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Goetzmann, William N.


 SSRN Author Rank: 9 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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. Goetzmann, William N.'s Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
214,166
Total
Citations
2,837
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
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
Posted:
28 Dec 98
Last Revised:
29 Jul 10
25,713
(37)
75

2.   Incl. Electronic Paper
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
Posted:
27 Feb 97
Last Revised:
16 Dec 08
13,705
(106)
165

3.   Incl. Electronic Paper
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:
11 Feb 98
Last Revised:
08 Oct 10
12,100
(133)
49

4.   Incl. Electronic Paper
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
Posted:
11 Feb 98
Last Revised:
16 Dec 08
10,453
(172)
22

5.   Incl. Electronic Paper
Brown, Stephen J.
New York University - Stern School of Business
Goetzmann, William N.
Yale School of Management - International Center for Finance
Posted:
21 Feb 01
Last Revised:
23 Dec 08
9,175
(221)
82

6.   Incl. Electronic Paper
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)
Posted:
22 Mar 02
Last Revised:
29 Jul 10
7,012
(383)
109

7.  
History and the Equity Risk Premium | Show Abstract | Download |
Yale ICF Working Paper No. 05-04
Working Paper Series
Ibbotson, Roger G.
Yale School of Management
Goetzmann, William N.
Yale School of Management - International Center for Finance
Posted:
12 Apr 05
6,724
(409)
19

8.  
Garstka, Stanley J.
Yale School of Management
Goetzmann, William N.
Yale School of Management - International Center for Finance
Posted:
17 Sep 99
6,307
(459)
3

9.  
Behavioral Factors in Mutual Fund Flows | Show Abstract | Download |
Yale ICF Working Paper No. 00-14
Working Paper Series
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
Posted:
02 Mar 00
6,085
(494)
39

10.   Incl. Electronic Paper
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
Posted:
25 Oct 01
Last Revised:
25 Oct 10
5,905
(526)
95

11.   Incl. Electronic Paper
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
Posted:
08 Feb 98
Last Revised:
12 Oct 12
5,779
(544)
122

12.   Incl. Electronic Paper
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
Posted:
05 Apr 99
Last Revised:
16 Oct 10
5,665
(568)
19

13.   Incl. Electronic Paper
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
Posted:
01 Oct 02
Last Revised:
11 Sep 09
4,375
(881)
46

14.   Incl. Electronic Paper
Bris, Arturo
IMD International
Goetzmann, William N.
Yale School of Management - International Center for Finance
Zhu, Ning
China Academy of Financial Research (CAFR)
Posted:
08 Feb 03
Last Revised:
21 Sep 09
4,017
(1,000)
130

15.  
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
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
Posted:
14 Aug 00
3,804
(1,106)
31

16.   Incl. Electronic Paper
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:
10 Feb 98
Last Revised:
16 Dec 08
3,791
(1,113)
32

17.   Incl. Electronic Paper
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
Posted:
05 Apr 00
Last Revised:
25 Jul 01
3,668
(1,183)
48

18.   Incl. Electronic Paper
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
Posted:
23 Apr 98
Last Revised:
08 Oct 10
3,277
(1,435)
6

19.   Incl. Electronic Paper
Jorion, Philippe
University of California, Irvine - Paul Merage School of Business
Goetzmann, William N.
Yale School of Management - International Center for Finance
Posted:
06 Feb 97
Last Revised:
05 Oct 10
3,230
(1,469)
138

20.   Incl. Electronic Paper
Goetzmann, William N.
Yale School of Management - International Center for Finance
Posted:
27 Oct 03
Last Revised:
03 Sep 09
3,155
(1,533)
3

21.   Incl. Electronic Paper
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:
17 Aug 09
Last Revised:
16 Feb 12
2,870
(1,826)
17

22.  
Dhar, Ravi
Yale School of Management - International Center for Finance
Goetzmann, William N.
Yale School of Management - International Center for Finance
Posted:
08 Jun 05
2,734
(2,004)
8

23.  
Estimating Operational Risk for Hedge Funds: The ω-Score | Show Abstract | Download |
Yale ICF Working Paper No. 08-08
Working Paper Series
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
Last Revised:
11 Sep 09
2,685
(2,069)
14

24.   Incl. Electronic Paper
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
2,630
(2,154)
42

25.   Incl. Electronic Paper
Massa, Massimo
INSEAD - Finance
Goetzmann, William N.
Yale School of Management - International Center for Finance
Posted:
13 Jan 00
Last Revised:
17 Oct 10
2,617
(2,171)
56

26.   Incl. Electronic Paper
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:
11 Mar 02
Last Revised:
27 Jan 13
2,525
(2,312)
32

27.   Incl. Electronic Paper
Massa, Massimo
INSEAD - Finance
Goetzmann, William N.
Yale School of Management - International Center for Finance
Posted:
20 Sep 98
Last Revised:
12 Oct 10
2,508
(2,338)
62

28.   Incl. Electronic Paper
Goetzmann, William N.
Yale School of Management - International Center for Finance
Kumar, Alok
University of Miami - School of Business Administration
Posted:
20 Dec 01
Last Revised:
26 Oct 10
2,466
(2,432)
136

29.  
Goetzmann, William N.
Yale School of Management - International Center for Finance
Ukhov, Andrey
Cornell University
Zhu, Ning
China Academy of Financial Research (CAFR)
Posted:
31 Oct 01
2,077
(3,241)
8

30.  
Home Equity Insurance: A Pilot Project | Show Abstract | Download |
Yale ICF Working Paper No. 03-12
Working Paper Series
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
Posted:
28 May 03
2,046
(3,339)
11

31.  
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
Posted:
09 Apr 02
2,023
(3,406)
8

32.  
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
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)
Posted:
28 Dec 04
2,000
(3,452)
16

33.   Incl. Electronic Paper
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
1,929
(3,677)
2

34.   Incl. Electronic Paper
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
1,907
(3,756)
26

35.  
Fisher, Jeffrey D.
Indiana University - Kelley School of Business - Department of Finance
Goetzmann, William N.
Yale School of Management - International Center for Finance
Posted:
19 Apr 05
1,906
(3,759)
4

36.  
Bubble Investors: What Were They Thinking? | Show Abstract | Download |
Yale ICF Working Paper No. 06-22
Working Paper Series
Dhar, Ravi
Yale School of Management - International Center for Finance
Goetzmann, William N.
Yale School of Management - International Center for Finance
Posted:
10 Mar 05
1,760
(4,330)
4

37.   Incl. Electronic Paper
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
1,694
(4,618)
29

38.   Incl. Electronic Paper
Massa, Massimo
INSEAD - Finance
Goetzmann, William N.
Yale School of Management - International Center for Finance
Posted:
18 Feb 03
Last Revised:
08 Oct 09
1,644
(4,878)
18

39.  
Geltner, David M.
University of Cincinnati - College of Business
Goetzmann, William N.
Yale School of Management - International Center for Finance
Posted:
09 Feb 98
1,606
(5,075)
2

40.   Incl. Electronic Paper
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
1,511
(5,683)
4

41.  
Short-Sales in Global Perspective | Show Abstract | Download |
Yale ICF Working Paper No. 04-01
Working Paper Series
Bris, Arturo
IMD International
Goetzmann, William N.
Yale School of Management - International Center for Finance
Zhu, Ning
China Academy of Financial Research (CAFR)
Posted:
27 Jan 04
1,419
(6,297)
9

42.  
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
Posted:
23 Apr 98
1,314
(7,148)
59

43.  
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:
23 Apr 98
1,275
(7,503)
15

44.  
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
Goetzmann, William N.
Yale School of Management - International Center for Finance
Ukhov, Andrey
Cornell University
Zhu, Ning
China Academy of Financial Research (CAFR)
Posted:
01 Nov 01
1,271
(7,538)
8

45.  
Massa, Massimo
INSEAD - Finance
Goetzmann, William N.
Yale School of Management - International Center for Finance
Posted:
01 Oct 01
1,252
(7,718)
3

46.   Incl. Electronic Paper
Goetzmann, William N.
Yale School of Management - International Center for Finance
Ukhov, Andrey
Cornell University
Posted:
28 Mar 05
Last Revised:
25 May 05
1,228
(7,979)
12

47.  
Goetzmann, William N.
Yale School of Management - International Center for Finance
Valaitis, Eduardas
American University
Posted:
08 Mar 06
1,152
(8,901)
4

48.  
Köll, Elisabeth
Harvard Business School
Goetzmann, William N.
Yale School of Management - International Center for Finance
Posted:
03 Aug 04
1,138
(9,088)
5

49.  
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
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
1,068
(10,064)
3

50.   Incl. Electronic Paper
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
1,016
(10,876)
19

51.   Incl. Electronic Paper
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
1,015
(10,905)
36

52.   Incl. Electronic Paper
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
938
(12,294)
8

53.   Incl. Electronic Paper
Ang, Andrew
Columbia Business School - Finance and Economics
Ayala, Andres
Columbia Business School - Finance and Economics
Goetzmann, William N.
Yale School of Management - International Center for Finance
Posted:
19 Sep 13
Last Revised:
09 Jul 14
854
(14,214)
 

54.  
Will History Rhyme? The Past as Financial Future | Show Abstract | Download |
Yale ICF Working Paper No. 04-19
Working Paper Series
Goetzmann, William N.
Yale School of Management - International Center for Finance
Posted:
29 Jun 04
786
(16,096)
1

55.   Incl. Electronic Paper
Ang, Andrew
Columbia Business School - Finance and Economics
Chen, Bingxu
Columbia Business School - Finance and Economics
Goetzmann, William N.
Yale School of Management - International Center for Finance
Phalippou, Ludovic
University of Oxford - Said Business School
Posted:
18 Nov 13
Last Revised:
02 Jul 14
743
(17,425)
2

56.  
Procyclical Stocks Earn Higher Returns | Show Abstract | Download |
AFA 2011 Denver Meetings Paper
Working Paper Series
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
666
(20,446)
1

57.  
Goetzmann, William N.
Yale School of Management - International Center for Finance
Broadie, Mark
Columbia University - Columbia Business School - Decision Risk and Operations
Posted:
04 Mar 08
652
(21,140)
1

58.  
Massa, Massimo
INSEAD - Finance
Goetzmann, William N.
Yale School of Management - International Center for Finance
Posted:
09 Feb 01
625
(22,340)
1

59.  
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
Posted:
13 Jul 03
573
(25,164)
8

60.   Incl. Electronic Paper
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
566
(25,612)
8

61.  
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
Posted:
20 Sep 00
566
(25,612)
64

62.  
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
Spiegel, Matthew I.
Yale University - Yale School of Management, International Center for Finance
Goetzmann, William N.
Yale School of Management - International Center for Finance
Posted:
02 Nov 00
545
(27,005)
13

63.  
More Social Security, Not Less | Show Abstract | Download |
Yale ICF Working Paper No. 05-05
Working Paper Series
Goetzmann, William N.
Yale School of Management - International Center for Finance
Posted:
12 Apr 05
520
(28,733)
2

64.  
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
Posted:
27 Apr 04
478
(32,111)
1

65.  
Survival | Show Abstract | Download |
NYU Working Paper No. FIN-94-021
Working Paper Series
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
Posted:
11 Nov 08
465
(33,310)
100

66.  
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
Posted:
17 Nov 04
432
(36,574)
 

67.   Incl. Electronic Paper
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
372
(43,965)
6

68.   Incl. Electronic Paper
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
370
(44,242)
111

69.  
Do Cities and Suburbs Cluster? | Show Abstract | Download |
Cityscape, Vol. 3, No. 3, 1998
Accepted Paper Series
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
Posted:
05 Apr 99
363
(45,271)
2

70.   Incl. Electronic Paper
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
340
(48,908)
14

71.   Incl. Electronic Paper
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
314
(53,839)
 

72.  
The Effect of Seller Reserves on Market Index Estimation | Show Abstract | Download |
Yale School of Management Working Paper No. F-47
Working Paper Series
Goetzmann, William N.
Yale School of Management - International Center for Finance
Posted:
25 Jun 98
268
(64,500)
1

73.   Incl. Electronic Paper
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
262
(66,121)
104

74.  
Estimating Operational Risk for Hedge Funds: The É-Score | Show Abstract | Download |
NYU Working Paper No. FIN-08-001
Working Paper Series
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
Posted:
09 Mar 09
258
(67,210)
14

75.  
Peng, Liang
University of Colorado at Boulder
Goetzmann, William N.
Yale School of Management - International Center for Finance
Posted:
08 Apr 03
233
(74,838)
16

76.   Incl. Electronic Paper
Goetzmann, William N.
Yale School of Management - International Center for Finance
Kim, Dasol
Case Western Reserve University - Department of Banking & Finance
Kumar, Alok
University of Miami - School of Business Administration
Wang, Qin "Emma"
University of Michigan Dearborn - College of Business
Posted:
13 Sep 13
Last Revised:
25 Jun 14
226
(77,312)
 

77.  
Sharpening Sharpe Ratios | Show Abstract | Download |
NBER Working Paper No. w9116
Working Paper Series
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)
Posted:
23 Aug 02
224
(77,987)
45

78.  
Goetzmann, William N.
Yale School of Management - International Center for Finance
Newman, Frank
Yale University
Posted:
02 Feb 10
187
(93,424)
4

79.  
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
Posted:
07 Mar 08
167
(103,705)
3

80.   Incl. Electronic Paper
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
133
(126,535)
181

81.   Incl. Electronic Paper
Le Bris, David
KEDGE Business School
Goetzmann, William N.
Yale School of Management - International Center for Finance
Pouget, Sebastien
Toulouse School of Economics
Posted:
29 May 14
Last Revised:
18 Jun 14
127
(131,342)
 

82.  
Securitization in the 1920's | Show Abstract | Download |
NBER Working Paper No. w15650
Working Paper Series
Goetzmann, William N.
Yale School of Management - International Center for Finance
Newman, Frank
Yale University
Posted:
18 Jan 10
104
(152,457)
4

83.  
High Water Marks | Show Abstract | Download |
NBER Working Paper No. w6413
Working Paper Series
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
Posted:
05 Sep 00
94
(163,380)
125

84.  
Cao, Charles
Pennsylvania State University
Chen, Yong
Texas A&M University (TAMU) - Department of Finance
Goetzmann, William N.
Yale School of Management - International Center for Finance
Liang, Bing
University of Massachusetts at Amherst - Department of Finance & Operations Management
Posted:
02 Aug 12
Last Revised:
29 Aug 13
76
(186,742)
 

85.   Incl. Electronic Paper
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
63
(207,260)
15

86.  
Dispersion of Opinion and Stock Returns | Show Abstract | Download |
CEPR Discussion Paper No. 4819
Working Paper Series
Massa, Massimo
INSEAD - Finance
Goetzmann, William N.
Yale School of Management - International Center for Finance
Posted:
08 Apr 05
55
(221,720)
13

87.  
Estimating Operational Risk for Hedge Funds: The Ω-Score | Show Abstract | Download |
NYU Working Paper No. 2451/27845
Working Paper Series
Brown, Stephen
New York University (NYU) - Leonard N. 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:
10 Sep 13
51
(229,583)
13

88.  
Is Trading Behavior Stable Across Contexts? Evidence from Style and Multi-Style Investors | Show Abstract | Download |
29th International Conference of the French Finance Association (AFFI) 2012
Working Paper Series
Blackburn, Douglas W.
Fordham University - Schools of Business
Goetzmann, William N.
Yale School of Management - International Center for Finance
Ukhov, Andrey
Cornell University
Posted:
19 Sep 12
48
(235,927)
 

89.  
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
Posted:
07 Feb 03
48
(235,927)
11

90.  
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:
08 Mar 05
36
(263,895)
6

91.  
Goetzmann, William N.
Yale School of Management - International Center for Finance
Mamonova, Elena
Independent
Spaenjers, Christophe
HEC Paris (Groupe HEC) - Finance Department
Posted:
12 Aug 14
29
(283,988)
 

92.  
Massa, Massimo
INSEAD - Finance
Goetzmann, William N.
Yale School of Management - International Center for Finance
Posted:
08 Apr 05
28
(287,325)
17

93.  
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
Posted:
19 May 04
25
(297,960)
3

94.  
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
Ukhov, Andrey
Cornell University
Goetzmann, William N.
Yale School of Management - International Center for Finance
Zhu, Ning
China Academy of Financial Research (CAFR)
Posted:
11 Apr 07
24
(301,690)
8

95.  
The Efficient Market Theory and Evidence: Implications for Active Investment Management | Show Abstract | Download |
Foundations and Trends in Finance, Vol. 5, No. 3, 2010
Accepted Paper Series
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
Posted:
29 Feb 12
6
(375,476)
2

96.  
Estimating Operational Risk for Hedge Funds: The Omega-Score | Show Abstract |
Financial Analysts Journal, Vol. 65, No. 1, 2009
Accepted Paper Series
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:
31 Jan 09
 

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
Geltner, David M.
University of Cincinnati - College of Business
Goetzmann, William N.
Yale School of Management - International Center for Finance
Posted:
24 Aug 00
 

98.  
Performance Persistence | Show Abstract |
JOURNAL OF FINANCE, Vol 50 No 2, June 1995
Accepted Paper Series
Brown, Stephen J.
New York University - Stern School of Business
Goetzmann, William N.
Yale School of Management - International Center for Finance
Posted:
04 May 00
 

99.  
A Longer Look at Dividend Yields | Show Abstract |
Journal of Business, Vol. 68, Issue 4, October 1995
Accepted Paper Series
Jorion, Philippe
University of California, Irvine - Paul Merage School of Business
Goetzmann, William N.
Yale School of Management - International Center for Finance
Posted:
25 Aug 98
 

100.  
Clustering Methods for Real Estate Portfolios | Show Abstract |
Real Estate Economics, Fall 1995
Accepted Paper Series
Wachter, Susan M.
University of Pennsylvania - Wharton School, Department of Real Estate
Goetzmann, William N.
Yale School of Management - International Center for Finance
Posted:
03 Jul 98
 

101.  
An Emerging Market: The NYSE From 1815 to 1871 | Show Abstract |
Yale School of Management Working Paper No. F-49
Working Paper Series
Ibbotson, Roger G.
Yale School of Management
Goetzmann, William N.
Yale School of Management - International Center for Finance
Posted:
19 May 98
 

102.  
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
Spiegel, Matthew I.
Yale University - Yale School of Management, International Center for Finance
Goetzmann, William N.
Yale School of Management - International Center for Finance
Posted:
06 Jun 97
 

103.  
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
Posted:
15 Nov 96
 

104.  
Ambrose, Brent W.
Pennsylvania State University
Goetzmann, William N.
Yale School of Management - International Center for Finance
Posted:
15 Nov 96
 


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