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 |
8 |
10 |
22 |
1,234 |
| Alternative Models For Conditional Stock Volatility |
0 |
0 |
2 |
747 |
7 |
11 |
33 |
1,754 |
| Anomalies and Market Efficiency |
0 |
3 |
5 |
1,401 |
4 |
13 |
42 |
4,388 |
| BUSINESS CYCLES, FINANCIAL CRISES AND STOCK VOLATILITY |
0 |
0 |
0 |
0 |
2 |
2 |
8 |
872 |
| Biases in the IPO Pricing Process |
0 |
0 |
1 |
922 |
3 |
5 |
16 |
2,899 |
| Business Cycles, Financial Crises, and Stock Volatility |
0 |
0 |
2 |
330 |
4 |
8 |
22 |
816 |
| HETEROSKEDASTICITY IN STOCK RETURNS |
0 |
0 |
0 |
4 |
1 |
3 |
5 |
789 |
| Heteroskedasticity in Stock Returns |
0 |
2 |
3 |
200 |
0 |
4 |
15 |
616 |
| Hostility in Takeovers: In the Eyes of the Beholder? |
0 |
0 |
1 |
535 |
1 |
3 |
19 |
1,790 |
| INDEXES OF UNITED STATES STOCK PRICES FROM 1802-1987 |
0 |
0 |
0 |
1 |
3 |
7 |
14 |
733 |
| IPO Market Cycles: Bubbles or Sequential Learning? |
0 |
0 |
2 |
543 |
4 |
9 |
25 |
1,565 |
| Indexes of United States Stock Prices From 1802 to 1987 |
0 |
0 |
0 |
230 |
5 |
9 |
17 |
556 |
| MARGIN REQUIREMENTS AND STOCK VOLATILITY |
0 |
0 |
0 |
0 |
2 |
4 |
9 |
470 |
| Mark-Up Pricing in Mergers and Acquisitions |
0 |
0 |
1 |
370 |
6 |
12 |
24 |
1,180 |
| Mark-up Pricing in Mergers and Acquisitions |
0 |
0 |
0 |
6 |
4 |
7 |
17 |
1,519 |
| Poison or Placebo? Evidence on the Deterrent and Wealth Effects of Modern Antitakeover Measures |
0 |
1 |
1 |
460 |
3 |
7 |
21 |
1,050 |
| STOCK VOLATILITY AND THE CRASH OF '87 |
0 |
0 |
0 |
1 |
1 |
4 |
17 |
1,077 |
| Short Sales, Damages and Class Certification in 10b-5 Actions |
0 |
0 |
0 |
77 |
1 |
2 |
12 |
502 |
| Stock Market Volatility: Ten Years After the Crash |
0 |
0 |
0 |
698 |
5 |
9 |
21 |
3,504 |
| Stock Market Volatility: Ten Years After the Crash |
0 |
0 |
0 |
0 |
3 |
8 |
22 |
349 |
| Stock Returns and Real Activity: A Century of Evidence |
0 |
1 |
5 |
368 |
5 |
11 |
36 |
891 |
| Stock Volatility During the Recent Financial Crisis |
0 |
0 |
0 |
247 |
0 |
3 |
11 |
309 |
| Stock Volatility and the Crash of '87 |
0 |
0 |
1 |
304 |
3 |
7 |
16 |
845 |
| Stock Volatility in the New Millennium: How Wacky Is Nasdaq? |
0 |
0 |
0 |
241 |
3 |
6 |
14 |
720 |
| Tests For Unit Roots: A Monte Carlo Investigation |
0 |
1 |
6 |
729 |
6 |
18 |
36 |
1,615 |
| The Remarkable Growth in Financial Economics, 1974-2020 |
0 |
0 |
5 |
100 |
2 |
4 |
22 |
201 |
| The Variability of IPO Initial Returns |
0 |
0 |
0 |
270 |
0 |
2 |
13 |
901 |
| Why Does Stock Market Volatility Change Over Time? |
1 |
2 |
4 |
710 |
17 |
24 |
50 |
2,089 |
| Total Working Papers |
1 |
10 |
39 |
9,496 |
103 |
212 |
579 |
35,234 |
| 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 |
2 |
7 |
12 |
482 |
| Alternative models for conditional stock volatility |
1 |
1 |
2 |
932 |
11 |
16 |
34 |
2,214 |
| Asset returns and inflation |
3 |
9 |
46 |
2,390 |
15 |
39 |
137 |
5,148 |
| Business cycles, financial crises, and stock volatility |
0 |
0 |
0 |
83 |
4 |
6 |
16 |
330 |
| Business cycles, financial crises, and stock volatility: Reply to Shiller |
0 |
0 |
0 |
18 |
0 |
4 |
20 |
85 |
| Clinical papers and their role in the development of financial economics |
0 |
2 |
2 |
118 |
1 |
4 |
9 |
307 |
| Differencing as a Test of Specification |
0 |
0 |
0 |
42 |
1 |
3 |
12 |
223 |
| Editorial |
0 |
0 |
0 |
7 |
2 |
4 |
9 |
108 |
| Effects of Nominal Contracting on Stock Returns |
0 |
1 |
2 |
69 |
2 |
8 |
16 |
274 |
| Effects of model specification on tests for unit roots in macroeconomic data |
0 |
0 |
1 |
138 |
1 |
1 |
9 |
375 |
| Estimation of a non-invertible moving average process: The case of overdifferencing |
0 |
0 |
2 |
169 |
3 |
4 |
12 |
548 |
| Expected stock returns and volatility |
1 |
3 |
13 |
1,619 |
14 |
23 |
65 |
3,788 |
| Heteroskedasticity in Stock Returns |
0 |
2 |
2 |
236 |
2 |
6 |
25 |
742 |
| Hostility in Takeovers: In the Eyes of the Beholder? |
2 |
3 |
14 |
233 |
7 |
9 |
47 |
746 |
| Human capital and capital market equilibrium |
0 |
0 |
2 |
229 |
0 |
2 |
8 |
569 |
| IPO Market Cycles: Bubbles or Sequential Learning? |
0 |
1 |
4 |
115 |
4 |
9 |
28 |
554 |
| Indexes of U.S. Stock Prices from 1802 to 1987 |
1 |
1 |
1 |
193 |
9 |
10 |
21 |
623 |
| Inflation, Interest, and Relative Prices |
0 |
0 |
1 |
105 |
3 |
6 |
13 |
280 |
| Information Aggregation, Inflation, and the Pricing of Indexed Bonds |
0 |
0 |
0 |
94 |
1 |
1 |
5 |
317 |
| Is the IPO pricing process efficient? |
2 |
3 |
5 |
269 |
3 |
6 |
25 |
749 |
| Markup pricing in mergers and acquisitions |
1 |
1 |
5 |
883 |
11 |
18 |
53 |
2,561 |
| Money, income, and sunspots: Measuring economic relationships and the effects of differencing |
0 |
1 |
1 |
119 |
1 |
3 |
8 |
460 |
| Poison or placebo? Evidence on the deterrence and wealth effects of modern antitakeover measures |
0 |
1 |
6 |
686 |
7 |
15 |
44 |
1,791 |
| Potential GNP: Its measurement and significance: A dissenting opinion |
0 |
3 |
12 |
380 |
10 |
24 |
69 |
1,538 |
| Public Regulation of National Securities Exchanges: A Test of the Capture Hypothesis |
0 |
0 |
0 |
38 |
3 |
3 |
6 |
568 |
| Short-Term Interest Rates as Predictors of Inflation: On Testing the Hypothesis That the Real Rate of Interest is Constant |
0 |
0 |
1 |
522 |
1 |
1 |
16 |
1,664 |
| Size and stock returns, and other empirical regularities |
0 |
1 |
1 |
312 |
1 |
5 |
9 |
711 |
| Stock Returns and Real Activity: A Century of Evidence |
0 |
0 |
0 |
227 |
2 |
6 |
22 |
750 |
| Stock Volatility and the Crash of '87 |
0 |
0 |
2 |
457 |
2 |
6 |
25 |
1,448 |
| Stock Volatility during the Recent Financial Crisis |
0 |
0 |
0 |
13 |
2 |
2 |
12 |
71 |
| Stock exchange seats as capital assets |
0 |
0 |
0 |
42 |
0 |
1 |
4 |
228 |
| Stock volatility in the new millennium: how wacky is Nasdaq? |
0 |
0 |
0 |
79 |
6 |
9 |
16 |
363 |
| Symposium on market microstructure: Focus on Nasdaq |
0 |
0 |
0 |
31 |
2 |
4 |
9 |
145 |
| Testing for covariance stationarity in stock market data |
0 |
0 |
0 |
156 |
3 |
3 |
7 |
452 |
| Tests for Unit Roots: A Monte Carlo Investigation |
0 |
0 |
0 |
0 |
6 |
10 |
33 |
1,311 |
| Tests for Unit Roots: A Monte Carlo Investigation |
0 |
0 |
0 |
0 |
9 |
12 |
30 |
1,357 |
| Tests of causality: The message in the innovations |
0 |
0 |
0 |
19 |
3 |
4 |
16 |
82 |
| The Adjustment of Stock Prices to Information about Inflation |
0 |
0 |
2 |
304 |
4 |
6 |
16 |
737 |
| The Variability of IPO Initial Returns |
0 |
0 |
2 |
154 |
1 |
4 |
30 |
624 |
| The journal of financial economics*1: A retrospective evaluation (1974-1991) |
0 |
0 |
0 |
30 |
1 |
4 |
14 |
207 |
| The time series behavior of real interest rates A comment |
0 |
0 |
0 |
6 |
2 |
2 |
2 |
37 |
| Using Financial Data to Measure Effects of Regulation |
1 |
2 |
4 |
167 |
4 |
6 |
27 |
769 |
| Total Journal Articles |
12 |
35 |
133 |
11,860 |
166 |
316 |
991 |
36,336 |
2 registered items for which data could not be found
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