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Information about:
William N. Goetzmann

Personal Details | Affiliation | Works
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Personal Details

First Name: William
Middle Name: N.
Last Name: Goetzmann
Suffix:

RePEc Short-ID: pgo59

Email:
Homepage: http://viking.som.yale.edu
Postal Address: Yale School of Management 146 Prospect Street New Haven, CT 06511
Phone: 203 4325950

Affiliation

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Lists

This author is among the top 5% authors according to these criteria:
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Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
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Working papers

  1. William N. Goetzmann & Massimo Massa & Andrei Simonov, 2005. "Portfolio Diversification, Proximity Investment and City Agglomeration," Yale School of Management Working Papers ysm452, Yale School of Management. [Downloadable!]
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  2. William N. Goetzmann & Jeffrey D. Fisher, 2005. "The Performance of Real Estate Portfolios: A Simulation Approach," Yale School of Management Working Papers ysm456, Yale School of Management. [Downloadable!]

  3. WILLIAM N. GOETZMANN & Andrey Ukhov, 2005. "British Investment Overseas 1870-1913: A Modern Portfolio Theory Approach," Yale School of Management Working Papers ysm445, Yale School of Management. [Downloadable!]
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  4. William N. Goetzmann & Roger Ibbotson, 2005. "History and the Equity Risk Premium," Yale School of Management Working Papers ysm448, Yale School of Management. [Downloadable!]

  5. WILLIAM N. GOETZMANN & Ravi Dhar, 2005. "Bubble Investors: What Were They Thinking?," Yale School of Management Working Papers ysm446, Yale School of Management. [Downloadable!]

  6. William N. Goetzmann & Stephen J. Brown, 2005. "Performance Persistence," Yale School of Management Working Papers ysm451, Yale School of Management. [Downloadable!]
    Published as:

  7. William N. Goetzmann & Elisabeth Köll, 2005. "The History of Corporate Ownership in China: State Patronage, Company Legislation, and the Issue of Control," Yale School of Management Working Papers ysm450, Yale School of Management. [Downloadable!]

  8. William N. Goetzmann & Massimo Massa, 2005. "Dispersion of Opinion and Stock Returns," Yale School of Management Working Papers ysm444, Yale School of Management. [Downloadable!]
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  9. William N. Goetzmann & Ravi Dhar, 2005. "Institutional Perspectives on Real Estate Investing: The Role of Risk and Uncertainty," Yale School of Management Working Papers ysm457, Yale School of Management. [Downloadable!]

  10. William N. Goetzmann & Alok Kumar, 2005. "Why Do Individual Investors Hold Under-Diversified Portfolios?," Yale School of Management Working Papers ysm454, Yale School of Management. [Downloadable!]

  11. William N. Goetzmann, 2005. "Will History Rhyme? The Past as Financial Future," Yale School of Management Working Papers ysm455, Yale School of Management. [Downloadable!]

  12. William N. Goetzmann, 2005. "More Social Security, Not Less," Yale School of Management Working Papers ysm449, Yale School of Management. [Downloadable!]

  13. William N. Goetzmann & Arturo Bris & Ning Zhu, 2005. "Short-Sales in Global Perspective," Yale School of Management Working Papers ysm453, Yale School of Management. [Downloadable!]

  14. William N. Goetzmann, 2004. "Fibonacci and the Financial Revolution," Yale School of Management Working Papers ysm19, Yale School of Management. [Downloadable!]
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  15. William N. Goetzmann & Stephen J. Brown & James M. Park, 2004. "Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs," Yale School of Management Working Papers ysm10, Yale School of Management. [Downloadable!]
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  16. William N. Goetzmann & Roger G. Ibbotson, 2004. "An Emerging Market: The NYSE From 1815 to 1871," Yale School of Management Working Papers ysm7, Yale School of Management. [Downloadable!]
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  17. William N. Goetzmann & Vicente Pons-Sanz & S. Abraham Ravid, 2004. "Soft Information, Hard Sell: The Role of Soft Information in the Pricing of Intellectual Property," NBER Working Papers 10468, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  18. William N. Goetzmann & Andrey Ukhov & Ning Zhu, 2004. "China and the World Financial Markets 1870-1930:," Yale School of Management Working Papers ysm9, Yale School of Management. [Downloadable!]

  19. William N. Goetzmann & Massimo Massa & Andrei Simonov, 2004. "Portfolio Diversification and City Agglomeration," NBER Working Papers 10343, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  20. William N. Goetzmann & Andrey Ukhov & Ning Zhu, 2004. "China and the World Financial Markets 1870-1930:Modern Lessons From Historical Globalization (Chinese Version)," Yale School of Management Working Papers ysm12, Yale School of Management. [Downloadable!]
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  21. William N. Goetzmann & Matthew I. Spiegel & Andrey Ukhov, 2004. "Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares (English version)," Yale School of Management Working Papers ysm25, Yale School of Management. [Downloadable!]
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  22. William N. Goetzmann & ROGER G. IBBOTSON & LIANG PENG, 2004. "A New Historical Database For The NYSE 1815 To 1925: Performance And Predictability," Yale School of Management Working Papers ysm5, Yale School of Management. [Downloadable!]
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    Published as:

  23. Goetzmann, William & Massa, Massimo, 2004. "Disposition Matters: Volume, Volatility and Price Impact of Behavioural Bias," CEPR Discussion Papers 4814, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  24. Liang Peng & William N. Goetzmann, 2003. "Estimating Indices in the Presence of Seller Reservation Prices," Yale School of Management Working Papers ysm352, Yale School of Management. [Downloadable!]

  25. Alok Kumar & William N. Goetzmann, 2003. "Diversification Decisions of Individual Investors and Asset Prices," Yale School of Management Working Papers ysm441, Yale School of Management. [Downloadable!]

  26. William N.Goetzmann & Lingfeng Li & K.Geert Rouwenhorst, 2003. "Long-Term Global Market Correlations," DNB Staff Reports (discontinued) 98, Netherlands Central Bank. [Downloadable!]
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  27. William N. Goetzmann & Matthew Spiegel & Andrey Ukhov, 2003. "Modeling and Measuring Russian Corporate Governance: The Case of RussianPreferred and Common Shares," NBER Working Papers 9469, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  28. William N. Goetzmann & Matthew I. Spiegel & Andrey Ukhov, 2003. "Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares (Russian Version)," Yale School of Management Working Papers ysm402, Yale School of Management. [Downloadable!]

  29. William N. Goetzmann & Ning Zhu & Arturo Bris, 2003. "Efficiency and the Bear: Short Sales and Markets around the World," NBER Working Papers 9466, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  30. William N. Goetzmann & Andrew Caplin & Eric Hangen & Barry Nalebuff & Elisabeth Prentice & John Rodkin & Tom Skinner & Matthew I. Spiegel, 2003. "Home Equity Insurance: A Pilot Project," Yale School of Management Working Papers ysm372, Yale School of Management. [Downloadable!]

  31. Ning Zhu & Ravi Dhar & William N. Goetzmann, 2003. "The Impact of Clientele Changes: Evidence from Stock Splits," Yale School of Management Working Papers ysm369, Yale School of Management. [Downloadable!]

  32. William N. Goetzmann & Ning Zhu, 2003. "Rain or Shine: Where is the Weather Effect?," NBER Working Papers 9465, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  33. Stephen J. Brown & William N. Goetzmann & Takato Hiraki & Noriyoshi Shirishi & Masahiro Watanabe, 2003. "Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows," NBER Working Papers 9470, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  34. Stephen J. Brown & William N. Goetzmann & Bing Liang, 2003. "Fees on Fees in Funds of Funds," NBER Working Papers 9464, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  35. William N. Goetzmann & Massimo Massa, 2003. "Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias," NBER Working Papers 9499, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  36. William Goetzmann & Jonathan Ingersoll & Matthew I. Spiegel & Ivo Welch, 2002. "Sharpening Sharpe Ratios," NBER Working Papers 9116, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  37. William N. Goetzmann & Stephen J. Brown & Takato Hiraki & Noriyoshi Shiraishi, 2002. "An Analysis of the Relative Performance of Japanese and Foreign Money Management," Yale School of Management Working Papers ysm306, Yale School of Management. [Downloadable!]
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  38. Stephen J. Brown & William N. Goetzmann, 2001. "Hedge Funds With Style," NBER Working Papers 8173, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  39. William N. Goetzmann & Alok Kumar, 2001. "Equity Portfolio Diversification," NBER Working Papers 8686, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  40. William N. Goetzmann & Jonathan E. Ingersoll Jr. & Stephen A. Ross, 2001. "High-Water Marks and Hedge Fund Management Contracts," Yale School of Management Working Papers ysm186, Yale School of Management. [Downloadable!]
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  41. William N. Goetzmann & Massimo Massa, 2001. "Dispersion of Opinion and Stock Returns: Evidence from Index Fund Investors," Yale School of Management Working Papers ysm227, Yale School of Management. [Downloadable!]

  42. Massimo Massa & William N. Goetzmann, 2001. "Heterogeneity of Trade and Stock Returns. Evidence from Index Fund Investors," Yale School of Management Working Papers ysm176, Yale School of Management. [Downloadable!]

  43. William N. Goetzmann & Andrey Ukhov, 2001. "China and the World Financial Markets 1870-1930: Modern Lessons From Historical Globalization," Center for Financial Institutions Working Papers 01-30, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]

  44. William N. Goetzmann & Andrey Ukhov & Ning Zhu, 2001. "China and the World Financial Markets 1870-1930: Modern Lessons From Historical Globalization (English Version)," Yale School of Management Working Papers ysm242, Yale School of Management. [Downloadable!]

  45. William N. Goetzmann & Liang Peng, 2001. "The Bias of the RSR Estimator and the Accuracy of Some Alternatives," NBER Technical Working Papers 0270, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  46. William N. Goetzmann & Massimo Massa & K. Geert Rouwenhorst, 2000. "Behavioral Factors in Mutual Fund Flows," Yale School of Management Working Papers ysm135, Yale School of Management. [Downloadable!]
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  47. William N. Goetzmann & Massimo Massa, 2000. "Daily Momentum and Contrarian Behavior of Index Fund Investors," NBER Working Papers 7567, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  48. Bradford Case & William N. Goetzmann & K. Geert Rouwenhorst, 2000. "Global Real Estate Markets - Cycles and Fundamentals," NBER Working Papers 7566, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  49. K. Geert Rouwenhorst & William N. Goetzmann & Zoran Ivkovich, 2000. "Day Trading International Mutual Funds: Evidence And Policy Solutions," Yale School of Management Working Papers ysm138, Yale School of Management. [Downloadable!]

  50. William N. Goetzmann & Matthew I. Spiegel, 2000. "The Policy Implications of Portfolio Choice in Underserved Mortgage Markets," Yale School of Management Working Papers ysm161, Yale School of Management. [Downloadable!]

  51. Ellen Burchill & William N. Goetzmann & Matthew I. Spiegel & Susan M. Wachter, 1999. "Do Cities and Suburbs Cluster?," Yale School of Management Working Papers ysm115, Yale School of Management. [Downloadable!]

  52. William N. Goetzmann & Massimo Massa, 1999. "Index Funds and Stock Market Growth," NBER Working Papers 7033, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  53. Evan G. Galev & William N. Goetzmann & K. Geert Rouwenhorst, 1999. "Pairs Trading: Performance of a Relative Value Arbitrage Rule," NBER Working Papers 7032, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  54. William N. Goetzmann & Stanley J. Garstka, 1999. "The Development Of Corporate Performance Measures: Benchmarks Before EVA," Yale School of Management Working Papers ysm121, Yale School of Management. [Downloadable!]

  55. Stephen J. Brown & William N. Goetzmann & Takato Hiraki & Toshiyuki Otsuki & Noriyoshi Shiraishi, 1998. "The Japanese Open-End Fund Puzzle," New York University, Leonard N. Stern School Finance Department Working Paper Seires 98-012, New York University, Leonard N. Stern School of Business-.
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  56. William N. Goetzmann & Stephen J. Brown & Takato Hiraki & Toshiyuki Otsuki & Noriyoshi Shiraishi, 1998. "The Open-End Japanese Mutual Fund Puzzle," Yale School of Management Working Papers ysm89, Yale School of Management. [Downloadable!]

  57. David Geltner & William N. Goetzmann, 1998. "Two Decades Of Commercial Property Returns: A NCREIF Index Using Independent Appraisals," Yale School of Management Working Papers ysm82, Yale School of Management. [Downloadable!]

  58. William N. Goetzmann & Jonathan Ingersoll, Jr. & Stephen A. Ross, 1998. "High Water Marks," NBER Working Papers 6413, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  59. Philippe Jorion & William N. Goetzmann, 1998. "A Longer Look at Dividend Yields," Yale School of Management Working Papers ysm41, Yale School of Management. [Downloadable!]
    Published as:

  60. Stephen J. Brown & William N. Goetzmann & James M. Park, 1998. "Hedge Funds and the Asian Currency Crisis of 1997," New York University, Leonard N. Stern School Finance Department Working Paper Seires 98-014, New York University, Leonard N. Stern School of Business-.
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  61. William N. Goetzmann & Jonathan E. Ingersoll Jr. & Zoran Ivkovich, 1998. "Monthly Measurement of Daily Timers," Yale School of Management Working Papers ysm88, Yale School of Management. [Downloadable!]

  62. William N. Goetzmann & Stephen J. Brown, 1998. "Mutual Fund Styles," Yale School of Management Working Papers ysm40, Yale School of Management. [Downloadable!]
    Published as:

  63. William N. Goetzmann & Susan M. Wachter, 1998. "Clustering Methods for Real Estate Portfolios," Yale School of Management Working Papers ysm59, Yale School of Management. [Downloadable!]

  64. Stephen J. Brown & William N. Goetzmann & Alok Kumar, 1998. "The Dow Theory: William Peter Hamilton's Track Record Re-Considered," New York University, Leonard N. Stern School Finance Department Working Paper Seires 98-013, New York University, Leonard N. Stern School of Business-.
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  65. Stephen J. Brown & William N. Goetzmann & Roger G. Ibbotson, 1998. "Offshore Hedge Funds: Survival & Performance 1989-1995," New York University, Leonard N. Stern School Finance Department Working Paper Seires 98-011, New York University, Leonard N. Stern School of Business-.
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  66. William N. Goetzmann, 1998. "The Effect of Seller Reserves on Market Index Estimation," Yale School of Management Working Papers ysm61, Yale School of Management. [Downloadable!]

  67. Stephen J. Brown & William N. Goetzmann & Mark Grinblatt, 1998. "Positive Portfolio Factors," NBER Working Papers 6412, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  68. Stephen J. Brown & William N. Goetzmann & Roger G. Ibbotson, 1997. "Offshore Hedge Funds: Survival and Performance 1989-1995," New York University, Leonard N. Stern School Finance Department Working Paper Seires 96-18, New York University, Leonard N. Stern School of Business-.
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  69. William N. Goetzmann & Philippe Jorion, 1997. "Re-emerging Markets," NBER Working Papers 5906, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  70. William N. Goetzmann & Philippe Jorion, 1997. "A Century of Global Stock Markets," NBER Working Papers 5901, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  71. William N. Goetzmann & Matthew I. Spiegel & Susan M. Wachter, 1996. "Suburbs and Cities," Yale School of Management Working Papers ysm63, Yale School of Management. [Downloadable!]

  72. William N. Goetzmann & Brent W. Ambrose, 1996. "Risks and Incentives in Underserved Mortgage Markets," Yale School of Management Working Papers ysm62, Yale School of Management. [Downloadable!]
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  73. William N. Goetzmann and Matthew Spiegel., 1995. "A Spatial Model of Housing Returns and Neighborhood Substitutability," Research Program in Finance Working Papers RPF-253, University of California at Berkeley. [Downloadable!]
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  74. Goetzmann, W.N., 1993. "Attrition and Mutual Fund Performance," Papers 93-01, Columbia - Graduate School of Business.

  75. Edwards, F. & Goetzmann, W., 1993. "Commodity Funds as an Investment Asset," Papers 93-19, Columbia - Graduate School of Business.

  76. Goetzman, W.N. & Jorion, P., 1992. "Testing the Predictive Power of Dividend Yields," Papers 93-03, Columbia - Graduate School of Business.
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  77. Goetzmann, W.N. & Greenward, B. & Heberman, G., 1992. "Market Response to Mutual Fund Performance," Papers 92-25, Columbia - Graduate School of Business.

  78. Broadie, M. & Goetzmann, W., 1992. "Safety First Portfolio Choice," Papers 92-23, Columbia - Graduate School of Business.

  79. Goetzmann, W.N. & Spiegel, M., 1992. "Non-temporal Components of Residential Real Estate Appreciation," Papers 92-20, Columbia - Graduate School of Business.
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  80. Goetzmann, W.N. & Wachter, S., 1991. "Clustering Methods and Commercial Rents," Papers fb-22, Columbia - Graduate School of Business.

  81. Goetzmann, W.N. & Ibbotson, R.G., 1990. "Do Winners Repeat? Patterns in Mutual Fund Behavior," Papers fb-_91-04, Columbia - Graduate School of Business.

  82. Goetzmann, W.N., 1990. "Bootstrapping Tests Of Long-Term Stock Market Efficiency," Papers fb-_90-14, Columbia - Graduate School of Business.

  83. Goetzmann, W.N., 1990. "Accounting For Taste: An Analysis Of Art Returns Over Three Centuries," Papers fb-_90-11, Columbia - Graduate School of Business.

  84. Goetzmann, W.N., 1990. "The Single Family Home In The Investment Portfolio," Papers fb-_90-15, Columbia - Graduate School of Business.
    Published as:

  85. Goetzmann, W.N., 1990. "The Accuracy Of Real Estimate Indices: Repeat Sale Estimators," Papers fb-_90-17, Columbia - Graduate School of Business.
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Articles

  1. William N. Goetzmann & Andrey D. Ukhov & Ning Zhu, 2007. "China and the world financial markets 1870-1939: Modern lessons from historical globalization -super-1," Economic History Review, Economic History Society, vol. 60(2), pages 267-312, 05. [Downloadable!] (restricted)

  2. Arturo Bris & William N. Goetzmann & Ning Zhu, 2007. "Efficiency and the Bear: Short Sales and Markets Around the World," Journal of Finance, American Finance Association, vol. 62(3), pages 1029-1079, 06. [Downloadable!] (restricted)
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  3. William Goetzmann & Andrey Ukhov, 2006. "British Investment Overseas 1870–1913: A Modern Portfolio Theory Approach," Review of Finance, Springer, vol. 10(2), pages 261-300, 06. [Downloadable!] (restricted)
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  4. Evan Gatev & William N. Goetzmann & K. Geert Rouwenhorst, 2006. "Pairs Trading: Performance of a Relative-Value Arbitrage Rule," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 19(3), pages 797-827. [Downloadable!] (restricted)
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  5. William Goetzmann & Liang Peng, 2006. "Estimating House Price Indexes in the Presence of Seller Reservation Prices," The Review of Economics and Statistics, MIT Press, vol. 88(1), pages 100-112, March. [Downloadable!] (restricted)

  6. Goetzmann, William N. & Massa, Massimo, 2005. "Dispersion of opinion and stock returns," Journal of Financial Markets, Elsevier, vol. 8(3), pages 324-349, August. [Downloadable!] (restricted)
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  7. William N. Goetzmann & Lingfeng Li & K. Geert Rouwenhorst, 2005. "Long-Term Global Market Correlations," Journal of Business, University of Chicago Press, vol. 78(1), pages 1-38, January. [Downloadable!]
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  8. William N. Goetzmann & Jonathan E. Ingersoll & Stephen A. Ross, 2003. "High-Water Marks and Hedge Fund Management Contracts," Journal of Finance, American Finance Association, vol. 58(4), pages 1685-1718, 08. [Downloadable!] (restricted)
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  9. William N. Goetzmann & Massimo Massa, 2003. "Index Funds and Stock Market Growth," Journal of Business, University of Chicago Press, vol. 76(1), pages 1-28, January. [Downloadable!]
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  10. Brown, Stephen J. & Goetzmann, William N. & Hiraki, Takato & Shiraishi, Noriyoshi, 2003. "An analysis of the relative performance of Japanese and foreign money management," Pacific-Basin Finance Journal, Elsevier, vol. 11(4), pages 393-412, September. [Downloadable!] (restricted)
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  11. Goetzmann, William N. & Ibbotson, Roger G. & Peng, Liang, 2001. "A new historical database for the NYSE 1815 to 1925: Performance and predictability," Journal of Financial Markets, Elsevier, vol. 4(1), pages 1-32, January. [Downloadable!] (restricted)
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  12. Geltner, David & Goetzmann, William, 2000. "Two Decades of Commercial Property Returns: A Repeated-Measures Regression-Based Version of the NCREIF Index," The Journal of Real Estate Finance and Economics, Springer, vol. 21(1), pages 5-21, July. [Downloadable!] (restricted)

  13. Brown, Stephen J & Goetzmann, William N & Ibbotson, Roger G, 1999. "Offshore Hedge Funds: Survival and Performance, 1989-95," Journal of Business, University of Chicago Press, vol. 72(1), pages 91-117, January. [Downloadable!] (restricted)
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  14. Philippe Jorion & William N. Goetzmann, 1999. "Global Stock Markets in the Twentieth Century," Journal of Finance, American Finance Association, vol. 54(3), pages 953-980, 06. [Downloadable!] (restricted)

  15. Ambrose, Brent W. & Goetzmann, William N., 1998. "Risks and Incentives in Underserved Mortgage Markets," Journal of Housing Economics, Elsevier, vol. 7(3), pages 274-285, September. [Downloadable!] (restricted)
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  16. Stephen J. Brown & William N. Goetzmann & Alok Kumar, 1998. "The Dow Theory: William Peter Hamilton's Track Record Reconsidered," Journal of Finance, American Finance Association, vol. 53(4), pages 1311-1333, 08. [Downloadable!] (restricted)
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  17. Brown, Stephen J. & Goetzmann, William N., 1997. "Mutual fund styles," Journal of Financial Economics, Elsevier, vol. 43(3), pages 373-399, March. [Downloadable!] (restricted)
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  18. Goetzmann, William N & Spiegel, Matthew, 1997. "A Spatial Model of Housing Returns and Neighborhood Substitutability," The Journal of Real Estate Finance and Economics, Springer, vol. 14(1-2), pages 11-31, Jan.-Marc. [Downloadable!] (restricted)
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  19. Stephen J. Brown & William N. Goetzmann & Roger G. Ibbotson & Stephen A. Ross, 1997. "Rejoinder: The J-Shape Of Performance Persistence Given Survivorship Bias," The Review of Economics and Statistics, MIT Press, vol. 79(2), pages 167-170, May. [Downloadable!] (restricted)

  20. Goetzmann, William N & Jorion, Philippe, 1995. "A Longer Look at Dividend Yields," Journal of Business, University of Chicago Press, vol. 68(4), pages 483-508, October. [Downloadable!] (restricted)
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  21. Goetzmann, William N & Spiegel, Matthew, 1995. "Non-temporal Components of Residential Real Estate Appreciation," The Review of Economics and Statistics, MIT Press, vol. 77(1), pages 199-206, February. [Downloadable!] (restricted)
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  22. Brown, Stephen J & Goetzmann, William N, 1995. " Performance Persistence," Journal of Finance, American Finance Association, vol. 50(2), pages 679-98, June. [Downloadable!] (restricted)
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  23. Brown, Stephen J & Goetzmann, William N & Ross, Stephen A, 1995. " Survival," Journal of Finance, American Finance Association, vol. 50(3), pages 853-73, July. [Downloadable!] (restricted)

  24. Abraham, Jesse M. & Goetzmann, William N. & Wachter, Susan M., 1994. "Homogeneous Groupings of Metropolitan Housing Markets," Journal of Housing Economics, Elsevier, vol. 3(3), pages 186-206, September. [Downloadable!] (restricted)

  25. Goetzmann, William N, 1993. "Accounting for Taste: Art and the Financial Markets over Three Centuries," American Economic Review, American Economic Association, vol. 83(5), pages 1370-76, December. [Downloadable!] (restricted)

  26. Goetzmann, William Nelson & Jorion, Philippe, 1993. " Testing the Predictive Power of Dividend Yields," Journal of Finance, American Finance Association, vol. 48(2), pages 663-79, June. [Downloadable!] (restricted)
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  27. Goetzmann, William Nelson, 1993. "The Single Family Home in the Investment Portfolio," The Journal of Real Estate Finance and Economics, Springer, vol. 6(3), pages 201-22, May.
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  28. Goetzmann, William Nelson, 1993. "Patterns in Three Centuries of Stock Market Prices," Journal of Business, University of Chicago Press, vol. 66(2), pages 249-70, April. [Downloadable!] (restricted)

  29. Goetzmann, William Nelson, 1992. "The Accuracy of Real Estate Indices: Repeat Sale Estimators," The Journal of Real Estate Finance and Economics, Springer, vol. 5(1), pages 5-53, March.
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  30. Steven P. Feinstein & William N. Goetzmann, 1988. "The effect of the "triple witching hour" on stock market volatility," Economic Review, Federal Reserve Bank of Atlanta, issue Sep, pages 2-18.

NEP Fields

73 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ACC: Accounting & Auditing (1) 2005-04-16
  2. NEP-BEC: Business Economics (1) 2005-04-16
  3. NEP-CBE: Cognitive & Behavioural Economics (2) 2004-03-22 2004-03-22
  4. NEP-CFN: Corporate Finance (16) 2000-03-01 2003-02-03 2003-02-03 2003-02-03 2003-02-03 2003-02-03 2003-02-18 2004-01-25 2004-03-22 2004-03-22 2004-03-22 2004-03-22 2004-03-22 2004-07-18 2005-06-14 2005-07-18 Author is listed
  5. NEP-CIS: Confederation of Independent States (1) 2004-03-22
  6. NEP-CMP: Computational Economics (1) 2005-07-18
  7. NEP-DEV: Development (21) 2004-03-22 2004-03-22 2004-03-22 2004-03-22 2004-03-22 2004-03-22 2004-03-22 2004-03-22 2004-03-22 2004-03-22 2004-03-22 2004-03-22 2004-03-22 2004-03-22 2004-03-22 2004-03-22 2004-03-22 2004-03-22 2004-03-22 2004-03-22 2004-03-22 Author is listed
  8. NEP-FIN: Finance (41) 1999-04-27 2000-02-28 2001-12-26 2003-02-18 2004-01-12 2004-01-25 2004-03-07 2004-03-22 2004-03-22 2004-03-22 2004-03-22 2004-03-22 2004-03-22 2004-03-22 2004-03-22 2004-03-22 2004-03-22 2004-03-22 2004-03-22 2004-03-22 2004-03-22 2004-03-28 2004-07-04 2004-07-18 2004-07-18 2004-07-18 2004-07-18 2004-08-31 2005-04-16 2005-04-16 2005-04-16 2005-04-16 2005-04-16 2005-04-16 2005-04-24 2005-04-24 2005-06-14 2005-06-14 2005-06-14 2005-07-18 2005-07-18 Author is listed
  9. NEP-FMK: Financial Markets (26) 2001-08-30 2001-11-21 2001-12-26 2003-02-03 2003-02-03 2003-02-18 2003-10-12 2004-01-12 2004-03-22 2004-03-22 2004-03-22 2004-03-22 2004-03-22 2004-03-22 2004-03-22 2004-03-22 2004-03-22 2004-03-22 2004-03-22 2004-03-28 2004-04-11 2004-07-18 2005-06-14 2005-06-14 2005-07-18 2005-07-18 Author is listed
  10. NEP-GEO: Economic Geography (3) 2004-03-22 2005-04-24 2005-06-14
  11. NEP-HIS: Business, Economic & Financial History (12) 2004-01-25 2004-03-07 2004-03-22 2004-03-22 2004-03-22 2004-03-28 2005-04-16 2005-04-16 2005-04-16 2005-04-16 2005-04-24 2005-04-24 Author is listed
  12. NEP-HPE: History & Philosophy of Economics (3) 2004-03-22 2004-07-04 2004-07-20
  13. NEP-IAS: Insurance Economics (1) 2004-07-18
  14. NEP-IFN: International Finance (2) 2000-02-28 2004-03-22
  15. NEP-PBE: Public Economics (1) 1999-04-27
  16. NEP-PKE: Post Keynesian Economics (1) 2005-07-18
  17. NEP-RMG: Risk Management (30) 2003-02-03 2003-10-12 2004-01-12 2004-01-25 2004-03-07 2004-03-07 2004-03-22 2004-03-22 2004-03-22 2004-03-22 2004-03-22 2004-03-22 2004-03-22 2004-03-22 2004-03-22 2004-03-22 2004-03-22 2004-03-22 2004-03-22 2004-03-22 2004-03-22 2004-03-22 2004-03-22 2004-03-22 2005-04-16 2005-04-16 2005-04-24 2005-04-24 2005-04-24 2005-06-14 Author is listed
  18. NEP-SEA: South East Asia (2) 2001-08-30 2004-03-22
  19. NEP-TRA: Transition Economics (3) 2004-03-22 2004-03-22 2004-03-22
  20. NEP-URE: Urban & Real Estate Economics (3) 2004-03-07 2005-04-24 2005-07-18
Did you know? You may want to explore EconPapers, which displays the same data as IDEAS in a different way.

This page was last updated on 2008-8-15.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.