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Information about:
G. William Schwert

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Personal Details

First Name: G.
Middle Name: William
Last Name: Schwert
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RePEc Short-ID: psc116

Email: [This author has chosen not to make the email address public]
Homepage: http://schwert.ssb.rochester.edu
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Affiliation

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Lists

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Distinct Works, Weighted by Simple Impact Factor
  3. Number of Distinct Works, Weighted by Recursive Impact Factor
  4. Number of Distinct Works, Weighted by Number of Authors
  5. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  6. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  7. Number of Citations
  8. Number of Citations, Discounted by Citation Age
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  10. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  11. Number of Citations, Weighted by Recursive Impact Factor
  12. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  13. Number of Citations, Weighted by Number of Authors
  14. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  15. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
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  17. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  18. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  19. h, where author has written h papers that have each been cited at least h times.
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  22. Number of Journal Pages
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  25. Number of Journal Pages, Weighted by Number of Authors
  26. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
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  28. Number of Abstract Views in RePEc Services over the past 12 months
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  32. Wu-Index

Works

| Working papers | Articles | Chapters | Editor | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Michelle Lowry & Micah S. Officer & G. William Schwert, 2006. "The Variability of IPO Initial Returns," NBER Working Papers 12295, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  2. G. William Schwert, 2002. "Anomalies and Market Efficiency," NBER Working Papers 9277, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

  3. Michelle Lowry & G. William Schwert, 2001. "Biases in the IPO Pricing Process," NBER Working Papers 8586, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  4. Robert C. Apfel & John E. Parsons & G. William Schwert & Geoffrey S. Stewart, 2001. "Short Sales, Damages and Class Certification in 10b-5 Actions," NBER Working Papers 8618, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  5. G. William Schwert, 2001. "Stock Volatility in the New Millennium: How Wacky Is Nasdaq?," NBER Working Papers 8436, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  6. Michelle Lowry & G. William Schwert, 2000. "IPO Market Cycles: Bubbles or Sequential Learning?," NBER Working Papers 7935, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  7. G. William Schwert, 1999. "Hostility in Takeovers: In the Eyes of the Beholder?," NBER Working Papers 7085, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  8. G. William Schwert, 1997. "Stock Market Volatility: Ten Years After the Crash," Center for Financial Institutions Working Papers 97-51, Wharton School Center for Financial Institutions, University of Pennsylvania.
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  9. Robert Comment & G. William Schwert, 1995. "Poison or Placebo? Evidence on the Deterrent and Wealth Effects of Modern Antitakeover Measures," NBER Working Papers 4316, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

  10. Schwert, G.W., 1994. "Mark-up Pricing in Mergers and Acquisitions," Papers 95-01, Rochester, Business - Financial Research and Policy Studies.
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  11. G. William Schwert, 1991. "Indexes of United States Stock Prices From 1802 to 1987," NBER Working Papers 2985, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  12. G. William Schwert, 1990. "Stock Returns and Real Activity: A Century of Evidence," NBER Working Papers 3296, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  13. G. William Schwert, 1990. "Why Does Stock Market Volatility Change Over Time?," NBER Working Papers 2798, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  14. Schwert, G.W., 1989. "Stock Volatility And The Crash Of '87," Papers 89-01, Rochester, Business - General.
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  15. Schwert, C.W., 1989. "Margin Requirements And Stock Volatility," Papers t6, Columbia - Center for Futures Markets.

  16. Schwert, G.W., 1989. "Indexes Of United States Stock Prices From 1802-1987," Papers 89-04, Rochester, Business - General.

  17. Pagan, A.R. & Schwert, G.W., 1989. "Alternative Models For Conditional Stock Volatility," Papers 89-02, Rochester, Business - General.
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  18. G. William Schwert, 1988. "Tests For Unit Roots: A Monte Carlo Investigation," NBER Technical Working Papers 0073, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  19. Schwert, G.W. & Seguin, P.J., 1988. "Heteroskedasticity In Stock Returns," Papers bc_88-02, Rochester, Business - General.
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  20. Schwert, G.W., 1988. "Business Cycles, Financial Crises And Stock Volatility," Papers 88-06, Rochester, Business - General.
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Articles

  1. Lowry, Michelle & Schwert, G. William, 2004. "Is the IPO pricing process efficient?," Journal of Financial Economics, Elsevier, vol. 71(1), pages 3-26, January. [Downloadable!] (restricted)

  2. William Schwert, G., 2002. "Stock volatility in the new millennium: how wacky is Nasdaq?," Journal of Monetary Economics, Elsevier, vol. 49(1), pages 3-26, January. [Downloadable!] (restricted)
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  3. Richard Green & Maureen O'Hara & G. William Schwert, 2002. "Joint Editorial," Journal of Finance, American Finance Association, vol. 57(2), pages 1031-1032, 04. [Downloadable!] (restricted)

  4. Michelle Lowry & G. William Schwert, 2002. "IPO Market Cycles: Bubbles or Sequential Learning?," Journal of Finance, American Finance Association, vol. 57(3), pages 1171-1200, 06. [Downloadable!] (restricted)
    Other versions:

  5. G. William Schwert, 2000. "Hostility in Takeovers: In the Eyes of the Beholder?," Journal of Finance, American Finance Association, vol. 55(6), pages 2599-2640, December. [Downloadable!] (restricted)
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  6. Schwert, G. William, 1997. "Symposium on market microstructure: Focus on Nasdaq," Journal of Financial Economics, Elsevier, vol. 45(1), pages 3-8, July. [Downloadable!] (restricted)

  7. Schwert, G. William, 1996. "Markup pricing in mergers and acquisitions," Journal of Financial Economics, Elsevier, vol. 41(2), pages 153-192, June. [Downloadable!] (restricted)
    Other versions:

  8. Comment, Robert & Schwert, G. William, 1995. "Poison or placebo? Evidence on the deterrence and wealth effects of modern antitakeover measures," Journal of Financial Economics, Elsevier, vol. 39(1), pages 3-43, September. [Downloadable!] (restricted)
    Other versions:

  9. Schwert, G. William, 1993. "The journal of financial economics*1: A retrospective evaluation (1974-1991)," Journal of Financial Economics, Elsevier, vol. 33(3), pages 369-424, June. [Downloadable!] (restricted)

  10. Pagan, Adrian R. & Schwert, G. William, 1990. "Alternative models for conditional stock volatility," Journal of Econometrics, Elsevier, vol. 45(1-2), pages 267-290. [Downloadable!] (restricted)
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  11. Schwert, G William, 1990. " Stock Returns and Real Activity: A Century of Evidence," Journal of Finance, American Finance Association, vol. 45(4), pages 1237-57, September. [Downloadable!] (restricted)
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  12. Jensen, Michael C. & Long, John Jr. & Ruback, Richard S. & Schwert, G. William & Smith, Clifford Jr. & Warner, Jerold B. & Fama, Eugene F., 1990. "Editorial," Journal of Financial Economics, Elsevier, vol. 28(1-2), pages 3-5. [Downloadable!] (restricted)

  13. Schwert, G William, 1990. "Indexes of U.S. Stock Prices from 1802 to 1987," Journal of Business, University of Chicago Press, vol. 63(3), pages 399-426, July. [Downloadable!] (restricted)

  14. Schwert, G William, 1990. "Stock Volatility and the Crash of '87," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 3(1), pages 77-102. [Downloadable!] (restricted)
    Other versions:

  15. Schwert, G William & Seguin, Paul J, 1990. " Heteroskedasticity in Stock Returns," Journal of Finance, American Finance Association, vol. 45(4), pages 1129-55, September. [Downloadable!] (restricted)
    Other versions:

  16. Pagan, Adrian R. & Schwert, G. William, 1990. "Testing for covariance stationarity in stock market data," Economics Letters, Elsevier, vol. 33(2), pages 165-170, June. [Downloadable!] (restricted)

  17. Schwert, G. William, 1989. "Business cycles, financial crises, and stock volatility," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 31(1), pages 83-125, January. [Downloadable!] (restricted)
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  18. Schwert, G William, 1989. " Why Does Stock Market Volatility Change over Time?," Journal of Finance, American Finance Association, vol. 44(5), pages 1115-53, December. [Downloadable!] (restricted)
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  19. William Schwert, G., 1989. "Business cycles, financial crises, and stock volatility : Reply to Shiller," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 31(1), pages 133-137, January. [Downloadable!] (restricted)

  20. Jensen, Michael C. & Fama, Eugene F. & Long, John Jr. & Ruback, Richard S. & Schwert, G. William & Smith, Clifford Jr. & Warner, Jerold, 1989. "Clinical papers and their role in the development of financial economics," Journal of Financial Economics, Elsevier, vol. 24(1), pages 3-6, September. [Downloadable!] (restricted)

  21. Schwert, G William, 1989. "Tests for Unit Roots: A Monte Carlo Investigation," Journal of Business & Economic Statistics, American Statistical Association, vol. 7(2), pages 147-59, April.
    Other versions:
    Published as:

  22. Schwert, G. William, 1987. "Effects of model specification on tests for unit roots in macroeconomic data," Journal of Monetary Economics, Elsevier, vol. 20(1), pages 73-103, July. [Downloadable!] (restricted)

  23. French, Kenneth R. & Schwert, G. William & Stambaugh, Robert F., 1987. "Expected stock returns and volatility," Journal of Financial Economics, Elsevier, vol. 19(1), pages 3-29, September. [Downloadable!] (restricted)

  24. Schwert, G. William, 1986. "The time series behavior of real interest rates A comment," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 24(1), pages 275-287, January. [Downloadable!] (restricted)

  25. William Schwert, G., 1985. "A discussion of CEO deaths and the reaction of stock prices," Journal of Accounting and Economics, Elsevier, vol. 7(1-3), pages 175-178, April. [Downloadable!] (restricted)

  26. Huberman, Gur & Schwert, G William, 1985. "Information Aggregation, Inflation, and the Pricing of Indexed Bonds," Journal of Political Economy, University of Chicago Press, vol. 93(1), pages 92-114, February. [Downloadable!] (restricted)

  27. Schwert, G. William, 1983. "Size and stock returns, and other empirical regularities," Journal of Financial Economics, Elsevier, vol. 12(1), pages 3-12, June. [Downloadable!] (restricted)

  28. French, Kenneth R & Ruback, Richard S & Schwert, G William, 1983. "Effects of Nominal Contracting on Stock Returns," Journal of Political Economy, University of Chicago Press, vol. 91(1), pages 70-96, February. [Downloadable!] (restricted)

  29. Plosser, Charles I & Schwert, G William & White, Halbert, 1982. "Differencing as a Test of Specification," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 23(3), pages 535-52, October. [Downloadable!] (restricted)

  30. Schwert, G William, 1981. "Using Financial Data to Measure Effects of Regulation," Journal of Law & Economics, University of Chicago Press, vol. 24(1), pages 121-58, April.

  31. Schwert, G William, 1981. "The Adjustment of Stock Prices to Information about Inflation," Journal of Finance, American Finance Association, vol. 36(1), pages 15-29, March. [Downloadable!] (restricted)

  32. Plosser, Charles I. & Schwert, G. William, 1979. "Potential GNP: Its measurement and significance : A dissenting opinion," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 10(1), pages 179-186, January. [Downloadable!] (restricted)

  33. William Schwert, G., 1979. "Tests of causality : The message in the innovations," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 10(1), pages 55-96, January. [Downloadable!] (restricted)

  34. Fama, Eugene F & Schwert, G William, 1979. "Inflation, Interest, and Relative Prices," Journal of Business, University of Chicago Press, vol. 52(2), pages 183-209, April. [Downloadable!] (restricted)

  35. Plosser, Charles I. & Schwert*, G. William, 1978. "Money, income, and sunspots: Measuring economic relationships and the effects of differencing," Journal of Monetary Economics, Elsevier, vol. 4(4), pages 637-660, November. [Downloadable!] (restricted)

  36. Plosser, Charles I. & Schwert, G. William, 1977. "Estimation of a non-invertible moving average process : The case of overdifferencing," Journal of Econometrics, Elsevier, vol. 6(2), pages 199-224, September. [Downloadable!] (restricted)

  37. Fama, Eugene F. & Schwert, G. William, 1977. "Human capital and capital market equilibrium," Journal of Financial Economics, Elsevier, vol. 4(1), pages 95-125, January. [Downloadable!] (restricted)

  38. Schwert, G. William, 1977. "Stock exchange seats as capital assets," Journal of Financial Economics, Elsevier, vol. 4(1), pages 51-78, January. [Downloadable!] (restricted)

  39. Nelson, Charles R & Schwert, G William, 1977. "Short-Term Interest Rates as Predictors of Inflation: On Testing the Hypothesis That the Real Rate of Interest is Constant," American Economic Review, American Economic Association, vol. 67(3), pages 478-86, June. [Downloadable!] (restricted)

  40. G. William Schwert, 1977. "Public Regulation of National Securities Exchanges: A Test of the Capture Hypothesis," Bell Journal of Economics, The RAND Corporation, vol. 8(1), pages 128-150, Spring. [Downloadable!] (restricted)

  41. Fama, Eugene F. & Schwert, G. William, 1977. "Asset returns and inflation," Journal of Financial Economics, Elsevier, vol. 5(2), pages 115-146, November. [Downloadable!] (restricted)

Chapters

  1. Schwert, G. William, 2003. "Anomalies and market efficiency," Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, edition 1, volume 1, chapter 15, pages 939-974 Elsevier. [Downloadable!] (restricted)
    Other versions:

Editor

  1. Journal of Financial Economics, Elsevier.

NEP Fields

5 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CFN: Corporate Finance (2) 2001-11-21 2006-06-17 Author is listed
  2. NEP-ETS: Econometric Time Series (1) 2001-08-21
  3. NEP-FIN: Finance (3) 2001-08-21 2002-10-23 2006-06-17 Author is listed
  4. NEP-FMK: Financial Markets (3) 2001-08-21 2001-11-21 2006-06-17 Author is listed
  5. NEP-RMG: Risk Management (1) 2006-06-17
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This page was last updated on 2009-11-12.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.