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G. William Schwert
G. William Schwert
Distinguished University Professor Emeritus of Finance and Statistics, University of Rochester
Verified email at simon.rochester.edu - Homepage
Title
Cited by
Cited by
Year
Expected stock returns and volatility
KR French, GW Schwert, RF Stambaugh
Journal of financial Economics 19 (1), 3-29, 1987
59951987
Why does stock market volatility change over time?
GW Schwert
Journal of Finance 44 (December), 1115-1153, 1989
56311989
Asset returns and inflation
EF Fama, GW Schwert
Journal of financial economics 5 (2), 115-146, 1977
41381977
Tests for unit roots: A Monte Carlo investigation
GW Schwert
Journal of business & economic statistics 20 (1), 5-17, 2002
28372002
Alternative models for conditional stock volatility
AR Pagan, GW Schwert
Journal of econometrics 45 (1-2), 267-290, 1990
20611990
Anomalies and market efficiency
GW Schwert
Handbook of the Economics of Finance 1, 939-974, 2003
19842003
Stock volatility and the crash of’87
GW Schwert
The review of financial studies 3 (1), 77-102, 1990
15541990
Hostility in takeovers: in the eyes of the beholder?
GW Schwert
The journal of finance 55 (6), 2599-2640, 2000
13752000
Markup pricing in mergers and acquisitions
GW Schwert
Journal of Financial economics 41 (2), 153-192, 1996
13491996
Poison or placebo? Evidence on the deterrence and wealth effects of modern antitakeover measures
R Comment, GW Schwert
Journal of financial economics 39 (1), 3-43, 1995
11981995
Stock returns and real activity: A century of evidence
GW Schwert
Journal of Finance 45 (September), 1237-1257, 1990
11121990
Using financial data to measure effects of regulation
GW Schwert
Journal of Law and Economics 24 (1), 121-158, 1981
10431981
Effects of model specification on tests for unit roots in macroeconomic data
GW Schwert
Journal of monetary economics 20 (1), 73-103, 1987
10371987
IPO market cycles: Bubbles or sequential learning?
M Lowry, GW Schwert
The Journal of Finance 57 (3), 1171-1200, 2002
10032002
Heteroskedasticity in stock returns
GW Schwert, PJ Seguin
Journal of Finance 45 (September), 1129-1155, 1991
9011991
Short-term interest rates as predictors of inflation: On testing the hypothesis that the real rate of interest is constant
CR Nelson, GW Schwert
The American Economic Review 67 (3), 478-486, 1977
6411977
The adjustment of stock prices to information about inflation
GW Schwert
the Journal of Finance 36 (1), 15-29, 1981
6361981
Business cycles, financial crises, and stock volatility
GW Schwert
Carnegie-Rochester Conference Series on Public Policy 31 (Autumn), 83-125, 1989
5941989
Is the IPO pricing process efficient?
M Lowry, GW Schwert
Journal of Financial Economics 71 (1), 3-26, 2004
5932004
Indexes of United States stock prices from 1802 to 1987
GW Schwert
Journal of Business 63 (July), 399-426, 1990
564*1990
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