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 6 12 1,178
Alternative Models For Conditional Stock Volatility 0 0 6 726 5 8 22 1,656
Anomalies and Market Efficiency 4 11 24 1,345 8 25 70 4,149
BUSINESS CYCLES, FINANCIAL CRISES AND STOCK VOLATILITY 0 0 0 0 0 0 1 834
Biases in the IPO Pricing Process 0 1 1 913 4 8 18 2,837
Business Cycles, Financial Crises, and Stock Volatility 0 0 4 320 0 4 9 755
HETEROSKEDASTICITY IN STOCK RETURNS 0 0 0 4 2 8 10 774
Heteroskedasticity in Stock Returns 0 0 0 192 0 1 5 571
Hostility in Takeovers: In the Eyes of the Beholder? 0 1 1 530 2 16 30 1,725
INDEXES OF UNITED STATES STOCK PRICES FROM 1802-1987 0 0 0 1 0 5 8 704
IPO Market Cycles: Bubbles or Sequential Learning? 0 0 0 535 0 4 7 1,503
Indexes of United States Stock Prices From 1802 to 1987 0 0 1 220 0 4 7 494
MARGIN REQUIREMENTS AND STOCK VOLATILITY 0 0 0 0 0 0 6 445
Mark-Up Pricing in Mergers and Acquisitions 1 1 2 364 3 7 19 1,092
Mark-up Pricing in Mergers and Acquisitions 0 0 0 6 2 4 11 1,453
Poison or Placebo? Evidence on the Deterrent and Wealth Effects of Modern Antitakeover Measures 0 0 4 451 0 1 18 979
STOCK VOLATILITY AND THE CRASH OF '87 0 0 0 1 0 3 11 1,017
Short Sales, Damages and Class Certification in 10b-5 Actions 0 0 0 77 1 1 6 481
Stock Market Volatility: Ten Years After the Crash 0 0 0 0 0 0 2 314
Stock Market Volatility: Ten Years After the Crash 0 0 1 691 0 2 4 3,449
Stock Returns and Real Activity: A Century of Evidence 0 0 5 350 1 2 14 780
Stock Volatility During the Recent Financial Crisis 0 1 1 232 2 3 11 251
Stock Volatility and the Crash of '87 0 0 2 299 1 3 15 790
Stock Volatility in the New Millennium: How Wacky Is Nasdaq? 0 0 0 239 0 3 8 690
Tests For Unit Roots: A Monte Carlo Investigation 0 1 5 692 1 6 19 1,480
The Variability of IPO Initial Returns 0 0 0 264 0 1 7 845
Why Does Stock Market Volatility Change Over Time? 0 1 4 675 6 12 35 1,867
Total Working Papers 5 17 61 9,129 39 137 385 33,113


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 2 166 0 1 6 448
Alternative models for conditional stock volatility 5 7 40 832 10 31 119 1,864
Asset returns and inflation 7 14 85 1,939 19 44 206 4,135
Business cycles, financial crises, and stock volatility 0 1 1 76 0 2 6 263
Business cycles, financial crises, and stock volatility: Reply to Shiller 0 1 2 18 0 2 4 56
Clinical papers and their role in the development of financial economics 0 0 2 110 4 8 13 265
Differencing as a Test of Specification 1 1 1 42 3 4 4 199
Editorial 0 0 0 5 0 1 1 76
Effects of Nominal Contracting on Stock Returns 0 0 1 57 0 1 4 228
Effects of model specification on tests for unit roots in macroeconomic data 0 0 0 113 2 4 10 300
Estimation of a non-invertible moving average process: The case of overdifferencing 0 0 0 155 2 4 11 511
Expected stock returns and volatility 14 31 85 1,437 28 66 215 3,232
Heteroskedasticity in Stock Returns 0 0 2 201 1 5 15 596
Human capital and capital market equilibrium 0 0 3 201 1 4 11 496
Indexes of U.S. Stock Prices from 1802 to 1987 0 0 2 166 1 2 9 543
Inflation, Interest, and Relative Prices 0 0 2 83 0 2 10 223
Information Aggregation, Inflation, and the Pricing of Indexed Bonds 0 0 1 88 1 5 11 288
Is the IPO pricing process efficient? 3 5 10 174 4 9 23 498
Markup pricing in mergers and acquisitions 2 13 51 708 16 43 176 1,955
Money, income, and sunspots: Measuring economic relationships and the effects of differencing 0 2 5 98 4 11 23 400
Poison or placebo? Evidence on the deterrence and wealth effects of modern antitakeover measures 1 1 30 586 3 16 133 1,426
Potential GNP: Its measurement and significance: A dissenting opinion 0 4 12 286 2 13 42 1,154
Public Regulation of National Securities Exchanges: A Test of the Capture Hypothesis 0 0 0 35 0 1 3 546
Short-Term Interest Rates as Predictors of Inflation: On Testing the Hypothesis That the Real Rate of Interest is Constant 1 2 6 473 2 3 17 1,525
Size and stock returns, and other empirical regularities 3 6 9 280 6 13 29 620
Stock Returns and Real Activity: A Century of Evidence 0 1 3 180 2 7 17 507
Stock Volatility and the Crash of '87 4 8 16 427 6 20 59 1,301
Stock Volatility during the Recent Financial Crisis 0 0 0 0 2 2 4 6
Stock exchange seats as capital assets 0 1 1 39 0 2 3 203
Stock volatility in the new millennium: how wacky is Nasdaq? 0 0 0 71 0 3 11 309
Symposium on market microstructure: Focus on Nasdaq 0 0 0 30 0 0 0 131
Testing for covariance stationarity in stock market data 0 0 0 156 0 1 3 439
Tests for Unit Roots: A Monte Carlo Investigation 0 0 0 0 1 5 14 1,217
Tests for Unit Roots: A Monte Carlo Investigation 0 0 0 0 1 7 49 1,083
Tests of causality: The message in the innovations 0 0 0 17 0 0 0 60
The Adjustment of Stock Prices to Information about Inflation 1 3 13 240 5 12 43 577
The Variability of IPO Initial Returns 0 0 0 137 0 2 7 489
The journal of financial economics*1: A retrospective evaluation (1974-1991) 0 0 0 25 2 2 5 178
The time series behavior of real interest rates A comment 0 0 0 6 0 0 0 31
Using Financial Data to Measure Effects of Regulation 0 0 15 65 4 12 39 560
Total Journal Articles 42 101 400 9,722 132 370 1,355 28,938
3 registered items for which data could not be found


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Anomalies and market efficiency 3 11 35 1,148 34 88 283 4,764
Total Chapters 3 11 35 1,148 34 88 283 4,764


Statistics updated 2019-12-03