William N. Goetzmann

Yale School of Management - International Center for Finance

Edwin J. Beinecke Professor of Finance & Management Studies; Director Yale - ICF

165 Whitney Ave.

P.O. Box 208200

New Haven, CT 06520-8200

United States

http://viking.som.yale.edu

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue

Cambridge, MA 02138

United States

SCHOLARLY PAPERS

109

DOWNLOADS
Rank 12

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in Total Papers Downloads

235,287

CITATIONS
Rank 94

SSRN RANKINGS

Top 94

in Total Papers Citations

2,775

Scholarly Papers (109)

Pairs Trading: Performance of a Relative Value Arbitrage Rule

Yale ICF Working Paper No. 08-03
Number of pages: 47 Posted: 28 Dec 1998 Last Revised: 24 Jan 2008
Evan Gatev, William N. Goetzmann and K. Geert Rouwenhorst
Simon Fraser University, Yale School of Management - International Center for Finance and Yale School of Management - International Center for Finance
Downloads 29,689 (41)
Citation 71

Abstract:

Pairs Trading: Performance of a Relative-Value Arbitrage Rule

The Review of Financial Studies, Vol. 19, Issue 3, pp. 797-827, 2006
Posted: 29 Feb 2008
Evan Gatev, William N. Goetzmann and K. Geert Rouwenhorst
Simon Fraser University, Yale School of Management - International Center for Finance and Yale School of Management - International Center for Finance

Abstract:

2.
Downloads 13,935 ( 173)
Citation 166

Offshore Hedge Funds: Survival & Performance 1989-1995

Yale School of Management Working Paper No. F-52B
Number of pages: 38 Posted: 27 Feb 1997
William N. Goetzmann, Roger G. Ibbotson and Stephen J. Brown
Yale School of Management - International Center for Finance, Yale School of Management and New York University - Stern School of Business
Downloads 13,722 (175)
Citation 165

Abstract:

Offshore Hedge Funds: Survival & Performance 1989-1995

NYU Working Paper No. FIN-98-011
Number of pages: 41 Posted: 07 Nov 2008
Stephen J. Brown, William N. Goetzmann and Roger G. Ibbotson
New York University - Stern School of Business, Yale School of Management - International Center for Finance and Yale School of Management
Downloads 213 (118,506)
Citation 166

Abstract:

3.
Downloads 12,334 ( 203)
Citation 49

Hedge Funds and the Asian Currency Crisis of 1997

Yale School of Management Working Paper No. F-58
Number of pages: 30 Posted: 11 Feb 1998
William N. Goetzmann, Stephen J. Brown and James M. Park
Yale School of Management - International Center for Finance, New York University - Stern School of Business and PARADIGM Capital Management
Downloads 12,075 (212)
Citation 47

Abstract:

Hedge Funds and the Asian Currency Crisis of 1997

NYU Working Paper No. FIN-98-014
Number of pages: 34 Posted: 07 Nov 2008
Stephen J. Brown, William N. Goetzmann and James M. Park
New York University - Stern School of Business, Yale School of Management - International Center for Finance and PARADIGM Capital Management
Downloads 134 (179,598)
Citation 47

Abstract:

Hedge Funds and the Asian Currency Crisis of 1997

NBER Working Paper No. w6427
Number of pages: 32 Posted: 05 Sep 2000 Last Revised: 08 Oct 2010
Stephen J. Brown, William N. Goetzmann and James M. Park
New York University - Stern School of Business, Yale School of Management - International Center for Finance and PARADIGM Capital Management
Downloads 125 (189,834)
Citation 49

Abstract:

The Dow Theory: William Peter Hamilton's Track Record Re-Considered

Number of pages: 46 Posted: 11 Feb 1998
Stephen J. Brown, Alok Kumar and William N. Goetzmann
New York University - Stern School of Business, University of Miami - School of Business Administration and Yale School of Management - International Center for Finance
Downloads 11,542 (228)
Citation 24

Abstract:

The Dow Theory: William Peter Hamilton's Track Record Re-Considered

NYU Working Paper No. FIN-98-013
Number of pages: 45 Posted: 07 Nov 2008
Stephen J. Brown, William N. Goetzmann and Alok Kumar
New York University - Stern School of Business, Yale School of Management - International Center for Finance and Yale University
Downloads 699 (28,554)
Citation 24

Abstract:

5.
Downloads 9,535 ( 345)
Citation 79

Hedge Funds With Style

EFA 2001 Barcelona Meetings; Yale ICF Working Paper No. 00-29
Number of pages: 35 Posted: 21 Feb 2001
Stephen J. Brown and William N. Goetzmann
New York University - Stern School of Business and Yale School of Management - International Center for Finance
Downloads 9,150 (375)
Citation 79

Abstract:

Hedge Funds with Style

NBER Working Paper No. w8173
Number of pages: 37 Posted: 16 Mar 2001
Stephen J. Brown and William N. Goetzmann
New York University - Stern School of Business and Yale School of Management - International Center for Finance
Downloads 218 (115,704)
Citation 79

Abstract:

Hedge Funds with Style

NYU Working Paper No. FIN-01-018
Number of pages: 35 Posted: 03 Nov 2008
Stephen J. Brown and William N. Goetzmann
New York University - Stern School of Business and Yale School of Management - International Center for Finance
Downloads 167 (148,976)
Citation 79

Abstract:

Portfolio Performance Manipulation and Manipulation-Proof Performance Measures

Yale ICF Working Paper No. 02-08, AFA 2003 Washington, DC Meetings
Number of pages: 48 Posted: 22 Mar 2002
Yale School of Management - International Center for Finance, Yale School of Management - International Center for Finance, Yale University - Yale School of Management, International Center for Finance and University of California, Los Angeles (UCLA)
Downloads 7,295 (567)
Citation 101

Abstract:

Portfolio Performance Manipulation and Manipulation-Proof Performance Measures

The Review of Financial Studies, Vol. 20, Issue 5, pp. 1503-1546, 2007
Posted: 26 Jun 2008
Yale School of Management - International Center for Finance, Yale University - Yale School of Management, International Center for Finance, Yale School of Management - International Center for Finance and University of California, Los Angeles (UCLA)

Abstract:

G11, G23, G24

7.

History and the Equity Risk Premium

Yale ICF Working Paper No. 05-04
Number of pages: 19 Posted: 12 Apr 2005
Roger G. Ibbotson and William N. Goetzmann
Yale School of Management and Yale School of Management - International Center for Finance
Downloads 6,956 (591)
Citation 16

Abstract:

financial history, equity premium

8.

The Development Of Corporate Performance Measures: Benchmarks Before EVA

Yale ICF Working Paper No. 99-06
Number of pages: 12 Posted: 17 Sep 1999
Stanley J. Garstka and William N. Goetzmann
Yale School of Management and Yale School of Management - International Center for Finance
Downloads 6,390 (702)
Citation 3

Abstract:

9.

Behavioral Factors in Mutual Fund Flows

Yale ICF Working Paper No. 00-14
Number of pages: 42 Posted: 02 Mar 2000
Massimo Massa, William N. Goetzmann and K. Geert Rouwenhorst
INSEAD - Finance, Yale School of Management - International Center for Finance and Yale School of Management - International Center for Finance
Downloads 6,284 (690)
Citation 35

Abstract:

10.
Downloads 6,189 ( 766)
Citation 89

Long-Term Global Market Correlations

Yale ICF Working Paper No. 08-04
Number of pages: 46 Posted: 25 Oct 2001 Last Revised: 24 Jan 2008
William N. Goetzmann, Lingfeng Li and K. Geert Rouwenhorst
Yale School of Management - International Center for Finance, Capula Investment Services and Yale School of Management - International Center for Finance
Downloads 6,040 (792)
Citation 89

Abstract:

Long-Term Global Market Correlations

NBER Working Paper No. w8612
Number of pages: 52 Posted: 17 Nov 2001
William N. Goetzmann, Lingfeng Li and K. Geert Rouwenhorst
Yale School of Management - International Center for Finance, Capula Investment Services and Yale School of Management - International Center for Finance
Downloads 149 (164,592)
Citation 89

Abstract:

11.
Downloads 6,144 ( 776)
Citation 18

Global Real Estate Markets: Cycles And Fundamentals

Yale ICF Working Paper No. 99-03
Number of pages: 23 Posted: 05 Apr 1999
Bradford Case, William N. Goetzmann and K. Geert Rouwenhorst
National Association of Real Estate Investment Trusts®, Yale School of Management - International Center for Finance and Yale School of Management - International Center for Finance
Downloads 5,937 (820)
Citation 18

Abstract:

Global Real Estate Markets - Cycles and Fundamentals

NBER Working Paper No. w7566
Number of pages: 23 Posted: 11 Jul 2000
Bradford Case, William N. Goetzmann and K. Geert Rouwenhorst
National Association of Real Estate Investment Trusts®, Yale School of Management - International Center for Finance and Yale School of Management - International Center for Finance
Downloads 207 (121,901)
Citation 18

Abstract:

12.
Downloads 6,034 ( 808)
Citation 117

High-Water Marks and Hedge Fund Management Contracts

Yale ICF Working Paper No. 00-34
Number of pages: 41 Posted: 08 Feb 1998
William N. Goetzmann, Jonathan E. Ingersoll Jr. and Stephen A. Ross
Yale School of Management - International Center for Finance, Yale School of Management - International Center for Finance and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 6,034 (797)
Citation 117

Abstract:

High-Water Marks and Hedge Fund Management Contracts

Journal of Finance, Vol. 58, pp. 1685-1718, August 2003
Posted: 30 Nov 2003
William N. Goetzmann, Jonathan E. Ingersoll Jr. and Stephen A. Ross
Yale School of Management - International Center for Finance, Yale School of Management - International Center for Finance and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Abstract:

13.
Downloads 4,554 ( 1,318)
Citation 46

Fees on Fees in Funds of Funds

Yale ICF Working Paper No. 02-33
Number of pages: 40 Posted: 01 Oct 2002
Stephen J. Brown, William N. Goetzmann and Bing Liang
New York University - Stern School of Business, Yale School of Management - International Center for Finance and University of Massachusetts Amherst - Department of Finance
Downloads 4,182 (1,498)
Citation 46

Abstract:

Fees on Fees in Funds of Funds

NBER Working Paper No. w9464
Number of pages: 31 Posted: 02 Feb 2003
Stephen J. Brown, William N. Goetzmann and Bing Liang
New York University - Stern School of Business, Yale School of Management - International Center for Finance and University of Massachusetts Amherst - Department of Finance
Downloads 167 (148,976)
Citation 46

Abstract:

Fees on Fees in Funds of Funds

NYU Working Paper No. SC-AM-02-06
Number of pages: 31 Posted: 13 Nov 2008
Stephen J. Brown, William N. Goetzmann and Bing Liang
New York University - Stern School of Business, Yale School of Management - International Center for Finance and University of Massachusetts Amherst - Department of Finance
Downloads 96 (230,546)
Citation 45

Abstract:

Fees on Fees in Funds of Funds

NYU Working Paper No. FIN-02-031
Number of pages: 31 Posted: 03 Nov 2008
Stephen J. Brown, William N. Goetzmann and Bing Liang
New York University - Stern School of Business, Yale School of Management - International Center for Finance and University of Massachusetts Amherst - Department of Finance
Downloads 60 (305,081)
Citation 45

Abstract:

Fees on Fees in Funds of Funds

NYU Working Paper No. S-DRP-04-01
Number of pages: 39 Posted: 05 Nov 2008
Stephen J. Brown, William N. Goetzmann and Bing Liang
New York University - Stern School of Business, Yale School of Management - International Center for Finance and University of Massachusetts Amherst - Department of Finance
Downloads 49 (337,032)
Citation 45

Abstract:

Fees on Fees in Funds of Funds

Journal of Investment Management, Vol. 2, No. 4, Fourth Quarter 2004
Posted: 10 Dec 2004
Stephen J. Brown, William N. Goetzmann and Bing Liang
New York University - Stern School of Business, Yale School of Management - International Center for Finance and University of Massachusetts Amherst - Department of Finance

Abstract:

Hedge funds, funds-of-funds, incentive fees

Efficiency and the Bear: Short Sales and Markets around the World

Yale ICF Working Paper No. 02-45; EFA 2003 Annual Conference; AFA 2004 San Diego Meetings; 14th Annual Conference on Financial Economics & Accounting
Number of pages: 69 Posted: 06 Oct 2004
Arturo Bris, William N. Goetzmann and Ning Zhu
IMD International, Yale School of Management - International Center for Finance and China Academy of Financial Research (CAFR)
Downloads 4,148 (1,523)
Citation 124

Abstract:

Efficiency and the Bear: Short Sales and Markets Around the World

NBER Working Paper No. w9466
Number of pages: 44 Posted: 08 Feb 2003
Arturo Bris, William N. Goetzmann and Ning Zhu
IMD International, Yale School of Management - International Center for Finance and China Academy of Financial Research (CAFR)
Downloads 46 (346,395)
Citation 124

Abstract:

Efficiency and the Bear: Short Sales and Markets around the World

Journal of Finance, Forthcoming
Posted: 23 Jan 2006
Arturo Bris, William N. Goetzmann and Ning Zhu
IMD International, Yale School of Management - International Center for Finance and China Academy of Financial Research (CAFR)

Abstract:

Short Sales, Market Efficiency, Market Crashes

15.

A New Historical Database For The NYSE 1815 To 1925: Performance And Predictability

Yale ICF Working Paper No. 00-13; Yale SOM Working Paper No. ICF - 00-13
Number of pages: 45 Posted: 14 Aug 2000
William N. Goetzmann, Roger G. Ibbotson and Liang Peng
Yale School of Management - International Center for Finance, Yale School of Management and Smeal College of Business, The Pennsylvania State University
Downloads 3,942 (1,525)
Citation 31

Abstract:

Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs

Yale School of Management Working Paper No. F-59
Number of pages: 28 Posted: 10 Feb 1998
William N. Goetzmann, Stephen J. Brown and James M. Park
Yale School of Management - International Center for Finance, New York University - Stern School of Business and PARADIGM Capital Management
Downloads 3,714 (1,850)
Citation 31

Abstract:

Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and Ctas

NYU Working Paper No. FIN-99-077
Number of pages: 29 Posted: 11 Nov 2008
Stephen J. Brown, William N. Goetzmann and James M. Park
New York University - Stern School of Business, Yale School of Management - International Center for Finance and PARADIGM Capital Management
Downloads 217 (116,304)
Citation 31

Abstract:

Day Trading International Mutual Funds: Evidence And Policy Solutions

AFA 2001 New Orleans; Yale SOM Working Paper No. ICF - 00-03
Number of pages: 38 Posted: 05 Apr 2000
William N. Goetzmann, Zoran Ivkovich and K. Geert Rouwenhorst
Yale School of Management - International Center for Finance, Michigan State University, Department of Finance and Yale School of Management - International Center for Finance
Downloads 3,737 (1,831)
Citation 46

Abstract:

Day Trading International Mutual Funds: Evidence and Policy Solutions

Journal of Financial and Quantitative Analysis, September 2001
Posted: 11 Jul 2001
William N. Goetzmann, Zoran Ivkovich and K. Geert Rouwenhorst
Yale School of Management - International Center for Finance, Michigan State University, Department of Finance and Yale School of Management - International Center for Finance

Abstract:

18.
Downloads 3,462 ( 2,126)
Citation 2

Fibonacci and the Financial Revolution

Yale ICF Working Paper No. 03-28
Number of pages: 44 Posted: 27 Oct 2003
William N. Goetzmann
Yale School of Management - International Center for Finance
Downloads 3,261 (2,317)
Citation 2

Abstract:

Fibonacci and the Financial Revolution

NBER Working Paper No. w10352
Number of pages: 44 Posted: 18 Mar 2004
William N. Goetzmann
Yale School of Management - International Center for Finance
Downloads 201 (125,390)
Citation 2

Abstract:

19.
Downloads 3,353 ( 2,250)
Citation 6

Positive Portfolio Factors

Yale School of Management Working Paper No. F-57
Number of pages: 22 Posted: 23 Apr 1998
Stephen J. Brown, William N. Goetzmann and Mark Grinblatt
New York University - Stern School of Business, Yale School of Management - International Center for Finance and University of California, Los Angeles (UCLA) - Finance Area
Downloads 3,270 (2,304)
Citation 6

Abstract:

Positive Portfolio Factors

NBER Working Paper No. w6412
Number of pages: 19 Posted: 20 Sep 2000
Stephen J. Brown, William N. Goetzmann and Mark Grinblatt
New York University - Stern School of Business, Yale School of Management - International Center for Finance and University of California, Los Angeles (UCLA) - Finance Area
Downloads 83 (253,488)
Citation 6

Abstract:

20.
Downloads 3,349 ( 2,253)
Citation 134

A Century of Global Stock Markets

Yale School of Management Working Paper No. F-55
Number of pages: 44 Posted: 06 Feb 1997
Philippe Jorion and William N. Goetzmann
University of California, Irvine - Paul Merage School of Business and Yale School of Management - International Center for Finance
Downloads 3,239 (2,352)
Citation 134

Abstract:

A Century of Global Stock Markets

NBER Working Paper No. w5901
Number of pages: 32 Posted: 15 May 2000 Last Revised: 05 Oct 2010
Philippe Jorion and William N. Goetzmann
University of California, Irvine - Paul Merage School of Business and Yale School of Management - International Center for Finance
Downloads 110 (209,188)
Citation 134

Abstract:

21.
Downloads 3,201 ( 2,454)
Citation 127

Equity Portfolio Diversification

Number of pages: 40 Posted: 06 Dec 2004 Last Revised: 12 Mar 2008
Alok Kumar and William N. Goetzmann
University of Miami - School of Business Administration and Yale School of Management - International Center for Finance
Downloads 2,952 (2,785)
Citation 127

Abstract:

Individual investors, diversification, over-confidence, trend-following behavior, local bias.

Equity Portfolio Diversification

NBER Working Paper No. w8686
Number of pages: 45 Posted: 20 Dec 2001
Alok Kumar and William N. Goetzmann
University of Miami - School of Business Administration and Yale School of Management - International Center for Finance
Downloads 249 (101,139)
Citation 127

Abstract:

Equity Portfolio Diversification

Review of Finance, Forthcoming
Posted: 14 Jan 2008
William N. Goetzmann and Alok Kumar
Yale School of Management - International Center for Finance and University of Miami - School of Business Administration

Abstract:

Individual investors, diversification, local bias, over-confidence, trend-following behavior

Equity Portfolio Diversification

Review of Finance, Vol. 12, No. 3, pp. 433-463, 2008
Posted: 08 Aug 2008
William N. Goetzmann and Alok Kumar
Yale School of Management - International Center for Finance and University of Miami - School of Business Administration

Abstract:

G11, G12

22.
Downloads 3,129 ( 2,557)
Citation 18

Trust and Delegation

Number of pages: 43 Posted: 17 Aug 2009 Last Revised: 20 May 2011
Stephen J. Brown, William N. Goetzmann, Bing Liang and Christopher Schwarz
New York University - Stern School of Business, Yale School of Management - International Center for Finance, University of Massachusetts Amherst - Department of Finance and University of California at Irvine
Downloads 2,877 (2,919)
Citation 18

Abstract:

Hedge Funds, Operational Risk, Due Diligence

Trust and Delegation

NYU Working Paper No. FIN-09-016
Number of pages: 43 Posted: 09 Nov 2009 Last Revised: 16 Feb 2012
Stephen J. Brown, William N. Goetzmann, Bing Liang and Christopher Schwarz
New York University - Stern School of Business, Yale School of Management - International Center for Finance, University of Massachusetts Amherst - Department of Finance and University of California at Irvine
Downloads 217 (116,304)
Citation 18

Abstract:

Trust and Delegation

NBER Working Paper No. w15529
Number of pages: 47 Posted: 24 Nov 2009
Stephen J. Brown, William N. Goetzmann, Bing Liang and Christopher Schwarz
New York University - Stern School of Business, Yale School of Management - International Center for Finance, University of Massachusetts Amherst - Department of Finance and University of California at Irvine
Downloads 35 (386,147)
Citation 18

Abstract:

23.

Institutional Perspectives on Real Estate Investing: The Role of Risk and Uncertainty

Yale ICF Working Paper No. 05-20
Number of pages: 35 Posted: 08 Jun 2005
Ravi Dhar and William N. Goetzmann
Yale School of Management - International Center for Finance and Yale School of Management - International Center for Finance
Downloads 2,864 (2,612)
Citation 8

Abstract:

Behavioral Finance, real estate, investing, risk, uncertainty

Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration

Journal of Finance, Forthcoming, Yale ICF Working Paper No. 06-15
Number of pages: 55 Posted: 21 Jul 2006 Last Revised: 11 Sep 2009
Stephen J. Brown, William N. Goetzmann, Bing Liang and Christopher Schwarz
New York University - Stern School of Business, Yale School of Management - International Center for Finance, University of Massachusetts Amherst - Department of Finance and University of California at Irvine
Downloads 2,653 (3,350)
Citation 41

Abstract:

Hedge funds, operational risk, SEC filing, Form ADV

Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration

NYU Working Paper No. FIN-07-031
Number of pages: 55 Posted: 13 Nov 2008
Stephen J. Brown, William N. Goetzmann, Bing Liang and Christopher Schwarz
New York University - Stern School of Business, Yale School of Management - International Center for Finance, University of Massachusetts Amherst - Department of Finance and University of Massachusetts Amherst
Downloads 189 (132,958)
Citation 41

Abstract:

Hedge funds, operational risk, SEC filing, Form ADV

25.

Estimating Operational Risk for Hedge Funds: The ω-Score

Yale ICF Working Paper No. 08-08
Number of pages: 23 Posted: 25 Jan 2008 Last Revised: 11 Sep 2009
Stephen J. Brown, William N. Goetzmann, Bing Liang and Christopher Schwarz
New York University - Stern School of Business, Yale School of Management - International Center for Finance, University of Massachusetts Amherst - Department of Finance and University of California at Irvine
Downloads 2,787 (2,983)
Citation 11

Abstract:

mutual funds, hedge funds, investments, the Omega Score

Daily Momentum And Contrarian Behavior Of Index Fund Investors

AFA 2001 New Orleans; EFA 0088; Yale ICF & Yale SOM Working Paper No. ICF - 99-13
Number of pages: 49 Posted: 13 Jan 2000
Massimo Massa and William N. Goetzmann
INSEAD - Finance and Yale School of Management - International Center for Finance
Downloads 2,628 (3,409)
Citation 55

Abstract:

Daily Momentum and Contrarian Behavior of Index Fund Investors

NBER Working Paper No. w7567
Number of pages: 49 Posted: 09 Jul 2000
Massimo Massa and William N. Goetzmann
INSEAD - Finance and Yale School of Management - International Center for Finance
Downloads 88 (244,180)
Citation 55

Abstract:

Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows

Yale ICF Working Paper No. 02-09; AFA 2003 Washington, DC Meetings, EFA 2002 Berlin Meetings Presented Paper
Number of pages: 46 Posted: 11 Mar 2002
New York University - Stern School of Business, Yale School of Management - International Center for Finance, Tokyo University of Science - School of Management, Rikkyo University - School of Social Relations and University of Alberta - School of Business
Downloads 2,433 (3,882)
Citation 30

Abstract:

Investor Sentiment, Mutual Fund Flows, Bull and Bear Funds, Factor Pricing Mod

Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows

NBER Working Paper No. w9470
Number of pages: 45 Posted: 02 Feb 2003
New York University - Stern School of Business, Yale School of Management - International Center for Finance, Tokyo University of Science - School of Management, Rikkyo University - School of Social Relations and University of Alberta - School of Business
Downloads 76 (267,604)
Citation 30

Abstract:

Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows

NYU Working Paper No. SC-AM-02-02
Number of pages: 35 Posted: 13 Nov 2008
New York University - Stern School of Business, Yale School of Management - International Center for Finance, Tokyo University of Science - School of Management, Rikkyo University - School of Social Relations and University of Alberta - School of Business
Downloads 76 (267,604)
Citation 30

Abstract:

Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows

NYU Working Paper No. FIN-02-011
Number of pages: 35 Posted: 03 Nov 2008
New York University - Stern School of Business, Yale School of Management - International Center for Finance, Tokyo University of Science - School of Management, Rikkyo University - School of Social Relations and University of Alberta - School of Business
Downloads 37 (378,263)
Citation 30

Abstract:

28.
Downloads 2,591 ( 3,567)
Citation 64

Index Funds and Stock Market Growth

Yale School of Management IFC Working Paper
Number of pages: 44 Posted: 20 Sep 1998
Massimo Massa and William N. Goetzmann
INSEAD - Finance and Yale School of Management - International Center for Finance
Downloads 2,529 (3,632)
Citation 64

Abstract:

Index Funds and Stock Market Growth

NBER Working Paper No. w7033
Number of pages: 50 Posted: 11 Sep 2000
Massimo Massa and William N. Goetzmann
INSEAD - Finance and Yale School of Management - International Center for Finance
Downloads 62 (299,918)
Citation 64

Abstract:

29.
Downloads 2,283 ( 4,440)
Citation 1

New Evidence on the First Financial Bubble

Yale ICF Working Paper No. 09-04
Number of pages: 81 Posted: 01 Apr 2009 Last Revised: 31 Jul 2012
Rik Frehen, William N. Goetzmann and K. Geert Rouwenhorst
Tilburg University - Department of Finance, Yale School of Management - International Center for Finance and Yale School of Management - International Center for Finance
Downloads 2,222 (4,539)
Citation 1

Abstract:

New Evidence on the First Financial Bubble

NBER Working Paper No. w15332
Number of pages: 43 Posted: 15 Sep 2009
Rik Frehen, William N. Goetzmann and K. Geert Rouwenhorst
Tilburg University - Department of Finance, Yale School of Management - International Center for Finance and Yale School of Management - International Center for Finance
Downloads 61 (302,519)
Citation 1

Abstract:

30.

China and the World Financial Markets 1870-1930: Modern Lessons From Historical Globalization (English Version)

Yale ICF Working Paper No. 00-62
Number of pages: 60 Posted: 31 Oct 2001
William N. Goetzmann, Andrey Ukhov and Ning Zhu
Yale School of Management - International Center for Finance, Cornell University and China Academy of Financial Research (CAFR)
Downloads 2,105 (4,984)
Citation 8

Abstract:

31.

The Impact of Clientele Changes: Evidence from Stock Splits

Yale ICF Working Paper No. 03-14, EFA 2005 Moscow Meetings Paper, AFA 2005 Philadelphia Meetings
Number of pages: 60 Posted: 28 Dec 2004
Ravi Dhar, William N. Goetzmann and Ning Zhu
Yale School of Management - International Center for Finance, Yale School of Management - International Center for Finance and China Academy of Financial Research (CAFR)
Downloads 2,064 (4,916)
Citation 16

Abstract:

Stock Splits, Clientele Change, Market Efficiency, Noise Trading, Investor Sophistication, Splits, Clientele Shift, Liquidity

32.

Home Equity Insurance: A Pilot Project

Yale ICF Working Paper No. 03-12
Number of pages: 33 Posted: 28 May 2003
Yale School of Management - International Center for Finance, New York University (NYU) - Department of Economics, Neighborhood Reinvestment Corporation, Yale University - Yale School of Management, Neighborhood Reinvestment Corporation, University of Chicago - Law School, Yale University - Yale School of Management, International Center for Finance and Real Liquidity
Downloads 2,060 (5,042)
Citation 11

Abstract:

33.

Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares (English Version)

Yale ICF Working Paper No. 02-06
Number of pages: 43 Posted: 09 Apr 2002
William N. Goetzmann, Andrey Ukhov and Matthew I. Spiegel
Yale School of Management - International Center for Finance, Cornell University and Yale University - Yale School of Management, International Center for Finance
Downloads 2,035 (5,343)
Citation 8

Abstract:

34.
Downloads 1,999 ( 5,558)
Citation 4

Art and Money

Yale ICF Working Paper No. 09-26, TILEC Discussion Paper No. 2010-002, CentER Discussion Paper Series No. 2010-08
Number of pages: 34 Posted: 07 Nov 2009 Last Revised: 13 Mar 2013
William N. Goetzmann, Luc Renneboog and Christophe Spaenjers
Yale School of Management - International Center for Finance, Tilburg University - Department of Finance and HEC Paris - Finance Department
Downloads 1,946 (5,671)
Citation 4

Abstract:

Art market, Equities, Income inequality, Cointegration, Comovement

Art and Money

NBER Working Paper No. w15502
Number of pages: 41 Posted: 17 Nov 2009
William N. Goetzmann, Luc Renneboog and Christophe Spaenjers
Yale School of Management - International Center for Finance, Tilburg University - Department of Finance and HEC Paris - Finance Department
Downloads 53 (324,634)
Citation 4

Abstract:

Estimating Private Equity Returns from Limited Partner Cash Flows

Columbia Business School Research Paper No. 13-83
Number of pages: 64 Posted: 18 Nov 2013 Last Revised: 22 Jun 2014
Andrew Ang, Bingxu Chen, William N. Goetzmann and Ludovic Phalippou
BlackRock, Inc, Columbia Business School - Finance and Economics, Yale School of Management - International Center for Finance and University of Oxford - Said Business School
Downloads 1,513 (8,772)
Citation 3

Abstract:

Estimating Private Equity Returns from Limited Partner Cash Flows

Netspar Discussion Paper No. 06/2014-021, Saïd Business School WP 2014-8,
Number of pages: 44 Posted: 02 Jul 2014 Last Revised: 18 Feb 2017
Andrew Ang, Bingxu Chen, William N. Goetzmann and Ludovic Phalippou
BlackRock, Inc, Columbia Business School - Finance and Economics, Yale School of Management - International Center for Finance and University of Oxford - Said Business School
Downloads 469 (48,348)
Citation 3

Abstract:

36.
Downloads 1,970 ( 5,686)
Citation 28

Rain or Shine: Where is the Weather Effect?

Yale ICF Working Paper No. 02-27; EFA 2003 Annual Conference Paper No. 304
Number of pages: 32 Posted: 27 Aug 2002
Ning Zhu and William N. Goetzmann
China Academy of Financial Research (CAFR) and Yale School of Management - International Center for Finance
Downloads 1,901 (5,939)
Citation 28

Abstract:

Weather Effect, Market Efficiency, Order Flow, Volatility, Individual Behavior

Rain or Shine: Where is the Weather Effect?

NBER Working Paper No. w9465
Number of pages: 31 Posted: 02 Feb 2003
Ning Zhu and William N. Goetzmann
China Academy of Financial Research (CAFR) and Yale School of Management - International Center for Finance
Downloads 45 (349,744)
Citation 28

Abstract:

Rain or Shine: Where is the Weather Effect?

European Financial Management, Vol. 11, No. 5, pp. 559-578, November 2005
Number of pages: 20 Posted: 08 Dec 2005
William N. Goetzmann and Ning Zhu
Yale School of Management - International Center for Finance and China Academy of Financial Research (CAFR)
Downloads 24 (438,393)
Citation 28
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Abstract:

37.

The Performance of Real Estate Portfolios: A Simulation Approach

Yale ICF Working Paper No. 05-07
Number of pages: 26 Posted: 19 Apr 2005
Jeffrey D. Fisher and William N. Goetzmann
Indiana University - Kelley School of Business - Department of Finance and Yale School of Management - International Center for Finance
Downloads 1,968 (5,316)
Citation 4

Abstract:

Asset Allocation, Real Estate

38.
Downloads 1,893 ( 6,105)
Citation 30

Re-emerging Markets

Yale School of Mangement Working Paper No. F-56
Number of pages: 54 Posted: 14 Apr 1998
Philippe Jorion and William N. Goetzmann
University of California, Irvine - Paul Merage School of Business and Yale School of Management - International Center for Finance
Downloads 1,852 (6,195)
Citation 30

Abstract:

Re-Emerging Markets

NBER Working Paper No. w5906
Number of pages: 44 Posted: 13 Jul 2000
Philippe Jorion and William N. Goetzmann
University of California, Irvine - Paul Merage School of Business and Yale School of Management - International Center for Finance
Downloads 41 (363,393)
Citation 30

Abstract:

Re-Emerging Markets

Journal of Financial and Quantitative Analysis, March 1999
Posted: 30 Dec 1998
William N. Goetzmann and Philippe Jorion
Yale School of Management - International Center for Finance and University of California, Irvine - Paul Merage School of Business

Abstract:

39.

Bubble Investors: What Were They Thinking?

Yale ICF Working Paper No. 06-22
Number of pages: 39 Posted: 10 Mar 2005
Ravi Dhar and William N. Goetzmann
Yale School of Management - International Center for Finance and Yale School of Management - International Center for Finance
Downloads 1,788 (6,383)
Citation 4

Abstract:

Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias

Yale ICF Working Paper No. 03-01
Number of pages: 38 Posted: 25 Feb 2003
Massimo Massa and William N. Goetzmann
INSEAD - Finance and Yale School of Management - International Center for Finance
Downloads 1,676 (7,458)
Citation 15

Abstract:

Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias

NBER Working Paper No. w9499
Number of pages: 38 Posted: 18 Feb 2003
Massimo Massa and William N. Goetzmann
INSEAD - Finance and Yale School of Management - International Center for Finance
Downloads 50 (333,874)
Citation 15

Abstract:

41.

Two Decades Of Commercial Property Returns: A NCREIF Index Using Independent Appraisals

Yale IFC Working Paper No. 98-01
Number of pages: 50 Posted: 09 Feb 1998
David M. Geltner and William N. Goetzmann
University of Cincinnati - Lindner College of Business and Yale School of Management - International Center for Finance
Downloads 1,619 (7,979)
Citation 2

Abstract:

42.

Short-Sales in Global Perspective

Yale ICF Working Paper No. 04-01
Number of pages: 30 Posted: 27 Jan 2004
Arturo Bris, William N. Goetzmann and Ning Zhu
IMD International, Yale School of Management - International Center for Finance and China Academy of Financial Research (CAFR)
Downloads 1,458 (9,125)
Citation 10

Abstract:

43.
Downloads 1,364 ( 10,578)

Investment Beliefs of Endowments

Columbia Business School Research Paper No. 13-72
Number of pages: 55 Posted: 19 Sep 2013 Last Revised: 03 Apr 2014
Andrew Ang, Andres Ayala and William N. Goetzmann
BlackRock, Inc, Columbia University - Columbia Business School and Yale School of Management - International Center for Finance
Downloads 1,078 (15,073)

Abstract:

Hedge funds, private equity, alternative assets, portfolio choice

Investment Beliefs of Endowments

Netspar Discussion Paper No. 06/2014-027
Number of pages: 58 Posted: 09 Jul 2014
Andrew Ang, Andres Ayala and William N. Goetzmann
BlackRock, Inc, Columbia University - Columbia Business School and Yale School of Management - International Center for Finance
Downloads 286 (87,090)

Abstract:

44.

Monthly Measurement of Daily Timers

Number of pages: 50 Posted: 23 Apr 1998
Jonathan E. Ingersoll Jr., William N. Goetzmann and Zoran Ivkovich
Yale School of Management - International Center for Finance, Yale School of Management - International Center for Finance and Michigan State University, Department of Finance
Downloads 1,326 (10,682)
Citation 58

Abstract:

45.

China and the World Financial Markets 1870-1930: Modern Lessons From Historical Globalization (Chinese Version)

Yale ICF Working Paper No. 00-63; EFA 2002 Berlin Meetings Discussion Paper
Number of pages: 55 Posted: 01 Nov 2001
William N. Goetzmann, Andrey Ukhov and Ning Zhu
Yale School of Management - International Center for Finance, Cornell University and China Academy of Financial Research (CAFR)
Downloads 1,290 (11,146)
Citation 8

Abstract:

46.

The Open-End Japanese Mutual Fund Puzzle

Number of pages: 44 Posted: 23 Apr 1998
New York University - Stern School of Business, Yale School of Management - International Center for Finance, Tokyo University of Science - School of Management, International University of Japan and Rikkyo University - School of Social Relations
Downloads 1,286 (11,514)
Citation 15

Abstract:

British Investment Overseas 1870-1913: A Modern Portfolio Theory Approach

Yale ICF Working Paper No. 05-03
Number of pages: 58 Posted: 28 Mar 2005
William N. Goetzmann and Andrey Ukhov
Yale School of Management - International Center for Finance and Cornell University
Downloads 1,179 (13,128)
Citation 11

Abstract:

International Diversification, Modern Portfolio Theory, International Investment Flows, British Overseas Investment

British Investment Overseas 1870-1913: A Modern Portfolio Theory Approach

NBER Working Paper No. w11266
Number of pages: 58 Posted: 25 May 2005
Andrey Ukhov and William N. Goetzmann
Cornell University and Yale School of Management - International Center for Finance
Downloads 104 (217,944)
Citation 11

Abstract:

48.

Dispersion of Opinion and Stock Returns: Evidence from Index Fund Investors

Yale ICF Working Paper No. 00-55
Number of pages: 37 Posted: 01 Oct 2001
Massimo Massa and William N. Goetzmann
INSEAD - Finance and Yale School of Management - International Center for Finance
Downloads 1,262 (11,816)
Citation 3

Abstract:

Learning, Asset Pricing, Market Confidence, Behavioral Finance

49.

Simulating Real Estate in the Investment Portfolio: Model Uncertainty and Inflation Hedging

Yale ICF Working Paper No. 06-04
Number of pages: 39 Posted: 08 Mar 2006
William N. Goetzmann and Eduardas Valaitis
Yale School of Management - International Center for Finance and American University
Downloads 1,203 (12,095)
Citation 4

Abstract:

Real Estate, Finance, Investment

50.

The History of Corporate Ownership in China: State Patronage, Company Legislation, and the Issue of Control

Yale ICF Working Paper No. 04-29
Number of pages: 50 Posted: 03 Aug 2004
Elisabeth Köll and William N. Goetzmann
Harvard Business School and Yale School of Management - International Center for Finance
Downloads 1,154 (13,348)
Citation 5

Abstract:

51.
Downloads 1,084 ( 15,246)
Citation 40

Tiebreaker: Certification and Multiple Credit Ratings

Yale ICF Working Paper No. 08-27, EFA 2009 Bergen Meetings Paper, AFA 2011 Denver Meetings Paper
Number of pages: 65 Posted: 29 Nov 2008 Last Revised: 10 Sep 2011
Dion Bongaerts, Martijn Cremers and William N. Goetzmann
Erasmus University Rotterdam (EUR) - Finance, University of Notre Dame and Yale School of Management - International Center for Finance
Downloads 1,034 (16,053)
Citation 40

Abstract:

Ratings, Credit Spreads

Tiebreaker: Certification and Multiple Credit Ratings

NBER Working Paper No. w15331
Number of pages: 66 Posted: 15 Sep 2009
Dion Bongaerts, Martijn Cremers and William N. Goetzmann
Erasmus University Rotterdam (EUR) - Finance, University of Notre Dame and Yale School of Management - International Center for Finance
Downloads 50 (333,874)
Citation 40

Abstract:

52.

Investor Expectations, Business Conditions, and the Pricing of Beta-Instability Risk

AFA 2009 San Francisco Meetings Paper, EFA 2007 Ljubljana Meetings Paper, Yale ICF Working Paper
Number of pages: 56 Posted: 25 Mar 2008 Last Revised: 27 Jan 2013
William N. Goetzmann, Akiko Watanabe and Masahiro Watanabe
Yale School of Management - International Center for Finance, University of Alberta - School of Business and University of Alberta - School of Business
Downloads 1,083 (14,665)
Citation 3

Abstract:

conditional CAPM, beta-instability risk, value and growth betas, time-varying premium, business cycle, Livingston Survey, investor expectations

53.
Downloads 1,040 ( 16,215)
Citation 16

The Subprime Crisis and House Price Appreciation

Yale ICF Working Paper No. 1340577
Number of pages: 46 Posted: 11 Feb 2009
William N. Goetzmann, Liang Peng and Jacqueline Yen
Yale School of Management - International Center for Finance, Smeal College of Business, The Pennsylvania State University and Yale School of Management
Downloads 985 (17,260)
Citation 16

Abstract:

The Subprime Crisis and House Price Appreciation

NBER Working Paper No. w15334
Number of pages: 47 Posted: 15 Sep 2009
William N. Goetzmann, Liang Peng and Jacqueline Yen
Yale School of Management - International Center for Finance, Smeal College of Business, The Pennsylvania State University and Yale School of Management
Downloads 55 (318,758)
Citation 16

Abstract:

The Subprime Crisis and House Price Appreciation

Journal of Real Estate Finance and Economics, Vol. 44, Nos. 1 & 2, 2012
Posted: 29 Nov 2011
William N. Goetzmann, Liang Peng and Jacqueline Yen
Yale School of Management - International Center for Finance, Smeal College of Business, The Pennsylvania State University and Yale School of Management

Abstract:

Mortgage, Subprime, House prices, Expectations

54.
Downloads 987 ( 17,538)

Crash Beliefs from Investor Surveys

Number of pages: 34 Posted: 21 Mar 2016
William N. Goetzmann, Dasol Kim and Robert J. Shiller
Yale School of Management - International Center for Finance, Office of Financial Research, US Department of the Treasury and Yale University - Cowles Foundation
Downloads 954 (18,119)

Abstract:

Crash Beliefs, Availability Bias, Investor Surveys

Crash Beliefs from Investor Surveys

NBER Working Paper No. w22143
Number of pages: 35 Posted: 11 Apr 2016
William N. Goetzmann, Dasol Kim and Robert J. Shiller
Yale School of Management - International Center for Finance, Office of Financial Research, US Department of the Treasury and Yale University - Cowles Foundation
Downloads 33 (394,430)
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Abstract:

55.
Downloads 955 ( 18,453)
Citation 8

Risk Aversion and Clientele Effects

Number of pages: 76 Posted: 06 Mar 2008 Last Revised: 10 Mar 2010
Douglas W. Blackburn, William N. Goetzmann and Andrey Ukhov
Fordham University, Yale School of Management - International Center for Finance and Cornell University
Downloads 932 (18,773)
Citation 8

Abstract:

Risk preferences, Risk aversion, Investor clienteles, Value and growth investing

Risk Aversion and Clientele Effects

NBER Working Paper No. w15333
Number of pages: 76 Posted: 15 Sep 2009
Douglas W. Blackburn, William N. Goetzmann and Andrey Ukhov
Fordham University, Yale School of Management - International Center for Finance and Cornell University
Downloads 23 (444,038)
Citation 8

Abstract:

56.

Will History Rhyme? The Past as Financial Future

Yale ICF Working Paper No. 04-19
Number of pages: 23 Posted: 29 Jun 2004
William N. Goetzmann
Yale School of Management - International Center for Finance
Downloads 801 (23,279)
Citation 1

Abstract:

Imperialism, International Finance, Diversification

57.

Procyclical Stocks Earn Higher Returns

AFA 2011 Denver Meetings Paper
Number of pages: 45 Posted: 15 Mar 2010 Last Revised: 27 Jan 2013
William N. Goetzmann, Akiko Watanabe and Masahiro Watanabe
Yale School of Management - International Center for Finance, University of Alberta - School of Business and University of Alberta - School of Business
Downloads 737 (20,783)
Citation 1

Abstract:

Procyclical and countercyclical stocks, business cycle, scaled factor model, Livingston Survey, investor expectations

58.

Weather-Induced Mood, Institutional Investors, and Stock Returns

Number of pages: 56 Posted: 13 Sep 2013 Last Revised: 25 Oct 2014
William N. Goetzmann, Dasol Kim, Alok Kumar and Qin (Emma) Wang
Yale School of Management - International Center for Finance, Office of Financial Research, US Department of the Treasury, University of Miami - School of Business Administration and Oklahoma State University - Tulsa
Downloads 703 (28,798)
Citation 2

Abstract:

59.

Safety First Portfolio Insurance

Number of pages: 11 Posted: 04 Mar 2008
William N. Goetzmann and Mark Broadie
Yale School of Management - International Center for Finance and Columbia University - Columbia Business School - Decision Risk and Operations
Downloads 667 (29,020)
Citation 1

Abstract:

insurance, Telser, risk, insurance portfolio

60.

Heterogeneity of Trade and Stock Returns. Evidence from Index Fund Investors

Yale ICF Working Paper No. 00-28
Number of pages: 37 Posted: 09 Feb 2001
Massimo Massa and William N. Goetzmann
INSEAD - Finance and Yale School of Management - International Center for Finance
Downloads 630 (32,495)
Citation 1

Abstract:

Index Funds, Heterogeneity of Beliefs, Learning

An Analysis of the Relative Performance of Japanese and Foreign Money Management

Yale ICF Working Paper No. 02-31
Number of pages: 39 Posted: 24 Sep 2002
New York University - Stern School of Business, Yale School of Management - International Center for Finance, Tokyo University of Science - School of Management and Rikkyo University - School of Social Relations
Downloads 531 (41,306)
Citation 8

Abstract:

An Analysis of the Relative Performance of Japanese and Foreign Money Management

NYU Working Paper No. S-AM-01-03
Number of pages: 22 Posted: 13 Nov 2008
New York University - Stern School of Business, Yale School of Management - International Center for Finance, Tokyo University of Science - School of Management and Rikkyo University - School of Social Relations
Downloads 17 (478,843)
Citation 8

Abstract:

An Analysis of the Relative Performance of Japanese and Foreign Money Management

NYU Working Paper No. FIN-02-028
Number of pages: 38 Posted: 03 Nov 2008
New York University - Stern School of Business, Yale School of Management - International Center for Finance, Tokyo University of Science - School of Management and Rikkyo University - School of Social Relations
Downloads 16 (484,462)
Citation 8

Abstract:

An Analysis of the Relative Performance of Japanese and Foreign Money Management

NYU Working Paper No. SC-AM-02-05
Number of pages: 38 Posted: 13 Nov 2008
New York University - Stern School of Business, Yale School of Management - International Center for Finance, Tokyo University of Science - School of Management and Rikkyo University - School of Social Relations
Downloads 12 (507,858)
Citation 8

Abstract:

An Analysis of the Relative Performance of Japanese and Foreign Money Management

NYU Working Paper No. FIN-01-019
Number of pages: 22 Posted: 03 Nov 2008
New York University - Stern School of Business, Yale School of Management - International Center for Finance, Tokyo University of Science - School of Management and Rikkyo University - School of Social Relations
Downloads 11 (513,614)
Citation 8

Abstract:

62.

Pairs Trading: Performance of a Relative Value Arbitrage Rule

NBER Working Paper No. w7032
Number of pages: 35 Posted: 20 Sep 2000
Evan G. Galev, William N. Goetzmann and K. Geert Rouwenhorst
Yale School of Management, Yale School of Management - International Center for Finance and Yale School of Management - International Center for Finance
Downloads 579 (35,235)
Citation 62

Abstract:

63.

Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares (Russian Version)

Yale ICF Working Paper No. 03-25
Number of pages: 43 Posted: 13 Jul 2003
Matthew I. Spiegel, William N. Goetzmann and Andrey Ukhov
Yale University - Yale School of Management, International Center for Finance, Yale School of Management - International Center for Finance and Cornell University
Downloads 575 (37,207)
Citation 8

Abstract:

64.

The Policy Implications of Portfolio Choice in Underserved Mortgage Markets

Yale ICF Working Paper No. 00-18; Yale SOM Working Paper No. ICF - 00-18
Number of pages: 29 Posted: 02 Nov 2000
Matthew I. Spiegel and William N. Goetzmann
Yale University - Yale School of Management, International Center for Finance and Yale School of Management - International Center for Finance
Downloads 549 (38,973)
Citation 12

Abstract:

65.

More Social Security, Not Less

Yale ICF Working Paper No. 05-05
Number of pages: 22 Posted: 12 Apr 2005
William N. Goetzmann
Yale School of Management - International Center for Finance
Downloads 528 (40,444)
Citation 2

Abstract:

Social Security, Wage Inedexation

66.

Survival

NYU Working Paper No. FIN-94-021
Number of pages: 35 Posted: 11 Nov 2008
Stephen J. Brown, William N. Goetzmann and Stephen A. Ross
New York University - Stern School of Business, Yale School of Management - International Center for Finance and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 514 (38,703)
Citation 99

Abstract:

67.

Soft Information, Hard Sell: The Role of Soft Information in the Pricing of Intellectual Property - Evidence from Screenplays Sales

Yale ICF Working Paper No. 04-16
Number of pages: 36 Posted: 27 Apr 2004
William N. Goetzmann, Vicente Pons-Sanz and S. Abraham Ravid
Yale School of Management - International Center for Finance, Yale School of Management and Yeshiva University - Syms School of Business
Downloads 480 (46,875)
Citation 1

Abstract:

68.

Beauty is in the Bid of the Beholder: An Empirical Basis for Style

Yale ICF Working Paper No. 04-46
Number of pages: 32 Posted: 17 Nov 2004
William N. Goetzmann, Johan Walden, Mauro M. Maggioni and Peter Jones
Yale School of Management - International Center for Finance, University of California, Berkeley - Finance Group, Yale University - Department of Mathematics and Yale University - Department of Mathematics
Downloads 438 (50,628)

Abstract:

Careers and Survival: Competition and Risk in the Hedge Fund and Cta Industry

NYU Working Paper No. S-AM-00-06
Number of pages: 31 Posted: 13 Nov 2008
Stephen J. Brown, William N. Goetzmann and James M. Park
New York University - Stern School of Business, Yale School of Management - International Center for Finance and PARADIGM Capital Management
Downloads 237 (106,473)
Citation 108

Abstract:

Careers and Survival: Competition and Risk in the Hedge Fund and Cta Industry

NYU Working Paper No. FIN-00-026
Number of pages: 31 Posted: 04 Nov 2008
Stephen J. Brown, William N. Goetzmann and James M. Park
New York University - Stern School of Business, Yale School of Management - International Center for Finance and PARADIGM Capital Management
Downloads 199 (126,668)
Citation 108

Abstract:

70.
Downloads 396 ( 60,213)
Citation 4

Portfolio Diversification and City Agglomeration

Yale ICF Working Paper No. 04-18; AFA 2004 San Diego Meetings
Number of pages: 41 Posted: 16 Dec 2003
Massimo Massa, William N. Goetzmann and Andrei Simonov
INSEAD - Finance, Yale School of Management - International Center for Finance and Michigan State University - Eli Broad Graduate School of Management
Downloads 350 (69,054)
Citation 4

Abstract:

Portfolio choice, under-diversification, proximity investment, knowledge spillover, city agglomeration

Portfolio Diversification and City Agglomeration

NBER Working Paper No. w10343
Number of pages: 48 Posted: 16 Mar 2004
Massimo Massa, William N. Goetzmann and Andrei Simonov
INSEAD - Finance, Yale School of Management - International Center for Finance and Michigan State University - Eli Broad Graduate School of Management
Downloads 46 (346,395)
Citation 4

Abstract:

The Economics of Aesthetics and Record Prices for Art since 1701

Explorations in Economic History, Vol. 57, 2015
Number of pages: 38 Posted: 12 Aug 2014 Last Revised: 18 Jan 2016
Christophe Spaenjers, William N. Goetzmann and Elena Mamonova
HEC Paris - Finance Department, Yale School of Management - International Center for Finance and Independent
Downloads 369 (64,824)

Abstract:

art; auctions; price formation; price indexes; private values; record prices

The Economics of Aesthetics and Three Centuries of Art Price Records

NBER Working Paper No. w20440
Number of pages: 26 Posted: 03 Sep 2014
William N. Goetzmann, Elena Mamonova and Christophe Spaenjers
Yale School of Management - International Center for Finance, Independent and HEC Paris - Finance Department
Downloads 19 (467,198)

Abstract:

Bubble Investing: Learning from History

Number of pages: 18 Posted: 26 May 2016
William N. Goetzmann
Yale School of Management - International Center for Finance
Downloads 293 (84,687)

Abstract:

Bubble Investing: Learning from History

NBER Working Paper No. w21693
Number of pages: 19 Posted: 02 Nov 2015
William N. Goetzmann
Yale School of Management - International Center for Finance
Downloads 93 (235,541)
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Abstract:

Competition Among University Endowments

Yale SOM Working Paper
Number of pages: 39 Posted: 14 Jun 2012 Last Revised: 21 Jun 2012
William N. Goetzmann and Sharon M. Oster
Yale School of Management - International Center for Finance and Yale School of Management
Downloads 353 (68,342)

Abstract:

endowment

Competition Among University Endowments

NBER Working Paper No. w18173
Number of pages: 40 Posted: 23 Jun 2012
William N. Goetzmann and Sharon M. Oster
Yale School of Management - International Center for Finance and Yale School of Management
Downloads 24 (438,393)

Abstract:

74.

Do Cities and Suburbs Cluster?

Cityscape, Vol. 3, No. 3, 1998
Number of pages: 12 Posted: 05 Apr 1999
William N. Goetzmann, Matthew I. Spiegel and Susan M. Wachter
Yale School of Management - International Center for Finance, Yale University - Yale School of Management, International Center for Finance and University of Pennsylvania - Wharton School, Department of Real Estate
Downloads 368 (63,636)
Citation 2

Abstract:

75.
Downloads 364 ( 66,518)

Mutual Fund Styles

NYU Working Paper No. FIN-94-020
Number of pages: 55 Posted: 11 Nov 2008
Stephen J. Brown and William N. Goetzmann
New York University - Stern School of Business and Yale School of Management - International Center for Finance
Downloads 364 (65,891)
Citation 106

Abstract:

Mutual Fund Styles

Yale School of Managment Working Paper No. F-46
Posted: 10 Oct 1998
Stephen J. Brown and William N. Goetzmann
New York University - Stern School of Business and Yale School of Management - International Center for Finance

Abstract:

The Bias of the RSR Estimator and the Accuracy of Some Alternatives

Yale SOM Working Paper No. ICF - 00-27
Number of pages: 37 Posted: 08 Feb 2001
Liang Peng and William N. Goetzmann
Smeal College of Business, The Pennsylvania State University and Yale School of Management - International Center for Finance
Downloads 321 (76,343)
Citation 13

Abstract:

Repeat sales estimators, Real estate index, Simulation

The Bias of the Rsr Estimator and the Accuracy of Some Alternatives

NBER Working Paper No. t0270
Number of pages: 36 Posted: 29 Mar 2001
Liang Peng and William N. Goetzmann
Smeal College of Business, The Pennsylvania State University and Yale School of Management - International Center for Finance
Downloads 27 (422,060)
Citation 13

Abstract:

Testing Asset Pricing Theory on Six Hundred Years of Stock Returns: Prices and Dividends for the Bazacle Company from 1372 to 1946

Paris December 2014 Finance Meeting EUROFIDAI - AFFI Paper
Number of pages: 52 Posted: 29 May 2014 Last Revised: 12 Feb 2016
David Le Bris, William N. Goetzmann and Sebastien Pouget
Toulouse Business School, Yale School of Management - International Center for Finance and Toulouse School of Economics
Downloads 316 (77,697)

Abstract:

asset pricing, history of finance, consumption risk

Testing Asset Pricing Theory on Six Hundred Years of Stock Returns: Prices and Dividends for the Bazacle Company from 1372 to 1946

NBER Working Paper No. w20199
Number of pages: 49 Posted: 11 Jun 2014
David Le Bris, William N. Goetzmann and Sebastien Pouget
Toulouse Business School, Yale School of Management - International Center for Finance and Toulouse School of Economics
Downloads 9 (524,625)

Abstract:

78.
Downloads 292 ( 85,508)

Momentum in Imperial Russia

WFA 2016 Park City Meetings Paper
Number of pages: 42 Posted: 23 Sep 2015 Last Revised: 29 Jun 2017
William N. Goetzmann and Simon Huang
Yale School of Management - International Center for Finance and University of Connecticut - School of Business
Downloads 287 (86,746)

Abstract:

Momentum, behavioral finance, capital flows, return predictability

Momentum in Imperial Russia

NBER Working Paper No. w21700
Number of pages: 40 Posted: 09 Nov 2015
William N. Goetzmann and Simon Huang
Yale School of Management - International Center for Finance and University of Connecticut - School of Business
Downloads 5 (545,588)
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Abstract:

79.

The Effect of Seller Reserves on Market Index Estimation

Yale School of Management Working Paper No. F-47
Number of pages: 17 Posted: 25 Jun 1998
William N. Goetzmann
Yale School of Management - International Center for Finance
Downloads 268 (90,294)
Citation 1

Abstract:

80.

Estimating Operational Risk for Hedge Funds: The É-Score

NYU Working Paper No. FIN-08-001
Number of pages: 23 Posted: 09 Mar 2009
Stephen J. Brown, William N. Goetzmann, Bing Liang and Christopher Schwarz
New York University - Stern School of Business, Yale School of Management - International Center for Finance, University of Massachusetts Amherst - Department of Finance and University of Massachusetts Amherst
Downloads 263 (93,292)
Citation 11

Abstract:

81.

Sharpening Sharpe Ratios

NBER Working Paper No. w9116
Number of pages: 51 Posted: 23 Aug 2002
Yale School of Management - International Center for Finance, Yale School of Management - International Center for Finance, Yale University - Yale School of Management, International Center for Finance and University of California, Los Angeles (UCLA)
Downloads 256 (78,214)
Citation 45

Abstract:

82.

Estimating Indices in the Presence of Seller Reservation Prices

Yale ICF Working Paper No. 03-05
Number of pages: 49 Posted: 08 Apr 2003
Liang Peng and William N. Goetzmann
Smeal College of Business, The Pennsylvania State University and Yale School of Management - International Center for Finance
Downloads 237 (102,452)
Citation 18

Abstract:

The Development of Corporate Governance in Toulouse 1372-1946

Number of pages: 61 Posted: 16 Jul 2015 Last Revised: 03 Mar 2016
David Le Bris, William N. Goetzmann and Sebastien Pouget
Toulouse Business School, Yale School of Management - International Center for Finance and Toulouse School of Economics
Downloads 210 (120,207)

Abstract:

Corporate Governance, Economic History

The Development of Corporate Governance in Toulouse: 1372-1946

NBER Working Paper No. w21335
Number of pages: 59 Posted: 13 Jul 2015
David Le Bris, William N. Goetzmann and Sebastien Pouget
Toulouse Business School, Yale School of Management - International Center for Finance and Toulouse School of Economics
Downloads 7 (535,361)
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Abstract:

84.

The Role of Hedge Funds in the Security Price Formation Process

Number of pages: 53 Posted: 02 Aug 2012 Last Revised: 01 Mar 2016
Charles Cao, Yong Chen, William N. Goetzmann and Bing Liang
Pennsylvania State University, Texas A&M University - Department of Finance, Yale School of Management - International Center for Finance and University of Massachusetts Amherst - Department of Finance
Downloads 202 (53,808)
Citation 1

Abstract:

Hedge funds, stock mispricing, investment value, costly arbitrage

85.

Securitization in the 1920’s

Number of pages: 33 Posted: 02 Feb 2010
William N. Goetzmann and Frank Newman
Yale School of Management - International Center for Finance and Yale University
Downloads 195 (119,996)
Citation 4

Abstract:

Real Estate, Securitization, mortgage

86.

The Role of Soft and Hard Information in the Pricing of Assets and Contract Design - Evidence from Screenplay Sales

EFA 2008 Athens Meetings Paper
Number of pages: 34 Posted: 07 Mar 2008
Yale School of Management - International Center for Finance, Yeshiva University - Syms School of Business, New Jersey Institute of Technology, School of Management and Yale School of Management
Downloads 171 (134,451)
Citation 3

Abstract:

Soft information, Screenplay Sales, Contract Design, Efficient Markets

Offshore Hedge Funds: Survival and Performance 1989-1995

NBER Working Paper No. w5909
Number of pages: 34 Posted: 20 Jul 2000
Stephen J. Brown, William N. Goetzmann and Roger G. Ibbotson
New York University - Stern School of Business, Yale School of Management - International Center for Finance and Yale School of Management
Downloads 94 (233,847)
Citation 181

Abstract:

Offshore Hedge Funds: Survival and Performance 1989-1995

NYU Working Paper No. FIN-96-018
Number of pages: 23 Posted: 07 Nov 2008
Stephen J. Brown, William N. Goetzmann and Roger G. Ibbotson
New York University - Stern School of Business, Yale School of Management - International Center for Finance and Yale School of Management
Downloads 62 (299,918)
Citation 180

Abstract:

Offshore Hedge Funds: Survival and Performance, 1989-1995

Journal of Business, Vol. 72, Issue 1, January 1999
Posted: 16 Nov 1998
Stephen J. Brown, William N. Goetzmann and Roger G. Ibbotson
New York University - Stern School of Business, Yale School of Management - International Center for Finance and Yale School of Management

Abstract:

88.

High Water Marks

NBER Working Paper No. w6413
Number of pages: 37 Posted: 05 Sep 2000
William N. Goetzmann, Jonathan E. Ingersoll Jr. and Stephen A. Ross
Yale School of Management - International Center for Finance, Yale School of Management - International Center for Finance and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 115 (201,564)
Citation 123

Abstract:

89.

Securitization in the 1920's

NBER Working Paper No. w15650
Number of pages: 34 Posted: 18 Jan 2010
William N. Goetzmann and Frank Newman
Yale School of Management - International Center for Finance and Yale University
Downloads 105 (209,598)
Citation 4

Abstract:

90.

Estimating Operational Risk for Hedge Funds: The Ω-Score

NYU Working Paper No. 2451/27845
Number of pages: 23 Posted: 10 Sep 2013
Stephen Brown, William N. Goetzmann, Bing Liang and Christopher Schwarz
New York University (NYU) - Leonard N. Stern School of Business, Yale School of Management - International Center for Finance, University of Massachusetts Amherst - Department of Finance and University of California at Irvine
Downloads 71 (249,427)
Citation 10

Abstract:

91.
Downloads 71 (275,538)
Citation 15

The Japanese Open-End Fund Puzzle

NYU Working Paper No. FIN-98-012
Number of pages: 50 Posted: 07 Nov 2008
New York University - Stern School of Business, Yale School of Management - International Center for Finance, Tokyo University of Science - School of Management, International University of Japan and Rikkyo University - School of Social Relations
Downloads 43 (356,509)
Citation 15

Abstract:

The Japanese Open-End Fund Puzzle

NBER Working Paper No. w6347
Number of pages: 45 Posted: 14 Jun 2000
New York University - Stern School of Business, Yale School of Management - International Center for Finance, Tokyo University of Science - School of Management, International University of Japan and Rikkyo University - School of Social Relations
Downloads 28 (417,084)
Citation 15

Abstract:

92.

Is Trading Behavior Stable Across Contexts? Evidence from Style and Multi-Style Investors

Quantitative Finance 14 (4) 2014, 29th International Conference of the French Finance Association (AFFI) 2012
Number of pages: 51 Posted: 19 Sep 2012 Last Revised: 23 Apr 2017
Douglas W. Blackburn, William N. Goetzmann and Andrey Ukhov
Fordham University, Yale School of Management - International Center for Finance and Cornell University
Downloads 60 (273,414)

Abstract:

Agent-specific vs Context-dependent risk taking, Individual Investor, Trading Behavior, Momentum, Contrarian

93.

Dispersion of Opinion and Stock Returns

CEPR Discussion Paper No. 4819
Number of pages: 41 Posted: 08 Apr 2005
Massimo Massa and William N. Goetzmann
INSEAD - Finance and Yale School of Management - International Center for Finance
Downloads 55 (314,191)
Citation 12
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Abstract:

Dispersion of opinion, asset prices, volatility

94.

Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares

NBER Working Paper No. w9469
Number of pages: 43 Posted: 07 Feb 2003
William N. Goetzmann, Andrey Ukhov and Matthew I. Spiegel
Yale School of Management - International Center for Finance, Cornell University and Yale University - Yale School of Management, International Center for Finance
Downloads 49 (319,774)
Citation 11

Abstract:

95.

Portfolio Diversification, Proximity Investment and City Agglomeration

CEPR Discussion Paper No. 4786
Number of pages: 47 Posted: 08 Mar 2005
Massimo Massa, William N. Goetzmann and Andrei Simonov
INSEAD - Finance, Yale School of Management - International Center for Finance and Michigan State University - Eli Broad Graduate School of Management
Downloads 36 (373,894)
Citation 4
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Abstract:

Portfolio choice, under-diversification, proximity investment, professional specialization, city agglomeration

96.

Selective Disclosure: The Case of Nikkei Preview Articles

Number of pages: 59 Posted: 24 Jul 2015 Last Revised: 24 Nov 2015
William N. Goetzmann and Yasushi Hamao
Yale School of Management - International Center for Finance and Center on Japanese Economy and Business
Downloads 31 (200,255)
Citation 1

Abstract:

Regulation FD, earnings announcement, Japanese stock market, Nikkei newspaper

97.

Disposition Matters: Volume, Volatility and Price Impact of Behavioral Bias

CEPR Discussion Paper No. 4814
Number of pages: 51 Posted: 08 Apr 2005
Massimo Massa and William N. Goetzmann
INSEAD - Finance and Yale School of Management - International Center for Finance
Downloads 28 (401,788)
Citation 15
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Abstract:

Disposition effect, asset prices, volatility

98.

Soft Information, Hard Sell: The Role of Soft Information in the Pricing of Intellectual Property

NBER Working Paper No. w10468
Number of pages: 36 Posted: 19 May 2004 Last Revised: 10 Aug 2010
William N. Goetzmann, Vicente Pons-Sanz and S. Abraham Ravid
Yale School of Management - International Center for Finance, Yale School of Management and Yeshiva University - Syms School of Business
Downloads 27 (381,432)
Citation 3

Abstract:

99.

China and the World Financial Markets 1870-1939: Modern Lessons from Historical Globalization

Economic History Review, Vol. 60, No. 2, pp. 267-312, May 2007
Number of pages: 46 Posted: 11 Apr 2007
Andrey Ukhov, William N. Goetzmann and Ning Zhu
Cornell University, Yale School of Management - International Center for Finance and China Academy of Financial Research (CAFR)
Downloads 24 (425,438)
Citation 8
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Abstract:

100.

The Efficient Market Theory and Evidence: Implications for Active Investment Management

Foundations and Trends in Finance, Vol. 5, No. 3, 2010
Number of pages: 99 Posted: 29 Feb 2012
Andrew Ang, William N. Goetzmann and Stephen M. Schaefer
BlackRock, Inc, Yale School of Management - International Center for Finance and London Business School - Institute of Finance and Accounting
Downloads 7 (492,788)
Citation 3
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Abstract:

efficient market hypothesis, CAPM, APT, arbitrage

101.

Estimating Operational Risk for Hedge Funds: The Omega-Score

Financial Analysts Journal, Vol. 65, No. 1, 2009
Posted: 31 Jan 2009
Stephen J. Brown, William N. Goetzmann, Bing Liang and Christopher Schwarz
New York University - Stern School of Business, Yale School of Management - International Center for Finance, University of Massachusetts Amherst - Department of Finance and University of California at Irvine

Abstract:

Risk Measurement and Management: Alternative Investments; Portfolio Management: Hedge Fund strategies; Alternative Investments: Hedge Fund Strategies

102.

Two Decades of Commercial Property Returns: A Repeated-Measures Regression-Based Version of the NCREIF Index

Journal of Real Estate Finance and Economics, Vol. 21, Issue 1
Posted: 24 Aug 2000
David M. Geltner and William N. Goetzmann
University of Cincinnati - Lindner College of Business and Yale School of Management - International Center for Finance

Abstract:

103.

Performance Persistence

JOURNAL OF FINANCE, Vol 50 No 2, June 1995
Posted: 04 May 2000
Stephen J. Brown and William N. Goetzmann
New York University - Stern School of Business and Yale School of Management - International Center for Finance

Abstract:

104.

A Longer Look at Dividend Yields

Journal of Business, Vol. 68, Issue 4, October 1995
Posted: 25 Aug 1998
Philippe Jorion and William N. Goetzmann
University of California, Irvine - Paul Merage School of Business and Yale School of Management - International Center for Finance

Abstract:

105.

Clustering Methods for Real Estate Portfolios

Real Estate Economics, Fall 1995
Posted: 03 Jul 1998
Susan M. Wachter and William N. Goetzmann
University of Pennsylvania - Wharton School, Department of Real Estate and Yale School of Management - International Center for Finance

Abstract:

106.

An Emerging Market: The NYSE From 1815 to 1871

Yale School of Management Working Paper No. F-49
Posted: 19 May 1998
Roger G. Ibbotson and William N. Goetzmann
Yale School of Management and Yale School of Management - International Center for Finance

Abstract:

107.

A Spatial Model of Housing Returns and Neighborhood Substitutability

Journal OF Real Estate Finance and Economics, Vol. 14, Issue 1
Posted: 06 Jun 1997
Matthew I. Spiegel and William N. Goetzmann
Yale University - Yale School of Management, International Center for Finance and Yale School of Management - International Center for Finance

Abstract:

108.

Risks and Incentives in Underserved Mortgage Markets

Posted: 15 Nov 1996
Brent W. Ambrose and William N. Goetzmann
Pennsylvania State University and Yale School of Management - International Center for Finance

Abstract:

109.

Suburbs and Cities

Posted: 15 Nov 1996
William N. Goetzmann, Matthew I. Spiegel and Susan M. Wachter
Yale School of Management - International Center for Finance, Yale University - Yale School of Management, International Center for Finance and University of Pennsylvania - Wharton School, Department of Real Estate

Abstract: