Goetzmann, William N. : rechercher sur Z-Library

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1

Pairs Trading: Performance of a Relative-Value Arbitrage Rule

Gatev, Evan, Goetzmann, William N., Rouwenhorst, K. Geert

Journal:

Review of Financial Studies

Année:

2006

Langue:

english

Fichier:

PDF, 342 KB

english, 2006

2

The Dow Theory: William Peter Hamilton's Track Record Reconsidered

Stephen J. Brown, William N. Goetzmann, Alok Kumar

Journal:

The Journal of Finance

Année:

1998

Langue:

english

Fichier:

PDF, 372 KB

english, 1998

3

Survivorship Bias in Performance Studies

Stephen J. Brown, William Goetzmann, Roger G. Ibbotson and Stephen A. Ross

Journal:

Review of Financial Studies

Année:

1992

Langue:

english

Fichier:

PDF, 695 KB

english, 1992

4

The accuracy of real estate indices: Repeat sale estimators

William Nelson Goetzmann

Journal:

The Journal of Real Estate Finance and Economics

Année:

1992

Langue:

english

Fichier:

PDF, 1.92 MB

english, 1992

5

New evidence on the first financial bubble

Frehen, Rik G.P., Goetzmann, William N., Geert Rouwenhorst, K.

Journal:

Journal of Financial Economics

Année:

2013

Langue:

english

Fichier:

PDF, 1.34 MB

english, 2013

6

Estimating Private Equity Returns from Limited Partner Cash Flows

ANG, ANDREW, CHEN, BINGXU, GOETZMANN, WILLIAM N., PHALIPPOU, LUDOVIC

Journal:

The Journal of Finance

Année:

2018

Langue:

english

Fichier:

PDF, 1.34 MB

english, 2018

7

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

Arturo Bris, William N. Goetzmann and Ning Zhu

Journal:

The Journal of Finance

Année:

2007

Langue:

english

Fichier:

PDF, 5.98 MB

english, 2007

8

Global Stock Markets in the Twentieth Century

Philippe Jorion, William N. Goetzmann

Journal:

The Journal of Finance

Année:

1999

Langue:

english

Fichier:

PDF, 361 KB

english, 1999

9

Do Winners Repeat?

Goetzmann, William N, Ibbotson, Roger G

Journal:

The Journal of Portfolio Management

Année:

1994

Langue:

english

Fichier:

PDF, 3.33 MB

english, 1994

10

Accounting for Taste: Art and the Financial Markets Over Three Centuries

William N. Goetzmann

Journal:

American Economic Review

Année:

1993

Langue:

english

Fichier:

PDF, 225 KB

english, 1993

11

Long‐Term Global Market Correlations

Goetzmann, William N., Li, Lingfeng, Rouwenhorst, K. Geert

Journal:

The Journal of Business

Année:

2005

Langue:

english

Fichier:

PDF, 13.17 MB

english, 2005

12

COGNITIVE DISSONANCE AND MUTUAL FUND INVESTORS

Goetzmann, William N., Peles, Nadav

Journal:

Journal of Financial Research

Année:

1997

Langue:

english

Fichier:

PDF, 1.21 MB

english, 1997

13

Pairs Trading: Performance of a Relative-Value Arbitrage Rule

Evan Gatev, William N. Goetzmann and K. Geert Rouwenhorst

Journal:

Review of Financial Studies

Année:

2006

Langue:

english

Fichier:

PDF, 2.43 MB

english, 2006

14

Bubble Investing: Learning from History

Goetzmann, William N.

Journal:

SSRN Electronic Journal

Année:

2016

Langue:

english

Fichier:

PDF, 627 KB

english, 2016

15

Mutual fund styles

Stephen J. Brown, William N. Goetzmann

Journal:

Journal of Financial Economics

Année:

1997

Langue:

english

Fichier:

PDF, 1.42 MB

english, 1997

16

A new historical database for the NYSE 1815 to 1925: Performance and predictability

William N. Goetzmann, Roger G. Ibbotson, Liang Peng

Journal:

Journal of Financial Markets

Année:

2001

Langue:

english

Fichier:

PDF, 282 KB

english, 2001

17

Performance Persistence

Stephen J. Brown and William N. Goetzmann

Journal:

The Journal of Finance

Année:

1995

Langue:

english

Fichier:

PDF, 421 KB

english, 1995

18

PAPERS AND PROCEEDINGS OF THE One Hundred Twenty Third Annual Meeting OF THE AMERICAN ECONOMIC ASSOCIATION || Art and Money

William N. Goetzmann, Luc Renneboog and Christophe Spaenjers

Journal:

American Economic Review

Année:

2011

Langue:

english

Fichier:

PDF, 655 KB

english, 2011

19

Art and Money

Goetzmann, William N., Renneboog, Luc, Spaenjers, Christophe

Journal:

SSRN Electronic Journal

Année:

2010

Langue:

english

Fichier:

PDF, 222 KB

english, 2010

20

The Subprime Crisis and House Price Appreciation

Goetzmann, William N., Peng, Liang, Yen, Jacqueline

Journal:

SSRN Electronic Journal

Année:

2009

Langue:

english

Fichier:

PDF, 1.52 MB

english, 2009

21

Money Changes Everything (How Finance Made Civilization Possible) || 23. Marx and Markets

Goetzmann, William

Année:

2017

Fichier:

PDF, 363 KB

2017

22

High-Water Marks and Hedge Fund Management Contracts

William N. Goetzmann, Jonathan E. Ingersoll, Stephen A. Ross

Journal:

The Journal of Finance

Année:

2003

Langue:

english

Fichier:

PDF, 265 KB

english, 2003

23

THE PERFORMANCE OF REAL ESTATE AS AN ASSET CLASS

Goetzmann, William N., Ibbotson, Roger G.

Journal:

Journal of Applied Corporate Finance

Année:

1990

Langue:

english

Fichier:

PDF, 258 KB

english, 1990

24

Index Funds and Stock Market Growth*

Goetzmann, William N., Massa, Massimo

Journal:

The Journal of Business

Année:

2003

Langue:

english

Fichier:

PDF, 167 KB

english, 2003

25

A Longer Look at Dividend Yields

William N. Goetzmann and Philippe Jorion

Journal:

The Journal of Business

Année:

1995

Langue:

english

Fichier:

PDF, 2.82 MB

english, 1995

26

Portfolio Performance Manipulation and Manipulation-proof Performance Measures

Goetzmann, William, Ingersoll, Jonathan, Spiegel, Matthew, Welch, Ivo

Journal:

Review of Financial Studies

Année:

2007

Langue:

english

Fichier:

PDF, 426 KB

english, 2007

27

Testing the Predictive Power of Dividend Yields

William N. Goetzmann and Philippe Jorion

Journal:

The Journal of Finance

Année:

1993

Langue:

english

Fichier:

PDF, 631 KB

english, 1993

28

Monthly Measurement of Daily Timers

William N. Goetzmann, Jonathan Ingersoll Jr. and Zoran Ivković

Journal:

Journal of Financial and Quantitative Analysis

Année:

2000

Langue:

english

Fichier:

PDF, 4.20 MB

english, 2000

29

Pairs Trading: Performance of a Relative Value Arbitrage Rule

Gatev, Evan G., Goetzmann, William N., Rouwenhorst, K. Geert

Journal:

SSRN Electronic Journal

Année:

1998

Langue:

english

Fichier:

PDF, 375 KB

english, 1998

30

The Dow Theory: William Peter Hamilton's Track Record Re-Considered

Brown, Stephen J., Goetzmann, William N., Kumar, Alok

Journal:

SSRN Electronic Journal

Année:

1998

Langue:

english

Fichier:

PDF, 295 KB

english, 1998

31

The present value relation over six centuries: The case of the Bazacle company

le Bris, David, Goetzmann, William N., Pouget, Sébastien

Journal:

Journal of Financial Economics

Année:

2018

Langue:

english

Fichier:

PDF, 9.31 MB

english, 2018

32

Careers and Survival: Competition and Risk in the Hedge Fund and CTA Industry

Stephen J. Brown, William N. Goetzmann, James Park

Journal:

The Journal of Finance

Année:

2001

Langue:

english

Fichier:

PDF, 227 KB

english, 2001

33

Global Stock Markets in the Twentieth Century

Philippe Jorion and William N. Goetzmann

Journal:

The Journal of Finance

Année:

1999

Langue:

english

Fichier:

PDF, 577 KB

english, 1999

34

Hedge Funds and the Asian Currency Crisis

Brown, Stephen J, Goetzmann, William N, Park, James M

Journal:

The Journal of Portfolio Management

Année:

2000

Langue:

english

Fichier:

PDF, 177 KB

english, 2000

35

Disposition Matters

Goetzmann, William N, Massa, Massimo

Journal:

The Journal of Trading

Année:

2008

Langue:

english

Fichier:

PDF, 4.09 MB

english, 2008

36

Stephen Ross’s Contribution to Ex Post Conditioning and Survival Bias in Empirical Research

Brown, Stephen J., Goetzmann, William N.

Journal:

The Journal of Portfolio Management

Année:

2018

Langue:

english

Fichier:

PDF, 274 KB

english, 2018

37

Clustering Methods for Real Estate Portfolios

William N. Goetzmann, Susan M. Wachter

Journal:

Real Estate Economics

Année:

1995

Fichier:

PDF, 2.62 MB

1995

38

China and the world financial markets 1870–1939: Modern lessons from historical globalization

WILLIAM N. GOETZMANN, ANDREY D. UKHOV, NING ZHU

Journal:

The Economic History Review

Année:

2007

Langue:

english

Fichier:

PDF, 693 KB

english, 2007

39

Two Decades of Commercial Property Returns: A Repeated-Measures Regression-Based Version of the NCREIF Index

David Geltner, William Goetzmann

Journal:

The Journal of Real Estate Finance and Economics

Année:

2000

Langue:

english

Fichier:

PDF, 156 KB

english, 2000

40

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

ARTURO BRIS, WILLIAM N. GOETZMANN, NING ZHU

Journal:

The Journal of Finance

Année:

2007

Langue:

english

Fichier:

PDF, 385 KB

english, 2007

41

Offshore Hedge Funds: Survival and Performance, 1989–95

Brown, Stephen J., Goetzmann, William N., Ibbotson, Roger G.

Journal:

The Journal of Business

Année:

1999

Langue:

english

Fichier:

PDF, 495 KB

english, 1999

42

Does Delisting from the S&P 500 Affect Stock Price?

William N. Goetzmann and Mark Garry

Journal:

Financial Analysts Journal

Année:

1986

Langue:

english

Fichier:

PDF, 768 KB

english, 1986

43

Is trading behavior stable across contexts? Evidence from style and multi-style investors

Blackburn, Douglas W., Goetzmann, William N., Ukhov, Andrey D.

Journal:

Quantitative Finance

Année:

2014

Langue:

english

Fichier:

PDF, 455 KB

english, 2014

44

Weather-Induced Mood, Institutional Investors, and Stock Returns

Goetzmann, William N., Kim, Dasol, Kumar, Alok, Wang, Qin

Journal:

Review of Financial Studies

Année:

2015

Langue:

english

Fichier:

PDF, 886 KB

english, 2015

45

The economics of aesthetics and record prices for art since 1701

Spaenjers, Christophe, Goetzmann, William N., Mamonova, Elena

Journal:

Explorations in Economic History

Année:

2015

Langue:

english

Fichier:

PDF, 512 KB

english, 2015

46

More Social Security, Not Less

Goetzmann, William N

Journal:

The Journal of Portfolio Management

Année:

2008

Langue:

english

Fichier:

PDF, 1.34 MB

english, 2008

47

Hedge Funds with Style

Brown, Stephen J, Goetzmann, William N

Journal:

The Journal of Portfolio Management

Année:

2003

Langue:

english

Fichier:

PDF, 338 KB

english, 2003

48

Daily Momentum and Contrarian Behavior of Index Fund Investors

William N. Goetzmann and Massimo Massa

Journal:

Journal of Financial and Quantitative Analysis

Année:

2002

Langue:

english

Fichier:

PDF, 541 KB

english, 2002

49

Day Trading International Mutual Funds: Evidence and Policy Solutions

William N. Goetzmann, Zoran Ivković and K. Geert Rouwenhorst

Journal:

Journal of Financial and Quantitative Analysis

Année:

2001

Langue:

english

Fichier:

PDF, 2.87 MB

english, 2001

50

Papers and Proceedings Fifty-Fifth Annual Meeting, American Finance, Association, Washington, D.C., January 6-8, 1995 || Survival

Stephen J. Brown, William N. Goetzmann and Stephen A. Ross

Journal:

The Journal of Finance

Année:

1995

Langue:

english

Fichier:

PDF, 561 KB

english, 1995