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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