Publications by William N. Goetzmann

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Institutional perspectives on real estate investing
R. Dhar and W. N. Goetzmann
The Journal of Portfolio Management
2006
Investor Expectations, Business Conditions, and the Pricing of Beta-Instability Risk
W. N. Goetzmann, A. Watanabe, and M. Watanabe
2009
Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows
S. Bron, W. N. Goetzmann, T. Hiraki, N. Shiraishi, and M. Watanabe
2002
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Long-term global market correlations
W. N. Goetzmann, L. Li and G. Rouwenhorst
Journal of Business
2005
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Mandatory disclosure and operational risk: Evidence from hedge fund registration
S. Brown, W. Goetzmann, B. Liang and C. Schwarz
The Journal of Finance
2008
Modeling and Measuring Russian Corporate Governance: The Case of Russion Preferred and Common Shares
M. Spiegel, W. N. Goetzmann, and A. Ukhov
2003
Monthly measurement of daily timers
J. E. Ingersoll Jr
Journal of Financial and Quantitative Analysis
2000
More social security, not less
W. N. Goetzmann
The Journal Of Portfolio Management
2008
Multiple Ratings and Credit Spreads
W. N. Goetzmann, D. Bongaerts, and M. Cremers
Mutual fund styles
S. J. Brown and W. N. Goetzmann
Journal of financial Economics
1997
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N. Shiraishi, 2001, The Japanese open-end fund puzzle
S. J. Brown, W. N. Goetzmann, T. Hiraki and T. Otsuki
Journal of Business
Non-temporal components of residential real estate appreciation
W. N. Goetzmann and M. Spiegel
The Review of Economics and Statistics
1995
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Offshore Hedge Funds: Survival and Performance 1989-1995
S. J. Brown, W. N. Goetzmann and R. G. Ibbotson
Journal of Business
1999
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Pairs trading: Performance of a relative-value arbitrage rule
E. Gatev, W. N. Goetzmann and G. Rouwenhorst
Review of Financial Studies
2006
Patterns in three centuries of stock market prices
W. N. Goetzmann
Journal of Business
1993
Performance persistence
S. J. Brown and W. N. Goetzmann
The Journal of Finance
1995
Policy implications of portfolio choice in underserved mortgage markets
W. N. Goetzmann and M. Spiegel
Low-income homeownership: Examining the unexamined goal
2002
Portfolio performance manipulation and manipulation-proof performance measures
W. Goetzmann, J. E. Ingersoll Jr, M. Spiegel and I. Welch
Review of Financial Studies
2007
Positive Portfolio Factors
W. N. Goetzmann, S. J. Brown, and M. Grinblatt
1997
Private value components, and the winner's curse in an art index
W. N. Goetzmann and M. Spiegel
European Economic Review
1995

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