Follow
G. William Schwert
G. William Schwert
Distinguished University Professor Emeritus of Finance and Statistics, University of Rochester
Verified email at simon.rochester.edu - Homepage
Title
Cited by
Cited by
Year
Expected stock returns and volatility
KR French, GW Schwert, RF Stambaugh
Journal of financial Economics 19 (1), 3-29, 1987
59951987
Why does stock market volatility change over time?
GW Schwert
Journal of Finance 44 (December), 1115-1153, 1989
56311989
Asset returns and inflation
EF Fama, GW Schwert
Journal of financial economics 5 (2), 115-146, 1977
41381977
Tests for unit roots: A Monte Carlo investigation
GW Schwert
Journal of business & economic statistics 20 (1), 5-17, 2002
28372002
Alternative models for conditional stock volatility
AR Pagan, GW Schwert
Journal of econometrics 45 (1-2), 267-290, 1990
20611990
Anomalies and market efficiency
GW Schwert
Handbook of the Economics of Finance 1, 939-974, 2003
19842003
Stock volatility and the crash of’87
GW Schwert
The review of financial studies 3 (1), 77-102, 1990
15541990
Hostility in takeovers: in the eyes of the beholder?
GW Schwert
The journal of finance 55 (6), 2599-2640, 2000
13752000
Markup pricing in mergers and acquisitions
GW Schwert
Journal of Financial economics 41 (2), 153-192, 1996
13491996
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
11981995
Stock returns and real activity: A century of evidence
GW Schwert
Journal of Finance 45 (September), 1237-1257, 1990
11121990
Using financial data to measure effects of regulation
GW Schwert
Journal of Law and Economics 24 (1), 121-158, 1981
10431981
Effects of model specification on tests for unit roots in macroeconomic data
GW Schwert
Journal of monetary economics 20 (1), 73-103, 1987
10371987
IPO market cycles: Bubbles or sequential learning?
M Lowry, GW Schwert
The Journal of Finance 57 (3), 1171-1200, 2002
10032002
Heteroskedasticity in stock returns
GW Schwert, PJ Seguin
Journal of Finance 45 (September), 1129-1155, 1991
9011991
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
6411977
The adjustment of stock prices to information about inflation
GW Schwert
the Journal of Finance 36 (1), 15-29, 1981
6361981
Business cycles, financial crises, and stock volatility
GW Schwert
Carnegie-Rochester Conference Series on Public Policy 31 (Autumn), 83-125, 1989
5941989
Is the IPO pricing process efficient?
M Lowry, GW Schwert
Journal of Financial Economics 71 (1), 3-26, 2004
5932004
Indexes of United States stock prices from 1802 to 1987
GW Schwert
Journal of Business 63 (July), 399-426, 1990
564*1990
The variability of IPO initial returns
M Lowry, MS Officer, GW Schwert
The Journal of Finance 65 (2), 425-465, 2010
5342010
Stock market volatility
GW Schwert
Financial analysts journal 46 (3), 23-34, 1990
5301990
Size and stock returns, and other empirical regularities
GW Schwert
Journal of financial Economics 12 (1), 3-12, 1983
4501983
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
3401978
Human capital and capital market equilibrium
EF Fama, GW Schwert
Journal of Financial Economics 4 (1), 95-125, 1977
3241977
Stock Volatility During the Recent Financial Crisis
GW Schwert
European Financial Management 17, 789-805, 2011
3062011
Stock volatility in the new millennium: how wacky is Nasdaq?
GW Schwert
Journal of Monetary Economics 49 (1), 3-26, 2002
2722002
Securities transaction taxes: an overview of costs, benefits and unresolved questions
GW Schwert, PJ Seguin
Financial Analysts Journal 49 (5), 27-35, 1993
2691993
Effects of nominal contracting on stock returns
KR French, RS Ruback, GW Schwert
Journal of political economy 91 (1), 70-96, 1983
2451983
Estimation of a non-invertible moving average process: The case of overdifferencing
CI Plosser, GW Schwert
Journal of Econometrics 6 (2), 199-224, 1977
1961977
Testing for covariance stationarity in stock market data
AR Pagan, GW Schwert
Economics letters 33 (2), 165-170, 1990
1631990
The journal of financial economics: A retrospective evaluation (1974–1991)
GW Schwert
Journal of Financial Economics 33 (3), 369-424, 1993
1591993
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
1571982
Tests of causality: The message in the innovations
GW Schwert
Carnegie-Rochester Conference Series on Public Policy 10, 55-96, 1979
1531979
Margin requirements and stock volatility
GW Schwert
Journal of Financial Services Research 3 (2), 153-164, 1989
1451989
Differencing as a Test of Specification
CI Plosser, GW Schwert, H White
International Economic Review, 535-552, 1982
1231982
Stock market volatility: Ten years after the crash
GW Schwert
Brookings-Wharton Papers on Financial Services 1, 65-114, 1998
1101998
Information aggregation, inflation, and the pricing of indexed bonds
G Huberman, GW Schwert
Journal of political economy 93 (1), 92-114, 1985
1071985
Stock exchange seats as capital assets
GW Schwert
Journal of Financial Economics 4 (1), 51-78, 1977
1071977
Public regulation of national securities exchanges: A test of the capture hypothesis
GW Schwert
The Bell Journal of Economics, 128-150, 1977
1011977
Inflation, interest, and relative prices
EF Fama, GW Schwert
Journal of Business, 183-209, 1979
881979
Potential GNP: Its Measurement and Significance
CI Plosser, GW Schwert
Carnegie-Rochester Conference Series on Public Policy 10, 179, 1979
821979
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
602009
Empirical research in capital markets
GW Schwert, CW Smith
(No Title), 1992
251992
Review of Market Volatility by Robert J Shiller
GW Schwert
The Journal of Portfolio Management 17 (4), 74-78, 1991
251991
The time series behavior of real interest rates a comment
GW Schwert
Carnegie-Rochester Conference Series on Public Policy 24, 275-287, 1986
251986
A discussion of CEO deaths and the reaction of stock prices
GW Schwert
Journal of Accounting and Economics 7 (1-3), 175-178, 1985
211985
Symposium on market microstructure: Focus on Nasdaq
GW Schwert
Journal of Financial Economics 45 (1), 3-8, 1997
181997
The remarkable growth in financial economics, 1974–2020
GW Schwert
Journal of Financial Economics 140 (3), 1008-1046, 2021
172021
Short sales, damages and class certification in 10b-5 actions
RC Apfel, JE Parsons, GW Schwert, GS Stewart
National Bureau of Economic Research, 2001
142001
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
101974
Indexes of United States stock prices from
GW Schwert
National Bureau of Economic Research, 1989
91989
Joint editorial: Advice for authors
R Green, M O’Hara, GW Schwert
The Journal of Finance 57 (2), 1031-1032, 2002
82002
Business cycles, financial crises, and stock volatility: Reply to Shiller
GW Schwert
Carnegie-Rochester Conference Series on Public Policy 31, 133-137, 1989
81989
Report of the editorial office for the year 2006
GW Schwert
Journal of Financial Economics 83, 1-3, 2007
62007
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
61990
Poison or placebo?
R Comment, GW Schwert
National Bureau of Economic Research, 1993
51993
Gene Fama’s Impact
GW Schwert, RM Stulz
The Fama Portfolio: Selected Papers of Eugene F. Fama, 2017
32017
Poison of Placedo? Evidence on the Deterrent and Wealth Effects of Modern Antitakeover Measures
R Comment, GW Schwert
National Bureau of Economic Research, 1993
31993
Time series analysis
GM Ljung, GEP Box
Biometrika 65 (2), 297-303, 1978
21978
KARL BRUNNER
A ABEL, RJ BARR, M BAXTER, MJ BILS, AS BLINDER, E BOMHOFF, ...
JOURNAL, 1985
11985
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
The system can't perform the operation now. Try again later.
Articles 1–75