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William Goetzmann

Global rank #1751 98%

Institution: Yale University

Primary Field: Finance (weighted toward more recent publications)

Homepage: http://viking.som.yale.edu

First Publication: 1993

Most Recent: 2019

RePEc ID: pgo59 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 0.00 0.00 0.00
Last 10 Years 0.00 2.18 0.00 0.00 4.36
All Time 2.68 14.41 6.03 0.00 45.58

Publication Statistics

Raw Publications 29
Coauthorship-Adjusted Count 23.22

Publications (29)

Year Article Journal Tier Authors
2019 The present value relation over six centuries: The case of the Bazacle company Journal of Financial Economics A 3
2018 Estimating Private Equity Returns from Limited Partner Cash Flows Journal of Finance A 4
2018 Momentum in Imperial Russia Journal of Financial Economics A 2
2015 The economics of aesthetics and record prices for art since 1701 Explorations in Economic History B 3
2015 Weather-Induced Mood, Institutional Investors, and Stock Returns The Review of Financial Studies A 4
2013 New evidence on the first financial bubble Journal of Financial Economics A 3
2012 Trust and delegation Journal of Financial Economics A 4
2012 Tiebreaker: Certification and Multiple Credit Ratings Journal of Finance A 3
2011 Art and Money American Economic Review S 3
2008 Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration Journal of Finance A 4
2008 Equity Portfolio Diversification Review of Finance B 2
2007 Efficiency and the Bear: Short Sales and Markets Around the World Journal of Finance A 3
2006 British Investment Overseas 1870-1913: A Modern Portfolio Theory Approach Review of Finance B 2
2006 Pairs Trading: Performance of a Relative-Value Arbitrage Rule The Review of Financial Studies A 3
2006 Estimating House Price Indexes in the Presence of Seller Reservation Prices Review of Economics and Statistics A 2
2003 High‐Water Marks and Hedge Fund Management Contracts Journal of Finance A 3
2002 Daily Momentum and Contrarian Behavior of Index Fund Investors Journal of Financial and Quantitative Analysis B 2
2001 Careers and Survival: Competition and Risk in the Hedge Fund and CTA Industry Journal of Finance A 3
2001 Day Trading International Mutual Funds: Evidence and Policy Solutions Journal of Financial and Quantitative Analysis B 3
2000 Monthly Measurement of Daily Timers Journal of Financial and Quantitative Analysis B 3
1999 Global Stock Markets in the Twentieth Century Journal of Finance A 2
1999 Re-Emerging Markets Journal of Financial and Quantitative Analysis B 2
1997 Mutual fund styles Journal of Financial Economics A 2
1997 Rejoinder: The J-Shape Of Performance Persistence Given Survivorship Bias Review of Economics and Statistics A 4
1995 Performance Persistence. Journal of Finance A 2
1995 Survival. Journal of Finance A 3
1995 Non-temporal Components of Residential Real Estate Appreciation. Review of Economics and Statistics A 2
1993 Accounting for Taste: Art and the Financial Markets over Three Centuries. American Economic Review S 1
1993 Testing the Predictive Power of Dividend Yields. Journal of Finance A 2