William N. Goetzmann
22 catalog papers. Name-matched publications do not establish a verified researcher identity.
Yale School of Management, Yale University, 165 Whitney Avenue, New Haven, CT, United States
Publications
- The present value relation over six centuries: The case of the Bazacle company — Journal of Financial Economics 2019
- Momentum in Imperial Russia — Journal of Financial Economics 2018
- Estimating Private Equity Returns from Limited Partner Cash Flows — The Journal of Finance 2018
- Weather-Induced Mood, Institutional Investors, and Stock Returns — The Review of Financial Studies 2015
- New evidence on the first financial bubble — Journal of Financial Economics 2013
- Tiebreaker: Certification and Multiple Credit Ratings — The Journal of Finance 2012
- Art and Money — American Economic Review 2011
- Equity Portfolio Diversification — Review of Finance 2008
- Efficiency and the Bear: Short Sales and Markets Around the World — The Journal of Finance 2007
- Pairs Trading: Performance of a Relative-Value Arbitrage Rule — The Review of Financial Studies 2006
- British Investment Overseas 1870–1913: A Modern Portfolio Theory Approach — Review of Finance 2006
- High-Water Marks and Hedge Fund Management Contracts — The Journal of Finance 2003
- Daily Momentum and Contrarian Behavior of Index Fund Investors — Journal of Financial and Quantitative Analysis 2002
- Day Trading International Mutual Funds: Evidence and Policy Solutions — Journal of Financial and Quantitative Analysis 2001
- Careers and Survival: Competition and Risk in the Hedge Fund and CTA Industry — The Journal of Finance 2001
- Monthly Measurement of DailyTimers — Journal of Financial and Quantitative Analysis 2000
- Re-Emerging Markets — Journal of Financial and Quantitative Analysis 1999
- Global Stock Markets in the Twentieth Century — The Journal of Finance 1999
- The Dow Theory: William Peter Hamilton's Track Record Reconsidered — The Journal of Finance 1998
- Performance Persistence — The Journal of Finance 1995
- Survival — The Journal of Finance 1995
- Testing the Predictive Power of Dividend Yields — The Journal of Finance 1993