G. William Schwert - Publications

Affiliations: 
finance University of Rochester, Rochester, NY 
Website:
http://schwert.ssb.rochester.edu/

42 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2011 Schwert GW. Stock Volatility during the Recent Financial Crisis European Financial Management. 17: 789-805. DOI: 10.1111/J.1468-036X.2011.00620.X  0.565
2010 Lowry M, Officer MS, Schwert GW. The Variability of IPO Initial Returns Journal of Finance. 65: 425-465. DOI: 10.1111/J.1540-6261.2009.01540.X  0.509
2004 Lowry M, Schwert GW. Is the IPO pricing process efficient? Journal of Financial Economics. 71: 3-26. DOI: 10.1016/S0304-405X(03)00205-8  0.459
2003 Schwert GW. Chapter 15 Anomalies and market efficiency Handbook of the Economics of Finance. 1: 939-974. DOI: 10.1016/S1574-0102(03)01024-0  0.544
2002 Schwert GW. Anomalies and Market Efficiency National Bureau of Economic Research. 939-974. DOI: 10.2139/Ssrn.338080  0.539
2002 Lowry M, Schwert GW. IPO market cycles: Bubbles or sequential learning? Journal of Finance. 57: 1171-1200. DOI: 10.2139/Ssrn.242755  0.421
2002 Schwert GW. Stock Volatility in the New Millennium: How Wacky Is Nasdaq? Journal of Monetary Economics. 49: 3-26. DOI: 10.1016/S0304-3932(01)00099-X  0.536
2001 Apfel RC, Parsons JE, Schwert GW, Stewart GS. Short Sales, Damages and Class Certification in 10b-5 Actions National Bureau of Economic Research. DOI: 10.2139/Ssrn.285768  0.36
2001 Lowry M, Schwert GW. Biases in the IPO Pricing Process National Bureau of Economic Research. DOI: 10.2139/Ssrn.260278  0.515
2000 Schwert GW. Hostility in takeovers: In the eyes of the beholder? Journal of Finance. 55: 2599-2640. DOI: 10.2139/Ssrn.48304  0.37
1997 Schwert GW. Stock Market Volatility: Ten Years after the Crash National Bureau of Economic Research. DOI: 10.2139/Ssrn.44639  0.552
1997 Schwert GW. Symposium on market microstructure: Focus on Nasdaq Journal of Financial Economics. 45: 3-8. DOI: 10.1016/S0304-405X(97)00014-7  0.477
1996 Schwert GW. Markup pricing in mergers and acquisitions Journal of Financial Economics. 41: 153-192. DOI: 10.1016/0304-405X(95)00865-C  0.522
1995 Comment R, Schwert GW. Poison or placebo? Evidence on the deterrence and wealth effects of modern antitakeover measures Journal of Financial Economics. 39: 3-43. DOI: 10.1016/0304-405X(94)00823-J  0.439
1993 Schwert GW, Seguin PJ. Securities Transaction Taxes: An Overview of Costs, Benefits and Unresolved Questions Financial Analysts Journal. 49: 27-35. DOI: 10.2469/Faj.V49.N5.27  0.444
1993 Schwert GW. The journal of financial economics*1: A retrospective evaluation (1974-1991) Journal of Financial Economics. 33: 369-424. DOI: 10.1016/0304-405X(93)90012-Z  0.325
1991 Schwert GW. Review of Market Volatility by Robert J Shiller The Journal of Portfolio Management. 17: 74-78. DOI: 10.3905/Jpm.1991.409350  0.468
1990 SCHWERT GW. Stock Returns and Real Activity: A Century of Evidence The Journal of Finance. 45: 1237-1257. DOI: 10.1111/J.1540-6261.1990.Tb02434.X  0.424
1990 SCHWERT GW, SEGUIN PJ. Heteroskedasticity in Stock Returns The Journal of Finance. 45: 1129-1155. DOI: 10.1111/J.1540-6261.1990.Tb02430.X  0.424
1990 Schwert GW. Stock Volatility and the Crash of '87 Review of Financial Studies. 3: 77-102. DOI: 10.1093/Rfs/3.1.77  0.551
1990 Schwert GW. Indexes of U.S. Stock Prices from 1802 to 1987 The Journal of Business. 63: 399-426. DOI: 10.1086/296513  0.51
1990 Pagan AR, Schwert GW. Alternative models for conditional stock volatility Journal of Econometrics. 45: 267-290. DOI: 10.1016/0304-4076(90)90101-X  0.409
1990 Pagan AR, Schwert GW. Testing for covariance stationarity in stock market data Economics Letters. 33: 165-170. DOI: 10.1016/0165-1765(90)90163-U  0.402
1989 Schwert GW. Indexes of United States Stock Prices from 1802 to 1987 National Bureau of Economic Research. DOI: 10.3386/W2985  0.483
1989 SCHWERT GW. Why Does Stock Market Volatility Change Over Time? The Journal of Finance. 44: 1115-1153. DOI: 10.1111/J.1540-6261.1989.Tb02647.X  0.499
1989 Jensen MC, Fama EF, Long JB, Ruback RS, Schwert GW, Smith CW, Warner J. Clinical papers and their role in the development of financial economics Journal of Financial Economics. 24: 3-6. DOI: 10.1016/0304-405X(89)90069-X  0.596
1989 Schwert GW. Business cycles, financial crises, and stock volatility : Reply to Shiller Carnegie-Rochester Conference Series On Public Policy. 31: 133-137. DOI: 10.1016/0167-2231(89)90008-0  0.417
1989 Schwert GW. Business cycles, financial crises, and stock volatility Carnegie-Rochester Confer. Series On Public Policy. 31: 83-125. DOI: 10.1016/0167-2231(89)90006-7  0.541
1989 Schwert GW. Margin requirements and stock volatility Journal of Financial Services Research. 3: 153-164. DOI: 10.1007/978-94-009-2193-1_6  0.493
1987 French KR, Schwert GW, Stambaugh RF. Expected stock returns and volatility Journal of Financial Economics. 19: 3-29. DOI: 10.1016/0304-405X(87)90026-2  0.696
1985 Huberman G, Schwert GW. Information Aggregation, Inflation, and the Pricing of Indexed Bonds Journal of Political Economy. 93: 92-114. DOI: 10.1086/261289  0.435
1985 Schwert GW. A discussion of CEO deaths and the reaction of stock prices Journal of Accounting and Economics. 7: 175-178. DOI: 10.1016/0165-4101(85)90035-7  0.382
1983 Schwert GW. Size and stock returns, and other empirical regularities Journal of Financial Economics. 12: 3-12. DOI: 10.1016/0304-405X(83)90024-7  0.385
1982 Nelson CR, Schwert GW. Tests for predictive relationships between time series variables: A monte carlo investigation Journal of the American Statistical Association. 77: 11-18. DOI: 10.1080/01621459.1982.10477761  0.326
1981 SCHWERT GW. The Adjustment of Stock Prices to Information About Inflation The Journal of Finance. 36: 15-29. DOI: 10.1111/J.1540-6261.1981.Tb03531.X  0.524
1981 Schwert GW. Using financial data to measure effects of regulation Journal of Law and Economics. 24: 121-158. DOI: 10.1086/466977  0.486
1979 Fama EF, Schwert GW. Inflation, Interest, and Relative Prices The Journal of Business. 52: 183-209. DOI: 10.1086/296043  0.49
1978 Plosser CI, Schwert GW. Money, income, and sunspots: Measuring economic relationships and the effects of differencing Journal of Monetary Economics. 4: 637-660. DOI: 10.1016/0304-3932(78)90021-1  0.351
1977 Schwert GW. Public Regulation of National Securities Exchanges: A Test of the Capture Hypothesis The Bell Journal of Economics. 8: 128-150. DOI: 10.2307/3003490  0.476
1977 Fama EF, Schwert GW. Human capital and capital market equilibrium Journal of Financial Economics. 4: 95-125. DOI: 10.1016/0304-405X(77)90038-1  0.691
1977 Schwert GW. Stock exchange seats as capital assets Journal of Financial Economics. 4: 51-78. DOI: 10.1016/0304-405X(77)90036-8  0.535
1977 Fama EF, Schwert GW. Asset returns and inflation Journal of Financial Economics. 5: 115-146. DOI: 10.1016/0304-405X(77)90014-9  0.656
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