Yale School of Management Working Papers

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2009: Short-Sales in Global Perspective

Arturo Bris, William Goetzmann and Ning Zhu

2009: Do Individual Investors Learn from Their Trading Experience?

Gina Nicolosi, Liang Peng and Ning Zhu

2009: Is Cash Auction Procedure a Bargain? Evidence from U.S. Bankruptcy Courts

Ning Zhu

2009: The Impact of Clientele Changes: Evidence from Stock Splits

Ravi Dhar, William Goetzmann, Ning Zhu and Efa Moscow

2009: Fees on Fees in Funds of Funds

Stephen Brown, William Goetzmann and Bing Liang

2009: Rain or Shine: Where is the Weather Effect?

William Goetzmann and Ning Zhu

2009: The Local Bias of Individual Investors

Ning Zhu

2009: Up Close and Personal: An Individual Level Analysis of the Disposition Effect

Ravi Dhar and Ning Zhu

2009: China and the World Financial Markets 1870-1930: Modern Lessons From Historical Globalization (English Version)

William Goetzmann, Andrey Ukhov and Ning Zhu

2009: Asset Prices and Trading Volume Under Fixed Transactions Costs

Andrew Lo, Harry Mamaysky and Jiang Wang

2009: An Economic Approach to the Psychology of Change: Amnesia, Inertia, and Impulsiveness

David Hirshleifer and Ivo Welch

2009: Granularity, Time and Control of Economic Resources

Ramji Balakrishnan, Shyam Sunder and Shiva Sivaramakrishnan

2009: The Equity Share in New Issues and Aggregate Stock Returns

Malcolm Baker and Jeffrey Wurgler

2008: Offshore Hedge Funds: Survival & Performance 1989-1995

Stephen Brown, William Goetzmann and Roger Ibbotson

2008: Markets for Attention: Will Postage for Email Help?

Shyam Sunder, Matthew Cronin, Darrin Filer, Robert Kraut, James Morris, Rahul Telang and Proceedings The

2008: The Euro is Good After All: Corporate Evidence

Arturo Bris, Yrjö Koskinen and Mattias Nilsson

2008: Corporate Leverage And Currency Crises

Arturo Bris and Yrjö Koskinen

2008: Measuring Prices and Price Competition Online: Amazon and Barnes and Noble

Austan Goolsbee and Judith Chevalier

2008: The Role of Beta and Size in the Cross-Section of European Stock Returns

Steven Heston, K. Rouwenhorst and Roberto Wessels

2008: Turning Over Turnover

Martijn Cremers and Jianping Mei

2008: The Open-End Japanese Mutual Fund Puzzle

Stephen Brown, William Goetzmann, Takato Hiraki, Toshiyuki Otsuki and Noriyoshi Shiraishi

2008: Positive Portfolio Factors

Stephen Brown, William Goetzmann and Mark Grinblatt

2008: The Dow Theory: William Peter Hamilton's Track Record Re-Considered

Stephen Brown, William Goetzmann and Alok Kumar

2008: Hedge Funds and the Asian Currency Crisis of 1997

Stephen Brown, William Goetzmann and James Park

2008: Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs

Stephen Brown, William Goetzmann and James Park

2008: Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows

Stephen Brown, William Goetzmann, Takato Hiraki, Noriyoshi Shiraishi and Masahiro Watanabe

2008: Hedge Funds With Style

Stephen Brown and William Goetzmann

2008: Double Auction Dynamics: Structural Effects of Non-binding Price Controls

Dhananjay K. and Shyam Sunder

2008: International Momentum Strategies

K. Rouwenhorst

2008: Long-Term Global Market Correlations

William Goetzmann, Lingfeng Li and K. Rouwenhorst

2007: Accounting: Labor, Capital and Product Markets

Shyam Sunder

2007: Testing for a New Economy in the 1990s

Ray Fair

2007: Risk Aversion and Stock Prices

Ray Fair

2007: Bootstrapping Macroeconometric Models

Ray Fair

2007: Estimates of the Effectiveness of Monetary Policy

Ray Fair

2007: Bonds or Loans? The Effect of Macroeconomic Fundamentals

Galina Hale

2006: Bubble Investors: What Were They Thinking?

Ravi Dhar and William Goetzmann

2006: Price Impact Costs and the Limit of Arbitrage

Zhiwu Chen, Werner Stanzl and Masahiro Watanabe

2006: Related Lending

Rafael La Porta, Florencio Lopez-de-Silanes and Guillermo Zamarripa

2006: Home Equity Insurance: A Pilot Project

Andrew Caplin, William Goetzmann, Eric Hangen, Barry Nalebuff, Elisabeth Prentice, John Rodkin, Matthew Spiegel and Tom Skinner

2005: Institutional Perspectives on Real Estate Investing: The Role of Risk and Uncertainty

Ravi Dhar and William Goetzmann

2005: How Did Japanese Investments Influence International Art Prices?

Takato Hiraki, Akitoshi Ito, Darius Spieth and Naoya Takezawa

2005: The Performance of Real Estate Portfolios: A Simulation Approach

Jeffrey Fisher and William Goetzmann

2005: Do Insider Trading Laws Work?

Arturo Bris

2005: Why Do Individual Investors Hold Under-Diversified Portfolios?

William Goetzmann and Alok Kumar

2005: Portfolio Diversification, Proximity Investment and City Agglomeration

William Goetzmann, Massimo Massa and Andrei Simonov

2005: Performance Persistence

William Goetzmann and Stephen Brown

2005: Disposition Matters: Volume, Volatility and Price Impact of Behavioral Bias

William Goetzmann and Massimo Massa

2005: Dispersion of Opinion and Stock Returns

William Goetzmann and Massimo Massa

2005: More Social Security, Not Less

William Goetzmann

2005: History and the Equity Risk Premium

William Goetzmann and Roger Ibbotson

2005: Estimating the Dynamics of Mutual Fund Alphas and Betas

Matthew Spiegel, Harry Mamaysky and Hong Zhang

2005: Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias

Massimo Massa and William Goetzmann

2005: British Investment Overseas 1870-1913: A Modern Portfolio Theory Approach

William Goetzmann and Andrey Ukhov

2005: Efficiency and the Bear: Short Sales and Markets around the World

Arturo Bris, William Goetzmann and Ning Zhu