W. Goetzmann
Finance · 1998–2011
A researcher in the Science corpus: 13 papers; trusts 15 researchers and is trusted by 29 researchers here, as inferred from the citation graph.
Subfields
- Finance — 63 citations into it; #1,996 of 10,518 by trust here, #1,508 by citations
- Economics and Econometrics — 50 citations into it; #3,602 of 23,481 by trust here, #3,114 by citations
- Accounting — 33 citations into it; #3,546 of 8,970 by trust here, #5,082 by citations
- Strategy and Management — 6 citations into it
Whom W. Goetzmann trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Karl E. Case
- Tarun Chordia
- Robert J. Shiller
- Elena Loutskina
- Giovanni Dell'Ariccia
- Mark Grinblatt
- R. Mclean
- Brad M. Barber
- Richard Roll
- Philip E. Strahan
Who trusts W. Goetzmann overall
- Turan G. Bali
- Stephen J. Brown
- Robert F. Engle
- Nicolas Huck
- Alan Moreira
- William N. Goetzmann
- Daniel L. Thornton
- Harry Mamaysky
- Christopher Krauss
- Jim Clayton
Papers from W. Goetzmann's perspective
Ordered by how strongly the researchers W. Goetzmann trusts endorse each paper. Same corpus, a different order for every researcher.
- Securitization and the Declining Impact of Bank Finance on Loan Supply: Evidence from Mortgage Originations
- Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test
- The Sharpe Ratio
- Order Imbalance, Liquidity, and Market Returns
- Is There a Bubble in the Housing Market?
- Owner-Occupied Housing as a Hedge Against Rent Risk
- Credit Booms and Lending Standards: Evidence from the Subprime Mortgage Market (Social Science Research Network)
- The Dilution Impact of Daily Fund Flows on Open-end Mutual Funds
- Market Segmentation and the Cost of Capital in International Equity Markets
- Evidence of Predictable Behavior of Security Returns
Their papers
- Day Trading International Mutual Funds: Evidence and Policy Solutions (2001) — 158 citations
- Hedge Funds and the Asian Currency Crisis (2000) — 122 citations
- Hedge Funds with Style (2001) — 353 citations
- Portfolio Performance Manipulation and Manipulation-Proof Performance Measures (2007) — 600 citations
- Two Decades of Commercial Property Returns: A Repeated-Measures Regression-Based Version of the NCREIF Index (2000) — 112 citations
- The Subprime Crisis and House Price Appreciation (2011) — 143 citations
- Art and Money (2011) — 237 citations
- Why Do Individual Investors Hold Under-Diversified Portfolios? (2005) — 145 citations
- Rain or Shine: Where is the Weather Effect? (2005) — 276 citations
- The Origins of Value: The Financial Innovations that Created Modern Capital Markets (2005) — 166 citations
- British Investment Overseas 1870-1913: A Modern Portfolio Theory Approach (2005) — 132 citations
- Dispersion of Opinion and Stock Returns (2005) — 113 citations
- Pairs Trading: Performance of a Relative Value Arbitrage Rule (1998)