NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Working Papers by William N. Goetzmann

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Working Papers

June 2014Testing Asset Pricing Theory on Six Hundred Years of Stock Returns: Prices and Dividends for the Bazacle Company from 1372 to 1946
with David le Bris, S├ębastien Pouget: w20199
June 2012Competition Among University Endowments
with Sharon Oster: w18173
January 2010Securitization in the 1920's
with Frank Newman: w15650
November 2009Trust and Delegation
with Stephen Brown, Bing Liang, Christopher Schwarz: w15529
Art and Money
with Luc Renneboog, Christophe Spaenjers: w15502
September 2009Tiebreaker: Certification and Multiple Credit Ratings
with Dion Bongaerts, K.J. Martijn Cremers: w15331
New Evidence on the First Financial Bubble
with Rik G.P. Frehen, K. Geert Rouwenhorst: w15332
Risk Aversion and Clientele Effects
with Douglas W. Blackburn, Andrey D. Ukhov: w15333
The Subprime Crisis and House Price Appreciation
with Liang Peng, Jacqueline Yen: w15334
April 2005British Investment Overseas 1870-1913: A Modern Portfolio Theory Approach
with Andrey Ukhov: w11266
May 2004Soft Information, Hard Sell: The Role of Soft Information in the Pricing of Intellectual Property
with Vicente Pons-Sanz, S. Abraham Ravid: w10468
March 2004Fibonacci and the Financial Revolution
w10352
Portfolio Diversification and City Agglomeration
with Massimo Massa, Andrei Simonov: w10343
February 2003Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias
with Massimo Massa: w9499
Fees on Fees in Funds of Funds
with Stephen J. Brown, Bing Liang: w9464
Rain or Shine: Where is the Weather Effect?
with Ning Zhu: w9465
Efficiency and the Bear: Short Sales and Markets around the World
with Ning Zhu, Arturo Bris: w9466
Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares
with Matthew Spiegel, Andrey Ukhov: w9469
Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows
with Stephen J. Brown, Takato Hiraki, Noriyoshi Shirishi, Masahiro Watanabe: w9470
August 2002Sharpening Sharpe Ratios
with Jonathan Ingersoll, Matthew I. Spiegel, Ivo Welch: w9116
December 2001Equity Portfolio Diversification
with Alok Kumar: w8686
November 2001Long-Term Global Market Correlations
with Lingfeng Li, K. Geert Rouwenhorst: w8612
April 2001The Bias of the RSR Estimator and the Accuracy of Some Alternatives
with Liang Peng: t0270
March 2001Hedge Funds With Style
with Stephen J. Brown: w8173
February 2000A Century of Global Stock Markets
with Philippe Jorion: w7565
Global Real Estate Markets - Cycles and Fundamentals
with Bradford Case, K. Geert Rouwenhorst: w7566
Daily Momentum and Contrarian Behavior of Index Fund Investors
with Massimo Massa: w7567
March 1999Pairs Trading: Performance of a Relative Value Arbitrage Rule
with Evan G. Galev, K. Geert Rouwenhorst: w7032
Index Funds and Stock Market Growth
with Massimo Massa: w7033
February 1998Positive Portfolio Factors
with Stephen J. Brown, Mark Grinblatt: w6412
High Water Marks
with Jonathan Ingersoll, Jr., Stephen A. Ross: w6413
Hedge Funds and the Asian Currency Crisis of 1997
with Stephen J. Brown, James Park: w6427
January 1998The Japanese Open-End Fund Puzzle
with Stephen J. Brown, Takato Hiraki, Toshiyuki Otsuki, Noriyoshi Shiraishi: w6347
January 1997A Century of Global Stock Markets
with Philippe Jorion: w5901
Re-emerging Markets
with Philippe Jorion: w5906
Offshore Hedge Funds: Survival and Performance 1989-1995
with Stephen J. Brown, Roger G. Ibbotson: w5909

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