William N. Goetzmann

Latest Institution: National Bureau of Economic Research

All Institutions: Yale University; Yale School of Management; NA; National Bureau of Economic Research; Toulouse School of Economics; Columbia University


Causal Claims Network Graph

Edges that are evidenced by causal inference methods are in orange, and the rest are in light blue.

Based on the Following Papers:

High Water Marks

Year: 1998
Journal: Journal of Finance
Authors: William N. Goetzmann; Jonathan Ingersoll Jr.; Stephen A. Ross

Daily Momentum and Contrarian Behavior of Index Fund Investors

Year: 2000
Journal: Journal of Financial and Quantitative Analysis
Authors: William N. Goetzmann; Massimo Massa

Global Real Estate Markets: Cycles and Fundamentals

Year: 2000
Journal: No Journal Matched
Authors: Bradford Case; William N. Goetzmann; K. Geert Rouwenhorst

Long-Term Global Market Correlations

Year: 2001
Journal: No Journal Matched
Authors: William N. Goetzmann; Lingfeng Li; K. Geert Rouwenhorst

Equity Portfolio Diversification

Year: 2001
Journal: Review of Finance
Authors: William N. Goetzmann; Alok Kumar

Fees on Fees in Funds of Funds

Year: 2003
Journal: No Journal Matched
Authors: Stephen J. Brown; William N. Goetzmann; Bing Liang

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

Year: 2003
Journal: Journal of Finance
Authors: Arturo Bris; William N. Goetzmann; Ning Zhu

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

Year: 2003
Journal: No Journal Matched
Authors: William N. Goetzmann; Matthew Spiegel; Andrey Ukhov

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

Year: 2003
Journal: No Journal Matched
Authors: Stephen J. Brown; William N. Goetzmann; Takato Hiraki; Noriyoshi Shiraishi; Masahiro Watanabe

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

Year: 2003
Journal: Journal of Portfolio Management
Authors: William N. Goetzmann; Massimo Massa

Rain or Shine: Where is the Weather Effect?

Year: 2003
Journal: European Financial Management
Authors: William N. Goetzmann; Ning Zhu

Fibonacci and the Financial Revolution

Year: 2004
Journal: Financial Innovation
Authors: William N. Goetzmann

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

Year: 2004
Journal: No Journal Matched
Authors: William N. Goetzmann; Vicente Ponssanz; S. Abraham Ravid

Portfolio Diversification and City Agglomeration

Year: 2004
Journal: No Journal Matched
Authors: William N. Goetzmann; Massimo Massa; Andrei Simonov

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

Year: 2005
Journal: Review of Finance
Authors: William N. Goetzmann; Andrey D. Ukhov

Tiebreaker Certification and Multiple Credit Ratings

Year: 2009
Journal: Journal of Finance
Authors: Dion Bongaerts; K.J. Martijn Cremers; William N. Goetzmann

New Evidence on the First Financial Bubble

Year: 2009
Journal: Journal of Financial Economics
Authors: Rik GP Frehen; William N Goetzmann; K Geert Rouwenhorst

Risk Aversion and Clientele Effects

Year: 2009
Journal: No Journal Matched
Authors: Douglas W. Blackburn; William N. Goetzmann; Andrey D. Ukhov

The Subprime Crisis and House Price Appreciation

Year: 2009
Journal: Journal of Real Estate Finance and Economics
Authors: William N. Goetzmann; Liang Peng; Jacqueline Yen

Art and Money

Year: 2009
Journal: American Economic Review
Authors: William N. Goetzmann; Luc Renneboog; Christophe Spaenjers

Securitization in the 1920s

Year: 2010
Journal: No Journal Matched
Authors: William N. Goetzmann; Frank Newman

Competition Among University Endowments

Year: 2012
Journal: No Journal Matched
Authors: William N. Goetzmann; Sharon Oster

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

Year: 2014
Journal: No Journal Matched
Authors: David Le Bris; William N. Goetzmann; Sébastien Pouget

The Development of Corporate Governance in Toulouse

Year: 2015
Journal: No Journal Matched
Authors: David Le Bris; William N. Goetzmann; Sébastien Pouget

Bubble Investing: Learning from History

Year: 2015
Journal: No Journal Matched
Authors: William N. Goetzmann

Crash Beliefs from Investor Surveys

Year: 2016
Journal: No Journal Matched
Authors: William N. Goetzmann; Dasol Kim; Robert J. Shiller

Negative Bubbles: What Happens After a Crash

Year: 2017
Journal: European Financial Management
Authors: William N. Goetzmann; Dasol Kim

Real and Private-Value Assets

Year: 2021
Journal: Review of Financial Studies
Authors: William N. Goetzmann; Christophe Spaenjers; Stijn Van Nieuwerburgh

Evidence on Retrieved Context: How History Matters

Year: 2022
Journal: No Journal Matched
Authors: William N. Goetzmann; Akiko Watanabe; Masahiro Watanabe

Crash Narratives

Year: 2022
Journal: No Journal Matched
Authors: William N. Goetzmann; Dasol Kim; Robert J. Shiller

Cohort Effects on Expected Comovement

Year: 2022
Journal: No Journal Matched
Authors: William N. Goetzmann; Akiko Watanabe; Masahiro Watanabe

Selection Neglect in the NFT Bubble

Year: 2023
Journal: No Journal Matched
Authors: Dong Huang; William N. Goetzmann

Convergent Evolution Toward the Joint-Stock Company

Year: 2023
Journal: No Journal Matched
Authors: David Le Bris; William N. Goetzmann; Sébastien Pouget


Author Disambiguation

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