G. William Schwert

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Contact

Affiliations

• University of Rochester / William E. Simon Graduate School of Business Administration (weight: 50%)
  • EDIRC entry
  • location:
• National Bureau of Economic Research (NBER) (weight: 50%)
  • EDIRC entry
  • location:

Research profile

author of:

• Short-Term Interest Rates as Predictors of Inflation: On Testing the Hypothesis That the Real Rate of Interest is Constant (RePEc:aea:aecrev:v:67:y:1977:i:3:p:478-86)
  by Nelson, Charles R & Schwert, G William
• Tests for Unit Roots: A Monte Carlo Investigation (RePEc:bes:jnlbes:v:20:y:2002:i:1:p:5-17)
  by Schwert, G William
• Tests for Unit Roots: A Monte Carlo Investigation (RePEc:bes:jnlbes:v:7:y:1989:i:2:p:147-59)
  by Schwert, G William
• Stock Volatility during the Recent Financial Crisis (RePEc:bla:eufman:v:17:y:2011:i:5:p:789-805)
  by G. William Schwert
• The Adjustment of Stock Prices to Information about Inflation (RePEc:bla:jfinan:v:36:y:1981:i:1:p:15-29)
  by Schwert, G William
• Why Does Stock Market Volatility Change over Time? (RePEc:bla:jfinan:v:44:y:1989:i:5:p:1115-53)
  by Schwert, G William
• Heteroskedasticity in Stock Returns (RePEc:bla:jfinan:v:45:y:1990:i:4:p:1129-55)
  by Schwert, G William & Seguin, Paul J
• Stock Returns and Real Activity: A Century of Evidence (RePEc:bla:jfinan:v:45:y:1990:i:4:p:1237-57)
  by Schwert, G William
• Hostility in Takeovers: In the Eyes of the Beholder? (RePEc:bla:jfinan:v:55:y:2000:i:6:p:2599-2640)
  by G. William Schwert
• Joint Editorial (RePEc:bla:jfinan:v:57:y:2002:i:2:p:1031-1032)
  by Richard Green & Maureen O'Hara & G. William Schwert
• IPO Market Cycles: Bubbles or Sequential Learning? (RePEc:bla:jfinan:v:57:y:2002:i:3:p:1171-1200)
  by Michelle Lowry & G. William Schwert
• The Variability of IPO Initial Returns (RePEc:bla:jfinan:v:65:y:2010:i:2:p:425-465)
  by Michelle Lowry & Micah S. Officer & G. William Schwert
• Potential GNP: Its measurement and significance : A dissenting opinion (RePEc:eee:crcspp:v:10:y:1979:i::p:179-186)
  by Plosser, Charles I. & Schwert, G. William
• Tests of causality : The message in the innovations (RePEc:eee:crcspp:v:10:y:1979:i::p:55-96)
  by William Schwert, G.
• The time series behavior of real interest rates A comment (RePEc:eee:crcspp:v:24:y:1986:i::p:275-287)
  by Schwert, G. William
• Business cycles, financial crises, and stock volatility : Reply to Shiller (RePEc:eee:crcspp:v:31:y:1989:i::p:133-137)
  by William Schwert, G.
• Business cycles, financial crises, and stock volatility (RePEc:eee:crcspp:v:31:y:1989:i::p:83-125)
  by Schwert, G. William
• Testing for covariance stationarity in stock market data (RePEc:eee:ecolet:v:33:y:1990:i:2:p:165-170)
  by Pagan, Adrian R. & Schwert, G. William
• Alternative models for conditional stock volatility (RePEc:eee:econom:v:45:y:1990:i:1-2:p:267-290)
  by Pagan, Adrian R. & Schwert, G. William
• Estimation of a non-invertible moving average process : The case of overdifferencing (RePEc:eee:econom:v:6:y:1977:i:2:p:199-224)
  by Plosser, Charles I. & Schwert, G. William
• Anomalies and market efficiency (RePEc:eee:finchp:2-15)
  by Schwert, G. William
• A discussion of CEO deaths and the reaction of stock prices (RePEc:eee:jaecon:v:7:y:1985:i:1-3:p:175-178)
  by William Schwert, G.
• Size and stock returns, and other empirical regularities (RePEc:eee:jfinec:v:12:y:1983:i:1:p:3-12)
  by Schwert, G. William
• Expected stock returns and volatility (RePEc:eee:jfinec:v:19:y:1987:i:1:p:3-29)
  by French, Kenneth R. & Schwert, G. William & Stambaugh, Robert F.
• Clinical papers and their role in the development of financial economics (RePEc:eee:jfinec:v:24:y:1989:i:1:p:3-6)
  by Jensen, Michael C. & Fama, Eugene F. & Long, John Jr. & Ruback, Richard S. & Schwert, G. William & Smith, Clifford Jr. & Warner, Jerold
• Editorial (RePEc:eee:jfinec:v:28:y:1990:i:1-2:p:3-5)
  by Jensen, Michael C. & Long, John Jr. & Ruback, Richard S. & Schwert, G. William & Smith, Clifford Jr. & Warner, Jerold B. & Fama, Eugene F.
• The journal of financial economics*1: A retrospective evaluation (1974-1991) (RePEc:eee:jfinec:v:33:y:1993:i:3:p:369-424)
  by Schwert, G. William
• Poison or placebo? Evidence on the deterrence and wealth effects of modern antitakeover measures (RePEc:eee:jfinec:v:39:y:1995:i:1:p:3-43)
  by Comment, Robert & Schwert, G. William
• Stock exchange seats as capital assets (RePEc:eee:jfinec:v:4:y:1977:i:1:p:51-78)
  by Schwert, G. William
• Human capital and capital market equilibrium (RePEc:eee:jfinec:v:4:y:1977:i:1:p:95-125)
  by Fama, Eugene F. & Schwert, G. William
• Markup pricing in mergers and acquisitions (RePEc:eee:jfinec:v:41:y:1996:i:2:p:153-192)
  by Schwert, G. William
• Symposium on market microstructure: Focus on Nasdaq (RePEc:eee:jfinec:v:45:y:1997:i:1:p:3-8)
  by Schwert, G. William
• Asset returns and inflation (RePEc:eee:jfinec:v:5:y:1977:i:2:p:115-146)
  by Fama, Eugene F. & Schwert, G. William
• Is the IPO pricing process efficient? (RePEc:eee:jfinec:v:71:y:2004:i:1:p:3-26)
  by Lowry, Michelle & Schwert, G. William
• Effects of model specification on tests for unit roots in macroeconomic data (RePEc:eee:moneco:v:20:y:1987:i:1:p:73-103)
  by Schwert, G. William
• Money, income, and sunspots: Measuring economic relationships and the effects of differencing (RePEc:eee:moneco:v:4:y:1978:i:4:p:637-660)
  by Plosser, Charles I. & Schwert*, G. William
• Stock volatility in the new millennium: how wacky is Nasdaq? (RePEc:eee:moneco:v:49:y:2002:i:1:p:3-26)
  by William Schwert, G.
• Margin Requirements And Stock Volatility (RePEc:fth:colufu:t6)
  by Schwert, C.W.
• Mark-up Pricing in Mergers and Acquisitions (RePEc:fth:robufr:95-01)
  by Schwert, G.W.
• Business Cycles, Financial Crises And Stock Volatility (RePEc:fth:robuge:88-06)
  by Schwert, G.W.
• Stock Volatility And The Crash Of '87 (RePEc:fth:robuge:89-01)
  by Schwert, G.W.
• Alternative Models For Conditional Stock Volatility (RePEc:fth:robuge:89-02)
  by Pagan, A.R. & Schwert, G.W.
• Indexes Of United States Stock Prices From 1802-1987 (RePEc:fth:robuge:89-04)
  by Schwert, G.W.
• Heteroskedasticity In Stock Returns (RePEc:fth:robuge:bc_88-02)
  by Schwert, G.W. & Seguin, P.J.
• Differencing as a Test of Specification (RePEc:ier:iecrev:v:23:y:1982:i:3:p:535-52)
  by Plosser, Charles I & Schwert, G William & White, Halbert
• Tests For Unit Roots: A Monte Carlo Investigation (RePEc:nbr:nberte:0073)
  by G. William Schwert
• The Variability of IPO Initial Returns (RePEc:nbr:nberwo:12295)
  by Michelle Lowry & Micah S. Officer & G. William Schwert
• Stock Volatility During the Recent Financial Crisis (RePEc:nbr:nberwo:16976)
  by G. William Schwert
• Why Does Stock Market Volatility Change Over Time? (RePEc:nbr:nberwo:2798)
  by G. William Schwert
• The Remarkable Growth in Financial Economics, 1974-2020 (RePEc:nbr:nberwo:28198)
  by G. William Schwert
• Stock Volatility and the Crash of '87 (RePEc:nbr:nberwo:2954)
  by G. William Schwert
• Alternative Models For Conditional Stock Volatility (RePEc:nbr:nberwo:2955)
  by Adrian R. Pagan & G. William Schwert
• Heteroskedasticity in Stock Returns (RePEc:nbr:nberwo:2956)
  by G. William Schwert & Paul J. Seguin
• Business Cycles, Financial Crises, and Stock Volatility (RePEc:nbr:nberwo:2957)
  by G. William Schwert
• Indexes of United States Stock Prices From 1802 to 1987 (RePEc:nbr:nberwo:2985)
  by G. William Schwert
• Stock Returns and Real Activity: A Century of Evidence (RePEc:nbr:nberwo:3296)
  by G. William Schwert
• Poison or Placebo? Evidence on the Deterrent and Wealth Effects of Modern Antitakeover Measures (RePEc:nbr:nberwo:4316)
  by Robert Comment & G. William Schwert
• Mark-Up Pricing in Mergers and Acquisitions (RePEc:nbr:nberwo:4863)
  by G. William Schwert
• Stock Market Volatility: Ten Years After the Crash (RePEc:nbr:nberwo:6381)
  by G. William Schwert
• Hostility in Takeovers: In the Eyes of the Beholder? (RePEc:nbr:nberwo:7085)
  by G. William Schwert
• IPO Market Cycles: Bubbles or Sequential Learning? (RePEc:nbr:nberwo:7935)
  by Michelle Lowry & G. William Schwert
• Stock Volatility in the New Millennium: How Wacky Is Nasdaq? (RePEc:nbr:nberwo:8436)
  by G. William Schwert
• Biases in the IPO Pricing Process (RePEc:nbr:nberwo:8586)
  by Michelle Lowry & G. William Schwert
• Short Sales, Damages and Class Certification in 10b-5 Actions (RePEc:nbr:nberwo:8618)
  by Robert C. Apfel & John E. Parsons & G. William Schwert & Geoffrey S. Stewart
• Anomalies and Market Efficiency (RePEc:nbr:nberwo:9277)
  by G. William Schwert
• Stock Volatility and the Crash of '87 (RePEc:oup:rfinst:v:3:y:1990:i:1:p:77-102)
  by Schwert, G William
• Public Regulation of National Securities Exchanges: A Test of the Capture Hypothesis (RePEc:rje:bellje:v:8:y:1977:i:spring:p:128-150)
  by G. William Schwert
• Eugene F. Fama (1939–) (RePEc:spr:sprchp:978-3-031-01775-9_36)
  by G. William Schwert
• Using Financial Data to Measure Effects of Regulation (RePEc:ucp:jlawec:v:24:y:1981:i:1:p:121-58)
  by Schwert, G William
• Inflation, Interest, and Relative Prices (RePEc:ucp:jnlbus:v:52:y:1979:i:2:p:183-209)
  by Fama, Eugene F & Schwert, G William
• Indexes of U.S. Stock Prices from 1802 to 1987 (RePEc:ucp:jnlbus:v:63:y:1990:i:3:p:399-426)
  by Schwert, G William
• Effects of Nominal Contracting on Stock Returns (RePEc:ucp:jpolec:v:91:y:1983:i:1:p:70-96)
  by French, Kenneth R & Ruback, Richard S & Schwert, G William
• Information Aggregation, Inflation, and the Pricing of Indexed Bonds (RePEc:ucp:jpolec:v:93:y:1985:i:1:p:92-114)
  by Huberman, Gur & Schwert, G William
• Stock Market Volatility: Ten Years After the Crash (RePEc:wop:pennin:97-51)
  by G. William Schwert