Author Page for William N. Goetzmann

Pairs Trading: Performance of a Relative Value Arbitrage Rule

Downloads 42,906 ( 64)

2

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 42,906 (63)

Citation 32

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.

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

Downloads 15,534 ( 422)

Citation 7

2

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 - Miami Herbert Business School and Yale School of Management - International Center for Finance

Downloads 14,583 (471)

Citation 8

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 951 (40,681)

Abstract:

3.

Offshore Hedge Funds: Survival & Performance 1989-1995

Downloads 14,273 ( 488)

Citation 34

2

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 14,015 (499)

Citation 33

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 258 (197,142)

Abstract:

4.

Hedge Funds and the Asian Currency Crisis of 1997

Downloads 12,697 ( 608)

Citation 35

3

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 12,331 (630)

Citation 1

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: 25 Jul 2022

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 189 (265,289)

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 177 (281,244)

Citation 30

Abstract:

5.

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 9,446 (1,015)

Citation 2

Abstract:

Hedge Funds with Style

NBER Working Paper No. w8173

Number of pages: 37 Posted: 16 Mar 2001 Last Revised: 02 Nov 2022

Stephen J. Brown and William N. Goetzmann

New York University - Stern School of Business and Yale School of Management - International Center for Finance

Downloads 295 (171,762)

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 245 (207,525)

Citation 8

Abstract:

6.

Portfolio Performance Manipulation and Manipulation-Proof Performance Measures

Downloads 7,986 ( 1,381)

Citation 128

2

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

William N. Goetzmann, Jonathan E. Ingersoll, Matthew I. Spiegel and Ivo Welch

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 7,986 (1,371)

Citation 128

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

Jonathan E. Ingersoll, Matthew I. Spiegel, William N. Goetzmann and Ivo Welch

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:

7.

History and the Equity Risk Premium

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 7,875 (1,418)

Citation 2

Abstract:

8.

Global Real Estate Markets: Cycles and Fundamentals

Downloads 6,762 ( 1,816)

Citation 21

2

Global Real Estate Markets: Cycles and Fundamentals

Yale ICF Working Paper No. 99-03

Number of pages: 23 Posted: 05 Apr 1999

Brad Case, William N. Goetzmann and K. Geert Rouwenhorst

Fannie Mae, Yale School of Management - International Center for Finance and Yale School of Management - International Center for Finance

Downloads 6,478 (1,929)

Citation 19

Abstract:

Global Real Estate Markets - Cycles and Fundamentals

NBER Working Paper No. w7566

Number of pages: 23 Posted: 11 Jul 2000 Last Revised: 30 Mar 2022

Brad Case, William N. Goetzmann and K. Geert Rouwenhorst

Fannie Mae, Yale School of Management - International Center for Finance and Yale School of Management - International Center for Finance

Downloads 284 (179,480)

Citation 3

Abstract:

9.

The Development of Corporate Performance Measures: Benchmarks Before Eva

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 6,757 (1,818)

Citation 2

Abstract:

10.

Long-Term Global Market Correlations

Downloads 6,548 ( 1,917)

Citation 153

2

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 6,307 (2,018)

Citation 2

Abstract:

Long-Term Global Market Correlations

NBER Working Paper No. w8612

Number of pages: 52 Posted: 17 Nov 2001 Last Revised: 15 Jul 2022

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 241 (210,846)

Citation 41

Abstract:

11.

High-Water Marks and Hedge Fund Management Contracts

Downloads 6,423 ( 1,973)

2

High-Water Marks and Hedge Fund Management Contracts

Number of pages: 41 Posted: 08 Feb 1998

William N. Goetzmann, Jonathan E. Ingersoll 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 6,423 (1,951)

Citation 60

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 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:

12.

Fees on Fees in Funds of Funds

Downloads 4,860 ( 3,199)

Citation 39

6

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 4,335 (3,824)

Citation 7

Abstract:

Fees on Fees in Funds of Funds

NBER Working Paper No. w9464

Number of pages: 1 Posted: 02 Feb 2003 Last Revised: 12 Nov 2022

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 223 (227,505)

Citation 6

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 139 (344,641)

Citation 1

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 83 (497,490)

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 80 (508,899)

Citation 3

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:

13.

Equity Portfolio Diversification

Downloads 4,831 ( 3,233)

Citation 183

4

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 - Miami Herbert Business School and Yale School of Management - International Center for Finance

Downloads 4,385 (3,768)

Citation 28

Abstract:

Equity Portfolio Diversification

NBER Working Paper No. w8686

Number of pages: 45 Posted: 20 Dec 2001 Last Revised: 26 Sep 2022

Alok Kumar and William N. Goetzmann

University of Miami - Miami Herbert Business School and Yale School of Management - International Center for Finance

Downloads 446 (108,223)

Citation 61

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 - Miami Herbert Business School

Abstract:

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 - Miami Herbert Business School

Abstract:

14.

A New Historical Database for the NYSE 1815 to 1925: Performance and Predictability

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 4,777 (3,302)

Citation 35

Abstract:

15.

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

Downloads 4,552 ( 3,579)

Citation 138

3

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 4,387 (3,762)

Citation 7

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 Last Revised: 15 May 2022

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 165 (298,866)

Citation 26

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:

16.

A Century of Global Stock Markets

Downloads 4,199 ( 4,123)

Citation 65

2

A Century of Global Stock Markets

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 3,657 (5,087)

Citation 2

Abstract:

A Century of Global Stock Markets

NBER Working Paper No. w5901

Number of pages: 32 Posted: 15 May 2000 Last Revised: 18 Aug 2022

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 542 (85,400)

Citation 5

Abstract:

17.

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

Downloads 4,128 ( 4,231)

Citation 20

2

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 3,815 (4,709)

Citation 7

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 313 (161,278)

Citation 1

Abstract:

18.

Fibonacci and the Financial Revolution

Downloads 4,061 ( 4,337)

2

Fibonacci and the Financial Revolution

Number of pages: 44 Posted: 27 Oct 2003

William N. Goetzmann

Yale School of Management - International Center for Finance

Downloads 3,637 (5,139)

Abstract:

Fibonacci and the Financial Revolution

NBER Working Paper No. w10352

Number of pages: 44 Posted: 18 Mar 2004 Last Revised: 16 Oct 2022

William N. Goetzmann

Yale School of Management - International Center for Finance

Downloads 424 (114,848)

Abstract:

19.

Estimating Private Equity Returns from Limited Partner Cash Flows

Downloads 4,001 ( 4,452)

Citation 66

2

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 University - Columbia Business School, Finance, Yale School of Management - International Center for Finance and University of Oxford - Said Business School

Downloads 2,995 (7,100)

Citation 28

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 University - Columbia Business School, Finance, Yale School of Management - International Center for Finance and University of Oxford - Said Business School

Downloads 1,006 (37,568)

Citation 22

Abstract:

20.

Day Trading International Mutual Funds: Evidence and Policy Solutions

Downloads 3,853 ( 4,724)

2

Day Trading International Mutual Funds: Evidence and Policy Solutions

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 3,853 (4,629)

Citation 13

Abstract:

Day Trading International Mutual Funds: Evidence and Policy Solutions

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:

21.

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

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 3,592 (5,370)

Citation 3

Abstract:

22.

Positive Portfolio Factors

Downloads 3,510 ( 5,565)

2

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 3,386 (5,802)

Abstract:

Positive Portfolio Factors

NBER Working Paper No. w6412

Number of pages: 19 Posted: 20 Sep 2000 Last Revised: 09 Jan 2022

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 124 (376,457)

Abstract:

23.

New Evidence on the First Financial Bubble

Downloads 3,444 ( 5,748)

Citation 18

2

New Evidence on the First Financial Bubble

Journal of Financial Economics, Volume 108, Issue 3, June 2013, Pages 585-607

Number of pages: 81 Posted: 01 Apr 2009 Last Revised: 10 Sep 2019

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 3,312 (6,030)

Citation 10

Abstract:

New Evidence on the First Financial Bubble

NBER Working Paper No. w15332

Number of pages: 43 Posted: 15 Sep 2009 Last Revised: 25 May 2023

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 132 (358,917)

Citation 2

Abstract:

24.

Trust and Delegation

Downloads 3,410 ( 5,844)

Citation 42

3

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, Irvine - The Paul Merage School of Business

Downloads 3,074 (6,793)

Citation 1

Abstract:

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, Irvine - The Paul Merage School of Business

Downloads 267 (190,416)

Citation 7

Abstract:

Trust and Delegation

NBER Working Paper No. w15529

Number of pages: 47 Posted: 24 Nov 2009 Last Revised: 08 Jun 2023

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, Irvine - The Paul Merage School of Business

Downloads 69 (554,739)

Citation 8

Abstract:

25.

Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration

Downloads 3,073 ( 6,916)

Citation 98

2

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, Irvine - The Paul Merage School of Business

Downloads 2,845 (7,672)

Citation 5

Abstract:

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 228 (222,705)

Citation 28

Abstract:

26.

Art and Money

Downloads 3,055 ( 6,986)

Citation 28

2

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: 26 Feb 2020

William N. Goetzmann, Luc Renneboog and Christophe Spaenjers

Yale School of Management - International Center for Finance, Tilburg University - Department of Finance and University of Colorado Boulder - Leeds School of Business

Downloads 2,864 (7,599)

Citation 15

Abstract:

Art and Money

NBER Working Paper No. w15502

Number of pages: 41 Posted: 26 Feb 2020 Last Revised: 12 May 2023

William N. Goetzmann, Luc Renneboog and Christophe Spaenjers

Yale School of Management - International Center for Finance, Tilburg University - Department of Finance and University of Colorado Boulder - Leeds School of Business

Downloads 191 (262,711)

Citation 15

Abstract:

27.

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, Irvine - The Paul Merage School of Business

Downloads 3,035 (7,050)

Abstract:

28.

Daily Momentum and Contrarian Behavior of Index Fund Investors

Downloads 2,907 ( 7,556)

Citation 54

2

Daily Momentum and Contrarian Behavior of Index Fund Investors

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 2,779 (7,934)

Citation 1

Abstract:

Daily Momentum and Contrarian Behavior of Index Fund Investors

NBER Working Paper No. w7567

Number of pages: 49 Posted: 09 Jul 2000 Last Revised: 05 Sep 2022

Massimo Massa and William N. Goetzmann

INSEAD - Finance and Yale School of Management - International Center for Finance

Downloads 128 (367,494)

Citation 16

Abstract:

29.

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

Downloads 2,869 ( 7,720)

Citation 13

4

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

Stephen J. Brown, William N. Goetzmann, Takato Hiraki, Noriyoshi Shiraishi and Masahiro Watanabe

New York University - Stern School of Business, Yale School of Management - International Center for Finance, International University of Japan, Rikkyo University - School of Social Relations and University of Alberta - School of Business

Downloads 2,577 (8,933)

Citation 7

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

Stephen J. Brown, William N. Goetzmann, Takato Hiraki, Noriyoshi Shiraishi and Masahiro Watanabe

New York University - Stern School of Business, Yale School of Management - International Center for Finance, International University of Japan, Rikkyo University - School of Social Relations and University of Alberta - School of Business

Downloads 118 (390,836)

Abstract:

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

NBER Working Paper No. w9470

Number of pages: 45 Posted: 02 Feb 2003 Last Revised: 18 Nov 2022

Stephen J. Brown, William N. Goetzmann, Takato Hiraki, Noriyoshi Shiraishi and Masahiro Watanabe

New York University - Stern School of Business, Yale School of Management - International Center for Finance, International University of Japan, Rikkyo University - School of Social Relations and University of Alberta - School of Business

Downloads 108 (417,107)

Citation 2

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

Stephen J. Brown, William N. Goetzmann, Takato Hiraki, Noriyoshi Shiraishi and Masahiro Watanabe

New York University - Stern School of Business, Yale School of Management - International Center for Finance, International University of Japan, Rikkyo University - School of Social Relations and University of Alberta - School of Business

Downloads 66 (568,522)

Abstract:

30.

Index Funds and Stock Market Growth

Downloads 2,751 ( 8,192)

Citation 20

2

Index Funds and Stock Market Growth

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 2,649 (8,554)

Citation 12

Abstract:

Index Funds and Stock Market Growth

NBER Working Paper No. w7033

Number of pages: 50 Posted: 11 Sep 2000 Last Revised: 21 Sep 2022

Massimo Massa and William N. Goetzmann

INSEAD - Finance and Yale School of Management - International Center for Finance

Downloads 102 (434,750)

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 2,379 (10,309)

Citation 2

Abstract:

32.

The Performance of Real Estate Portfolios: A Simulation Approach

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 2,318 (10,775)

Citation 1

Abstract:

33.

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 2,287 (11,012)

Citation 3

Abstract:

34.

Home Equity Insurance: A Pilot Project

Number of pages: 33 Posted: 28 May 2003

William N. Goetzmann, Andrew Caplin, Eric Hangen, Barry J. Nalebuff, Elisabeth Prentice, John Rodkin, Matthew I. Spiegel and Tom Skinner

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 2,254 (11,273)

Abstract:

35.

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

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 2,096 (12,681)

Citation 8

Abstract:

36.

Rain or Shine: Where is the Weather Effect?

Downloads 2,073 (12,902)

Citation 43

2

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 1,981 (13,597)

Citation 5

Abstract:

Rain or Shine: Where is the Weather Effect?

NBER Working Paper No. w9465

Number of pages: 31 Posted: 02 Feb 2003 Last Revised: 13 Nov 2022

Ning Zhu and William N. Goetzmann

China Academy of Financial Research (CAFR) and Yale School of Management - International Center for Finance

Downloads 92 (466,230)

Citation 15

Abstract:

37.

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 2,027 (13,359)

Abstract:

38.

Re-Emerging Markets

Downloads 1,990 (13,751)

Citation 10

3

Re-Emerging Markets

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 1,911 (14,414)

Citation 1

Abstract:

Re-Emerging Markets

NBER Working Paper No. w5906

Number of pages: 44 Posted: 13 Jul 2000 Last Revised: 22 Aug 2022

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 79 (512,695)

Abstract:

Re-Emerging Markets

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.

Investment Beliefs of Endowments

Downloads 1,755 (16,731)

Citation 8

2

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, Amazon.com, Inc. and Yale School of Management - International Center for Finance

Downloads 1,247 (27,578)

Citation 3

Abstract:

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, Amazon.com, Inc. and Yale School of Management - International Center for Finance

Downloads 508 (92,687)

Citation 7

Abstract:

40.

Two Decades of Commercial Property Returns: A Ncreif Index Using Independent Appraisals

Number of pages: 50 Posted: 09 Feb 1998

David M. Geltner and William N. Goetzmann

affiliation not provided to SSRN and Yale School of Management - International Center for Finance

Downloads 1,692 (17,738)

Citation 3

Abstract:

41.

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 1,608 (19,142)

Abstract:

42.

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 1,469 (22,034)

Citation 1

Abstract:

43.

Crash Beliefs from Investor Surveys

Downloads 1,463 (22,166)

Citation 6

2

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 1,318 (25,375)

Citation 2

Abstract:

Crash Beliefs from Investor Surveys

NBER Working Paper No. w22143

Number of pages: 58 Posted: 11 Apr 2016 Last Revised: 03 Jul 2023

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 145 (333,246)

Citation 4

Abstract:

44.

Monthly Measurement of Daily Timers

Number of pages: 50 Posted: 23 Apr 1998

Jonathan E. Ingersoll, 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 1,408 (23,428)

Citation 21

Abstract:

45.

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

Downloads 1,392 (23,854)

Citation 30

2

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

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 1,230 (28,137)

Citation 1

Abstract:

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

NBER Working Paper No. w11266

Number of pages: 58 Posted: 25 May 2005 Last Revised: 15 Oct 2022

Andrey Ukhov and William N. Goetzmann

Cornell University and Yale School of Management - International Center for Finance

Downloads 162 (303,527)

Citation 7

Abstract:

46.

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 1,378 (24,211)

Abstract:

47.

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 1,343 (25,147)

Citation 4

Abstract:

48.

The Open-End Japanese Mutual Fund Puzzle

Number of pages: 44 Posted: 23 Apr 1998

Stephen J. Brown, William N. Goetzmann, Takato Hiraki, Toshiyuki Otsuki and Noriyoshi Shiraishi

New York University - Stern School of Business, Yale School of Management - International Center for Finance, International University of Japan, International University of Japan and Rikkyo University - School of Social Relations

Downloads 1,332 (25,464)

Citation 4

Abstract:

49.

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

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 1,319 (25,792)

Citation 1

Abstract:

50.

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

Number of pages: 50 Posted: 03 Aug 2004

Elisabeth Köll and William N. Goetzmann

Harvard University - Business School (HBS) and Yale School of Management - International Center for Finance

Downloads 1,266 (27,440)

Citation 3

Abstract:

51.

Tiebreaker: Certification and Multiple Credit Ratings

Downloads 1,236 (28,438)

Citation 124

2

Tiebreaker: Certification and Multiple Credit Ratings

Yale ICF Working Paper No. 08-27, AFA 2011 Denver Meetings Paper, EFA 2009 Bergen 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 1,136 (31,664)

Citation 10

Abstract:

Tiebreaker: Certification and Multiple Credit Ratings

NBER Working Paper No. w15331

Number of pages: 66 Posted: 15 Sep 2009 Last Revised: 24 May 2023

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 100 (440,867)

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 1,189 (30,085)

Citation 9

Abstract:

53.

The Subprime Crisis and House Price Appreciation

Downloads 1,128 (32,492)

Citation 12

3

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 1,031 (36,283)

Citation 8

Abstract:

The Subprime Crisis and House Price Appreciation

NBER Working Paper No. w15334

Number of pages: 47 Posted: 15 Sep 2009 Last Revised: 27 May 2023

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 97 (450,072)

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:

54.

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 - Miami Herbert Business School and Oklahoma State University - Tulsa

Downloads 1,101 (33,517)

Citation 30

Abstract:

55.

Risk Aversion and Clientele Effects

Downloads 1,005 (38,180)

Citation 2

2

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

JP Morgan Chase, Yale School of Management - International Center for Finance and Cornell University

Downloads 964 (39,862)

Citation 3

Abstract:

Risk Aversion and Clientele Effects

NBER Working Paper No. w15333

Number of pages: 76 Posted: 15 Sep 2009 Last Revised: 26 May 2023

Douglas W. Blackburn, William N. Goetzmann and Andrey Ukhov

JP Morgan Chase, Yale School of Management - International Center for Finance and Cornell University

Downloads 41 (710,210)

Abstract:

56.

Will History Rhyme? The Past as Financial Future

Number of pages: 23 Posted: 29 Jun 2004

William N. Goetzmann

Yale School of Management - International Center for Finance

Downloads 875 (46,284)

Abstract:

57.

Momentum in Imperial Russia

Downloads 833 (49,575)

Citation 14

2

Momentum in Imperial Russia

Journal of Financial Economics, Forthcoming

Number of pages: 38 Posted: 23 Sep 2015 Last Revised: 09 Aug 2018

William N. Goetzmann and Simon Huang

Yale School of Management - International Center for Finance and University of Massachusetts Amherst - Isenberg School of Management

Downloads 795 (52,062)

Abstract:

Momentum in Imperial Russia

NBER Working Paper No. w21700

Number of pages: 40 Posted: 09 Nov 2015 Last Revised: 17 Apr 2023

William N. Goetzmann and Simon Huang

Yale School of Management - International Center for Finance and University of Massachusetts Amherst - Isenberg School of Management

Downloads 38 (731,601)

Citation 11

Abstract:

58.

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 832 (49,666)

Citation 1

Abstract:

59.

Hedge Funds and Stock Price Formation

Financial Analysts Journal, Vol. 74, No. 3, 2018, pp. 54–69

Number of pages: 30 Posted: 02 Aug 2012 Last Revised: 16 Aug 2018

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 819 (50,773)

Citation 1

Abstract:

60.

Pairs Trading: Performance of a Relative Value Arbitrage Rule

NBER Working Paper No. w7032

Number of pages: 35 Posted: 20 Sep 2000 Last Revised: 19 Sep 2022

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 811 (51,438)

Abstract:

61.

The Economics of Aesthetics and Record Prices for Art since 1701

Downloads 782 (53,984)

Citation 10

2

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

University of Colorado Boulder - Leeds School of Business, Yale School of Management - International Center for Finance and Independent

Downloads 674 (64,822)

Citation 8

Abstract:

The Economics of Aesthetics and Three Centuries of Art Price Records

NBER Working Paper No. w20440

Number of pages: 26 Posted: 24 Feb 2020 Last Revised: 08 May 2023

William N. Goetzmann, Elena Mamonova and Christophe Spaenjers

Yale School of Management - International Center for Finance, Independent and University of Colorado Boulder - Leeds School of Business

Downloads 108 (417,107)

Abstract:

62.

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 764 (55,671)

Citation 4

Abstract:

63.

Bubble Investing: Learning from History

Downloads 736 (58,714)

Citation 5

2

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 503 (93,769)

Citation 1

Abstract:

Bubble Investing: Learning from History

NBER Working Paper No. w21693

Number of pages: 19 Posted: 02 Nov 2015 Last Revised: 10 Apr 2023

William N. Goetzmann

Yale School of Management - International Center for Finance

Downloads 233 (218,966)

Citation 2

Abstract:

64.

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

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 702 (62,347)

Citation 3

Abstract:

65.

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

Downloads 695 (63,160)

Citation 7

5

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

Stephen J. Brown, William N. Goetzmann, Takato Hiraki and Noriyoshi Shiraishi

New York University - Stern School of Business, Yale School of Management - International Center for Finance, International University of Japan and Rikkyo University - School of Social Relations

Downloads 558 (82,385)

Citation 2

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

Stephen J. Brown, William N. Goetzmann, Takato Hiraki and Noriyoshi Shiraishi

New York University - Stern School of Business, Yale School of Management - International Center for Finance, International University of Japan and Rikkyo University - School of Social Relations

Downloads 44 (689,954)

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

Stephen J. Brown, William N. Goetzmann, Takato Hiraki and Noriyoshi Shiraishi

New York University - Stern School of Business, Yale School of Management - International Center for Finance, International University of Japan and Rikkyo University - School of Social Relations

Downloads 38 (731,601)

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

Stephen J. Brown, William N. Goetzmann, Takato Hiraki and Noriyoshi Shiraishi

New York University - Stern School of Business, Yale School of Management - International Center for Finance, International University of Japan and Rikkyo University - School of Social Relations

Downloads 29 (802,058)

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

Stephen J. Brown, William N. Goetzmann, Takato Hiraki and Noriyoshi Shiraishi

New York University - Stern School of Business, Yale School of Management - International Center for Finance, International University of Japan and Rikkyo University - School of Social Relations

Downloads 26 (827,521)

Abstract:

66.

Art and Gender: Market Bias or Selection Bias?

Number of pages: 38 Posted: 26 Feb 2020

Laurie Cameron, William N. Goetzmann and Milad Nozari

Yale University, School of Management, Students, Yale School of Management - International Center for Finance and Yale School of Management - International Center for Finance

Downloads 693 (63,606)

Citation 11

Abstract:

67.

Sharpening Sharpe Ratios

NBER Working Paper No. w9116

Number of pages: 51 Posted: 23 Aug 2002 Last Revised: 30 Nov 2022

William N. Goetzmann, Jonathan E. Ingersoll, Matthew I. Spiegel and Ivo Welch

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 618 (73,531)

Abstract:

68.

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

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 612 (74,270)

Abstract:

69.

The Policy Implications of Portfolio Choice in Underserved Mortgage Markets

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 607 (74,999)

Citation 11

Abstract:

70.

Mutual Fund Styles

Downloads 539 (86,940)

Citation 2

2

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 539 (85,967)

Citation 2

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:

71.

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

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 520 (90,967)

Abstract:

72.

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

Downloads 509 (93,423)

Citation 143

2

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 274 (185,534)

Citation 18

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 235 (216,186)

Abstract:

73.

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

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 499 (95,599)

Citation 2

Abstract:

74.

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

Downloads 489 (98,038)

Citation 1

2

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

Journal of Financial Economics (JFE), Forthcoming, Paris December 2014 Finance Meeting EUROFIDAI - AFFI Paper

Number of pages: 52 Posted: 29 May 2014 Last Revised: 14 Nov 2018

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 454 (106,024)

Citation 2

Abstract:

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 Last Revised: 12 Mar 2023

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 35 (753,905)

Abstract:

75.

Competition Among University Endowments

Downloads 465 (104,130)

Citation 3

2

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 406 (120,900)

Abstract:

Competition Among University Endowments

NBER Working Paper No. w18173

Number of pages: 40 Posted: 23 Jun 2012 Last Revised: 27 Feb 2022

William N. Goetzmann and Sharon M. Oster

Yale School of Management - International Center for Finance and Yale School of Management

Downloads 59 (602,587)

Citation 2

Abstract:

76.

Portfolio Diversification and City Agglomeration

Downloads 455 (106,841)

Citation 1

2

Portfolio Diversification and City Agglomeration

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 379 (130,983)

Citation 1

Abstract:

Portfolio Diversification and City Agglomeration

NBER Working Paper No. w10343

Number of pages: 48 Posted: 16 Mar 2004 Last Revised: 07 Oct 2022

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 76 (524,806)

Abstract:

77.

Real and Private-Value Assets

Downloads 454 (107,113)

Citation 8

3

Real and Private-Value Assets

HEC Paris Research Paper No. FIN-2021-1421, Columbia Business School Research Paper Forthcoming

Number of pages: 37 Posted: 12 Mar 2021 Last Revised: 23 Aug 2021

William N. Goetzmann, Christophe Spaenjers and Stijn Van Nieuwerburgh

Yale School of Management - International Center for Finance, University of Colorado Boulder - Leeds School of Business and Columbia University Graduate School of Business

Downloads 424 (114,848)

Abstract:

Real and Private-Value Assets

NBER Working Paper No. w28580

Number of pages: 38 Posted: 22 Mar 2021 Last Revised: 03 Feb 2023

William N. Goetzmann, Christophe Spaenjers and Stijn Van Nieuwerburgh

Yale School of Management - International Center for Finance, University of Colorado Boulder - Leeds School of Business and Columbia University Graduate School of Business

Downloads 25 (836,518)

Abstract:

Real and Private Value Assets

CEPR Discussion Paper No. DP16083

Number of pages: 40 Posted: 14 May 2021

William N. Goetzmann, Christophe Spaenjers and Stijn Van Nieuwerburgh

Yale School of Management - International Center for Finance, University of Colorado Boulder - Leeds School of Business and Columbia University Graduate School of Business

Downloads 5 (1,033,859)

Citation 9

Add to Cart

Abstract:

78.

Negative Bubbles: What Happens after a Crash

NBER Working Paper No. w23830

Number of pages: 33 Posted: 18 Sep 2017 Last Revised: 11 Feb 2023

William N. Goetzmann and Dasol Kim

Yale School of Management - International Center for Finance and Office of Financial Research, US Department of the Treasury

Downloads 436 (112,298)

Citation 4

Abstract:

79.

Do Cities and Suburbs Cluster?

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 414 (119,287)

Citation 2

Abstract:

80.

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

Downloads 398 (124,859)

Citation 2

2

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

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 355 (140,882)

Citation 3

Abstract:

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 Last Revised: 30 Mar 2023

Liang Peng and William N. Goetzmann

Smeal College of Business, The Pennsylvania State University and Yale School of Management - International Center for Finance

Downloads 43 (696,629)

Abstract:

81.

The Development of Corporate Governance in Toulouse 1372-1946

Downloads 379 (132,055)

2

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 352 (142,195)

Abstract:

The Development of Corporate Governance in Toulouse: 1372-1946

NBER Working Paper No. w21335

Number of pages: 59 Posted: 13 Jul 2015 Last Revised: 19 Apr 2023

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 27 (818,915)

Abstract:

82.

The Effect of Seller Reserves on Market Index Estimation

Number of pages: 17 Posted: 25 Jun 1998

William N. Goetzmann

Yale School of Management - International Center for Finance

Downloads 299 (170,355)

Abstract:

83.

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 298 (170,955)

Citation 4

Abstract:

84.

Offshore Hedge Funds: Survival and Performance 1989-1995

Downloads 291 (175,324)

Citation 61

3

Offshore Hedge Funds: Survival and Performance 1989-1995

NBER Working Paper No. w5909

Number of pages: 34 Posted: 20 Jul 2000 Last Revised: 26 Aug 2022

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 184 (271,715)

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 107 (419,994)

Citation 23

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:

85.

Estimating Indices in the Presence of Seller Reservation Prices

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 272 (187,810)

Citation 2

Abstract:

86.

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 263 (194,328)

Citation 4

Abstract:

87.

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

William N. Goetzmann, S. Abraham Ravid, Ronald Sverdlove and Vicente Pons-Sanz

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 231 (220,622)

Citation 10

Abstract:

88.

Selective Disclosure: The Case of Nikkei Preview Articles

Number of pages: 59 Posted: 24 Jul 2015 Last Revised: 24 Nov 2015

William N. Goetzmann, Yasushi Hamao and Yasushi Hamao

Yale School of Management - International Center for Finance and University of Southern California - Marshall School of Business - Finance and Business Economics DepartmentCenter on Japanese Economy and Business

Downloads 201 (251,237)

Citation 2

Abstract:

89.

High Water Marks

NBER Working Paper No. w6413

Number of pages: 37 Posted: 05 Sep 2000 Last Revised: 08 Oct 2010

William N. Goetzmann, Jonathan E. Ingersoll 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 165 (298,765)

Citation 3

Abstract:

90.

Securitization in the 1920's

NBER Working Paper No. w15650

Number of pages: 34 Posted: 18 Jan 2010 Last Revised: 07 Apr 2023

William N. Goetzmann and Frank Newman

Yale School of Management - International Center for Finance and Yale University

Downloads 159 (308,269)

Abstract:

91.

Estimating Operational Risk for Hedge Funds: The Ω-Score

NYU Working Paper No. 2451/27845

Number of pages: 23 Posted: 10 Sep 2013

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, Irvine - The Paul Merage School of Business

Downloads 120 (384,323)

Citation 4

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

JP Morgan Chase, Yale School of Management - International Center for Finance and Cornell University

Downloads 114 (398,853)

Abstract:

93.

The Japanese Open-End Fund Puzzle

Downloads 111 (406,675)

Citation 10

2

The Japanese Open-End Fund Puzzle

NYU Working Paper No. FIN-98-012

Number of pages: 50 Posted: 07 Nov 2008

Stephen J. Brown, William N. Goetzmann, Takato Hiraki, Toshiyuki Otsuki and Noriyoshi Shiraishi

New York University - Stern School of Business, Yale School of Management - International Center for Finance, International University of Japan, International University of Japan and Rikkyo University - School of Social Relations

Downloads 63 (582,842)

Citation 7

Abstract:

The Japanese Open-End Fund Puzzle

NBER Working Paper No. w6347

Number of pages: 45 Posted: 14 Jun 2000 Last Revised: 06 Nov 2022

Stephen J. Brown, William N. Goetzmann, Takato Hiraki, Toshiyuki Otsuki and Noriyoshi Shiraishi

New York University - Stern School of Business, Yale School of Management - International Center for Finance, International University of Japan, International University of Japan and Rikkyo University - School of Social Relations

Downloads 48 (664,836)

Abstract:

94.

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

Downloads 93 (459,187)

2

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

NBER Working Paper No. w9499

Number of pages: 38 Posted: 18 Feb 2003 Last Revised: 17 Dec 2022

Massimo Massa and William N. Goetzmann

INSEAD - Finance and Yale School of Management - International Center for Finance

Downloads 93 (462,895)

Citation 4

Abstract:

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

Yale ICF Working Paper No. 03-01, https://doi.org/10.3905/jpm.2008.701622

Posted: 21 May 2019

Massimo Massa and William N. Goetzmann

INSEAD - Finance and Yale School of Management - International Center for Finance

Abstract:

95.

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 Last Revised: 17 Nov 2022

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 81 (499,872)

Abstract:

96.

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 2022

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 58 (597,420)

Abstract:

97.

Dispersion of Opinion and Stock Returns

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 56 (607,496)

Citation 11

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Abstract:

98.

Portfolio Diversification, Proximity Investment and City Agglomeration

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 37 (719,832)

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Abstract:

99.

Crash Narratives

NBER Working Paper No. w30195

Number of pages: 55 Posted: 04 Jul 2022 Last Revised: 12 Jul 2023

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 31 (763,395)

Add to Cart

Abstract:

100.

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

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 30 (771,104)

Add to Cart

Abstract:

101.

Evidence on Retrieved Context: How History Matters

NBER Working Paper No. w29849

Number of pages: 27 Posted: 21 Mar 2022 Last Revised: 14 Apr 2023

William N. Goetzmann, Akiko Watanabe and Masahiro Watanabe

Yale School of Management - International Center for Finance, University of Alberta and University of Alberta - School of Business

Downloads 18 (873,857)

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Abstract:

102.

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 18 (873,857)

Citation 1

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Abstract:

103.

Cohort Effects on Expected Co-Movement

NBER Working Paper No. w29949

Number of pages: 31 Posted: 18 Apr 2022 Last Revised: 01 May 2023

William N. Goetzmann, Akiko Watanabe and Masahiro Watanabe

Yale School of Management - International Center for Finance, University of Alberta and University of Alberta - School of Business

Downloads 12 (932,143)

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Abstract:

104.

Selection-Neglect in the Nft Bubble

NBER Working Paper No. w31498

Number of pages: 59 Posted: 24 Jul 2023 Last Revised: 25 Jul 2023

Dong Huang and William N. Goetzmann

Yale University and Yale School of Management - International Center for Finance

Downloads 6 (986,994)

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Abstract:

105.

The Contributions of Stephen A. Ross to Financial Economics

Annual Review of Financial Economics, Vol. 13, pp. 1-14, 2021

Posted: 09 Nov 2021

Stephen J. Brown, Philip H. Dybvig, William N. Goetzmann and Jonathan E. Ingersoll

New York University - Stern School of Business, Washington University in St. Louis, Yale School of Management - International Center for Finance and Yale University

Abstract:

106.

Art as Collateral

Yale ICF Working Paper No. 2018-01

Posted: 26 Feb 2020

William N. Goetzmann and Milad Nozari

Yale School of Management - International Center for Finance and Yale School of Management - International Center for Finance

Abstract:

107.

More Social Security, Not Less

Yale ICF Working Paper No. 05-05, https://doi.org/10.3905/JPM.2008.35.1.115

Posted: 21 May 2019

William N. Goetzmann

Yale School of Management - International Center for Finance

Abstract:

108.

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, Irvine - The Paul Merage School of Business

Abstract:

109.

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

Posted: 24 Aug 2000

David M. Geltner and William N. Goetzmann

affiliation not provided to SSRN and Yale School of Management - International Center for Finance

Abstract:

110.

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:

111.

A Longer Look at Dividend Yields

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:

112.

An Emerging Market: The NYSE from 1815 to 1871

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:

113.

A Spatial Model of Housing Returns and Neighborhood Substitutability

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:

114.

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:

115.

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

William N. Goetzmann

Yale School of Management - International Center for Finance

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

National Bureau of Economic Research (NBER)

115

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Scholarly Papers (115)

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