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 |
0 |
0 |
2 |
1,214 |
| Alternative Models For Conditional Stock Volatility |
1 |
1 |
3 |
747 |
2 |
4 |
8 |
1,727 |
| Anomalies and Market Efficiency |
0 |
1 |
4 |
1,397 |
0 |
2 |
18 |
4,355 |
| BUSINESS CYCLES, FINANCIAL CRISES AND STOCK VOLATILITY |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
865 |
| Biases in the IPO Pricing Process |
0 |
1 |
1 |
922 |
1 |
3 |
5 |
2,887 |
| Business Cycles, Financial Crises, and Stock Volatility |
0 |
0 |
0 |
328 |
0 |
0 |
1 |
794 |
| HETEROSKEDASTICITY IN STOCK RETURNS |
0 |
0 |
0 |
4 |
1 |
1 |
1 |
785 |
| Heteroskedasticity in Stock Returns |
1 |
1 |
2 |
198 |
2 |
2 |
5 |
604 |
| Hostility in Takeovers: In the Eyes of the Beholder? |
0 |
1 |
1 |
535 |
1 |
3 |
7 |
1,777 |
| INDEXES OF UNITED STATES STOCK PRICES FROM 1802-1987 |
0 |
0 |
0 |
1 |
0 |
0 |
4 |
720 |
| IPO Market Cycles: Bubbles or Sequential Learning? |
0 |
0 |
3 |
543 |
1 |
1 |
8 |
1,546 |
| Indexes of United States Stock Prices From 1802 to 1987 |
0 |
0 |
0 |
230 |
0 |
4 |
6 |
544 |
| MARGIN REQUIREMENTS AND STOCK VOLATILITY |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
463 |
| Mark-Up Pricing in Mergers and Acquisitions |
0 |
0 |
1 |
369 |
3 |
3 |
8 |
1,159 |
| Mark-up Pricing in Mergers and Acquisitions |
0 |
0 |
0 |
6 |
3 |
4 |
6 |
1,506 |
| Poison or Placebo? Evidence on the Deterrent and Wealth Effects of Modern Antitakeover Measures |
0 |
0 |
0 |
459 |
2 |
3 |
3 |
1,032 |
| STOCK VOLATILITY AND THE CRASH OF '87 |
0 |
0 |
0 |
1 |
1 |
2 |
7 |
1,063 |
| 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 |
1 |
698 |
1 |
1 |
4 |
3,485 |
| Stock Market Volatility: Ten Years After the Crash |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
327 |
| Stock Returns and Real Activity: A Century of Evidence |
1 |
1 |
4 |
365 |
2 |
3 |
15 |
863 |
| Stock Volatility During the Recent Financial Crisis |
0 |
0 |
5 |
247 |
0 |
0 |
10 |
299 |
| Stock Volatility and the Crash of '87 |
0 |
0 |
1 |
303 |
2 |
2 |
4 |
831 |
| Stock Volatility in the New Millennium: How Wacky Is Nasdaq? |
0 |
0 |
1 |
241 |
2 |
4 |
6 |
711 |
| Tests For Unit Roots: A Monte Carlo Investigation |
0 |
0 |
7 |
727 |
0 |
1 |
18 |
1,587 |
| The Remarkable Growth in Financial Economics, 1974-2020 |
0 |
3 |
5 |
99 |
1 |
7 |
11 |
189 |
| The Variability of IPO Initial Returns |
0 |
0 |
0 |
270 |
1 |
2 |
5 |
892 |
| Why Does Stock Market Volatility Change Over Time? |
0 |
2 |
5 |
708 |
0 |
4 |
16 |
2,045 |
| Total Working Papers |
3 |
11 |
44 |
9,477 |
27 |
58 |
187 |
34,760 |
| 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 |
1 |
471 |
| Alternative models for conditional stock volatility |
0 |
0 |
7 |
931 |
2 |
7 |
25 |
2,194 |
| Asset returns and inflation |
5 |
11 |
43 |
2,363 |
14 |
30 |
99 |
5,065 |
| Business cycles, financial crises, and stock volatility |
0 |
0 |
0 |
83 |
0 |
0 |
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 |
0 |
116 |
0 |
2 |
5 |
300 |
| Differencing as a Test of Specification |
0 |
0 |
0 |
42 |
0 |
0 |
3 |
213 |
| Editorial |
0 |
0 |
0 |
7 |
0 |
0 |
2 |
100 |
| Effects of Nominal Contracting on Stock Returns |
0 |
0 |
2 |
68 |
0 |
0 |
4 |
261 |
| Effects of model specification on tests for unit roots in macroeconomic data |
0 |
1 |
1 |
138 |
0 |
1 |
1 |
367 |
| Estimation of a non-invertible moving average process: The case of overdifferencing |
0 |
1 |
4 |
168 |
0 |
3 |
8 |
539 |
| Expected stock returns and volatility |
0 |
1 |
12 |
1,609 |
7 |
11 |
41 |
3,740 |
| Heteroskedasticity in Stock Returns |
0 |
0 |
2 |
234 |
2 |
4 |
7 |
721 |
| Hostility in Takeovers: In the Eyes of the Beholder? |
0 |
1 |
10 |
224 |
3 |
6 |
29 |
717 |
| Human capital and capital market equilibrium |
1 |
1 |
3 |
228 |
2 |
2 |
5 |
563 |
| IPO Market Cycles: Bubbles or Sequential Learning? |
0 |
1 |
5 |
114 |
0 |
4 |
22 |
537 |
| Indexes of U.S. Stock Prices from 1802 to 1987 |
0 |
0 |
1 |
192 |
1 |
3 |
8 |
608 |
| Inflation, Interest, and Relative Prices |
0 |
1 |
1 |
105 |
0 |
3 |
5 |
270 |
| Information Aggregation, Inflation, and the Pricing of Indexed Bonds |
0 |
0 |
0 |
94 |
0 |
0 |
2 |
314 |
| Is the IPO pricing process efficient? |
0 |
0 |
3 |
265 |
0 |
2 |
13 |
729 |
| Markup pricing in mergers and acquisitions |
2 |
2 |
4 |
880 |
2 |
6 |
22 |
2,523 |
| Money, income, and sunspots: Measuring economic relationships and the effects of differencing |
0 |
0 |
0 |
118 |
0 |
0 |
3 |
453 |
| Poison or placebo? Evidence on the deterrence and wealth effects of modern antitakeover measures |
0 |
1 |
5 |
683 |
5 |
6 |
22 |
1,758 |
| Potential GNP: Its measurement and significance: A dissenting opinion |
0 |
3 |
7 |
371 |
3 |
11 |
47 |
1,491 |
| 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 |
0 |
6 |
522 |
0 |
2 |
13 |
1,653 |
| Size and stock returns, and other empirical regularities |
0 |
0 |
0 |
311 |
1 |
1 |
2 |
703 |
| Stock Returns and Real Activity: A Century of Evidence |
0 |
0 |
3 |
227 |
2 |
4 |
17 |
734 |
| Stock Volatility and the Crash of '87 |
0 |
0 |
4 |
457 |
2 |
3 |
11 |
1,429 |
| Stock Volatility during the Recent Financial Crisis |
0 |
0 |
1 |
13 |
1 |
1 |
15 |
62 |
| Stock exchange seats as capital assets |
0 |
0 |
1 |
42 |
0 |
0 |
5 |
224 |
| Stock volatility in the new millennium: how wacky is Nasdaq? |
0 |
0 |
0 |
79 |
1 |
1 |
2 |
348 |
| Symposium on market microstructure: Focus on Nasdaq |
0 |
0 |
0 |
31 |
1 |
1 |
1 |
137 |
| Testing for covariance stationarity in stock market data |
0 |
0 |
0 |
156 |
0 |
1 |
1 |
446 |
| Tests for Unit Roots: A Monte Carlo Investigation |
0 |
0 |
0 |
0 |
4 |
7 |
26 |
1,288 |
| Tests for Unit Roots: A Monte Carlo Investigation |
0 |
0 |
0 |
0 |
0 |
0 |
13 |
1,330 |
| Tests of causality: The message in the innovations |
0 |
0 |
0 |
19 |
0 |
1 |
1 |
67 |
| The Adjustment of Stock Prices to Information about Inflation |
1 |
2 |
4 |
304 |
2 |
3 |
11 |
726 |
| The Variability of IPO Initial Returns |
0 |
0 |
2 |
153 |
1 |
1 |
17 |
607 |
| The journal of financial economics*1: A retrospective evaluation (1974-1991) |
0 |
0 |
0 |
30 |
0 |
1 |
3 |
195 |
| 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 |
5 |
163 |
3 |
5 |
16 |
749 |
| Total Journal Articles |
9 |
26 |
136 |
11,778 |
59 |
133 |
531 |
35,608 |
2 registered items for which data could not be found
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