K. Geert Rouwenhorst

School of Management
Yale University
Box 208200
New Haven, CT 06520-8200

E-Mail: EmailAddress: hidden: you can email any NBER-related person as first underscore last at nber dot org
Institutional Affiliation: Yale University

NBER Working Papers and Publications

June 2015Facts and Fantasies about Commodity Futures Ten Years Later
with Geetesh Bhardwaj, Gary Gorton: w21243
July 2014Dutch Securities for American Land Speculation in the Late Eighteenth Century
with Rik Frehen, William N. Goetzmann
in Housing and Mortgage Markets in Historical Perspective, Eugene N. White, Kenneth Snowden, and Price Fishback, editors
September 2009New Evidence on the First Financial Bubble
with Rik G.P. Frehen, William N. Goetzmann: w15332

Published: Frehen, Rik G.P. & Goetzmann, William N. & Geert Rouwenhorst, K., 2013. "New evidence on the first financial bubble," Journal of Financial Economics, Elsevier, vol. 108(3), pages 585-607. citation courtesy of

October 2008Fooling Some of the People All of the Time: The Inefficient Performance and Persistence of Commodity Trading Advisors
with Geetesh Bhardwaj, Gary B. Gorton: w14424

Published: Geetesh Bhardwaj & Gary B. Gorton & K. Geert Rouwenhorst, 2014. "Fooling Some of the People All of the Time: The Inefficient Performance and Persistence of Commodity Trading Advisors," Review of Financial Studies, vol 27(11), pages 3099-3132.

July 2007The Fundamentals of Commodity Futures Returns
with Gary B. Gorton, Fumio Hayashi: w13249

Published: Gary B. Gorton & Fumio Hayashi & K. Geert Rouwenhorst, 2013. "The Fundamentals of Commodity Futures Returns," Review of Finance, European Finance Association, vol. 17(1), pages 35-105. citation courtesy of

June 2004Facts and Fantasies about Commodity Futures
with Gary Gorton: w10595

Published: Gorton, Gary and K. Geert Rouwenhorst. "Facts And Fantasies About Commodity Futures," Financial Analysts Journal, 2006, v62(2,Mar/Apr), 47-68.

November 2001Long-Term Global Market Correlations
with William N. Goetzmann, Lingfeng Li: w8612

Published: William N. Goetzmann & Lingfeng Li & K. Geert Rouwenhorst, 2005. "Long-Term Global Market Correlations," Journal of Business, University of Chicago Press, vol. 78(1), pages 1-38, January. citation courtesy of

February 2000Global Real Estate Markets - Cycles and Fundamentals
with Bradford Case, William N. Goetzmann: w7566
March 1999Pairs Trading: Performance of a Relative Value Arbitrage Rule
with Evan G. Gatev, William N. Goetzmann: w7032

Published: Evan Gatev & William N. Goetzmann & K. Geert Rouwenhorst, 2006. "Pairs Trading: Performance of a Relative-Value Arbitrage Rule," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 19(3), pages 797-827. citation courtesy of

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