| Expected stock returns and volatility KR French, GW Schwert, RF Stambaugh Journal of financial Economics 19 (1), 3-29, 1987 | 6013 | 1987 |
| Why does stock market volatility change over time? GW Schwert Journal of Finance 44 (December), 1115-1153, 1989 | 5660 | 1989 |
| Asset returns and inflation EF Fama, GW Schwert Journal of financial economics 5 (2), 115-146, 1977 | 4163 | 1977 |
| Tests for unit roots: A Monte Carlo investigation GW Schwert Journal of business & economic statistics 20 (1), 5-17, 2002 | 2845 | 2002 |
| Alternative models for conditional stock volatility AR Pagan, GW Schwert Journal of econometrics 45 (1-2), 267-290, 1990 | 2067 | 1990 |
| Anomalies and market efficiency GW Schwert Handbook of the Economics of Finance 1, 939-974, 2003 | 2000 | 2003 |
| Stock volatility and the crash of’87 GW Schwert The review of financial studies 3 (1), 77-102, 1990 | 1558 | 1990 |
| Hostility in takeovers: in the eyes of the beholder? GW Schwert The journal of finance 55 (6), 2599-2640, 2000 | 1378 | 2000 |
| Markup pricing in mergers and acquisitions GW Schwert Journal of Financial economics 41 (2), 153-192, 1996 | 1351 | 1996 |
| Poison or placebo? Evidence on the deterrence and wealth effects of modern antitakeover measures R Comment, GW Schwert Journal of financial economics 39 (1), 3-43, 1995 | 1199 | 1995 |
| Stock returns and real activity: A century of evidence GW Schwert Journal of Finance 45 (September), 1237-1257, 1990 | 1114 | 1990 |
| Using financial data to measure effects of regulation GW Schwert Journal of Law and Economics 24 (1), 121-158, 1981 | 1047 | 1981 |
| Effects of model specification on tests for unit roots in macroeconomic data GW Schwert Journal of monetary economics 20 (1), 73-103, 1987 | 1040 | 1987 |
| IPO market cycles: Bubbles or sequential learning? M Lowry, GW Schwert The Journal of Finance 57 (3), 1171-1200, 2002 | 1008 | 2002 |
| Heteroskedasticity in stock returns GW Schwert, PJ Seguin Journal of Finance 45 (September), 1129-1155, 1991 | 903 | 1991 |
| Short-term interest rates as predictors of inflation: On testing the hypothesis that the real rate of interest is constant CR Nelson, GW Schwert The American Economic Review 67 (3), 478-486, 1977 | 642 | 1977 |
| The adjustment of stock prices to information about inflation GW Schwert the Journal of Finance 36 (1), 15-29, 1981 | 640 | 1981 |
| Is the IPO pricing process efficient? M Lowry, GW Schwert Journal of Financial Economics 71 (1), 3-26, 2004 | 599 | 2004 |
| Business cycles, financial crises, and stock volatility GW Schwert Carnegie-Rochester Conference Series on Public Policy 31 (Autumn), 83-125, 1989 | 596 | 1989 |
| Indexes of United States stock prices from 1802 to 1987 GW Schwert Journal of Business 63 (July), 399-426, 1990 | 566* | 1990 |
| The variability of IPO initial returns M Lowry, MS Officer, GW Schwert The Journal of Finance 65 (2), 425-465, 2010 | 535 | 2010 |
| Stock market volatility GW Schwert Financial analysts journal 46 (3), 23-34, 1990 | 532 | 1990 |
| Size and stock returns, and other empirical regularities GW Schwert Journal of financial Economics 12 (1), 3-12, 1983 | 455 | 1983 |
| Money, income, and sunspots: measuring economic relationships and the effects of differencing CI Plosser, GW Schwert Journal of monetary economics 4 (4), 637-660, 1978 | 340 | 1978 |
| Human capital and capital market equilibrium EF Fama, GW Schwert Journal of Financial Economics 4 (1), 95-125, 1977 | 324 | 1977 |
| Stock Volatility During the Recent Financial Crisis GW Schwert European Financial Management 17, 789-805, 2011 | 311 | 2011 |
| Stock volatility in the new millennium: how wacky is Nasdaq? GW Schwert Journal of Monetary Economics 49 (1), 3-26, 2002 | 275 | 2002 |
| Securities transaction taxes: an overview of costs, benefits and unresolved questions GW Schwert, PJ Seguin Financial Analysts Journal 49 (5), 27-35, 1993 | 269 | 1993 |
| Effects of nominal contracting on stock returns KR French, RS Ruback, GW Schwert Journal of political economy 91 (1), 70-96, 1983 | 246 | 1983 |
| Estimation of a non-invertible moving average process: The case of overdifferencing CI Plosser, GW Schwert Journal of Econometrics 6 (2), 199-224, 1977 | 196 | 1977 |
| Testing for covariance stationarity in stock market data AR Pagan, GW Schwert Economics letters 33 (2), 165-170, 1990 | 164 | 1990 |
| The journal of financial economics: A retrospective evaluation (1974–1991) GW Schwert Journal of Financial Economics 33 (3), 369-424, 1993 | 160 | 1993 |
| Tests for predictive relationships between time series variables: A Monte Carlo investigation CR Nelson, GW Schwert Journal of the American Statistical Association 77 (377), 11-18, 1982 | 157 | 1982 |
| Tests of causality: The message in the innovations GW Schwert Carnegie-Rochester Conference Series on Public Policy 10, 55-96, 1979 | 153 | 1979 |
| Margin requirements and stock volatility GW Schwert Journal of Financial Services Research 3 (2), 153-164, 1989 | 145 | 1989 |
| Differencing as a Test of Specification CI Plosser, GW Schwert, H White International Economic Review, 535-552, 1982 | 123 | 1982 |
| Stock market volatility: Ten years after the crash GW Schwert Brookings-Wharton Papers on Financial Services 1, 65-114, 1998 | 110 | 1998 |
| Information aggregation, inflation, and the pricing of indexed bonds G Huberman, GW Schwert Journal of political economy 93 (1), 92-114, 1985 | 107 | 1985 |
| Stock exchange seats as capital assets GW Schwert Journal of Financial Economics 4 (1), 51-78, 1977 | 107 | 1977 |
| Public regulation of national securities exchanges: A test of the capture hypothesis GW Schwert The Bell Journal of Economics, 128-150, 1977 | 101 | 1977 |
| Inflation, interest, and relative prices EF Fama, GW Schwert Journal of Business, 183-209, 1979 | 88 | 1979 |
| Potential GNP: Its Measurement and Significance CI Plosser, GW Schwert Carnegie-Rochester Conference Series on Public Policy 10, 179, 1979 | 83 | 1979 |
| Clinical papers and their role in the development of financial economics EF Fama, MC Jensen, JB Long, RS Ruback, GW Schwert, CW Smith, ... Available at SSRN 466661, 2009 | 60 | 2009 |
| Empirical research in capital markets GW Schwert, CW Smith (No Title), 1992 | 25 | 1992 |
| Review of Market Volatility by Robert J Shiller GW Schwert The Journal of Portfolio Management 17 (4), 74-78, 1991 | 25 | 1991 |
| The time series behavior of real interest rates a comment GW Schwert Carnegie-Rochester Conference Series on Public Policy 24, 275-287, 1986 | 25 | 1986 |
| A discussion of CEO deaths and the reaction of stock prices GW Schwert Journal of Accounting and Economics 7 (1-3), 175-178, 1985 | 21 | 1985 |
| The remarkable growth in financial economics, 1974–2020 GW Schwert Journal of Financial Economics 140 (3), 1008-1046, 2021 | 18 | 2021 |
| Symposium on market microstructure: Focus on Nasdaq GW Schwert Journal of Financial Economics 45 (1), 3-8, 1997 | 18 | 1997 |
| Short sales, damages and class certification in 10b-5 actions RC Apfel, JE Parsons, GW Schwert, GS Stewart National Bureau of Economic Research, 2001 | 14 | 2001 |
| Estimating the parameters of a distributed lag model from cross-section data: the case of hospital admissions and discharges CR Nelson, GW Schwert Journal of the American Statistical Association 69 (347), 627-633, 1974 | 10 | 1974 |
| Indexes of United States stock prices from GW Schwert National Bureau of Economic Research, 1989 | 9 | 1989 |
| Joint editorial: Advice for authors R Green, M O’Hara, GW Schwert The Journal of Finance 57 (2), 1031-1032, 2002 | 8 | 2002 |
| Business cycles, financial crises, and stock volatility: Reply to Shiller GW Schwert Carnegie-Rochester Conference Series on Public Policy 31, 133-137, 1989 | 8 | 1989 |
| Report of the editorial office for the year 2006 GW Schwert Journal of Financial Economics 83, 1-3, 2007 | 6 | 2007 |
| Citation index ratings of the journal of financial economics MC Jensen, JB LONG, RS Ruback, GW Schwert, CW Smith, JB Warner, ... Journal of Financial Economics 28 (1-2), 3-5, 1990 | 6 | 1990 |
| Poison or placebo? R Comment, GW Schwert National Bureau of Economic Research, 1993 | 5 | 1993 |
| Gene Fama’s Impact GW Schwert, RM Stulz The Fama Portfolio: Selected Papers of Eugene F. Fama, 2017 | 3 | 2017 |
| Poison of Placedo? Evidence on the Deterrent and Wealth Effects of Modern Antitakeover Measures R Comment, GW Schwert National Bureau of Economic Research, 1993 | 3 | 1993 |
| Time series analysis GM Ljung, GEP Box Biometrika 65 (2), 297-303, 1978 | 2 | 1978 |
| KARL BRUNNER A ABEL, RJ BARR, M BAXTER, MJ BILS, AS BLINDER, E BOMHOFF, ... JOURNAL, 1985 | 1 | 1985 |
| Eugene F. Fama (1939–) GW Schwert The Palgrave Companion to Chicago Economics, 925-938, 2023 | | 2023 |
| Video: Stock Volatility: Past, Present, and Future GW Schwert Present, and Future (September 27, 2012), 2012 | | 2012 |
| Risk Management Research Report-Spring 2010 C Pérignon, DR Smith, B Liang, H Park, M Lowry, MS Officer, GW Schwert, ... University of Melbourne-Melbourne Institute: Applied Economic & Social Research, 2010 | | 2010 |
| KARL BRUNNER DK BACKUS, MJ BILS, RJ CABALLERO, J COCHRANE, S REBELO, ... Journal of Monetary Economics, 2004 | | 2004 |
| Short Sales, Damages and Class Certification in 10b-5 Actions GW Schwert NBER: National Bureau of Economic Research, 2001 | | 2001 |
| Turnaround time (weeks, W, from receipt to notification of author) GW SCHWERT Native American Housing Assistance Legislation: Hearing Before the Committee …, 1999 | | 1999 |
| ANDREW ABEL ROBERT J. BARRO THOMAS F. COOLEY MARVIN GOODFRIEND LP HANSEN, D HUMPHREY, RE LUCAS, BT MCCALLUM, AH MELTZER, ... Journal of Monetary Economics, 233, 1995 | | 1995 |
| Turnaround time (weeks, W, from receipt to notification of author) MC JENSEN, JB LONG JR, WH MIKKELSON, RS RUBACK, ... Journal of Financial Economics 33, 1, 1993 | | 1993 |
| frorn 1802 to 1987 GW Schwert Journal of É usiness 63 (3), 1990 | | 1990 |
| NORTH-HOLLAND AMSTERDAM MC JENSEN, JB LONG JR, RS RUBACK, GW SCHWERT, CW SMITH JR, ... Journal of Financial Economics, 1989 | | 1989 |
| FISCHER BLACK R BREALEY, M BRENNAN, T COPELAND, E DIMSON, N HAKANSSON, ... Midland Corporate Finance Journal: A Publication of Stern, Stewart, Putnam …, 1984 | | 1984 |
| Tests for Granger-Wiener causality: a Monte-Carlo investigation. Tests de causalité au sens de Granger-Wiener: une investigation par la méthode de simulation Monte-Carlo CR NELSON, GW SCHWERT | | |
| MONEY, INCOME, AND SUNSPOTS: MEASURING ECONOMIC RELATIONSHIPS CI PLOSSER, GW SCHWERT | | |
| Fama, Eugene F.(born 1939) GW Schwert | | |
Michelle LowryProfessor of Finance, Drexel UniversityVerified email at drexel.edu
