G. William Schwert
Personal Details
First Name: | G. |
Middle Name: | William |
Last Name: | Schwert |
Suffix: | |
RePEc Short-ID: | psc116 |
[This author has chosen not to make the email address public] | |
http://billschwert.com | |
Terminal Degree: | 1975 Booth School of Business; University of Chicago (from RePEc Genealogy) |
Affiliation
(50%) William E. Simon Graduate School of Business Administration
University of Rochester
Rochester, New York (United States)http://www.simon.rochester.edu/
RePEc:edi:sbrocus (more details at EDIRC)
(50%) National Bureau of Economic Research (NBER)
Cambridge, Massachusetts (United States)http://www.nber.org/
RePEc:edi:nberrus (more details at EDIRC)
Research output
Jump to: Working papers Articles ChaptersWorking papers
- G. William Schwert, 2020. "The Remarkable Growth in Financial Economics, 1974-2020," NBER Working Papers 28198, National Bureau of Economic Research, Inc.
- G. William Schwert, 2011.
"Stock Volatility During the Recent Financial Crisis,"
NBER Working Papers
16976, National Bureau of Economic Research, Inc.
- G. William Schwert, 2011. "Stock Volatility during the Recent Financial Crisis," European Financial Management, European Financial Management Association, vol. 17(5), pages 789-805, November.
- Michelle Lowry & Micah S. Officer & G. William Schwert, 2006.
"The Variability of IPO Initial Returns,"
NBER Working Papers
12295, National Bureau of Economic Research, Inc.
- Michelle Lowry & Micah S. Officer & G. William Schwert, 2010. "The Variability of IPO Initial Returns," Journal of Finance, American Finance Association, vol. 65(2), pages 425-465, April.
- G. William Schwert, 2002.
"Anomalies and Market Efficiency,"
NBER Working Papers
9277, National Bureau of Economic Research, Inc.
- Schwert, G. William, 2003. "Anomalies and market efficiency," Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, edition 1, volume 1, chapter 15, pages 939-974, Elsevier.
- Robert C. Apfel & John E. Parsons & G. William Schwert & Geoffrey S. Stewart, 2001. "Short Sales, Damages and Class Certification in 10b-5 Actions," NBER Working Papers 8618, National Bureau of Economic Research, Inc.
- G. William Schwert, 2001.
"Stock Volatility in the New Millennium: How Wacky Is Nasdaq?,"
NBER Working Papers
8436, National Bureau of Economic Research, Inc.
- William Schwert, G., 2002. "Stock volatility in the new millennium: how wacky is Nasdaq?," Journal of Monetary Economics, Elsevier, vol. 49(1), pages 3-26, January.
- Michelle Lowry & G. William Schwert, 2001. "Biases in the IPO Pricing Process," NBER Working Papers 8586, National Bureau of Economic Research, Inc.
- Michelle Lowry & G. William Schwert, 2000.
"IPO Market Cycles: Bubbles or Sequential Learning?,"
NBER Working Papers
7935, National Bureau of Economic Research, Inc.
- Michelle Lowry & G. William Schwert, 2002. "IPO Market Cycles: Bubbles or Sequential Learning?," Journal of Finance, American Finance Association, vol. 57(3), pages 1171-1200, June.
- G. William Schwert, 1999.
"Hostility in Takeovers: In the Eyes of the Beholder?,"
NBER Working Papers
7085, National Bureau of Economic Research, Inc.
- G. William Schwert, 2000. "Hostility in Takeovers: In the Eyes of the Beholder?," Journal of Finance, American Finance Association, vol. 55(6), pages 2599-2640, December.
- G. William Schwert, 1998.
"Stock Market Volatility: Ten Years After the Crash,"
NBER Working Papers
6381, National Bureau of Economic Research, Inc.
- G. William Schwert, 1997. "Stock Market Volatility: Ten Years After the Crash," Center for Financial Institutions Working Papers 97-51, Wharton School Center for Financial Institutions, University of Pennsylvania.
- Schwert, G.W., 1994.
"Mark-up Pricing in Mergers and Acquisitions,"
Papers
95-01, Rochester, Business - Financial Research and Policy Studies.
- Schwert, G. William, 1996. "Markup pricing in mergers and acquisitions," Journal of Financial Economics, Elsevier, vol. 41(2), pages 153-192, June.
- G. William Schwert, 1994. "Mark-Up Pricing in Mergers and Acquisitions," NBER Working Papers 4863, National Bureau of Economic Research, Inc.
- Robert Comment & G. William Schwert, 1993.
"Poison or Placebo? Evidence on the Deterrent and Wealth Effects of Modern Antitakeover Measures,"
NBER Working Papers
4316, National Bureau of Economic Research, Inc.
- Comment, Robert & Schwert, G. William, 1995. "Poison or placebo? Evidence on the deterrence and wealth effects of modern antitakeover measures," Journal of Financial Economics, Elsevier, vol. 39(1), pages 3-43, September.
- G. William Schwert, 1990.
"Stock Returns and Real Activity: A Century of Evidence,"
NBER Working Papers
3296, National Bureau of Economic Research, Inc.
- Schwert, G William, 1990. "Stock Returns and Real Activity: A Century of Evidence," Journal of Finance, American Finance Association, vol. 45(4), pages 1237-1257, September.
- Pagan, A.R. & Schwert, G.W., 1989.
"Alternative Models For Conditional Stock Volatility,"
Papers
89-02, Rochester, Business - General.
- Pagan, Adrian R. & Schwert, G. William, 1990. "Alternative models for conditional stock volatility," Journal of Econometrics, Elsevier, vol. 45(1-2), pages 267-290.
- Adrian R. Pagan & G. William Schwert, 1989. "Alternative Models For Conditional Stock Volatility," NBER Working Papers 2955, National Bureau of Economic Research, Inc.
- Schwert, G.W., 1989.
"Indexes Of United States Stock Prices From 1802-1987,"
Papers
89-04, Rochester, Business - General.
- G. William Schwert, 1989. "Indexes of United States Stock Prices From 1802 to 1987," NBER Working Papers 2985, National Bureau of Economic Research, Inc.
- Schwert, G.W., 1989.
"Stock Volatility And The Crash Of '87,"
Papers
89-01, Rochester, Business - General.
- Schwert, G William, 1990. "Stock Volatility and the Crash of '87," The Review of Financial Studies, Society for Financial Studies, vol. 3(1), pages 77-102.
- G. William Schwert, 1989. "Stock Volatility and the Crash of '87," NBER Working Papers 2954, National Bureau of Economic Research, Inc.
- Schwert, C.W., 1989. "Margin Requirements And Stock Volatility," Papers t6, Columbia - Center for Futures Markets.
- Schwert, G.W., 1988.
"Business Cycles, Financial Crises And Stock Volatility,"
Papers
88-06, Rochester, Business - General.
- Schwert, G. William, 1989. "Business cycles, financial crises, and stock volatility," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 31(1), pages 83-125, January.
- G. William Schwert, 1989. "Business Cycles, Financial Crises, and Stock Volatility," NBER Working Papers 2957, National Bureau of Economic Research, Inc.
- G. William Schwert, 1988.
"Tests For Unit Roots: A Monte Carlo Investigation,"
NBER Technical Working Papers
0073, National Bureau of Economic Research, Inc.
- Schwert, G William, 2002. "Tests for Unit Roots: A Monte Carlo Investigation," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(1), pages 5-17, January.
- Schwert, G William, 1989. "Tests for Unit Roots: A Monte Carlo Investigation," Journal of Business & Economic Statistics, American Statistical Association, vol. 7(2), pages 147-159, April.
- G. William Schwert, 1988. "Why Does Stock Market Volatility Change Over Time?," NBER Working Papers 2798, National Bureau of Economic Research, Inc.
- Schwert, G.W. & Seguin, P.J., 1988.
"Heteroskedasticity In Stock Returns,"
Papers
bc_88-02, Rochester, Business - General.
- Schwert, G William & Seguin, Paul J, 1990. "Heteroskedasticity in Stock Returns," Journal of Finance, American Finance Association, vol. 45(4), pages 1129-1155, September.
- G. William Schwert & Paul J. Seguin, 1989. "Heteroskedasticity in Stock Returns," NBER Working Papers 2956, National Bureau of Economic Research, Inc.
Articles
- G. William Schwert, 2011.
"Stock Volatility during the Recent Financial Crisis,"
European Financial Management, European Financial Management Association, vol. 17(5), pages 789-805, November.
- G. William Schwert, 2011. "Stock Volatility During the Recent Financial Crisis," NBER Working Papers 16976, National Bureau of Economic Research, Inc.
- Michelle Lowry & Micah S. Officer & G. William Schwert, 2010.
"The Variability of IPO Initial Returns,"
Journal of Finance, American Finance Association, vol. 65(2), pages 425-465, April.
- Michelle Lowry & Micah S. Officer & G. William Schwert, 2006. "The Variability of IPO Initial Returns," NBER Working Papers 12295, National Bureau of Economic Research, Inc.
- Lowry, Michelle & Schwert, G. William, 2004. "Is the IPO pricing process efficient?," Journal of Financial Economics, Elsevier, vol. 71(1), pages 3-26, January.
- William Schwert, G., 2002.
"Stock volatility in the new millennium: how wacky is Nasdaq?,"
Journal of Monetary Economics, Elsevier, vol. 49(1), pages 3-26, January.
- G. William Schwert, 2001. "Stock Volatility in the New Millennium: How Wacky Is Nasdaq?," NBER Working Papers 8436, National Bureau of Economic Research, Inc.
- Michelle Lowry & G. William Schwert, 2002.
"IPO Market Cycles: Bubbles or Sequential Learning?,"
Journal of Finance, American Finance Association, vol. 57(3), pages 1171-1200, June.
- Michelle Lowry & G. William Schwert, 2000. "IPO Market Cycles: Bubbles or Sequential Learning?," NBER Working Papers 7935, National Bureau of Economic Research, Inc.
- Schwert, G William, 2002.
"Tests for Unit Roots: A Monte Carlo Investigation,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 20(1), pages 5-17, January.
- Schwert, G William, 1989. "Tests for Unit Roots: A Monte Carlo Investigation," Journal of Business & Economic Statistics, American Statistical Association, vol. 7(2), pages 147-159, April.
- G. William Schwert, 1988. "Tests For Unit Roots: A Monte Carlo Investigation," NBER Technical Working Papers 0073, National Bureau of Economic Research, Inc.
- G. William Schwert, 2000.
"Hostility in Takeovers: In the Eyes of the Beholder?,"
Journal of Finance, American Finance Association, vol. 55(6), pages 2599-2640, December.
- G. William Schwert, 1999. "Hostility in Takeovers: In the Eyes of the Beholder?," NBER Working Papers 7085, National Bureau of Economic Research, Inc.
- Schwert, G. William, 1997. "Symposium on market microstructure: Focus on Nasdaq," Journal of Financial Economics, Elsevier, vol. 45(1), pages 3-8, July.
- Schwert, G. William, 1996.
"Markup pricing in mergers and acquisitions,"
Journal of Financial Economics, Elsevier, vol. 41(2), pages 153-192, June.
- G. William Schwert, 1994. "Mark-Up Pricing in Mergers and Acquisitions," NBER Working Papers 4863, National Bureau of Economic Research, Inc.
- Schwert, G.W., 1994. "Mark-up Pricing in Mergers and Acquisitions," Papers 95-01, Rochester, Business - Financial Research and Policy Studies.
- Comment, Robert & Schwert, G. William, 1995.
"Poison or placebo? Evidence on the deterrence and wealth effects of modern antitakeover measures,"
Journal of Financial Economics, Elsevier, vol. 39(1), pages 3-43, September.
- Robert Comment & G. William Schwert, 1993. "Poison or Placebo? Evidence on the Deterrent and Wealth Effects of Modern Antitakeover Measures," NBER Working Papers 4316, National Bureau of Economic Research, Inc.
- Schwert, G. William, 1993. "The journal of financial economics*1: A retrospective evaluation (1974-1991)," Journal of Financial Economics, Elsevier, vol. 33(3), pages 369-424, June.
- Schwert, G William, 1990.
"Stock Returns and Real Activity: A Century of Evidence,"
Journal of Finance, American Finance Association, vol. 45(4), pages 1237-1257, September.
- G. William Schwert, 1990. "Stock Returns and Real Activity: A Century of Evidence," NBER Working Papers 3296, National Bureau of Economic Research, Inc.
- Schwert, G William, 1990. "Indexes of U.S. Stock Prices from 1802 to 1987," The Journal of Business, University of Chicago Press, vol. 63(3), pages 399-426, July.
- Pagan, Adrian R. & Schwert, G. William, 1990.
"Alternative models for conditional stock volatility,"
Journal of Econometrics, Elsevier, vol. 45(1-2), pages 267-290.
- Adrian R. Pagan & G. William Schwert, 1989. "Alternative Models For Conditional Stock Volatility," NBER Working Papers 2955, National Bureau of Economic Research, Inc.
- Pagan, A.R. & Schwert, G.W., 1989. "Alternative Models For Conditional Stock Volatility," Papers 89-02, Rochester, Business - General.
- Jensen, Michael C. & Long, John Jr. & Ruback, Richard S. & Schwert, G. William & Smith, Clifford Jr. & Warner, Jerold B. & Fama, Eugene F., 1990. "Editorial," Journal of Financial Economics, Elsevier, vol. 28(1-2), pages 3-5.
- Schwert, G William, 1990.
"Stock Volatility and the Crash of '87,"
The Review of Financial Studies, Society for Financial Studies, vol. 3(1), pages 77-102.
- G. William Schwert, 1989. "Stock Volatility and the Crash of '87," NBER Working Papers 2954, National Bureau of Economic Research, Inc.
- Schwert, G.W., 1989. "Stock Volatility And The Crash Of '87," Papers 89-01, Rochester, Business - General.
- Schwert, G William & Seguin, Paul J, 1990.
"Heteroskedasticity in Stock Returns,"
Journal of Finance, American Finance Association, vol. 45(4), pages 1129-1155, September.
- Schwert, G.W. & Seguin, P.J., 1988. "Heteroskedasticity In Stock Returns," Papers bc_88-02, Rochester, Business - General.
- G. William Schwert & Paul J. Seguin, 1989. "Heteroskedasticity in Stock Returns," NBER Working Papers 2956, National Bureau of Economic Research, Inc.
- Pagan, Adrian R. & Schwert, G. William, 1990. "Testing for covariance stationarity in stock market data," Economics Letters, Elsevier, vol. 33(2), pages 165-170, June.
- Schwert, G. William, 1989.
"Business cycles, financial crises, and stock volatility,"
Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 31(1), pages 83-125, January.
- G. William Schwert, 1989. "Business Cycles, Financial Crises, and Stock Volatility," NBER Working Papers 2957, National Bureau of Economic Research, Inc.
- Schwert, G.W., 1988. "Business Cycles, Financial Crises And Stock Volatility," Papers 88-06, Rochester, Business - General.
- William Schwert, G., 1989. "Business cycles, financial crises, and stock volatility : Reply to Shiller," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 31(1), pages 133-137, January.
- Jensen, Michael C. & Fama, Eugene F. & Long, John Jr. & Ruback, Richard S. & Schwert, G. William & Smith, Clifford Jr. & Warner, Jerold, 1989. "Clinical papers and their role in the development of financial economics," Journal of Financial Economics, Elsevier, vol. 24(1), pages 3-6, September.
- Schwert, G. William, 1987. "Effects of model specification on tests for unit roots in macroeconomic data," Journal of Monetary Economics, Elsevier, vol. 20(1), pages 73-103, July.
- French, Kenneth R. & Schwert, G. William & Stambaugh, Robert F., 1987. "Expected stock returns and volatility," Journal of Financial Economics, Elsevier, vol. 19(1), pages 3-29, September.
- Schwert, G. William, 1986. "The time series behavior of real interest rates A comment," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 24(1), pages 275-287, January.
- William Schwert, G., 1985. "A discussion of CEO deaths and the reaction of stock prices," Journal of Accounting and Economics, Elsevier, vol. 7(1-3), pages 175-178, April.
- Huberman, Gur & Schwert, G William, 1985. "Information Aggregation, Inflation, and the Pricing of Indexed Bonds," Journal of Political Economy, University of Chicago Press, vol. 93(1), pages 92-114, February.
- Schwert, G. William, 1983. "Size and stock returns, and other empirical regularities," Journal of Financial Economics, Elsevier, vol. 12(1), pages 3-12, June.
- French, Kenneth R & Ruback, Richard S & Schwert, G William, 1983. "Effects of Nominal Contracting on Stock Returns," Journal of Political Economy, University of Chicago Press, vol. 91(1), pages 70-96, February.
- Plosser, Charles I & Schwert, G William & White, Halbert, 1982. "Differencing as a Test of Specification," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 23(3), pages 535-552, October.
- Schwert, G William, 1981. "Using Financial Data to Measure Effects of Regulation," Journal of Law and Economics, University of Chicago Press, vol. 24(1), pages 121-158, April.
- Schwert, G William, 1981. "The Adjustment of Stock Prices to Information about Inflation," Journal of Finance, American Finance Association, vol. 36(1), pages 15-29, March.
- Plosser, Charles I. & Schwert, G. William, 1979. "Potential GNP: Its measurement and significance : A dissenting opinion," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 10(1), pages 179-186, January.
- William Schwert, G., 1979. "Tests of causality : The message in the innovations," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 10(1), pages 55-96, January.
- Fama, Eugene F & Schwert, G William, 1979. "Inflation, Interest, and Relative Prices," The Journal of Business, University of Chicago Press, vol. 52(2), pages 183-209, April.
- Plosser, Charles I. & Schwert*, G. William, 1978. "Money, income, and sunspots: Measuring economic relationships and the effects of differencing," Journal of Monetary Economics, Elsevier, vol. 4(4), pages 637-660, November.
- Schwert, G. William, 1977. "Stock exchange seats as capital assets," Journal of Financial Economics, Elsevier, vol. 4(1), pages 51-78, January.
- G. William Schwert, 1977. "Public Regulation of National Securities Exchanges: A Test of the Capture Hypothesis," Bell Journal of Economics, The RAND Corporation, vol. 8(1), pages 128-150, Spring.
- Fama, Eugene F. & Schwert, G. William, 1977. "Asset returns and inflation," Journal of Financial Economics, Elsevier, vol. 5(2), pages 115-146, November.
- Plosser, Charles I. & Schwert, G. William, 1977. "Estimation of a non-invertible moving average process : The case of overdifferencing," Journal of Econometrics, Elsevier, vol. 6(2), pages 199-224, September.
- Fama, Eugene F. & Schwert, G. William, 1977. "Human capital and capital market equilibrium," Journal of Financial Economics, Elsevier, vol. 4(1), pages 95-125, January.
- Nelson, Charles R & Schwert, G William, 1977.
"Short-Term Interest Rates as Predictors of Inflation: On Testing the Hypothesis That the Real Rate of Interest is Constant,"
American Economic Review, American Economic Association, vol. 67(3), pages 478-486, June.
RePEc:bla:jfinan:v:57:y:2002:i:2:p:1031-1032 is not listed on IDEAS
RePEc:bla:jfinan:v:44:y:1989:i:5:p:1115-53 is not listed on IDEAS
Chapters
- G. William Schwert, 2022. "Eugene F. Fama (1939–)," Springer Books, in: Robert A. Cord (ed.), The Palgrave Companion to Chicago Economics, chapter 36, pages 925-938, Springer.
- Schwert, G. William, 2003.
"Anomalies and market efficiency,"
Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, edition 1, volume 1, chapter 15, pages 939-974,
Elsevier.
- G. William Schwert, 2002. "Anomalies and Market Efficiency," NBER Working Papers 9277, National Bureau of Economic Research, Inc.
More information
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- Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
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Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 6 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-FMK: Financial Markets (4) 2001-08-21 2001-11-21 2006-06-17 2011-04-30
- NEP-CFN: Corporate Finance (3) 2001-11-21 2006-06-17 2021-02-08
- NEP-FIN: Finance (3) 2001-08-21 2002-10-23 2006-06-17
- NEP-RMG: Risk Management (2) 2006-06-17 2011-04-30
- NEP-CWA: Central and Western Asia (1) 2021-02-08
- NEP-ETS: Econometric Time Series (1) 2001-08-21
- NEP-HIS: Business, Economic and Financial History (1) 2021-02-08
- NEP-HPE: History and Philosophy of Economics (1) 2021-02-08
- NEP-MST: Market Microstructure (1) 2011-04-30
- NEP-SOG: Sociology of Economics (1) 2021-02-08
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