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 William N. Goetzmann
 SSRN Author Rank: 4 by Downloads
 Edwin J. Beinecke Professor of Finance & Management Studies; Director Yale - ICF
 Yale School of Management - International Center for Finance
 135 Prospect Street
 P.O. Box 208200
 New Haven, CT 06520-8200
 United States
 203-432-5950 (Phone)
 203-432-8931 (Fax)
 HOME PAGE: http://viking.som.yale.edu
 email address
 National Bureau of Economic Research (NBER)
 1050 Massachusetts Avenue
 Cambridge, MA 02138
 United States

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. William N. Goetzmann's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
166,260
Total
Citations
1,683
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.   Incl. Electronic Paper
Evan Gatev
Simon Fraser University
William N. Goetzmann
Yale School of Management - International Center for Finance
K. Geert Rouwenhorst
Yale School of Management - International Center for Finance
Posted:
28 Dec 98
Last Revised:
16 Apr 08
17,152
( 30)
38

2.  
Offshore Hedge Funds: Survival & Performance 1989-1995 | Show Abstract | Download |
Yale School of Management Working Paper No. F-52B
Working Paper Series
William N. Goetzmann
Yale School of Management - International Center for Finance
Roger G. Ibbotson
Yale School of Management
Stephen J. Brown
NYU Stern School of Business
Posted:
27 Feb 97
Last Revised:
24 Apr 08
12,857
(45)
5

3.  
Hedge Funds and the Asian Currency Crisis of 1997 | Show Abstract | Download |
Yale School of Management Working Paper No. F-58
Working Paper Series
Stephen J. Brown
NYU Stern School of Business
William N. Goetzmann
Yale School of Management - International Center for Finance
James M. Park
PARADIGM Capital Management
Posted:
11 Feb 98
Last Revised:
24 Apr 08
11,164
(58)
20

4.   Incl. Electronic Paper
Stephen J. Brown
NYU Stern School of Business
William N. Goetzmann
Yale School of Management - International Center for Finance
Posted:
21 Feb 01
Last Revised:
23 Dec 08
7,828
( 100)
67

5.  
Stephen J. Brown
NYU Stern School of Business
William N. Goetzmann
Yale School of Management - International Center for Finance
Alok Kumar
University of Texas at Austin
Posted:
11 Feb 98
Last Revised:
24 Apr 08
7,742
(104)
17

6.  
Portfolio Performance Manipulation and Manipulation-Proof Performance Measures | Show Abstract | Download |
Yale ICF Working Paper No. 02-08, AFA 2003 Washington, DC Meetings
Working Paper Series
William N. Goetzmann
Yale School of Management - International Center for Finance
Jonathan E. Ingersoll Jr. Jr.
Yale School of Management - International Center for Finance
Matthew I. Spiegel
Yale School of Management, International Center for Finance
Ivo Welch
Brown University - Department of Economics
Posted:
22 Mar 02
Last Revised:
18 Apr 06
6,171
(154)
34

7.  
Stanley J. Garstka
Yale School of Management
William N. Goetzmann
Yale School of Management - International Center for Finance
Posted:
17 Sep 99
Last Revised:
11 Jan 01
5,520
(198)
2

8.   Incl. Electronic Paper
William N. Goetzmann
Yale School of Management - International Center for Finance
Jonathan E. Ingersoll Jr. Jr.
Yale School of Management - International Center for Finance
Stephen A. Ross
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
08 Feb 98
Last Revised:
07 Dec 03
5,057
( 236)
47

9.  
History and the Equity Risk Premium | Show Abstract | Download |
Yale ICF Working Paper No. 05-04
Working Paper Series
William N. Goetzmann
Yale School of Management - International Center for Finance
Roger G. Ibbotson
Yale School of Management
Posted:
12 Apr 05
Last Revised:
14 Apr 05
5,049
(238)
9

10.  
Behavioral Factors in Mutual Fund Flows | Show Abstract | Download |
Yale ICF Working Paper No. 00-14
Working Paper Series
Massimo Massa
INSEAD - Finance
William N. Goetzmann
Yale School of Management - International Center for Finance
K. Geert Rouwenhorst
Yale School of Management - International Center for Finance
Posted:
02 Mar 00
Last Revised:
11 Jan 01
4,982
(247)
25

11.   Incl. Electronic Paper
William N. Goetzmann
Yale School of Management - International Center for Finance
Lingfeng Li
Oak Hill Platinum Partners, LLC
K. Geert Rouwenhorst
Yale School of Management - International Center for Finance
Posted:
25 Oct 01
Last Revised:
24 Jan 08
4,484
( 307)
45

12.  
Global Real Estate Markets: Cycles And Fundamentals | Show Abstract | Download |
Yale ICF Working Paper No. 99-03
Working Paper Series
Bradford Case
National Association of Real Estate Investment Trusts
William N. Goetzmann
Yale School of Management - International Center for Finance
K. Geert Rouwenhorst
Yale School of Management - International Center for Finance
Posted:
05 Apr 99
Last Revised:
11 Jan 01
4,294
(338)
12

13.   Incl. Electronic Paper
Stephen J. Brown
NYU Stern School of Business
William N. Goetzmann
Yale School of Management - International Center for Finance
Bing Liang
University of Massachusetts at Amherst - Department of Finance & Operations Management
Posted:
01 Oct 02
Last Revised:
11 Sep 09
3,692
( 457)
28

14.   Incl. Electronic Paper
William N. Goetzmann
Yale School of Management - International Center for Finance
Zoran Ivkovich
Michigan State University, Department of Finance
K. Geert Rouwenhorst
Yale School of Management - International Center for Finance
Posted:
05 Apr 00
Last Revised:
25 Jul 01
3,421
( 527)
37

15.  
Stephen J. Brown
NYU Stern School of Business
William N. Goetzmann
Yale School of Management - International Center for Finance
James M. Park
PARADIGM Capital Management
Posted:
10 Feb 98
Last Revised:
24 Apr 08
3,267
(566)
28

16.   Incl. Electronic Paper
Arturo Bris
IMD International
William N. Goetzmann
Yale School of Management - International Center for Finance
Ning Zhu
Yale School of Management
Posted:
08 Feb 03
Last Revised:
21 Sep 09
3,206
( 584)
57

17.   Incl. Electronic Paper
Stephen J. Brown
NYU Stern School of Business
William N. Goetzmann
Yale School of Management - International Center for Finance
Mark Grinblatt
University of California, Los Angeles - Finance Area
Posted:
23 Apr 98
Last Revised:
24 Apr 08
3,062
( 630)
5

18.  
A New Historical Database For The NYSE 1815 To 1925: Performance And Predictability | Show Abstract | Download |
Yale ICF Working Paper No. 00-13; Yale SOM Working Paper No. ICF - 00-13
Working Paper Series
William N. Goetzmann
Yale School of Management - International Center for Finance
Roger G. Ibbotson
Yale School of Management
Liang Peng
University of Colorado at Boulder
Posted:
14 Aug 00
Last Revised:
05 Mar 01
2,825
(752)
21

19.  
A Century of Global Stock Markets | Show Abstract | Download |
Yale School of Management Working Paper No. F-55
Working Paper Series
William N. Goetzmann
Yale School of Management - International Center for Finance
Philippe Jorion
University of California, Irvine - Paul Merage School of Business
Posted:
06 Feb 97
Last Revised:
21 Aug 00
2,692
(816)
11

20.   Incl. Electronic Paper
William N. Goetzmann
Yale School of Management - International Center for Finance
Posted:
27 Oct 03
Last Revised:
03 Sep 09
2,579
( 868)
 

21.  
Daily Momentum And Contrarian Behavior Of Index Fund Investors | Show Abstract | Download |
AFA 2001 New Orleans; EFA 0088; Yale ICF & Yale SOM Working Paper No. ICF - 99-13
Working Paper Series
Massimo Massa
INSEAD - Finance
William N. Goetzmann
Yale School of Management - International Center for Finance
Posted:
13 Jan 00
Last Revised:
16 Apr 01
2,250
(1,119)
36

22.  
Index Funds and Stock Market Growth | Show Abstract | Download |
Yale School of Management IFC Working Paper
Working Paper Series
Massimo Massa
INSEAD - Finance
William N. Goetzmann
Yale School of Management - International Center for Finance
Posted:
20 Sep 98
Last Revised:
29 Nov 00
2,242
(1,126)
48

23.   Incl. Electronic Paper
Stephen J. Brown
NYU Stern School of Business
William N. Goetzmann
Yale School of Management - International Center for Finance
Takato Hiraki
Kwansei Gakuin University - Business School
Noriyoshi Shiraishi
Rikkyo University - School of Social Relations
Masahiro Watanabe
University of Alberta - School of Business
Posted:
11 Mar 02
Last Revised:
31 Dec 08
2,187
( 1,185)
22

24.  
William N. Goetzmann
Yale School of Management - International Center for Finance
Matthew I. Spiegel
Yale School of Management, International Center for Finance
Andrey Ukhov
Indiana University Bloomington - Department of Finance
Posted:
09 Apr 02
Last Revised:
13 Jul 03
1,891
(1,606)
2

25.  
William N. Goetzmann
Yale School of Management - International Center for Finance
Andrey Ukhov
Indiana University Bloomington - Department of Finance
Ning Zhu
Yale School of Management
Posted:
31 Oct 01
Last Revised:
21 Sep 09
1,824
(1,724)
4

26.  
Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration | Show Abstract | Download |
Journal of Finance, Forthcoming, Yale ICF Working Paper No. 06-15
Accepted Paper Series
Stephen J. Brown
NYU Stern School of Business
William N. Goetzmann
Yale School of Management - International Center for Finance
Bing Liang
University of Massachusetts at Amherst - Department of Finance & Operations Management
Christopher Schwarz
University of California at Irvine
Posted:
21 Jul 06
Last Revised:
11 Sep 09
1,822
(1,726)
15

27.  
Ravi Dhar
Yale School of Management - International Center for Finance
William N. Goetzmann
Yale School of Management - International Center for Finance
Posted:
08 Jun 05
Last Revised:
21 Jul 05
1,792
(1,774)
3

28.  
Home Equity Insurance: A Pilot Project | Show Abstract | Download |
Yale ICF Working Paper No. 03-12
Working Paper Series
Andrew Caplin
Leonard N. Stern School of Business - Department of Economics
William N. Goetzmann
Yale School of Management - International Center for Finance
Eric Hangen
Neighborhood Reinvestment Corporation
Barry J. Nalebuff
Yale School of Management
Elisabeth Prentice
Neighborhood Reinvestment Corporation
John Rodkin
University of Chicago - Law School
Matthew I. Spiegel
Yale School of Management, International Center for Finance
Tom Skinner
Real Liquidity
Posted:
28 May 03
Last Revised:
23 Jan 06
1,715
(1,911)
5

29.   Incl. Electronic Paper
William N. Goetzmann
Yale School of Management - International Center for Finance
Ning Zhu
Yale School of Management
Posted:
27 Aug 02
Last Revised:
21 Sep 09
1,626
( 2,103)
11

30.  
Estimating Operational Risk for Hedge Funds: The ω-Score | Show Abstract | Download |
Yale ICF Working Paper No. 08-08
Working Paper Series
Stephen J. Brown
NYU Stern School of Business
William N. Goetzmann
Yale School of Management - International Center for Finance
Bing Liang
University of Massachusetts at Amherst - Department of Finance & Operations Management
Christopher Schwarz
University of California at Irvine
Posted:
25 Jan 08
Last Revised:
11 Sep 09
1,588
(2,190)
1

31.  
The Impact of Clientele Changes: Evidence from Stock Splits | Show Abstract | Download |
Yale ICF Working Paper No. 03-14, EFA 2005 Moscow Meetings Paper, AFA 2005 Philadelphia Meetings
Accepted Paper Series
Ravi Dhar
Yale School of Management - International Center for Finance
William N. Goetzmann
Yale School of Management - International Center for Finance
Ning Zhu
Yale School of Management
Posted:
28 Dec 04
Last Revised:
21 Sep 09
1,569
(2,248)
12

32.  
Bubble Investors: What Were They Thinking? | Show Abstract | Download |
Yale ICF Working Paper No. 06-22
Working Paper Series
Ravi Dhar
Yale School of Management - International Center for Finance
William N. Goetzmann
Yale School of Management - International Center for Finance
Posted:
10 Mar 05
Last Revised:
21 Aug 06
1,511
(2,380)
3

33.  
David M. Geltner
University of Cincinnati - College of Business
William N. Goetzmann
Yale School of Management - International Center for Finance
Posted:
09 Feb 98
Last Revised:
11 Jan 01
1,505
(2,399)
2

34.   Incl. Electronic Paper
William N. Goetzmann
Yale School of Management - International Center for Finance
Philippe Jorion
University of California, Irvine - Paul Merage School of Business
Posted:
14 Apr 98
Last Revised:
18 Mar 08
1,422
( 2,665)
23

35.   Incl. Electronic Paper
William N. Goetzmann
Yale School of Management - International Center for Finance
Alok Kumar
University of Texas at Austin
Posted:
06 Dec 04
Last Revised:
23 Jul 09
1,417
( 2,684)
68

36.   Incl. Electronic Paper
Massimo Massa
INSEAD - Finance
William N. Goetzmann
Yale School of Management - International Center for Finance
Posted:
18 Feb 03
Last Revised:
08 Oct 09
1,379
( 2,833)
12

37.  
Jeffrey D. Fisher
Indiana University
William N. Goetzmann
Yale School of Management - International Center for Finance
Posted:
19 Apr 05
Last Revised:
03 Jun 05
1,315
(3,084)
 

38.   Incl. Electronic Paper
Stephen J. Brown
NYU Stern School of Business
William N. Goetzmann
Yale School of Management - International Center for Finance
Bing Liang
University of Massachusetts at Amherst - Department of Finance & Operations Management
Christopher Schwarz
University of California at Irvine
Posted:
17 Aug 09
Last Revised:
13 Nov 09
1,249
( 3,366)
 

39.  
William N. Goetzmann
Yale School of Management - International Center for Finance
Jonathan E. Ingersoll Jr. Jr.
Yale School of Management - International Center for Finance
Zoran Ivkovich
Michigan State University, Department of Finance
Posted:
23 Apr 98
Last Revised:
11 Oct 00
1,208
(3,583)
39

40.  
Stephen J. Brown
NYU Stern School of Business
William N. Goetzmann
Yale School of Management - International Center for Finance
Takato Hiraki
Kwansei Gakuin University - Business School
Toshiyuki Otsuki
International University of Japan
Noriyoshi Shiraishi
Rikkyo University - School of Social Relations
Posted:
23 Apr 98
Last Revised:
24 Apr 08
1,203
(3,601)
13

41.  
Massimo Massa
INSEAD - Finance
William N. Goetzmann
Yale School of Management - International Center for Finance
Posted:
01 Oct 01
Last Revised:
23 May 03
1,194
(3,658)
2

42.  
China and the World Financial Markets 1870-1930: Modern Lessons From Historical Globalization (Chinese Version) | Show Abstract | Download |
Yale ICF Working Paper No. 00-63; EFA 2002 Berlin Meetings Discussion Paper
Working Paper Series
William N. Goetzmann
Yale School of Management - International Center for Finance
Andrey Ukhov
Indiana University Bloomington - Department of Finance
Ning Zhu
Yale School of Management
Posted:
01 Nov 01
Last Revised:
21 Sep 09
1,132
(3,995)
4

43.  
Short-Sales in Global Perspective | Show Abstract | Download |
Yale ICF Working Paper No. 04-01
Working Paper Series
Arturo Bris
IMD International
William N. Goetzmann
Yale School of Management - International Center for Finance
Ning Zhu
Yale School of Management
Posted:
27 Jan 04
Last Revised:
21 Sep 09
1,110
(4,137)
3

44.   Incl. Electronic Paper
William N. Goetzmann
Yale School of Management - International Center for Finance
Andrey Ukhov
Indiana University Bloomington - Department of Finance
Posted:
28 Mar 05
Last Revised:
25 May 05
949
( 5,386)
5

45.  
William N. Goetzmann
Yale School of Management - International Center for Finance
Elisabeth Köll
Harvard Business School
Posted:
03 Aug 04
Last Revised:
17 Aug 04
909
(5,822)
2

46.  
Investor Expectations, Business Conditions, and the Pricing of Beta-Instability Risk | Show Abstract | Download |
AFA 2009 San Francisco Meetings Paper, EFA 2007 Ljubljana Meetings Paper, Yale ICF Working Paper
Working Paper Series
William N. Goetzmann
Yale School of Management - International Center for Finance
Akiko Watanabe
University of Alberta School of Business
Masahiro Watanabe
University of Alberta - School of Business
Posted:
25 Mar 08
Last Revised:
25 Jan 09
813
(6,977)
1

47.  
William N. Goetzmann
Yale School of Management - International Center for Finance
Eduardas Valaitis
American University
Posted:
08 Mar 06
Last Revised:
08 May 06
769
(7,569)
1

48.  
Douglas W. Blackburn
Fordham University
William N. Goetzmann
Yale School of Management - International Center for Finance
Andrey Ukhov
Indiana University Bloomington - Department of Finance
Posted:
06 Mar 08
Last Revised:
15 Feb 09
721
(8,391)
5

49.  
Will History Rhyme? The Past as Financial Future | Show Abstract | Download |
Yale ICF Working Paper No. 04-19
Working Paper Series
William N. Goetzmann
Yale School of Management - International Center for Finance
Posted:
29 Jun 04
Last Revised:
30 Jul 04
705
(8,676)
1

50.  
Massimo Massa
INSEAD - Finance
William N. Goetzmann
Yale School of Management - International Center for Finance
Posted:
09 Feb 01
Last Revised:
20 Nov 01
582
(11,448)
1

51.  
William N. Goetzmann
Yale School of Management - International Center for Finance
Matthew I. Spiegel
Yale School of Management, International Center for Finance
Andrey Ukhov
Indiana University Bloomington - Department of Finance
Posted:
13 Jul 03
Last Revised:
14 Jul 03
540
(12,752)
2

52.  
The Policy Implications of Portfolio Choice in Underserved Mortgage Markets | Show Abstract | Download |
Yale ICF Working Paper No. 00-18; Yale SOM Working Paper No. ICF - 00-18
Working Paper Series
William N. Goetzmann
Yale School of Management - International Center for Finance
Matthew I. Spiegel
Yale School of Management, International Center for Finance
Posted:
02 Nov 00
Last Revised:
05 Mar 01
503
(14,115)
8

53.   Incl. Electronic Paper
William N. Goetzmann
Yale School of Management - International Center for Finance
Liang Peng
University of Colorado at Boulder
Jacqueline Yen
Yale School of Management
Posted:
11 Feb 09
Last Revised:
12 Oct 09
501
( 14,226)
2

54.   Incl. Electronic Paper
Stephen J. Brown
NYU Stern School of Business
William N. Goetzmann
Yale School of Management - International Center for Finance
Takato Hiraki
Kwansei Gakuin University - Business School
Noriyoshi Shiraishi
Rikkyo University - School of Social Relations
Posted:
24 Sep 02
Last Revised:
04 Nov 08
483
( 14,980)
8

55.  
More Social Security, Not Less | Show Abstract | Download |
Yale ICF Working Paper No. 05-05
Working Paper Series
William N. Goetzmann
Yale School of Management - International Center for Finance
Posted:
12 Apr 05
Last Revised:
12 Apr 05
457
(16,127)
3

56.  
William N. Goetzmann
Yale School of Management - International Center for Finance
Vicente Pascual Pons-Sanz
Yale School of Management
S. Abraham Ravid
Rutgers University - Department of Finance & Economics
Posted:
27 Apr 04
Last Revised:
07 Jun 04
440
(16,934)
1

57.   Incl. Electronic Paper
Rik G. P. Frehen
Tilburg University - Department of Finance
William N. Goetzmann
Yale School of Management - International Center for Finance
K. Geert Rouwenhorst
Yale School of Management - International Center for Finance
Posted:
01 Apr 09
Last Revised:
16 Nov 09
432
( 17,337)
 

58.  
William N. Goetzmann
Yale School of Management - International Center for Finance
Mauro M. Maggioni
Yale University - Department of Mathematics
Johan Walden
UC Berkeley - Haas School of Business
Peter NMI2 Jones
Yale University - Department of Mathematics
Posted:
17 Nov 04
Last Revised:
17 Nov 04
380
(20,484)
 

59.   Incl. Electronic Paper
Dion Bongaerts
Erasmus University Rotterdam (EUR) - Finance
Martijn Cremers
Yale School of Management
William N. Goetzmann
Yale School of Management - International Center for Finance
Posted:
29 Nov 08
Last Revised:
12 Oct 09
363
( 21,688)
2

60.   Incl. Electronic Paper
Massimo Massa
INSEAD - Finance
William N. Goetzmann
Yale School of Management - International Center for Finance
Andrei Simonov
Michigan State University - Eli Broad Graduate School of Management
Posted:
16 Dec 03
Last Revised:
16 Feb 05
322
( 25,141)
3

61.  
Mark Broadie
Columbia Business School
William N. Goetzmann
Yale School of Management - International Center for Finance
Posted:
04 Mar 08
Last Revised:
04 Mar 08
320
(25,306)
 

62.   Incl. Electronic Paper
William N. Goetzmann
Yale School of Management - International Center for Finance
Liang Peng
University of Colorado at Boulder
Posted:
08 Feb 01
Last Revised:
04 Apr 01
315
( 25,752)
9

63.  
Do Cities and Suburbs Cluster? | Show Abstract | Download |
Cityscape, Vol. 3, No. 3, 1998
Accepted Paper Series
William N. Goetzmann
Yale School of Management - International Center for Finance
Matthew I. Spiegel
Yale School of Management, International Center for Finance
Susan M. Wachter
University of Pennsylvania - The Wharton School - Real Estate Department
Posted:
05 Apr 99
Last Revised:
11 May 99
306
(26,693)
3

64.  
The Effect of Seller Reserves on Market Index Estimation | Show Abstract | Download |
Yale School of Management Working Paper No. F-47
Working Paper Series
William N. Goetzmann
Yale School of Management - International Center for Finance
Posted:
25 Jun 98
Last Revised:
21 Aug 00
246
(34,250)
1

65.  
William N. Goetzmann
Yale School of Management - International Center for Finance
Liang Peng
University of Colorado at Boulder
Posted:
08 Apr 03
Last Revised:
23 May 03
203
(41,854)
2

66.   Incl. Electronic Paper
Stephen J. Brown
NYU Stern School of Business
William N. Goetzmann
Yale School of Management - International Center for Finance
James M. Park
PARADIGM Capital Management
Posted:
05 Sep 00
Last Revised:
16 Dec 08
147
( 57,402)
44

67.   Incl. Electronic Paper
Stephen J. Brown
NYU Stern School of Business
William N. Goetzmann
Yale School of Management - International Center for Finance
James M. Park
PARADIGM Capital Management
Posted:
04 Nov 08
Last Revised:
23 Dec 08
131
( 63,923)
57

68.  
Survival | Show Abstract | Download |
NYU Working Paper No. FIN-94-021
Working Paper Series
Stephen J. Brown
NYU Stern School of Business
William N. Goetzmann
Yale School of Management - International Center for Finance
Stephen A. Ross
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
11 Nov 08
Last Revised:
16 Dec 08
122
(67,826)
94

69.  
Global Real Estate Markets - Cycles and Fundamentals | Show Abstract | Download |
NBER Working Paper No. W7566
Working Paper Series
Bradford Case
National Association of Real Estate Investment Trusts
William N. Goetzmann
Yale School of Management - International Center for Finance
K. Geert Rouwenhorst
Yale School of Management - International Center for Finance
Posted:
11 Jul 00
Last Revised:
10 Apr 01
113
(71,736)
12

70.  
Sharpening Sharpe Ratios | Show Abstract | Download |
NBER Working Paper No. W9116
Working Paper Series
William N. Goetzmann
Yale School of Management - International Center for Finance
Jonathan E. Ingersoll Jr. Jr.
Yale School of Management - International Center for Finance
Matthew I. Spiegel
Yale School of Management, International Center for Finance
Ivo Welch
Brown University - Department of Economics
Posted:
23 Aug 02
Last Revised:
23 Aug 02
97
(80,380)
39

71.  
Mutual Fund Styles | Show Abstract | Download |
NYU Working Paper No. FIN-94-020
Working Paper Series
Stephen J. Brown
NYU Stern School of Business
William N. Goetzmann
Yale School of Management - International Center for Finance
Posted:
11 Nov 08
Last Revised:
16 Dec 08
92
(84,145)
86

72.   Incl. Electronic Paper
William N. Goetzmann
Yale School of Management - International Center for Finance
Alok Kumar
University of Texas at Austin
Posted:
20 Dec 01
Last Revised:
12 Feb 09
91
( 84,145)
68

73.  
William N. Goetzmann
Yale School of Management - International Center for Finance
S. Abraham Ravid
Rutgers University - Department of Finance & Economics
Ronald Sverdlove
School of Management, New Jersey Institute of Technology
Vicente Pascual Pons-Sanz
Yale School of Management
Posted:
07 Mar 08
Last Revised:
07 Mar 08
89
(85,493)
 

74.   Incl. Electronic Paper
Stephen J. Brown
NYU Stern School of Business
William N. Goetzmann
Yale School of Management - International Center for Finance
Roger G. Ibbotson
Yale School of Management
Posted:
20 Jul 00
Last Revised:
16 Dec 08
80
( 91,639)
135

75.  
Estimating Operational Risk for Hedge Funds: The É-Score | Show Abstract | Download |
NYU Working Paper No. FIN-08-001
Working Paper Series
Stephen J. Brown
NYU Stern School of Business
William N. Goetzmann
Yale School of Management - International Center for Finance
Bing Liang
University of Massachusetts at Amherst - Department of Finance & Operations Management
Christopher Schwarz
University of Massachusetts at Amherst
Posted:
09 Mar 09
Last Revised:
11 Sep 09
79
(93,159)
 

76.  
A Century of Global Stock Markets | Show Abstract | Download |
NBER Working Paper No. W7565
Working Paper Series
William N. Goetzmann
Yale School of Management - International Center for Finance
Philippe Jorion
University of California, Irvine - Paul Merage School of Business
Posted:
15 May 00
Last Revised:
18 Mar 08
75
(95,513)
14

77.   Incl. Electronic Paper
William N. Goetzmann
Yale School of Management - International Center for Finance
Luc Renneboog
Tilburg University - Department of Finance
Christophe Spaenjers
Tilburg University - Center and Faculty of Economics and Business Administration
Posted:
07 Nov 09
Last Revised:
19 Nov 09
70
(107,677)
 

78.  
Stephen J. Brown
NYU Stern School of Business
William N. Goetzmann
Yale School of Management - International Center for Finance
Bing Liang
University of Massachusetts at Amherst - Department of Finance & Operations Management
Christopher Schwarz
University of Massachusetts at Amherst
Posted:
13 Nov 08
Last Revised:
11 Sep 09
69
(100,475)
11

79.  
Offshore Hedge Funds: Survival & Performance 1989-1995 | Show Abstract | Download |
NYU Working Paper No. FIN-98-011
Working Paper Series
Stephen J. Brown
NYU Stern School of Business
William N. Goetzmann
Yale School of Management - International Center for Finance
Roger G. Ibbotson
Yale School of Management
Posted:
07 Nov 08
Last Revised:
16 Dec 08
66
(103,121)
5

80.  
Stephen J. Brown
NYU Stern School of Business
William N. Goetzmann
Yale School of Management - International Center for Finance
James M. Park
PARADIGM Capital Management
Posted:
11 Nov 08
Last Revised:
16 Dec 08
60
(108,625)
26

81.  
High Water Marks | Show Abstract | Download |
NBER Working Paper No. W6413
Working Paper Series
William N. Goetzmann
Yale School of Management - International Center for Finance
Jonathan E. Ingersoll Jr. Jr.
Yale School of Management - International Center for Finance
Stephen A. Ross
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
05 Sep 00
Last Revised:
07 Apr 08
54
(114,391)
22

82.  
Dispersion of Opinion and Stock Returns | Show Abstract | Download |
CEPR Discussion Paper No. 4819
Working Paper Series
Massimo Massa
INSEAD - Finance
William N. Goetzmann
Yale School of Management - International Center for Finance
Posted:
08 Apr 05
Last Revised:
08 Apr 05
50
(118,461)
7

83.  
Massimo Massa
INSEAD - Finance
William N. Goetzmann
Yale School of Management - International Center for Finance
Posted:
09 Jul 00
Last Revised:
01 Apr 01
50
(118,461)
36

84.   Incl. Electronic Paper
Stephen J. Brown
NYU Stern School of Business
William N. Goetzmann
Yale School of Management - International Center for Finance
Takato Hiraki
Kwansei Gakuin University - Business School
Toshiyuki Otsuki
International University of Japan
Noriyoshi Shiraishi
Rikkyo University - School of Social Relations
Posted:
14 Jun 00
Last Revised:
16 Dec 08
38
(133,632)
12

85.  
William N. Goetzmann
Yale School of Management - International Center for Finance
Matthew I. Spiegel
Yale School of Management, International Center for Finance
Andrey Ukhov
Indiana University Bloomington - Department of Finance
Posted:
07 Feb 03
Last Revised:
09 Oct 09
38
(132,370)
4

86.  
Index Funds and Stock Market Growth | Show Abstract | Download |
NBER Working Paper No. W7033
Working Paper Series
Massimo Massa
INSEAD - Finance
William N. Goetzmann
Yale School of Management - International Center for Finance
Posted:
11 Sep 00
Last Revised:
16 Apr 08
36
(134,963)
48

87.  
Massimo Massa
INSEAD - Finance
William N. Goetzmann
Yale School of Management - International Center for Finance
Andrei Simonov
Michigan State University - Eli Broad Graduate School of Management
Posted:
08 Mar 05
Last Revised:
30 Mar 05
32
(140,486)
4

88.  
Stephen J. Brown
NYU Stern School of Business
William N. Goetzmann
Yale School of Management - International Center for Finance
Alok Kumar
Yale University
Posted:
07 Nov 08
Last Revised:
16 Dec 08
27
(148,942)
 

89.  
Massimo Massa
INSEAD - Finance
William N. Goetzmann
Yale School of Management - International Center for Finance
Posted:
08 Apr 05
Last Revised:
22 Apr 05
25
(153,299)
7

90.  
China and the World Financial Markets 1870-1939: Modern Lessons from Historical Globalization | Show Abstract | Download |
Economic History Review, Vol. 60, No. 2, pp. 267-312, May 2007
Accepted Paper Series
William N. Goetzmann
Yale School of Management - International Center for Finance
Andrey Ukhov
Indiana University Bloomington - Department of Finance
Ning Zhu
Yale School of Management
Posted:
11 Apr 07
Last Revised:
13 Sep 07
22
(161,020)
3

91.  
William N. Goetzmann
Yale School of Management - International Center for Finance
Vicente Pascual Pons-Sanz
Yale School of Management
S. Abraham Ravid
Rutgers University - Department of Finance & Economics
Posted:
19 May 04
Last Revised:
19 May 04
20
(166,711)
1

92.   Incl. Electronic Paper
Stephen J. Brown
NYU Stern School of Business
William N. Goetzmann
Yale School of Management - International Center for Finance
Takato Hiraki
Kwansei Gakuin University - Business School
Noriyoshi Shiraishi
Rikkyo University - School of Social Relations
Posted:
03 Nov 08
Last Revised:
15 Dec 08
16
(178,177)
8

93.  
Pairs Trading: Performance of a Relative-Value Arbitrage Rule | Show Abstract | Download |
The Review of Financial Studies, Vol. 19, Issue 3, pp. 797-827, 2006
Accepted Paper Series
Evan Gatev
Simon Fraser University
William N. Goetzmann
Yale School of Management - International Center for Finance
K. Geert Rouwenhorst
Yale School of Management - International Center for Finance
Posted:
29 Feb 08
Last Revised:
20 Feb 09
15
(181,042)
10

94.  
Risk Aversion and Clientele Effects | Show Abstract | Download |
NBER Working Paper No. w15333
Working Paper Series
Douglas W. Blackburn
Fordham University
William N. Goetzmann
Yale School of Management - International Center for Finance
Andrey Ukhov
Indiana University Bloomington - Department of Finance
Posted:
15 Sep 09
Last Revised:
28 Oct 09
2
(213,250)
5

95.  
Estimating Operational Risk for Hedge Funds: The Omega-Score | Show Abstract |
Financial Analysts Journal, Vol. 65, No. 1, 2009
Accepted Paper Series
Stephen J. Brown
NYU Stern School of Business
William N. Goetzmann
Yale School of Management - International Center for Finance
Bing Liang
University of Massachusetts at Amherst - Department of Finance & Operations Management
Christopher Schwarz
University of California at Irvine
Posted:
31 Jan 09
Last Revised:
11 Sep 09
0
(0)
 

96.  
Portfolio Performance Manipulation and Manipulation-Proof Performance Measures | Show Abstract | Download |
The Review of Financial Studies, Vol. 20, Issue 5, pp. 1503-1546, 2007
Accepted Paper Series
Jonathan E. Ingersoll Jr. Jr.
Yale School of Management - International Center for Finance
Matthew I. Spiegel
Yale School of Management, International Center for Finance
William N. Goetzmann
Yale School of Management - International Center for Finance
Ivo Welch
Brown University - Department of Economics
Posted:
26 Jun 08
Last Revised:
20 Feb 09
0
(0)
34

97.  
Two Decades of Commercial Property Returns: A Repeated-Measures Regression-Based Version of the NCREIF Index | Show Abstract |
Journal of Real Estate Finance and Economics, Vol. 21, Issue 1
Accepted Paper Series
David M. Geltner
University of Cincinnati - College of Business
William N. Goetzmann
Yale School of Management - International Center for Finance
Posted:
24 Aug 00
Last Revised:
24 Aug 00
0
(0)
 

98.  
Performance Persistence | Show Abstract |
JOURNAL OF FINANCE, Vol 50 No 2, June 1995
Accepted Paper Series
Stephen J. Brown
NYU Stern School of Business
William N. Goetzmann
Yale School of Management - International Center for Finance
Posted:
04 May 00
Last Revised:
24 Apr 08
0
(0)
 

99.  
Re-Emerging Markets | Show Abstract |
Journal of Financial and Quantitative Analysis, March 1999
Accepted Paper Series
William N. Goetzmann
Yale School of Management - International Center for Finance
Philippe Jorion
University of California, Irvine - Paul Merage School of Business
Posted:
30 Dec 98
Last Revised:
21 Aug 00
0
(0)
 

100.  
Offshore Hedge Funds: Survival and Performance, 1989-1995 | Show Abstract |
Journal of Business, Vol. 72, Issue 1, January 1999
Accepted Paper Series
Stephen J. Brown
NYU Stern School of Business
William N. Goetzmann
Yale School of Management - International Center for Finance
Roger G. Ibbotson
Yale School of Management
Posted:
16 Nov 98
Last Revised:
24 Apr 08
0
(0)
 

101.  
Mutual Fund Styles | Show Abstract |
Yale School of Managment Working Paper No. F-46
Working Paper Series
Stephen J. Brown
NYU Stern School of Business
William N. Goetzmann
Yale School of Management - International Center for Finance
Posted:
10 Oct 98
Last Revised:
24 Apr 08
0
(0)
 

102.  
A Longer Look at Dividend Yields | Show Abstract |
Journal of Business, Vol. 68, Issue 4, October 1995
Accepted Paper Series
William N. Goetzmann
Yale School of Management - International Center for Finance
Philippe Jorion
University of California, Irvine - Paul Merage School of Business
Posted:
25 Aug 98
Last Revised:
21 Aug 00
0
(0)
 

103.  
Clustering Methods for Real Estate Portfolios | Show Abstract |
Real Estate Economics, Fall 1995
Accepted Paper Series
William N. Goetzmann
Yale School of Management - International Center for Finance
Susan M. Wachter
University of Pennsylvania - The Wharton School - Real Estate Department
Posted:
03 Jul 98
Last Revised:
21 Aug 00
0
(0)
 

104.  
An Emerging Market: The NYSE From 1815 to 1871 | Show Abstract |
Yale School of Management Working Paper No. F-49
Working Paper Series
William N. Goetzmann
Yale School of Management - International Center for Finance
Roger G. Ibbotson
Yale School of Management
Posted:
19 May 98
Last Revised:
21 Aug 00
0
(0)
 

105.  
A Spatial Model of Housing Returns and Neighborhood Substitutability | Show Abstract |
Journal OF Real Estate Finance and Economics, Vol. 14, Issue 1
Accepted Paper Series
William N. Goetzmann
Yale School of Management - International Center for Finance
Matthew I. Spiegel
Yale School of Management, International Center for Finance
Posted:
06 Jun 97
Last Revised:
21 Aug 00
0
(0)
 

106.  
Brent W. Ambrose
Pennsylvania State University
William N. Goetzmann
Yale School of Management - International Center for Finance
Posted:
15 Nov 96
Last Revised:
21 Aug 00
0
(0)
 

107.  
William N. Goetzmann
Yale School of Management - International Center for Finance
Matthew I. Spiegel
Yale School of Management, International Center for Finance
Susan M. Wachter
University of Pennsylvania - The Wharton School - Real Estate Department
Posted:
15 Nov 96
Last Revised:
22 Aug 00
0
(0)
 


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