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Publications

by alumni of

Yale University → School of Management

These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself.

This page is updated in the first days of each month.

| Working papers | Journal articles | Books | Chapters |

Working papers

2026

  1. William N. Goetzmann & Dong Huang & Milad Nozari, 2026, "Non-Fungible Tokens as Investment," NBER Working Papers, National Bureau of Economic Research, Inc, number 34837, Feb.
  2. William N. Goetzmann & K. Geert Rouwenhorst, 2026, "Capital Structure, Seniority, and Risk Premia: Evidence from the London Stock Exchange, 1870–1929," NBER Working Papers, National Bureau of Economic Research, Inc, number 34899, Feb.
  3. William N. Goetzmann & Otto Manninen & James Tyler, 2026, "Bubbles, Booms and Crashes in the US Stock Market 1792-2024," NBER Working Papers, National Bureau of Economic Research, Inc, number 34903, Feb.
  4. Elizabeth C. Klee & Arazi Lubis & Chase Ross & Sharon Y. Ross & Alexandros Vardoulakis, 2026, "The Fragility of Perfectly Safe Digital Money," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2026-037, Jun, DOI: 10.17016/FEDS.2026.037.

2025

  1. William N. Goetzmann & Akiko Watanabe & Masahiro Watanabe, 2025, "GDP Growth Expectations and Cash-flow Risk Premium," NBER Working Papers, National Bureau of Economic Research, Inc, number 34402, Oct.
  2. Gary B. Gorton & Chase P. Ross & Sharon Y. Ross, 2025, "Where Collateral Sleeps," NBER Working Papers, National Bureau of Economic Research, Inc, number 34266, Sep.

2024

  1. William N. Goetzmann & Akiko Watanabe & Masahiro Watanabe, 2024, "Procyclical Stocks Earn Higher Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 32509, May.
  2. William N. Goetzmann & Dasol Kim & Robert J. Shiller, 2024, "Emotions and Subjective Crash Beliefs," NBER Working Papers, National Bureau of Economic Research, Inc, number 32589, Jun.
  3. Tobias J. Moskowitz & Chase P. Ross & Sharon Y. Ross & Kaushik Vasudevan, 2024, "Risk, Specialization, and Covered-Interest Parity," NBER Working Papers, National Bureau of Economic Research, Inc, number 32707, Jul.

2023

  1. Dong Huang & William N. Goetzmann, 2023, "Selection-Neglect in the NFT Bubble," NBER Working Papers, National Bureau of Economic Research, Inc, number 31498, Jul.
  2. David Le Bris & William N. Goetzmann & Sébastien Pouget, 2023, "Convergent Evolution Toward the Joint-Stock Company," NBER Working Papers, National Bureau of Economic Research, Inc, number 31821, Nov.
  3. Ye Li & Chen Wang, 2023, "Valuation Duration of the Stock Market," Papers, arXiv.org, number 2310.07110, Oct.

2022

  1. William N. Goetzmann & Akiko Watanabe & Masahiro Watanabe, 2022, "Evidence on Retrieved Context: How History Matters," NBER Working Papers, National Bureau of Economic Research, Inc, number 29849, Mar.
  2. William N. Goetzmann & Akiko Watanabe & Masahiro Watanabe, 2022, "Cohort Effects on Expected Co-Movement," NBER Working Papers, National Bureau of Economic Research, Inc, number 29949, Apr.
  3. William N. Goetzmann & Dasol Kim & Robert J. Shiller, 2022, "Crash Narratives," NBER Working Papers, National Bureau of Economic Research, Inc, number 30195, Jul.
  4. Chase P. Ross, 2022, "The Collateral Premium and Levered Safe-Asset Production," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2022-046, Jul, DOI: 10.17016/FEDS.2022.046.
  5. Chase P. Ross & Landon J. Ross, 2022, "Cash-Hedged Stock Returns," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2022-055, Aug, DOI: 10.17016/FEDS.2022.055.
  6. Gary B. Gorton & Chase P. Ross & Sharon Y. Ross, 2022, "Making Money," NBER Working Papers, National Bureau of Economic Research, Inc, number 29710, Jan.
  7. Gary B. Gorton & Elizabeth C. Klee & Chase P. Ross & Sharon Y. Ross & Alexandros P. Vardoulakis, 2022, "Leverage and Stablecoin Pegs," NBER Working Papers, National Bureau of Economic Research, Inc, number 30796, Dec.

2021

  1. Van Nieuwerburgh, Stijn & Goetzmann, William & Spaenjers, Christophe, 2021, "Real and Private Value Assets," CEPR Discussion Papers, Centre for Economic Policy Research, number 16083, Apr.
  2. Silvia Iorgova, 2021, "Investor Information and Bank Instability During the Euro Crisis," IMF Working Papers, International Monetary Fund, number 2021/005, Jan.

2019

  1. David Le Bris & William Goetzmann & Sébastien Pouget, 2019, "The present value relation over six centuries: The case of the Bazacle company," Post-Print, HAL, number hal-02281530, Apr, DOI: 10.1016/j.jfineco.2017.03.011.

2018

  1. Li, Ye & Wang, Chen, 2018, "Rediscover Predictability: Information from the Relative Prices of Long-Term and Short-Term Dividends," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2018-16, Mar.

2017

  1. William N. Goetzmann & Dasol Kim, 2017, "Negative Bubbles: What Happens After a Crash," NBER Working Papers, National Bureau of Economic Research, Inc, number 23830, Sep.

2016

  1. William N. Goetzmann & Dasol Kim & Robert J. Shiller, 2016, "Crash Beliefs From Investor Surveys," NBER Working Papers, National Bureau of Economic Research, Inc, number 22143, Apr.

2015

  1. David Le Bris & William N. Goetzmann & Sébastien Pouget, 2015, "The Development of Corporate Governance in Toulouse: 1372-1946," NBER Working Papers, National Bureau of Economic Research, Inc, number 21335, Jul.
  2. William N. Goetzmann, 2015, "Bubble Investing: Learning from History," NBER Working Papers, National Bureau of Economic Research, Inc, number 21693, Oct.
  3. William Goetzmann & Simon Huang, 2015, "Momentum in Imperial Russia," NBER Working Papers, National Bureau of Economic Research, Inc, number 21700, Nov.

2014

  1. Spaenjers , Christophe & Goetzmann , William, 2014, "The Economics of Aesthetics and Three Centuries of Art Price Records," HEC Research Papers Series, HEC Paris, number 1055, Aug.
  2. David le Bris & William N. Goetzmann & Sébastien Pouget, 2014, "Testing Asset Pricing Theory on Six Hundred Years of Stock Returns: Prices and Dividends for the Bazacle Company from 1372 to 1946," NBER Working Papers, National Bureau of Economic Research, Inc, number 20199, Jun.

2012

  1. William N. Goetzmann & Sharon Oster, 2012, "Competition Among University Endowments," NBER Working Papers, National Bureau of Economic Research, Inc, number 18173, Jun.

2011

  1. Laurent-Emmanuel Calvet & Benoît B. Mandelbrot & Adlai J. Fisher, 2011, "Large Deviation Theory and the Distribution of Price Changes," Working Papers, HAL, number hal-00601869, Jun.
  2. Laurent-Emmanuel Calvet & Benoît B. Mandelbrot & Adlai J. Fisher, 2011, "Multifractality of US Dollar/Deutsche Mark Exchange Rates," Working Papers, HAL, number hal-00601871, Jun.
  3. William N. Goetzmann & Luc Renneboog & Christophe Spaenjers, 2011, "Art and Money," Post-Print, HAL, number hal-00623450, May, DOI: 10.1257/aer.101.3.222.

2010

  1. William N. Goetzmann & Frank Newman, 2010, "Securitization in the 1920's," NBER Working Papers, National Bureau of Economic Research, Inc, number 15650, Jan.

2009

  1. A. Fisher & Laurent-Emmanuel Calvet, 2009, "Multifractal Volatility: Theory, Estimation and Forecasting," Post-Print, HAL, number hal-00495925, Oct.
  2. Dion Bongaerts & K.J. Martijn Cremers & William N. Goetzmann, 2009, "Tiebreaker: Certification and Multiple Credit Ratings," NBER Working Papers, National Bureau of Economic Research, Inc, number 15331, Sep.
  3. Rik G.P. Frehen & William N. Goetzmann & K. Geert Rouwenhorst, 2009, "New Evidence on the First Financial Bubble," NBER Working Papers, National Bureau of Economic Research, Inc, number 15332, Sep.
  4. Douglas W. Blackburn & William N. Goetzmann & Andrey D. Ukhov, 2009, "Risk Aversion and Clientele Effects," NBER Working Papers, National Bureau of Economic Research, Inc, number 15333, Sep.
  5. William N. Goetzmann & Liang Peng & Jacqueline Yen, 2009, "The Subprime Crisis and House Price Appreciation," NBER Working Papers, National Bureau of Economic Research, Inc, number 15334, Sep.
  6. Stephen Brown & William Goetzmann & Bing Liang & Christopher Schwarz, 2009, "Trust and Delegation," NBER Working Papers, National Bureau of Economic Research, Inc, number 15529, Nov.

2008

  1. Laurent-Emmanuel Calvet & Adlai J. Fisher, 2008, "Multifrequency jump-diffusions: An equilibrium approach," Post-Print, HAL, number hal-00459681, Jan, DOI: 10.1016/j.jmateco.2007.06.001.
  2. Laurent E. Calvet & Adlai Fisher, 2008, "Multifractal Volatility: Theory, Forecasting and Pricing," Post-Print, HAL, number hal-00671877.
  3. Gao, Pingyang, 2008, "Disclosure Quality, Cost of Capital, and Investors’ Welfare," MPRA Paper, University Library of Munich, Germany, number 9478, Jan, revised Jun 2008.

2007

  1. Laurent-Emmanuel Calvet & Adlai J. Fisher, 2007, "Multifrequency news and stock returns," Post-Print, HAL, number hal-00459675, Oct, DOI: 10.1016/j.jfineco.2006.09.001.
  2. Gao, Pingyang, 2007, "Keynesian Beauty Contest, Accounting Disclosure, and Market Efficiency," MPRA Paper, University Library of Munich, Germany, number 9480, Jun, revised Oct 2007.

2006

  1. Laurent-Emmanuel Calvet & Adlai J. Fisher & Samuel B. Thompson, 2006, "Volatility Comovement: a multifrequency approach," Post-Print, HAL, number hal-00459667, Mar, DOI: 10.1016/j.jeconom.2005.01.008.

2005

  1. William N. Goetzmann & Andrey Ukhov, 2005, "British Investment Overseas 1870-1913: A Modern Portfolio Theory Approach," NBER Working Papers, National Bureau of Economic Research, Inc, number 11266, Apr.
  2. Ravi Dhar & William Goetzmann, 2005, "Bubble Investors: What Were They Thinking?," Yale School of Management Working Papers, Yale School of Management, number ysm446, Mar, revised 01 Aug 2006.
  3. William Goetzmann & Roger Ibbotson, 2005, "History and the Equity Risk Premium," Yale School of Management Working Papers, Yale School of Management, number ysm448, Apr.
  4. William Goetzmann, 2005, "More Social Security, Not Less," Yale School of Management Working Papers, Yale School of Management, number ysm449, Apr.
  5. William N. Goetzmann & Stephen J. Brown, 2005, "Performance Persistence," Yale School of Management Working Papers, Yale School of Management, number ysm451, Apr.
  6. William N. Goetzmann & Alok Kumar, 2005, "Why Do Individual Investors Hold Under-Diversified Portfolios?," Yale School of Management Working Papers, Yale School of Management, number ysm454, Apr.
  7. Jeffrey Fisher & William Goetzmann, 2005, "The Performance of Real Estate Portfolios: A Simulation Approach," Yale School of Management Working Papers, Yale School of Management, number ysm456, Apr, revised 01 Jun 2005.
  8. Ravi Dhar & William Goetzmann, 2005, "Institutional Perspectives on Real Estate Investing: The Role of Risk and Uncertainty," Yale School of Management Working Papers, Yale School of Management, number ysm457, Jun, revised 01 Jul 2005.

2004

  1. Laurent-Emmanuel Calvet & Adlai J. Fisher, 2004, "How to Forecast Long-Run Volatility: Regime Switching and the Estimation of Multifractal Processes," Post-Print, HAL, number hal-00478472, DOI: 10.1093/jjfinec/nbh003.
  2. Ron Giammarino & Murray Carlson & Adlai Fisher, 2004, "Corporate Investment and Asset Price Dynamics: Implications for Post-SEO Performance," 2004 Meeting Papers, Society for Economic Dynamics, number 812.
  3. Goetzmann, William & Massa, Massimo & Simonov, Andrei, 2004, "Portfolio Diversification, Proximity Investment and City Agglomeration," CEPR Discussion Papers, Centre for Economic Policy Research, number 4786, Dec.
  4. Goetzmann, William & Massa, Massimo, 2004, "Disposition Matters: Volume, Volatility and Price Impact of Behavioural Bias," CEPR Discussion Papers, Centre for Economic Policy Research, number 4814, Dec.
  5. Goetzmann, William & Massa, Massimo, 2004, "Dispersion of Opinion and Stock Returns," CEPR Discussion Papers, Centre for Economic Policy Research, number 4819, Dec.
  6. William N. Goetzmann & Massimo Massa & Andrei Simonov, 2004, "Portfolio Diversification and City Agglomeration," NBER Working Papers, National Bureau of Economic Research, Inc, number 10343, Mar.
  7. William N. Goetzmann, 2004, "Fibonacci and the Financial Revolution," NBER Working Papers, National Bureau of Economic Research, Inc, number 10352, Mar.
  8. 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, National Bureau of Economic Research, Inc, number 10468, May.
  9. 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, Yale School of Management, number ysm10, Feb.
  10. 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, Yale School of Management, number ysm12, Mar.
  11. 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, Yale School of Management, number ysm25, Mar.
  12. Ravi Dhar & William Goetzmann & Ning Zhu & EFA Moscow, 2004, "The Impact of Clientele Changes: Evidence from Stock Splits," Yale School of Management Working Papers, Yale School of Management, number ysm369, Dec, revised 01 Sep 2009.
  13. William Goetzmann & Elisabeth Köll, 2004, "The History of Corporate Ownership in China: State Patronage, Company Legislation, and the Issue of Control," Yale School of Management Working Papers, Yale School of Management, number ysm450, Aug.
  14. Arturo Bris & William Goetzmann & Ning Zhu, 2004, "Short-Sales in Global Perspective," Yale School of Management Working Papers, Yale School of Management, number ysm453, Jan, revised 01 Sep 2009.
  15. William Goetzmann, 2004, "Will History Rhyme? The Past as Financial Future," Yale School of Management Working Papers, Yale School of Management, number ysm455, Jun, revised 01 Jul 2004.
  16. William N. Goetzmann & Andrey Ukhov & Ning Zhu, 2004, "China and the World Financial Markets 1870-1930:," Yale School of Management Working Papers, Yale School of Management, number ysm9, Feb.

2003

  1. Laurent Calvet & Adlai Fisher, 2003, "Regime-Switching and the Estimation of Multifractal Processes," Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research, number 1999.
  2. Stephen J. Brown & William N. Goetzmann & Bing Liang, 2003, "Fees on Fees in Funds of Funds," NBER Working Papers, National Bureau of Economic Research, Inc, number 9464, Feb.
  3. William N. Goetzmann & Ning Zhu, 2003, "Rain or Shine: Where is the Weather Effect?," NBER Working Papers, National Bureau of Economic Research, Inc, number 9465, Feb.
  4. William N. Goetzmann & Ning Zhu & Arturo Bris, 2003, "Efficiency and the Bear: Short Sales and Markets around the World," NBER Working Papers, National Bureau of Economic Research, Inc, number 9466, Feb.
  5. William N. Goetzmann & Matthew Spiegel & Andrey Ukhov, 2003, "Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares," NBER Working Papers, National Bureau of Economic Research, Inc, number 9469, Feb.
  6. 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, National Bureau of Economic Research, Inc, number 9470, Feb.
  7. William Goetzmann & Liang Peng, 2003, "Estimating Indices in the Presence of Seller Reservation Prices," Yale School of Management Working Papers, Yale School of Management, number ysm352, Apr, revised 01 May 2003.
  8. Andrew Caplin & William Goetzmann & Eric Hangen & Barry Nalebuff & Elisabeth Prentice & John Rodkin & Matthew Spiegel & Tom Skinner, 2003, "Home Equity Insurance: A Pilot Project," Yale School of Management Working Papers, Yale School of Management, number ysm372, May, revised 23 Jan 2006.
  9. William Goetzmann & Matthew 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, Yale School of Management, number ysm402, Jul.
  10. Alok Kumar & William N. Goetzmann, 2003, "Diversification Decisions of Individual Investors and Asset Prices," Yale School of Management Working Papers, Yale School of Management, number ysm441, Nov.

2002

  1. Laurent-Emmanuel Calvet & Adlai J. Fisher, 2002, "Multifractality in Asset Returns: Theory and Evidence," Post-Print, HAL, number hal-00478175, Aug, DOI: 10.1162/003465302320259420.
  2. William Goetzmann & Jonathan Ingersoll & Matthew I. Spiegel & Ivo Welch, 2002, "Sharpening Sharpe Ratios," NBER Working Papers, National Bureau of Economic Research, Inc, number 9116, Aug.
  3. 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, Yale School of Management, number ysm306, Sep.

2001

  1. William N. Goetzmann & Liang Peng, 2001, "The Bias of the RSR Estimator and the Accuracy of Some Alternatives," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0270, Apr.
  2. Stephen J. Brown & William N. Goetzmann, 2001, "Hedge Funds With Style," NBER Working Papers, National Bureau of Economic Research, Inc, number 8173, Mar.
  3. William N. Goetzmann & Lingfeng Li & K. Geert Rouwenhorst, 2001, "Long-Term Global Market Correlations," NBER Working Papers, National Bureau of Economic Research, Inc, number 8612, Nov.
  4. William N. Goetzmann & Alok Kumar, 2001, "Equity Portfolio Diversification," NBER Working Papers, National Bureau of Economic Research, Inc, number 8686, Dec.
  5. 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, Wharton School Center for Financial Institutions, University of Pennsylvania, number 01-30, Jul.
  6. Massimo Massa & William Goetzmann, 2001, "Heterogeneity of Trade and Stock Returns. Evidence from Index Fund Investors," Yale School of Management Working Papers, Yale School of Management, number ysm176, Feb, revised 01 Nov 2001.
  7. 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, Yale School of Management, number ysm186, Jun.
  8. Massimo Massa & William Goetzmann, 2001, "Dispersion of Opinion and Stock Returns: Evidence from Index Fund Investors," Yale School of Management Working Papers, Yale School of Management, number ysm227, Oct, revised 01 May 2003.
  9. William 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, Yale School of Management, number ysm242, Nov, revised 01 Sep 2009.

2000

  1. Bradford Case & William N. Goetzmann & K. Geert Rouwenhorst, 2000, "Global Real Estate Markets - Cycles and Fundamentals," NBER Working Papers, National Bureau of Economic Research, Inc, number 7566, Feb.
  2. William N. Goetzmann & Massimo Massa, 2000, "Daily Momentum and Contrarian Behavior of Index Fund Investors," NBER Working Papers, National Bureau of Economic Research, Inc, number 7567, Feb.
  3. William N. Goetzmann & Massimo Massa & K. Geert Rouwenhorst, 2000, "Behavioral Factors in Mutual Fund Flows," Yale School of Management Working Papers, Yale School of Management, number ysm135, Mar.
  4. William Goetzmann & Zoran Ivkovich & K. Rouwenhorst, 2000, "Day Trading International Mutual Funds: Evidence And Policy Solutions," Yale School of Management Working Papers, Yale School of Management, number ysm138, Apr, revised 01 Jun 2001.
  5. William N. Goetzmann & Roger G. Ibbotson & Liang Peng, 2000, "A New Historical Database For The NYSE 1815 To 1925: Performance And Predictability," Yale School of Management Working Papers, Yale School of Management, number ysm154, Aug.
  6. William Goetzmann & Matthew Spiegel, 2000, "The Policy Implications of Portfolio Choice in Underserved Mortgage Markets," Yale School of Management Working Papers, Yale School of Management, number ysm161, Nov, revised 01 Mar 2001.

1999

  1. Laurent Calvet & Adlai Fisher, 1999, "Forecasting Multifractal Volatility," New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business-, number 99-017, Feb.
  2. Adlai Fisher, 1999, "Multivariate Stock Returns Around Extreme Events: A Reassessment of Economic Fundamentals and the 1987 Market Crash," New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business-, number 99-071, Sep.
  3. Evan G. Gatev & William N. Goetzmann & K. Geert Rouwenhorst, 1999, "Pairs Trading: Performance of a Relative Value Arbitrage Rule," NBER Working Papers, National Bureau of Economic Research, Inc, number 7032, Mar.
  4. William N. Goetzmann & Massimo Massa, 1999, "Index Funds and Stock Market Growth," NBER Working Papers, National Bureau of Economic Research, Inc, number 7033, Mar.
  5. William Goetzmann & Matthew Spiegel & Susan Wachter, 1999, "Do Cities and Suburbs Cluster?," Yale School of Management Working Papers, Yale School of Management, number ysm115, Apr, revised 01 May 1999.
  6. Stanley Garstka & William Goetzmann, 1999, "The Development Of Corporate Performance Measures: Benchmarks Before EVA," Yale School of Management Working Papers, Yale School of Management, number ysm121, Sep, revised 01 Jan 2001.

1998

  1. 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, New York University, Leonard N. Stern School of Business-, number 98-011, Feb.
  2. 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, New York University, Leonard N. Stern School of Business-, number 98-012, Oct.
  3. 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, New York University, Leonard N. Stern School of Business-, number 98-013, Feb.
  4. 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, New York University, Leonard N. Stern School of Business-, number 98-014, Jan.
  5. Stephen J. Brown & William N. Goetzmann & Mark Grinblatt, 1998, "Positive Portfolio Factors," NBER Working Papers, National Bureau of Economic Research, Inc, number 6412, Feb.
  6. William N. Goetzmann & Jonathan Ingersoll, Jr. & Stephen A. Ross, 1998, "High Water Marks," NBER Working Papers, National Bureau of Economic Research, Inc, number 6413, Feb.
  7. William N. Goetzmann & Stephen J. Brown, 1998, "Mutual Fund Styles," Yale School of Management Working Papers, Yale School of Management, number ysm40, Oct.
  8. Philippe Jorion & William N. Goetzmann, 1998, "A Longer Look at Dividend Yields," Yale School of Management Working Papers, Yale School of Management, number ysm41, Aug.
  9. William N. Goetzmann & Roger G. Ibbotson, 1998, "An Emerging Market: The NYSE From 1815 to 1871," Yale School of Management Working Papers, Yale School of Management, number ysm49, May.
  10. William N. Goetzmann & Susan M. Wachter, 1998, "Clustering Methods for Real Estate Portfolios," Yale School of Management Working Papers, Yale School of Management, number ysm59, Jul.
  11. William Goetzmann, 1998, "The Effect of Seller Reserves on Market Index Estimation," Yale School of Management Working Papers, Yale School of Management, number ysm61, Jun, revised 01 Aug 2000.
  12. David Geltner & William Goetzmann, 1998, "Two Decades Of Commercial Property Returns: A NCREIF Index Using Independent Appraisals," Yale School of Management Working Papers, Yale School of Management, number ysm82, Feb, revised 01 Jan 2001.
  13. William Goetzmann & Jonathan Ingersoll & Zoran Ivkovich, 1998, "Monthly Measurement of Daily Timers," Yale School of Management Working Papers, Yale School of Management, number ysm88, Apr, revised 01 Oct 2000.
  14. Stephen Brown & William Goetzmann & Takato Hiraki & Toshiyuki Otsuki & Noriyoshi Shiraishi, 1998, "The Open-End Japanese Mutual Fund Puzzle," Yale School of Management Working Papers, Yale School of Management, number ysm89, Apr, revised 01 Apr 2008.

1997

  1. Benoit Mandelbrot & Adlai Fisher & Laurent Calvet, 1997, "A Multifractal Model of Asset Returns," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1164, Sep.
  2. Laurent Calvet & Adlai Fisher & Benoit Mandelbrot, 1997, "Large Deviations and the Distribution of Price Changes," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1165, Sep.
  3. Adlai Fisher & Laurent Calvet & Benoit Mandelbrot, 1997, "Multifractality of Deutschemark/US Dollar Exchange Rates," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1166, Sep.
  4. 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, New York University, Leonard N. Stern School of Business-, number 96-18, Jan.
  5. William N. Goetzmann & Philippe Jorion, 1997, "A Century of Global Stock Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 5901, Jan.
  6. William N. Goetzmann & Philippe Jorion, 1997, "Re-emerging Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 5906, Jan.

1996

  1. William N. Goetzmann & Brent W. Ambrose, 1996, "Risks and Incentives in Underserved Mortgage Markets," Yale School of Management Working Papers, Yale School of Management, number ysm62, Nov.
  2. William N. Goetzmann & Matthew I. Spiegel & Susan M. Wachter, 1996, "Suburbs and Cities," Yale School of Management Working Papers, Yale School of Management, number ysm63, Nov.

1995

  1. William N. Goetzmann and Matthew Spiegel., 1995, "A Spatial Model of Housing Returns and Neighborhood Substitutability," Research Program in Finance Working Papers, University of California at Berkeley, number RPF-253, Sep.

1993

  1. Goetzmann, W.N., 1993, "Attrition and Mutual Fund Performance," Papers, Columbia - Graduate School of Business, number 93-01.
  2. Edwards, F. & Goetzmann, W., 1993, "Commodity Funds as an Investment Asset," Papers, Columbia - Graduate School of Business, number 93-19.

1992

  1. Goetzmann, W.N. & Spiegel, M., 1992, "Non-temporal Components of Residential Real Estate Appreciation," Papers, Columbia - Graduate School of Business, number 92-20.
  2. Broadie, M. & Goetzmann, W., 1992, "Safety First Portfolio Choice," Papers, Columbia - Graduate School of Business, number 92-23.
  3. Goetzmann, W.N. & Greenward, B. & Huberman, G., 1992, "Market Response to Mutual Fund Performance," Papers, Columbia - Graduate School of Business, number 92-25.
  4. Goetzman, W.N. & Jorion, P., 1992, "Testing the Predictive Power of Dividend Yields," Papers, Columbia - Graduate School of Business, number 93-03.

1991

  1. Goetzmann, W.N. & Wachter, S., 1991, "Clustering Methods and Commercial Rents," Papers, Columbia - Graduate School of Business, number fb-22.

1990

  1. Goetzmann, W.N., 1990, "Accounting For Taste: An Analysis Of Art Returns Over Three Centuries," Papers, Columbia - Graduate School of Business, number fb-_90-11.
  2. Goetzmann, W.N., 1990, "Bootstrapping Tests Of Long-Term Stock Market Efficiency," Papers, Columbia - Graduate School of Business, number fb-_90-14.
  3. Goetzmann, W.N., 1990, "The Single Family Home In The Investment Portfolio," Papers, Columbia - Graduate School of Business, number fb-_90-15.
  4. Goetzmann, W.N., 1990, "The Accuracy Of Real Estimate Indices: Repeat Sale Estimators," Papers, Columbia - Graduate School of Business, number fb-_90-17.
  5. Goetzmann, W.N. & Ibbotson, R.G., 1990, "Do Winners Repeat? Patterns in Mutual Fund Behavior," Papers, Columbia - Graduate School of Business, number fb-_91-04.

Journal articles

2022

  1. Adlai Fisher & Charles Martineau & Jinfei Sheng, 2022, "Macroeconomic Attention and Announcement Risk Premia," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 11, pages 5057-5093.

2020

  1. Gary B. Gorton & Andrew Metrick & Chase P. Ross, 2020, "Who Ran on Repo?," AEA Papers and Proceedings, American Economic Association, volume 110, pages 487-492, May, DOI: 10.1257/pandp.20201100.

2019

  1. le Bris, David & Goetzmann, William N. & Pouget, Sébastien, 2019, "The present value relation over six centuries: The case of the Bazacle company," Journal of Financial Economics, Elsevier, volume 132, issue 1, pages 248-265, DOI: 10.1016/j.jfineco.2017.03.011.
  2. Laurie Cameron & William N. Goetzmann & Milad Nozari, 2019, "Art and gender: market bias or selection bias?," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, volume 43, issue 2, pages 279-307, June, DOI: 10.1007/s10824-019-09339-2.
  3. Metrick, Andrew, 2019, "European Central Bank Tools and Policy Actions A: Open Market Operations, Collateral Expansion and Standing Facilities," Journal of Financial Crises, Yale Program on Financial Stability (YPFS), volume 1, issue 3, pages 57-81, March.
  4. Metrick, Andrew, 2019, "European Central Bank Tools and Policy Actions B: Asset Purchase Programs," Journal of Financial Crises, Yale Program on Financial Stability (YPFS), volume 1, issue 3, pages 82-112, March.

2018

  1. Calvet, Laurent E. & Fisher, Adlai J. & Wu, Liuren, 2018, "Staying on Top of the Curve: A Cascade Model of Term Structure Dynamics," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 53, issue 2, pages 937-963, April.
  2. Andrew Ang & Andrés Ayala & William N. Goetzmann, 2018, "Investment beliefs of endowments," European Financial Management, European Financial Management Association, volume 24, issue 1, pages 3-33, January, DOI: 10.1111/eufm.12149.
  3. William N. Goetzmann & Dasol Kim, 2018, "Negative bubbles: What happens after a crash," European Financial Management, European Financial Management Association, volume 24, issue 2, pages 171-191, March, DOI: 10.1111/eufm.12164.
  4. Andrew Ang & Bingxu Chen & William N. Goetzmann & Ludovic Phalippou, 2018, "Estimating Private Equity Returns from Limited Partner Cash Flows," Journal of Finance, American Finance Association, volume 73, issue 4, pages 1751-1783, August, DOI: 10.1111/jofi.12688.
  5. David Le Bris & William N. Goetzmann & Sébastien Pouget, 2018, "Les compagnies de moulins en Occitanie : émergence et gouvernance de sociétés par actions multiséculaires," Revue d'économie financière, Association d'économie financière, volume 0, issue 2, pages 55-69.
  6. Goetzmann, William N. & Huang, Simon, 2018, "Momentum in Imperial Russia," Journal of Financial Economics, Elsevier, volume 130, issue 3, pages 579-591, DOI: 10.1016/j.jfineco.2018.07.008.

2016

  1. Oliver Boguth & Murray Carlson & Adlai Fisher & Mikhail Simutin, 2016, "Horizon Effects in Average Returns: The Role of Slow Information Diffusion," The Review of Financial Studies, Society for Financial Studies, volume 29, issue 8, pages 2241-2281.
  2. Goetzmann, William N. & Jones, Peter W. & Maggioni, Mauro & Walden, Johan, 2016, "Beauty is in the bid of the beholder: An empirical basis for style," Research in Economics, Elsevier, volume 70, issue 3, pages 388-402, DOI: 10.1016/j.rie.2016.05.004.

2015

  1. Calvet, Laurent E. & Fearnley, Marcus & Fisher, Adlai J. & Leippold, Markus, 2015, "What is beneath the surface? Option pricing with multifrequency latent states," Journal of Econometrics, Elsevier, volume 187, issue 2, pages 498-511, DOI: 10.1016/j.jeconom.2015.02.034.
  2. Spaenjers, Christophe & Goetzmann, William N. & Mamonova, Elena, 2015, "The economics of aesthetics and record prices for art since 1701," Explorations in Economic History, Elsevier, volume 57, issue C, pages 79-94, DOI: 10.1016/j.eeh.2015.03.003.
  3. William N. Goetzmann & Dasol Kim & Alok Kumar & Qin Wang, 2015, "Weather-Induced Mood, Institutional Investors, and Stock Returns," The Review of Financial Studies, Society for Financial Studies, volume 28, issue 1, pages 73-111.

2014

  1. Carlson, Murray & Dockner, Engelbert J. & Fisher, Adlai & Giammarino, Ron, 2014, "Leaders, Followers, and Risk Dynamics in Industry Equilibrium," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 49, issue 2, pages 321-349, April.
  2. Douglas W. Blackburn & William N. Goetzmann & Andrey D. Ukhov, 2014, "Is trading behavior stable across contexts? Evidence from style and multi-style investors," Quantitative Finance, Taylor & Francis Journals, volume 14, issue 4, pages 605-627, April, DOI: 10.1080/14697688.2013.797595.

2013

  1. Gao, Pingyang, 2013, "A measurement approach to conservatism and earnings management," Journal of Accounting and Economics, Elsevier, volume 55, issue 2, pages 251-268, DOI: 10.1016/j.jacceco.2012.10.001.
  2. Pingyang Gao & Pierre Jinghong Liang, 2013, "Informational Feedback, Adverse Selection, and Optimal Disclosure Policy," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 51, issue 5, pages 1133-1158, December, DOI: 10.1111/1475-679X.12019.
  3. Frehen, Rik G.P. & Goetzmann, William N. & Geert Rouwenhorst, K., 2013, "New evidence on the first financial bubble," Journal of Financial Economics, Elsevier, volume 108, issue 3, pages 585-607, DOI: 10.1016/j.jfineco.2012.12.008.
  4. William Goetzmann & S. Ravid & Ronald Sverdlove, 2013, "The pricing of soft and hard information: economic lessons from screenplay sales," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, volume 37, issue 2, pages 271-307, May, DOI: 10.1007/s10824-012-9183-5.

2012

  1. Dion Bongaerts & K. J. Martijn Cremers & William N. Goetzmann, 2012, "Tiebreaker: Certification and Multiple Credit Ratings," Journal of Finance, American Finance Association, volume 67, issue 1, pages 113-152, February, DOI: j.1540-6261.2011.01709.x.
  2. Brown, Stephen & Goetzmann, William & Liang, Bing & Schwarz, Christopher, 2012, "Trust and delegation," Journal of Financial Economics, Elsevier, volume 103, issue 2, pages 221-234, DOI: 10.1016/j.jfineco.2011.09.004.
  3. William Goetzmann & Liang Peng & Jacqueline Yen, 2012, "The Subprime Crisis and House Price Appreciation," The Journal of Real Estate Finance and Economics, Springer, volume 44, issue 1, pages 36-66, January, DOI: 10.1007/s11146-011-9321-4.

2011

  1. Boguth, Oliver & Carlson, Murray & Fisher, Adlai & Simutin, Mikhail, 2011, "Conditional risk and performance evaluation: Volatility timing, overconditioning, and new estimates of momentum alphas," Journal of Financial Economics, Elsevier, volume 102, issue 2, pages 363-389, DOI: 10.1016/j.jfineco.2011.06.002.
  2. Bhamra, Harjoat S. & Fisher, Adlai J. & Kuehn, Lars-Alexander, 2011, "Monetary policy and corporate default," Journal of Monetary Economics, Elsevier, volume 58, issue 5, pages 480-494, DOI: 10.1016/j.jmoneco.2011.05.010.
  3. William N. Goetzmann & Luc Renneboog & Christophe Spaenjers, 2011, "Art and Money," American Economic Review, American Economic Association, volume 101, issue 3, pages 222-226, May.
  4. Ang, Andrew & Goetzmann, William N. & Schaefer, Stephen M., 2011, "The Efficient Market Theory and Evidence: Implications for Active Investment Management," Foundations and Trends(R) in Finance, now publishers, volume 5, issue 3, pages 157-242, June, DOI: 10.1561/0500000034.

2010

  1. Murray Carlson & Adlai Fisher & Ron Giammarino, 2010, "SEO Risk Dynamics," The Review of Financial Studies, Society for Financial Studies, volume 23, issue 11, pages 4026-4077, November.

2008

  1. Adlai Fisher & Robert Heinkel, 2008, "Reputation and Managerial Truth‐Telling as Self‐Insurance," Journal of Economics & Management Strategy, Wiley Blackwell, volume 17, issue 2, pages 489-540, June, DOI: 10.1111/j.1530-9134.2008.00185.x.
  2. Calvet, Laurent E. & Fisher, Adlai J., 2008, "Multifrequency jump-diffusions: An equilibrium approach," Journal of Mathematical Economics, Elsevier, volume 44, issue 2, pages 207-226, January.
  3. Pingyang Gao, 2008, "Keynesian Beauty Contest, Accounting Disclosure, and Market Efficiency," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 46, issue 4, pages 785-807, September, DOI: 10.1111/j.1475-679X.2008.00295.x.
  4. Stephen Brown & William Goetzmann & Bing Liang & Christopher Schwarz, 2008, "Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration," Journal of Finance, American Finance Association, volume 63, issue 6, pages 2785-2815, December, DOI: 10.1111/j.1540-6261.2008.01413.x.
  5. William N. Goetzmann & Alok Kumar, 2008, "Equity Portfolio Diversification," Review of Finance, European Finance Association, volume 12, issue 3, pages 433-463.

2007

  1. Calvet, Laurent E. & Fisher, Adlai J., 2007, "Multifrequency news and stock returns," Journal of Financial Economics, Elsevier, volume 86, issue 1, pages 178-212, October.
  2. William N. Goetzmann & Andrey D. Ukhov & Ning Zhu, 2007, "China and the world financial markets 1870–1939: Modern lessons from historical globalization1," Economic History Review, Economic History Society, volume 60, issue 2, pages 267-312, May, DOI: 10.1111/j.1468-0289.2007.00376.x.
  3. 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, volume 62, issue 3, pages 1029-1079, June, DOI: 10.1111/j.1540-6261.2007.01230.x.

2006

  1. Murray Carlson & Adlai Fisher & Ron Giammarino, 2006, "Corporate Investment and Asset Price Dynamics: Implications for SEO Event Studies and Long‐Run Performance," Journal of Finance, American Finance Association, volume 61, issue 3, pages 1009-1034, June, DOI: 10.1111/j.1540-6261.2006.00865.x.
  2. Calvet, Laurent E. & Fisher, Adlai J. & Thompson, Samuel B., 2006, "Volatility comovement: a multifrequency approach," Journal of Econometrics, Elsevier, volume 131, issue 1-2, pages 179-215.
  3. William N. Goetzmann & Andrey D. Ukhov, 2006, "British Investment Overseas 1870-1913: A Modern Portfolio Theory Approach," Review of Finance, European Finance Association, volume 10, issue 2, pages 261-300.
  4. Evan Gatev & William N. Goetzmann & K. Geert Rouwenhorst, 2006, "Pairs Trading: Performance of a Relative-Value Arbitrage Rule," The Review of Financial Studies, Society for Financial Studies, volume 19, issue 3, pages 797-827.
  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, volume 88, issue 1, pages 100-112, February.

2005

  1. William N. Goetzmann & Ning Zhu, 2005, "Rain or Shine: Where is the Weather Effect?," European Financial Management, European Financial Management Association, volume 11, issue 5, pages 559-578, November, DOI: 10.1111/j.1354-7798.2005.00298.x.
  2. Goetzmann, William N. & Massa, Massimo, 2005, "Dispersion of opinion and stock returns," Journal of Financial Markets, Elsevier, volume 8, issue 3, pages 324-349, August.
  3. William N. Goetzmann & Lingfeng Li & K. Geert Rouwenhorst, 2005, "Long-Term Global Market Correlations," The Journal of Business, University of Chicago Press, volume 78, issue 1, pages 1-38, January, DOI: 10.1086/426518.

2003

  1. William N. Goetzmann & Jonathan E. Ingersoll & Stephen A. Ross, 2003, "High‐Water Marks and Hedge Fund Management Contracts," Journal of Finance, American Finance Association, volume 58, issue 4, pages 1685-1718, August, DOI: 10.1111/1540-6261.00581.
  2. 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, volume 11, issue 4, pages 393-412, September.
  3. William N. Goetzmann & Massimo Massa, 2003, "Index Funds and Stock Market Growth," The Journal of Business, University of Chicago Press, volume 76, issue 1, pages 1-28, January, DOI: 10.1086/344111.

2002

  1. Laurent Calvet & Adlai Fisher, 2002, "Multifractality In Asset Returns: Theory And Evidence," The Review of Economics and Statistics, MIT Press, volume 84, issue 3, pages 381-406, August.
  2. William N. Goetzmann & Liang Peng, 2002, "The Bias of the RSR Estimator and the Accuracy of Some Alternatives," Real Estate Economics, American Real Estate and Urban Economics Association, volume 30, issue 1, pages 13-39, DOI: 10.1111/1540-6229.00028.
  3. Goetzmann, William N. & Massa, Massimo, 2002, "Daily Momentum and Contrarian Behavior of Index Fund Investors," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 37, issue 3, pages 375-389, September.

2001

  1. Calvet, Laurent & Fisher, Adlai, 2001, "Forecasting multifractal volatility," Journal of Econometrics, Elsevier, volume 105, issue 1, pages 27-58, November.
  2. Stephen J. Brown & William N. Goetzmann & James Park, 2001, "Careers and Survival: Competition and Risk in the Hedge Fund and CTA Industry," Journal of Finance, American Finance Association, volume 56, issue 5, pages 1869-1886, October, DOI: 10.1111/0022-1082.00392.
  3. Goetzmann, William N. & Ivković, Zoran & Rouwenhorst, K. Geert, 2001, "Day Trading International Mutual Funds: Evidence and Policy Solutions," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 36, issue 3, pages 287-309, September.
  4. 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, volume 4, issue 1, pages 1-32, January.
  5. Brown, Stephen J & Goetzmann, William N & Hiraki, Takato & Otsuki, Toshiyuki & Shiraishi, Noriyoshi, 2001, "The Japanese Open-End Fund Puzzle," The Journal of Business, University of Chicago Press, volume 74, issue 1, pages 59-77, January, DOI: 10.1086/209663.

2000

  1. Goetzmann, William N. & Ingersoll, Jonathan & Ivković, Zoran, 2000, "Monthly Measurement of Daily Timers," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 35, issue 3, pages 257-290, September.
  2. 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, volume 21, issue 1, pages 5-21, July.

1999

  1. Philippe Jorion & William N. Goetzmann, 1999, "Global Stock Markets in the Twentieth Century," Journal of Finance, American Finance Association, volume 54, issue 3, pages 953-980, June, DOI: 10.1111/0022-1082.00133.
  2. Goetzmann, William N. & Jorion, Philippe, 1999, "Re-Emerging Markets," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 34, issue 1, pages 1-32, March.
  3. Brown, Stephen J & Goetzmann, William N & Ibbotson, Roger G, 1999, "Offshore Hedge Funds: Survival and Performance, 1989-95," The Journal of Business, University of Chicago Press, volume 72, issue 1, pages 91-117, January, DOI: 10.1086/209603.

1998

  1. Ambrose, Brent W. & Goetzmann, William N., 1998, "Risks and Incentives in Underserved Mortgage Markets," Journal of Housing Economics, Elsevier, volume 7, issue 3, pages 274-285, September.

1997

  1. William N. Goetzmann & Nadav Peles, 1997, "Cognitive Dissonance And Mutual Fund Investors," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 20, issue 2, pages 145-158, June.
  2. Brown, Stephen J. & Goetzmann, William N., 1997, "Mutual fund styles," Journal of Financial Economics, Elsevier, volume 43, issue 3, pages 373-399, March.
  3. Goetzmann, William N & Spiegel, Matthew, 1997, "A Spatial Model of Housing Returns and Neighborhood Substitutability," The Journal of Real Estate Finance and Economics, Springer, volume 14, issue 1-2, pages 11-31, Jan.-Marc.
  4. 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, volume 79, issue 2, pages 167-170, May.

1995

  1. Brown, Stephen J & Goetzmann, William N, 1995, "Performance Persistence," Journal of Finance, American Finance Association, volume 50, issue 2, pages 679-698, June.
  2. Brown, Stephen J & Goetzmann, William N & Ross, Stephen A, 1995, "Survival," Journal of Finance, American Finance Association, volume 50, issue 3, pages 853-873, July.
  3. William N. Goetzmann & Susan M. Wachter, 1995, "Clustering Methods for Real Estate Portfolios," Real Estate Economics, American Real Estate and Urban Economics Association, volume 23, issue 3, pages 271-310, September, DOI: 10.1111/1540-6229.00666.
  4. Goetzmann, William N & Spiegel, Matthew, 1995, "Non-temporal Components of Residential Real Estate Appreciation," The Review of Economics and Statistics, MIT Press, volume 77, issue 1, pages 199-206, February.
  5. Goetzmann, William N & Jorion, Philippe, 1995, "A Longer Look at Dividend Yields," The Journal of Business, University of Chicago Press, volume 68, issue 4, pages 483-508, October, DOI: 10.1086/296674.

1994

  1. Abraham, Jesse M. & Goetzmann, William N. & Wachter, Susan M., 1994, "Homogeneous Groupings of Metropolitan Housing Markets," Journal of Housing Economics, Elsevier, volume 3, issue 3, pages 186-206, September.

1993

  1. Goetzmann, William N, 1993, "Accounting for Taste: Art and the Financial Markets over Three Centuries," American Economic Review, American Economic Association, volume 83, issue 5, pages 1370-1376, December.
  2. Goetzmann, William Nelson & Jorion, Philippe, 1993, "Testing the Predictive Power of Dividend Yields," Journal of Finance, American Finance Association, volume 48, issue 2, pages 663-679, June.
  3. Goetzmann, William Nelson, 1993, "The Single Family Home in the Investment Portfolio," The Journal of Real Estate Finance and Economics, Springer, volume 6, issue 3, pages 201-222, May.
  4. Goetzmann, William Nelson, 1993, "Patterns in Three Centuries of Stock Market Prices," The Journal of Business, University of Chicago Press, volume 66, issue 2, pages 249-270, April, DOI: 10.1086/296603.

1992

  1. Goetzmann, William Nelson, 1992, "The Accuracy of Real Estate Indices: Repeat Sale Estimators," The Journal of Real Estate Finance and Economics, Springer, volume 5, issue 1, pages 5-53, March.

1990

  1. William N. Goetzmann & Roger G. Ibbotson, 1990, "The Performance Of Real Estate As An Asset Class," Journal of Applied Corporate Finance, Morgan Stanley, volume 3, issue 1, pages 65-76, March, DOI: 10.1111/j.1745-6622.1990.tb00196.x.

1988

  1. 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.

Books

2016

  1. William N. Goetzmann, 2016, "Money Changes Everything: How Finance Made Civilization Possible," Economics Books, Princeton University Press, number 10662, edition 1, December.

2008

  1. Calvet, Laurent E. & Fisher, Adlai J., 2008, "Multifractal Volatility," Elsevier Monographs, Elsevier, number 9780121500139, edition 1, ISBN: ARRAY(0x7b86fa60).

2006

  1. Goetzmann, William N. & Ibbotson, Roger G., 2006, "The Equity Risk Premium: Essays and Explorations," OUP Catalogue, Oxford University Press, number 9780195148145, ISBN: ARRAY(0x8129af38).

2005

  1. Goetzmann, William N. & Rouwenhorst, K. Geert (ed.), 2005, "The Origins of Value: The Financial Innovations that Created Modern Capital Markets," OUP Catalogue, Oxford University Press, number 9780195175714, ISBN: ARRAY(0x81072d48).

Chapters

2016

  1. William N. Goetzmann, 2016, "Introduction," Introductory Chapters, Princeton University Press, "Money Changes Everything: How Finance Made Civilization Possible".

2014

  1. Rik Frehen & William N. Goetzmann & K. Geert Rouwenhorst, 2014, "Dutch Securities for American Land Speculation in the Late Eighteenth Century," NBER Chapters, National Bureau of Economic Research, Inc, "Housing and Mortgage Markets in Historical Perspective".

2013

  1. William N. Goetzmann & Sharon Oster, 2013, "Competition among University Endowments," NBER Chapters, National Bureau of Economic Research, Inc, "How the Financial Crisis and Great Recession Affected Higher Education".

2011

  1. William N. Goetzmann & Sebastien Pouget, 2011, "A Shareholder Lawsuit in Fourteenth-Century Toulouse," Palgrave Macmillan Books, Palgrave Macmillan, chapter 0, in: Jonathan G S Koppell, "Origins of Shareholder Advocacy", DOI: 10.1057/9780230116665_10.

2005

  1. William N. Goetzmann & Elisabeth Koll, 2005, "The History of Corporate Ownership in China: State Patronage, Company Legislation, and the Issue of Control," NBER Chapters, National Bureau of Economic Research, Inc, "A History of Corporate Governance around the World: Family Business Groups to Professional Managers".
  2. Stephen J. Brown & William N. Goetzmann & Bing Liang, 2005, "Fees On Fees In Funds Of Funds," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: H Gifford Fong, "The World Of Hedge Funds Characteristics and Analysis".

2003

  1. Sharon Oster & William N. Goetzmann, 2003, "Does Governance Matter? The Case of Art Museums," NBER Chapters, National Bureau of Economic Research, Inc, "The Governance of Not-for-Profit Organizations".

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