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 3 11 1,172
Alternative Models For Conditional Stock Volatility 1 1 8 725 2 4 24 1,647
Anomalies and Market Efficiency 1 4 18 1,333 7 16 63 4,122
BUSINESS CYCLES, FINANCIAL CRISES AND STOCK VOLATILITY 0 0 0 0 1 1 2 834
Biases in the IPO Pricing Process 0 0 0 912 2 4 12 2,828
Business Cycles, Financial Crises, and Stock Volatility 0 0 8 319 0 0 9 750
HETEROSKEDASTICITY IN STOCK RETURNS 0 0 0 4 1 1 2 766
Heteroskedasticity in Stock Returns 0 0 0 192 1 1 3 569
Hostility in Takeovers: In the Eyes of the Beholder? 0 0 2 529 6 7 15 1,705
INDEXES OF UNITED STATES STOCK PRICES FROM 1802-1987 0 0 0 1 1 2 2 698
IPO Market Cycles: Bubbles or Sequential Learning? 0 0 0 535 1 1 3 1,499
Indexes of United States Stock Prices From 1802 to 1987 0 0 4 220 0 0 6 490
MARGIN REQUIREMENTS AND STOCK VOLATILITY 0 0 0 0 3 3 6 445
Mark-Up Pricing in Mergers and Acquisitions 0 0 3 363 0 1 17 1,085
Mark-up Pricing in Mergers and Acquisitions 0 0 0 6 1 2 10 1,449
Poison or Placebo? Evidence on the Deterrent and Wealth Effects of Modern Antitakeover Measures 0 3 4 451 3 8 21 978
STOCK VOLATILITY AND THE CRASH OF '87 0 0 0 1 1 3 10 1,013
Short Sales, Damages and Class Certification in 10b-5 Actions 0 0 0 77 0 0 4 479
Stock Market Volatility: Ten Years After the Crash 0 0 0 0 1 1 2 313
Stock Market Volatility: Ten Years After the Crash 0 0 0 690 0 1 1 3,446
Stock Returns and Real Activity: A Century of Evidence 0 2 6 349 1 4 18 776
Stock Volatility During the Recent Financial Crisis 0 0 0 231 1 2 11 248
Stock Volatility and the Crash of '87 0 2 3 299 1 6 18 787
Stock Volatility in the New Millennium: How Wacky Is Nasdaq? 0 0 0 239 2 2 7 687
Tests For Unit Roots: A Monte Carlo Investigation 0 1 7 691 2 4 18 1,473
The Variability of IPO Initial Returns 0 0 1 264 1 3 5 841
Why Does Stock Market Volatility Change Over Time? 1 2 5 673 3 8 33 1,852
Total Working Papers 3 15 69 9,106 43 88 333 32,952


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 1 2 166 0 1 6 447
Alternative models for conditional stock volatility 3 14 43 820 10 35 126 1,822
Asset returns and inflation 8 25 107 1,919 19 57 231 4,081
Business cycles, financial crises, and stock volatility 0 0 1 75 0 0 7 261
Business cycles, financial crises, and stock volatility: Reply to Shiller 0 0 1 17 0 0 2 53
Clinical papers and their role in the development of financial economics 0 1 1 109 0 3 6 256
Differencing as a Test of Specification 0 0 0 41 0 0 0 195
Editorial 0 0 0 5 0 0 0 75
Effects of Nominal Contracting on Stock Returns 1 1 1 57 2 2 4 227
Effects of model specification on tests for unit roots in macroeconomic data 0 0 0 113 1 3 5 294
Estimation of a non-invertible moving average process: The case of overdifferencing 0 0 0 155 0 0 7 506
Expected stock returns and volatility 13 39 54 1,400 23 83 163 3,146
Heteroskedasticity in Stock Returns 0 1 3 201 1 4 16 590
Hostility in Takeovers: In the Eyes of the Beholder? 0 0 11 161 2 5 32 533
Human capital and capital market equilibrium 0 1 4 201 1 3 11 492
IPO Market Cycles: Bubbles or Sequential Learning? 0 0 1 89 2 4 11 459
Indexes of U.S. Stock Prices from 1802 to 1987 0 1 4 166 0 1 12 541
Inflation, Interest, and Relative Prices 0 1 1 82 1 2 9 220
Information Aggregation, Inflation, and the Pricing of Indexed Bonds 0 0 2 88 1 3 8 283
Is the IPO pricing process efficient? 3 3 6 169 4 6 15 488
Joint Editorial 0 0 0 8 0 0 1 62
Markup pricing in mergers and acquisitions 4 15 46 694 8 54 154 1,906
Money, income, and sunspots: Measuring economic relationships and the effects of differencing 0 1 2 95 2 4 11 388
Poison or placebo? Evidence on the deterrence and wealth effects of modern antitakeover measures 2 7 37 583 16 46 128 1,397
Potential GNP: Its measurement and significance: A dissenting opinion 1 4 9 282 3 11 31 1,139
Public Regulation of National Securities Exchanges: A Test of the Capture Hypothesis 0 0 0 35 1 1 3 545
Short-Term Interest Rates as Predictors of Inflation: On Testing the Hypothesis That the Real Rate of Interest is Constant 0 2 4 470 1 4 17 1,519
Size and stock returns, and other empirical regularities 1 1 5 274 5 7 22 605
Stock Returns and Real Activity: A Century of Evidence 0 1 5 179 1 5 12 497
Stock Volatility and the Crash of '87 0 2 16 419 1 11 56 1,279
Stock Volatility during the Recent Financial Crisis 0 0 0 0 1 1 4 4
Stock exchange seats as capital assets 0 0 0 38 1 1 2 201
Stock volatility in the new millennium: how wacky is Nasdaq? 0 0 0 71 2 2 6 304
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 1 1 3 438
Tests for Unit Roots: A Monte Carlo Investigation 0 0 0 0 1 3 12 1,212
Tests for Unit Roots: A Monte Carlo Investigation 0 0 0 0 8 17 51 1,074
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 0 3 14 236 1 6 40 563
The Variability of IPO Initial Returns 0 0 1 137 0 0 6 486
The journal of financial economics*1: A retrospective evaluation (1974-1991) 0 0 0 25 1 1 3 176
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 1 3 20 64 3 7 36 544
Total Journal Articles 37 127 401 9,853 124 394 1,269 29,530


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 32 1,137 22 68 246 4,661
Total Chapters 3 11 32 1,137 22 68 246 4,661


Statistics updated 2019-08-03