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 |
9 |
21 |
1,234 |
| Alternative Models For Conditional Stock Volatility |
0 |
0 |
1 |
747 |
1 |
9 |
33 |
1,755 |
| Anomalies and Market Efficiency |
1 |
3 |
6 |
1,402 |
4 |
11 |
46 |
4,392 |
| BUSINESS CYCLES, FINANCIAL CRISES AND STOCK VOLATILITY |
0 |
0 |
0 |
0 |
2 |
4 |
10 |
874 |
| Biases in the IPO Pricing Process |
0 |
0 |
1 |
922 |
1 |
4 |
16 |
2,900 |
| Business Cycles, Financial Crises, and Stock Volatility |
0 |
0 |
2 |
330 |
0 |
6 |
22 |
816 |
| HETEROSKEDASTICITY IN STOCK RETURNS |
0 |
0 |
0 |
4 |
0 |
2 |
5 |
789 |
| Heteroskedasticity in Stock Returns |
1 |
3 |
4 |
201 |
1 |
5 |
15 |
617 |
| Hostility in Takeovers: In the Eyes of the Beholder? |
0 |
0 |
1 |
535 |
0 |
2 |
19 |
1,790 |
| INDEXES OF UNITED STATES STOCK PRICES FROM 1802-1987 |
0 |
0 |
0 |
1 |
3 |
8 |
17 |
736 |
| IPO Market Cycles: Bubbles or Sequential Learning? |
0 |
0 |
1 |
543 |
9 |
14 |
32 |
1,574 |
| Indexes of United States Stock Prices From 1802 to 1987 |
0 |
0 |
0 |
230 |
0 |
8 |
16 |
556 |
| MARGIN REQUIREMENTS AND STOCK VOLATILITY |
0 |
0 |
0 |
0 |
0 |
4 |
9 |
470 |
| Mark-Up Pricing in Mergers and Acquisitions |
0 |
0 |
1 |
370 |
0 |
8 |
24 |
1,180 |
| Mark-up Pricing in Mergers and Acquisitions |
0 |
0 |
0 |
6 |
1 |
5 |
18 |
1,520 |
| Poison or Placebo? Evidence on the Deterrent and Wealth Effects of Modern Antitakeover Measures |
0 |
0 |
1 |
460 |
1 |
7 |
22 |
1,051 |
| STOCK VOLATILITY AND THE CRASH OF '87 |
0 |
0 |
0 |
1 |
0 |
2 |
17 |
1,077 |
| Short Sales, Damages and Class Certification in 10b-5 Actions |
0 |
0 |
0 |
77 |
1 |
3 |
13 |
503 |
| Stock Market Volatility: Ten Years After the Crash |
0 |
0 |
0 |
698 |
2 |
10 |
22 |
3,506 |
| Stock Market Volatility: Ten Years After the Crash |
0 |
0 |
0 |
0 |
3 |
7 |
25 |
352 |
| Stock Returns and Real Activity: A Century of Evidence |
0 |
1 |
5 |
368 |
2 |
11 |
38 |
893 |
| Stock Volatility During the Recent Financial Crisis |
0 |
0 |
0 |
247 |
0 |
0 |
11 |
309 |
| Stock Volatility and the Crash of '87 |
0 |
0 |
1 |
304 |
0 |
5 |
16 |
845 |
| Stock Volatility in the New Millennium: How Wacky Is Nasdaq? |
0 |
0 |
0 |
241 |
1 |
4 |
15 |
721 |
| Tests For Unit Roots: A Monte Carlo Investigation |
1 |
2 |
5 |
730 |
2 |
11 |
35 |
1,617 |
| The Remarkable Growth in Financial Economics, 1974-2020 |
0 |
0 |
5 |
100 |
0 |
2 |
22 |
201 |
| The Variability of IPO Initial Returns |
0 |
0 |
0 |
270 |
2 |
3 |
14 |
903 |
| Why Does Stock Market Volatility Change Over Time? |
1 |
2 |
5 |
711 |
3 |
23 |
52 |
2,092 |
| Total Working Papers |
4 |
11 |
39 |
9,500 |
39 |
187 |
605 |
35,273 |
| 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 |
1 |
6 |
13 |
483 |
| Alternative models for conditional stock volatility |
0 |
1 |
2 |
932 |
1 |
14 |
31 |
2,215 |
| Asset returns and inflation |
8 |
13 |
50 |
2,398 |
18 |
46 |
144 |
5,166 |
| Business cycles, financial crises, and stock volatility |
0 |
0 |
0 |
83 |
0 |
5 |
16 |
330 |
| Business cycles, financial crises, and stock volatility: Reply to Shiller |
0 |
0 |
0 |
18 |
0 |
1 |
20 |
85 |
| Clinical papers and their role in the development of financial economics |
0 |
2 |
2 |
118 |
0 |
3 |
9 |
307 |
| Differencing as a Test of Specification |
0 |
0 |
0 |
42 |
1 |
2 |
13 |
224 |
| Editorial |
0 |
0 |
0 |
7 |
0 |
2 |
8 |
108 |
| Effects of Nominal Contracting on Stock Returns |
0 |
0 |
1 |
69 |
0 |
6 |
15 |
274 |
| Effects of model specification on tests for unit roots in macroeconomic data |
1 |
1 |
2 |
139 |
1 |
2 |
10 |
376 |
| Estimation of a non-invertible moving average process: The case of overdifferencing |
0 |
0 |
2 |
169 |
0 |
3 |
12 |
548 |
| Expected stock returns and volatility |
1 |
3 |
14 |
1,620 |
6 |
24 |
69 |
3,794 |
| Heteroskedasticity in Stock Returns |
0 |
2 |
2 |
236 |
0 |
5 |
25 |
742 |
| Hostility in Takeovers: In the Eyes of the Beholder? |
1 |
4 |
14 |
234 |
3 |
12 |
46 |
749 |
| Human capital and capital market equilibrium |
0 |
0 |
2 |
229 |
2 |
2 |
10 |
571 |
| IPO Market Cycles: Bubbles or Sequential Learning? |
0 |
1 |
3 |
115 |
2 |
10 |
26 |
556 |
| Indexes of U.S. Stock Prices from 1802 to 1987 |
0 |
1 |
1 |
193 |
3 |
13 |
22 |
626 |
| Inflation, Interest, and Relative Prices |
0 |
0 |
1 |
105 |
0 |
4 |
13 |
280 |
| Information Aggregation, Inflation, and the Pricing of Indexed Bonds |
0 |
0 |
0 |
94 |
0 |
1 |
5 |
317 |
| Is the IPO pricing process efficient? |
1 |
4 |
5 |
270 |
5 |
10 |
27 |
754 |
| Markup pricing in mergers and acquisitions |
3 |
4 |
8 |
886 |
10 |
23 |
60 |
2,571 |
| Money, income, and sunspots: Measuring economic relationships and the effects of differencing |
1 |
2 |
2 |
120 |
1 |
4 |
8 |
461 |
| Poison or placebo? Evidence on the deterrence and wealth effects of modern antitakeover measures |
1 |
2 |
6 |
687 |
3 |
14 |
45 |
1,794 |
| Potential GNP: Its measurement and significance: A dissenting opinion |
0 |
2 |
12 |
380 |
4 |
20 |
72 |
1,542 |
| Public Regulation of National Securities Exchanges: A Test of the Capture Hypothesis |
0 |
0 |
0 |
38 |
1 |
4 |
7 |
569 |
| Short-Term Interest Rates as Predictors of Inflation: On Testing the Hypothesis That the Real Rate of Interest is Constant |
0 |
0 |
0 |
522 |
2 |
3 |
17 |
1,666 |
| Size and stock returns, and other empirical regularities |
0 |
1 |
1 |
312 |
0 |
3 |
9 |
711 |
| Stock Returns and Real Activity: A Century of Evidence |
0 |
0 |
0 |
227 |
1 |
6 |
22 |
751 |
| Stock Volatility and the Crash of '87 |
0 |
0 |
0 |
457 |
2 |
7 |
25 |
1,450 |
| Stock Volatility during the Recent Financial Crisis |
1 |
1 |
1 |
14 |
1 |
3 |
12 |
72 |
| Stock exchange seats as capital assets |
0 |
0 |
0 |
42 |
0 |
0 |
4 |
228 |
| Stock volatility in the new millennium: how wacky is Nasdaq? |
1 |
1 |
1 |
80 |
1 |
9 |
17 |
364 |
| Symposium on market microstructure: Focus on Nasdaq |
0 |
0 |
0 |
31 |
0 |
4 |
9 |
145 |
| Testing for covariance stationarity in stock market data |
0 |
0 |
0 |
156 |
1 |
4 |
8 |
453 |
| Tests for Unit Roots: A Monte Carlo Investigation |
0 |
0 |
0 |
0 |
1 |
7 |
32 |
1,312 |
| Tests for Unit Roots: A Monte Carlo Investigation |
0 |
0 |
0 |
0 |
1 |
11 |
30 |
1,358 |
| Tests of causality: The message in the innovations |
0 |
0 |
0 |
19 |
0 |
3 |
16 |
82 |
| The Adjustment of Stock Prices to Information about Inflation |
0 |
0 |
2 |
304 |
0 |
5 |
15 |
737 |
| The Variability of IPO Initial Returns |
0 |
0 |
2 |
154 |
3 |
6 |
26 |
627 |
| The journal of financial economics*1: A retrospective evaluation (1974-1991) |
0 |
0 |
0 |
30 |
2 |
4 |
15 |
209 |
| The time series behavior of real interest rates A comment |
0 |
0 |
0 |
6 |
0 |
2 |
2 |
37 |
| Using Financial Data to Measure Effects of Regulation |
2 |
3 |
6 |
169 |
2 |
6 |
29 |
771 |
| Total Journal Articles |
21 |
48 |
142 |
11,881 |
79 |
319 |
1,014 |
36,415 |
2 registered items for which data could not be found
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