|
|
|
80.
|
|
The Japanese Open-End Fund Puzzle
|
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|
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|
Brown, Stephen J.
New York University - Stern School of Business Goetzmann, William N.
Yale School of Management - International Center for Finance Hiraki, Takato
Tokyo University of Science - School of Management Otsuki, Toshiyuki
International University of Japan Shiraishi, Noriyoshi
Rikkyo University - School of Social Relations
|
|
Posted:
|
|
14 Jun 00
|
|
Last Revised:
|
|
16 Dec 08
|
|
61
(184,182)
|
15
|
|
|
|
|
Brown, Stephen J.
New York University - Stern School of Business Goetzmann, William N.
Yale School of Management - International Center for Finance Hiraki, Takato
Tokyo University of Science - School of Management Otsuki, Toshiyuki
International University of Japan Shiraishi, Noriyoshi
Rikkyo University - School of Social Relations
|
|
38
|
15
|
|
| |
|
| |
|
|
|
|
|
|
|
Brown, Stephen J.
New York University - Stern School of Business Goetzmann, William N.
Yale School of Management - International Center for Finance Hiraki, Takato
Tokyo University of Science - School of Management Otsuki, Toshiyuki
International University of Japan Shiraishi, Noriyoshi
Rikkyo University - School of Social Relations
|
|
23
|
15
|
|
| |
|
| |
|
|
|
|
|
|
81.
|
|
|
Massa, Massimo
INSEAD - Finance Goetzmann, William N.
Yale School of Management - International Center for Finance
|
|
55
(193,938)
|
13
|
|
| |
|
| |
Dispersion of opinion, asset prices, volatility
|
|
|
82.
|
|
|
Goetzmann, William N.
Yale School of Management - International Center for Finance Ukhov, Andrey
Cornell University Spiegel, Matthew I.
Yale University - Yale School of Management, International Center for Finance
|
|
44
(213,979)
|
12
|
|
| |
|
| |
|
|
|
83.
|
|
|
Massa, Massimo
INSEAD - Finance Goetzmann, William N.
Yale School of Management - International Center for Finance Simonov, Andrei
Michigan State University - Eli Broad Graduate School of Management
|
|
36
(230,929)
|
6
|
|
| |
|
| |
Portfolio choice, under-diversification, proximity investment, professional specialization, city agglomeration
|
|
|
84.
|
|
|
Blackburn, Douglas W.
Fordham University - Schools of Business Goetzmann, William N.
Yale School of Management - International Center for Finance Ukhov, Andrey
Cornell University
|
|
29
(248,537)
|
|
|
| |
|
| |
Agent-specific vs Context-dependent risk taking, Individual Investor, Trading Behavior, Momentum, Contrarian
|
|
|
85.
|
|
|
Massa, Massimo
INSEAD - Finance Goetzmann, William N.
Yale School of Management - International Center for Finance
|
|
28
(251,435)
|
16
|
|
| |
|
| |
Disposition effect, asset prices, volatility
|
|
|
86.
|
|
|
Ukhov, Andrey
Cornell University Goetzmann, William N.
Yale School of Management - International Center for Finance Zhu, Ning
China Academy of Financial Research (CAFR)
|
|
24
(264,141)
|
8
|
|
| |
|
| |
|
|
|
87.
|
|
|
Goetzmann, William N.
Yale School of Management - International Center for Finance Pons-Sanz, Vicente
Yale School of Management Ravid, S. Abraham
Yeshiva University - Syms School of Business
|
|
24
(264,141)
|
3
|
|
| |
|
| |
|
|
|
88.
|
|
|
Ang, Andrew
Columbia Business School - Finance and Economics Goetzmann, William N.
Yale School of Management - International Center for Finance Schaefer, Stephen M.
London Business School - Institute of Finance and Accounting
|
|
3
(334,408)
|
2
|
|
| |
|
| |
efficient market hypothesis, CAPM, APT, arbitrage
|
|
|
89.
|
|
|
Brown, Stephen J.
New York University - Stern School of Business Goetzmann, William N.
Yale School of Management - International Center for Finance Liang, Bing
University of Massachusetts at Amherst - Department of Finance & Operations Management Schwarz, Christopher
University of California at Irvine
|
|
|
|
|
| |
|
| |
Risk Measurement and Management: Alternative Investments; Portfolio Management: Hedge Fund strategies; Alternative Investments: Hedge Fund Strategies
|
|
|
90.
|
|
|
Geltner, David M.
University of Cincinnati - College of Business Goetzmann, William N.
Yale School of Management - International Center for Finance
|
|
|
|
|
| |
|
| |
|
|
|
91.
|
|
|
Brown, Stephen J.
New York University - Stern School of Business Goetzmann, William N.
Yale School of Management - International Center for Finance
|
|
|
|
|
| |
|
| |
|
|
|
92.
|
|
|
Jorion, Philippe
University of California, Irvine - Paul Merage School of Business Goetzmann, William N.
Yale School of Management - International Center for Finance
|
|
|
|
|
| |
|
| |
|
|
|
93.
|
|
|
Wachter, Susan M.
University of Pennsylvania - Wharton School, Department of Real Estate Goetzmann, William N.
Yale School of Management - International Center for Finance
|
|
|
|
|
| |
|
| |
|
|
|
94.
|
|
|
Ibbotson, Roger G.
Yale School of Management Goetzmann, William N.
Yale School of Management - International Center for Finance
|
|
|
|
|
| |
|
| |
|
|
|
95.
|
|
|
Spiegel, Matthew I.
Yale University - Yale School of Management, International Center for Finance Goetzmann, William N.
Yale School of Management - International Center for Finance
|
|
|
|
|
| |
|
| |
|
|
|
96.
|
|
|
Goetzmann, William N.
Yale School of Management - International Center for Finance Spiegel, Matthew I.
Yale University - Yale School of Management, International Center for Finance Wachter, Susan M.
University of Pennsylvania - Wharton School, Department of Real Estate
|
|
|
|
|
| |
|
| |
|
|
|
97.
|
|
|
Ambrose, Brent W.
Pennsylvania State University Goetzmann, William N.
Yale School of Management - International Center for Finance
|
|
|
|
|
| |
|
| |
|
|
