William N. Goetzmann
#23,617
Most Influential Person Now
American finance academic
William N. Goetzmann's AcademicInfluence.com Rankings
William N. Goetzmannbusiness Degrees
Business
#265
World Rank
#289
Historical Rank
#120
USA Rank
Finance
#28
World Rank
#31
Historical Rank
#15
USA Rank
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William N. Goetzmann's Degrees
- PhD Finance University of Chicago
- Masters Finance University of Chicago
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Why Is William N. Goetzmann Influential?
(Suggest an Edit or Addition)According to Wikipedia, William N. Goetzmann is the Edwin J. Beinecke Professor of Finance and Management Studies at the Yale School of Management, and a research associate of the National Bureau of Economic Research. In 2018, he received the James R. Vertin Award by the Chartered Financial Analysts Institute Research Foundation "for a body of research notable for its relevance and enduring value to investment professionals".
William N. Goetzmann's Published Works
Published Works
- Survivorship Bias in Performance Studies (1992) (1021)
- Pairs Trading: Performance of a Relative Value Arbitrage Rule (1998) (809)
- Offshore Hedge Funds: Survival and Performance 1989-1995 (1997) (780)
- Long-Term Global Market Correlations (2001) (758)
- Active Portfolio Management (1999) (703)
- Portfolio Performance Manipulation and Manipulation-Proof Performance Measures (2004) (558)
- High-Water Marks and Hedge Fund Management Contracts (2001) (544)
- COGNITIVE DISSONANCE AND MUTUAL FUND INVESTORS (1997) (542)
- GLOBAL STOCK MARKETS IN THE TWENTIETH CENTURY (1999) (523)
- Do Winners Repeat? (1994) (513)
- Mutual Fund Styles (1996) (510)
- Careers and Survival: Competition and Risk in the Hedge Fund and Cta Industry (2000) (480)
- Accounting for Taste: Art and the Financial Markets over Three Centuries (1993) (383)
- Hedge Funds with Style (2001) (361)
- Testing the Predictive Power of Dividend Yields (1993) (356)
- Tiebreaker: Certification and Multiple Credit Ratings (2009) (327)
- Rain or Shine: Where is the Weather Effect? (2002) (258)
- Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration (2008) (254)
- Monthly Measurement of Daily Timers (1998) (247)
- Art and Money (2009) (211)
- Weather-Induced Mood, Institutional Investors, and Stock Returns (2014) (209)
- The accuracy of real estate indices: Repeat sale estimators (1992) (208)
- The Origins of Value: The Financial Innovations that Created Modern Capital Markets (2005) (190)
- The single family home in the investment portfolio (1993) (189)
- Index Funds and Stock Market Growth (1999) (186)
- A New Historical Database for the NYSE 1815 to 1925: Performance and Predictability (2000) (179)
- The Dow Theory: William Peter Hamilton's Track Record Re-Considered (1998) (169)
- Why Do Individual Investors Hold Under-Diversified Portfolios? (2005) (163)
- Day Trading International Mutual Funds: Evidence and Policy Solutions (2000) (161)
- THE PERFORMANCE OF REAL ESTATE AS AN ASSET CLASS (1990) (153)
- Global Real Estate Markets: Cycles and Fundamentals (1999) (151)
- Re-Emerging Markets (1996) (151)
- The Subprime Crisis and House Price Appreciation (2009) (143)
- Hedge Funds and the Asian Currency Crisis of 1997 (1998) (135)
- Hedge Funds and the Asian Currency Crisis (2000) (128)
- Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows (2002) (125)
- Estimating Private Equity Returns from Limited Partner Cash Flows (2014) (125)
- A Longer Look at Dividend Yields (1995) (124)
- British Investment Overseas 1870-1913: A Modern Portfolio Theory Approach (2004) (123)
- Two Decades of Commercial Property Returns: A Repeated-Measures Regression-Based Version of the NCREIF Index (2000) (119)
- A Spatial Model of Housing Returns and Neighborhood Substitutability (1997) (116)
- Non-temporal Components of Residential Real Estate Appreciation (1995) (115)
- Estimating House Price Indexes in the Presence of Seller Reservation Prices (2006) (110)
- Does Delisting from the S&P 500 Affect Stock Price? (1986) (107)
- Behavioral Factors in Mutual Fund Flows (1999) (105)
- Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and Ctas (1997) (105)
- Estimating Operational Risk for Hedge Funds: The ω-Score (2008) (104)
- Dispersion of Opinion and Stock Returns (2004) (100)
- Do Winners Repeat? Patterns in Mutual Fund Behavior (1990) (99)
- Patterns in Three Centuries of Stock Market Prices (1993) (95)
- Clustering Methods for Real Estate Portfolios (1995) (94)
- History and the Equity Risk Premium (2005) (91)
- New Evidence on the First Financial Bubble (2009) (86)
- The Policy Implications of Portfolio Choice in Underserved Mortgage Markets (2000) (78)
- Money Changes Everything: How Finance Made Civilization Possible (2016) (78)
- China and the World Financial Markets 1870-1939: Modern Lessons from Historical Globalization (2007) (70)
- The Global Real Estate Crash: Evidence from an International Database (2001) (64)
- A Century of Global Stock Markets (1996) (64)
- The West of the Imagination (1987) (59)
- Homogeneous Groupings of Metropolitan Housing Markets (1994) (56)
- The Impact of Clientele Changes: Evidence from Stock Splits (2004) (55)
- Crash Beliefs from Investor Surveys (2016) (54)
- The Japanese Open-End Fund Puzzle (1998) (54)
- Private value components, and the winner's curse in an art index (1995) (52)
- Offshore Hedge Funds: Survival & Performance 1989-1995 (1998) (51)
- Home Equity Insurance: A Pilot Project (2003) (51)
- The Bias of the Rsr Estimator and the Accuracy of Some Alternatives (2001) (50)
- High Water Marks (1998) (49)
- Disposition Matters (2008) (47)
- The Equity Risk Premium: Essays and Explorations (2006) (47)
- The Efficient Market Theory and Evidence: Implications for Active Investment Management (2011) (46)
- Institutional Perspectives on Real Estate Investing: The Role of Risk and Uncertainty (2005) (46)
- Diversification Decisions of Individual Investors and Asset Prices (2003) (46)
- Attrition and Mutual Fund Performance (1993) (43)
- Institutional Perspectives on Real Estate Investing (2006) (40)
- Momentum in Imperial Russia (2015) (40)
- Bubble Investing: Learning from History (2015) (38)
- Fibonacci and the Financial Revolution (2003) (36)
- The Role of Hedge Funds in the Security Price Formation Process (2016) (34)
- Competition Among University Endowments (2012) (34)
- The pricing of soft and hard information: economic lessons from screenplay sales (2013) (29)
- The Economics of Aesthetics and Record Prices for Art since 1701 (2015) (29)
- The Development of Corporate Performance Measures: Benchmarks Before Eva (1999) (28)
- Performance of Real Estate Portfolios (2005) (28)
- Bubble Investors: What Were They Thinking? (2006) (28)
- Short-Sales in Global Perspective (2003) (28)
- Educational Endowments in Crises (2010) (27)
- The Informational Efficiency of the Art Market (1995) (27)
- Hedge Funds and Stock Price Formation (2018) (26)
- Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares (2003) (26)
- Investment Beliefs of Endowments (2014) (26)
- Rejoinder: The J-Shape of Performance Persistence Given Survivorship Bias (1997) (24)
- Simulating Real Estate in the Investment Portfolio: Model Uncertainty and Inflation Hedging (2006) (23)
- Securitization in the 1920&Apos;S (2010) (21)
- Securitization in the 1920’s (2010) (20)
- An Analysis of the Relative Performance of Japanese and Foreign Money Management (2001) (19)
- Portfolio Diversification, Proximity Investment and City Agglomeration (2004) (19)
- The effect of the "triple witching hour" on stock market volatility (1988) (19)
- Review of the Active Management of the Norwegian Government Pension Fund Global Mandate (19)
- Accounting For Taste: An Analysis Of Art Returns Over Three Centuries (1990) (18)
- The Performance of Real Estate Portfolios: A Simulation Approach (2005) (18)
- Market Response to Mutual Fund Performance (1992) (18)
- Negative Bubbles: What Happens after a Crash (2017) (18)
- Do Cities and Suburbs Cluster? (1999) (17)
- Multiple Ratings and Credit Spreads (2009) (17)
- Risks and Incentives in Underserved Mortgage Markets (1998) (16)
- Positive Portfolio Factors (1997) (16)
- Long-Term Global Market (2003) (16)
- Soft Information, Hard Sell: The Role of Soft Information in the Pricing of Intellectual Property - Evidence from Screenplays Sales (2004) (16)
- Art and gender: market bias or selection bias? (2017) (16)
- EQUITY RISK PREMIUM FORUM (2002) (15)
- Short-Horizon Inputs and Long-Horizon Portfolio Choice (1994) (15)
- Risk Aversion and Clientele Effects (2007) (15)
- Does Governance Matter? The Case of Art Museums (2003) (14)
- Testing Asset Pricing Theory on Six Hundred Years of Stock Returns: Prices and Dividends for the Bazacle Company from 1372 to 1946 (2014) (14)
- Investor Expectations, Business Conditions, and the Pricing of Beta-Instability Risk (2009) (13)
- More Social Security, Not Less (2008) (13)
- The great mirror of folly : finance, culture, and the crash of 1720 (2013) (13)
- Optimal Disclosure and Operational Risk : Evidence from Hedge Fund Registration (2007) (12)
- Is trading behavior stable across contexts? Evidence from style and multi-style investors (2012) (11)
- Procyclical Stocks Earn Higher Returns (2012) (10)
- Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares (English Version) (2002) (10)
- Disposition Matters (2008) (10)
- Lessons from Hedge Fund Registration (2006) (9)
- Two Decades of Commercial Property Returns: A Ncreif Index Using Independent Appraisals (1998) (9)
- Heterogeneity of Trade and Stock Returns. Evidence from Index Fund Investors (2001) (9)
- The Role of Soft and Hard Information in the Pricing of Assets and Contract Design - Evidence from Screenplay Sales (2007) (9)
- How Does Investor Short-termism Affect Mutual Fund Manager Short-termism (2005) (9)
- The present value relation over six centuries: The case of the Bazacle company (2019) (9)
- Does Governance Matter (2003) (8)
- Beauty is in the Bid of the Beholder: An Empirical Basis for Style (2004) (8)
- Estimating Indices in the Presence of Seller Reservation Prices (2003) (7)
- China and the World Financial Markets 1870-1930: Modern Lessons from Historical Globalization (English Version) (2001) (7)
- The Development of Corporate Governance in Toulouse: 1372-1946 (2015) (7)
- Dispersion of Opinion and Stock Returns: Evidence from Index Fund Investors (2001) (7)
- The Economics of Aesthetics and Three Centuries of Art Price Records (2014) (6)
- A Shareholder Lawsuit in Fourteenth-Century Toulouse (2011) (6)
- Stock Markets, Behavior, and the Limits of History (2000) (6)
- The First Tee (2011) (5)
- Finance in the great mirror of folly (2013) (5)
- Will History Rhyme? The Past as Financial Future (2004) (5)
- Safety First Portfolio Choice (1992) (5)
- Art and gender: market bias or selection bias? (2019) (5)
- Selective Disclosure: The Case of Nikkei Preview Articles (2015) (5)
- Safety First Portfolio Insurance (1992) (4)
- Real and Private-Value Assets (2021) (4)
- AFFECT , MEDIA AND EARTHQUAKES : DETERMINANTS OF CRASH BELIEFS FROM INVESTOR (2017) (3)
- How Alternative are Private Markets (2018) (3)
- The Open-End Japanese Mutual Fund Puzzle (1997) (3)
- The Financial Analysts Journal and Investment Management (2020) (3)
- Stephen Ross’s Contribution to Ex Post Conditioning and Survival Bias in Empirical Research (2018) (3)
- Art as Collateral (2018) (3)
- An Emerging Market: The NYSE From 1815 to 1871 (1996) (2)
- Bootstrapping and simulation tests of long-term patterns in stock market behavior (1990) (2)
- The Subprime Crisis and House Price Appreciation (2011) (2)
- BOOTSTRAPPING TESTS OF LONG-TERM STOCK MARKET EFFICIENCY (1990) (2)
- The Effect of Seller Reserves on Market Index Estimation (1996) (2)
- The Future of Malls: Was Decline Inevitable? (2019) (1)
- Suburbs and Cities (1996) (1)
- Paying in Paper: A Government Voucher from the Southern Song (2005) (1)
- Role of Hedge Funds in Institutional Portfolios: Florida Retirement System (2016) (1)
- Will History Rhyme? (2004) (1)
- Clustering Methods and Commercial Rents (1991) (1)
- Shareholder Democracy, Meet Memocracy (2022) (1)
- The New Deal and business recovery (1960) (1)
- The pricing of soft and hard information: economic lessons from screenplay sales (2012) (1)
- Evidence on Retrieved Context: How History Matters (2022) (1)
- Crash Narratives (2022) (1)
- China and the World Financial Markets 1870-1930: (2004) (1)
- Voltaire, Casanova, and 18th-Century Lotteries (2010) (0)
- Frontier Myths and Images@@@The Mythic West in Twentieth Century America.@@@The West of the Imagination.@@@New Lands, New Men: America in the Second Great Age of Discovery. (1987) (0)
- IV. The Emergence of Global Markets (2016) (0)
- Marginal Markets First Draft : 10 / 95 , Current Draft : January 5 , 1995 (1996) (0)
- I. From Cuneiform to Classical Civilization (2016) (0)
- The Banque Royale Ceiling and the Imagery of Finance in the Age of Absolutism (2020) (0)
- The Contributions of Stephen A. Ross to Financial Economics (2021) (0)
- Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares (Russian Version) (2003) (0)
- Risk in emerging markets revisited (1998) (0)
- The Swedish developments offer us a unique opportunity for a critical discussion on the concept of credible commitment and political institutions, as first articulated in Douglass North and Barry Weingast's famous (2018) (0)
- Survival (1995) (0)
- How Alternative Are Private Markets ? 1 (2019) (0)
- No . 0520 August 2005 Institutional Perspectives on Real Estate Investing : the Role of Risk and Uncertainty (2005) (0)
- Assessing the Operational Risk of Investment Funds (2008) (0)
- Social Security 1935 (2016) (0)
- Yale School of Management (1999) (0)
- The Present Value Relation Over Six Centuries (2017) (0)
- Wilbur Ross and the Bank of Ireland (2013) (0)
- Commodity Funds as an Investment Asset (1993) (0)
- The Emergence of Corporate Governance : Economic Institutional Evolution in Toulouse 1372-1946 ∗ (2015) (0)
- Canary Wharf: Financing and Placemaking (2017) (0)
- Collecting the West: The C.R. Smith Collection of Western American Art (1988) (0)
- Low Carbon Investing (2016) (0)
- The New Deal and employment (1960) (0)
- China and the World Financial Markets 1870-1930: Modern Lessons from Historical Globalization (Chinese Version) (2001) (0)
- Cohort Effects on Expected Co-Movement (2022) (0)
- III. The European Crucible (2016) (0)
- Hamilton and American Finance (2016) (0)
- 1 Art and Money (2010) (0)
- Q-Group Application for the Jack Treynor Prize , 2019 Title : How Alternative Are Private Markets ? (2018) (0)
- Surplus Consumption Ratio Estimated Using Market Prices Vs Consumption Data (2018) (0)
- Nathan Cummings Foundation (2019) (0)
- Strategy for Norway’s Pension Fund Global (2014) (0)
- NBER WORKING PAPER SERIES CRASH BELIEFS FROM INVESTOR SURVEYS (2016) (0)
- Demosthenes and Athenian Finance (2010) (0)
- II. The Financial Legacy of China (2016) (0)
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