Access Statistics for G. William Schwert
Author contact details at EconPapers.
| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| ALTERNATIVE MODELS FOR CONDITIONAL STOCK VOLATILITY |
0 |
0 |
0 |
2 |
1 |
2 |
3 |
1,214 |
| Alternative Models For Conditional Stock Volatility |
0 |
1 |
2 |
746 |
1 |
2 |
5 |
1,723 |
| Anomalies and Market Efficiency |
0 |
1 |
4 |
1,396 |
4 |
6 |
19 |
4,350 |
| BUSINESS CYCLES, FINANCIAL CRISES AND STOCK VOLATILITY |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
864 |
| Biases in the IPO Pricing Process |
0 |
0 |
0 |
921 |
0 |
1 |
3 |
2,884 |
| Business Cycles, Financial Crises, and Stock Volatility |
0 |
0 |
0 |
328 |
0 |
1 |
1 |
794 |
| HETEROSKEDASTICITY IN STOCK RETURNS |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
784 |
| Heteroskedasticity in Stock Returns |
0 |
0 |
2 |
197 |
0 |
1 |
4 |
602 |
| Hostility in Takeovers: In the Eyes of the Beholder? |
0 |
0 |
0 |
534 |
2 |
3 |
3 |
1,773 |
| INDEXES OF UNITED STATES STOCK PRICES FROM 1802-1987 |
0 |
0 |
0 |
1 |
1 |
1 |
7 |
720 |
| IPO Market Cycles: Bubbles or Sequential Learning? |
0 |
1 |
2 |
542 |
1 |
4 |
5 |
1,543 |
| Indexes of United States Stock Prices From 1802 to 1987 |
0 |
0 |
0 |
230 |
0 |
1 |
3 |
540 |
| MARGIN REQUIREMENTS AND STOCK VOLATILITY |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
462 |
| Mark-Up Pricing in Mergers and Acquisitions |
0 |
0 |
1 |
369 |
0 |
0 |
12 |
1,156 |
| Mark-up Pricing in Mergers and Acquisitions |
0 |
0 |
0 |
6 |
0 |
0 |
3 |
1,502 |
| Poison or Placebo? Evidence on the Deterrent and Wealth Effects of Modern Antitakeover Measures |
0 |
0 |
0 |
459 |
0 |
0 |
0 |
1,029 |
| STOCK VOLATILITY AND THE CRASH OF '87 |
0 |
0 |
0 |
1 |
1 |
1 |
5 |
1,061 |
| Short Sales, Damages and Class Certification in 10b-5 Actions |
0 |
0 |
0 |
77 |
0 |
0 |
0 |
490 |
| Stock Market Volatility: Ten Years After the Crash |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
327 |
| Stock Market Volatility: Ten Years After the Crash |
0 |
0 |
1 |
698 |
0 |
1 |
4 |
3,484 |
| Stock Returns and Real Activity: A Century of Evidence |
1 |
1 |
3 |
364 |
3 |
4 |
13 |
858 |
| Stock Volatility During the Recent Financial Crisis |
0 |
1 |
5 |
247 |
1 |
4 |
10 |
299 |
| Stock Volatility and the Crash of '87 |
0 |
1 |
1 |
303 |
0 |
1 |
2 |
829 |
| Stock Volatility in the New Millennium: How Wacky Is Nasdaq? |
0 |
0 |
1 |
241 |
1 |
1 |
3 |
707 |
| Tests For Unit Roots: A Monte Carlo Investigation |
2 |
4 |
8 |
727 |
2 |
7 |
17 |
1,584 |
| The Remarkable Growth in Financial Economics, 1974-2020 |
1 |
1 |
2 |
96 |
1 |
1 |
2 |
180 |
| The Variability of IPO Initial Returns |
0 |
0 |
0 |
270 |
0 |
1 |
2 |
889 |
| Why Does Stock Market Volatility Change Over Time? |
0 |
0 |
5 |
706 |
0 |
2 |
14 |
2,040 |
| Total Working Papers |
4 |
11 |
37 |
9,465 |
20 |
48 |
148 |
34,688 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A discussion of CEO deaths and the reaction of stock prices |
0 |
0 |
0 |
176 |
0 |
0 |
0 |
470 |
| Alternative models for conditional stock volatility |
1 |
3 |
8 |
931 |
2 |
8 |
23 |
2,186 |
| Asset returns and inflation |
2 |
10 |
51 |
2,350 |
6 |
22 |
106 |
5,028 |
| Business cycles, financial crises, and stock volatility |
0 |
0 |
0 |
83 |
0 |
1 |
1 |
314 |
| Business cycles, financial crises, and stock volatility: Reply to Shiller |
0 |
0 |
0 |
18 |
0 |
0 |
0 |
65 |
| Clinical papers and their role in the development of financial economics |
0 |
0 |
1 |
116 |
0 |
0 |
8 |
298 |
| Differencing as a Test of Specification |
0 |
0 |
0 |
42 |
1 |
1 |
2 |
212 |
| Editorial |
0 |
0 |
0 |
7 |
0 |
1 |
3 |
100 |
| Effects of Nominal Contracting on Stock Returns |
0 |
2 |
3 |
68 |
0 |
2 |
4 |
259 |
| Effects of model specification on tests for unit roots in macroeconomic data |
0 |
0 |
1 |
137 |
0 |
0 |
3 |
366 |
| Estimation of a non-invertible moving average process: The case of overdifferencing |
0 |
3 |
5 |
167 |
0 |
3 |
8 |
536 |
| Expected stock returns and volatility |
1 |
3 |
16 |
1,607 |
2 |
7 |
41 |
3,727 |
| Heteroskedasticity in Stock Returns |
0 |
0 |
5 |
234 |
0 |
1 |
8 |
717 |
| Hostility in Takeovers: In the Eyes of the Beholder? |
3 |
5 |
14 |
223 |
5 |
13 |
36 |
708 |
| Human capital and capital market equilibrium |
0 |
0 |
3 |
227 |
0 |
0 |
5 |
561 |
| IPO Market Cycles: Bubbles or Sequential Learning? |
0 |
2 |
5 |
112 |
0 |
5 |
23 |
530 |
| Indexes of U.S. Stock Prices from 1802 to 1987 |
0 |
1 |
1 |
192 |
0 |
4 |
4 |
604 |
| Inflation, Interest, and Relative Prices |
0 |
0 |
0 |
104 |
0 |
0 |
3 |
267 |
| Information Aggregation, Inflation, and the Pricing of Indexed Bonds |
0 |
0 |
0 |
94 |
0 |
0 |
0 |
312 |
| Is the IPO pricing process efficient? |
0 |
1 |
7 |
265 |
0 |
4 |
18 |
727 |
| Markup pricing in mergers and acquisitions |
0 |
1 |
4 |
878 |
4 |
8 |
26 |
2,515 |
| Money, income, and sunspots: Measuring economic relationships and the effects of differencing |
0 |
0 |
0 |
118 |
0 |
1 |
4 |
453 |
| Poison or placebo? Evidence on the deterrence and wealth effects of modern antitakeover measures |
1 |
3 |
4 |
682 |
2 |
5 |
17 |
1,751 |
| Potential GNP: Its measurement and significance: A dissenting opinion |
0 |
1 |
9 |
368 |
7 |
17 |
49 |
1,477 |
| Public Regulation of National Securities Exchanges: A Test of the Capture Hypothesis |
0 |
0 |
0 |
38 |
0 |
0 |
2 |
562 |
| Short-Term Interest Rates as Predictors of Inflation: On Testing the Hypothesis That the Real Rate of Interest is Constant |
0 |
3 |
10 |
522 |
1 |
6 |
16 |
1,650 |
| Size and stock returns, and other empirical regularities |
0 |
0 |
0 |
311 |
0 |
0 |
3 |
702 |
| Stock Returns and Real Activity: A Century of Evidence |
0 |
1 |
4 |
227 |
0 |
3 |
19 |
729 |
| Stock Volatility and the Crash of '87 |
0 |
2 |
4 |
457 |
1 |
5 |
10 |
1,426 |
| Stock Volatility during the Recent Financial Crisis |
0 |
0 |
1 |
13 |
1 |
4 |
16 |
61 |
| Stock exchange seats as capital assets |
0 |
0 |
2 |
42 |
0 |
0 |
7 |
224 |
| Stock volatility in the new millennium: how wacky is Nasdaq? |
0 |
0 |
0 |
79 |
0 |
0 |
3 |
347 |
| Symposium on market microstructure: Focus on Nasdaq |
0 |
0 |
0 |
31 |
0 |
0 |
0 |
136 |
| Testing for covariance stationarity in stock market data |
0 |
0 |
0 |
156 |
0 |
0 |
0 |
445 |
| Tests for Unit Roots: A Monte Carlo Investigation |
0 |
0 |
0 |
0 |
0 |
4 |
27 |
1,280 |
| Tests for Unit Roots: A Monte Carlo Investigation |
0 |
0 |
0 |
0 |
1 |
4 |
17 |
1,329 |
| Tests of causality: The message in the innovations |
0 |
0 |
0 |
19 |
0 |
0 |
0 |
66 |
| The Adjustment of Stock Prices to Information about Inflation |
0 |
1 |
3 |
302 |
1 |
3 |
10 |
723 |
| The Variability of IPO Initial Returns |
0 |
0 |
1 |
152 |
3 |
10 |
20 |
604 |
| The journal of financial economics*1: A retrospective evaluation (1974-1991) |
0 |
0 |
0 |
30 |
0 |
1 |
3 |
194 |
| The time series behavior of real interest rates A comment |
0 |
0 |
0 |
6 |
0 |
0 |
0 |
35 |
| Using Financial Data to Measure Effects of Regulation |
0 |
0 |
7 |
163 |
1 |
2 |
14 |
743 |
| Total Journal Articles |
8 |
42 |
169 |
11,747 |
38 |
145 |
559 |
35,439 |
2 registered items for which data could not be found
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