G. William Schwert

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Co-authors

Michelle LowryProfessor of Finance, Drexel UniversityVerified email at drexel.edu
Robert F StambaughMiller Anderson & Sherrerd Professor of Finance, The Wharton School, University of PennsylvaniaVerified email at wharton.upenn.edu
Charles R NelsonProfessor Emeritus of Economics, University of WashingtonVerified email at uw.edu
Charles PlosserVisiting Fellow, Hoover Institution, Stanford UniversityVerified email at simon.rochester.edu
Micah OfficerLoyola Marymount UniversityVerified email at lmu.edu
René StulzProfessor of Finance, Ohio State UniversityVerified email at osu.edu
Eugene F. FamaRobert R. McCormick Distinguished Service Professor of Finance, Chicago Booth
Gur HubermanColumbia Business School
Paul J SeguinPrincipal, Argus Consulting (GA) LLP

G. William Schwert

Distinguished University Professor Emeritus of Finance and Statistics, University of Rochester

Verified email at simon.rochester.edu - Homepage

Asset Pricing Corporate Finance Time Series Analysis Applied Econometrics


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Expected stock returns and volatility KR French, GW Schwert, RF Stambaugh Journal of financial Economics 19 (1), 3-29, 1987	6128	1987
Why does stock market volatility change over time? GW Schwert Journal of Finance 44 (December), 1115-1153, 1989	5776	1989
Asset returns and inflation EF Fama, GW Schwert Journal of financial economics 5 (2), 115-146, 1977	4273	1977
Tests for unit roots: A Monte Carlo investigation GW Schwert Journal of business & economic statistics 20 (1), 5-17, 2002	2890	2002
Alternative models for conditional stock volatility AR Pagan, GW Schwert Journal of econometrics 45 (1-2), 267-290, 1990	2054	1990
Anomalies and Market Efficiency GW Schwert Handbook of the Economics of Finance 1, 2003	2021	2003
Stock volatility and the crash of’87 GW Schwert The review of financial studies 3 (1), 77-102, 1990	1594	1990
Hostility in takeovers: in the eyes of the beholder? GW Schwert The Journal of Finance 55 (6), 2599-2640, 2000	1383	2000
Markup pricing in mergers and acquisitions GW Schwert Journal of Financial economics 41 (2), 153-192, 1996	1369	1996
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	1206	1995
Stock returns and real activity: A century of evidence GW Schwert Journal of Finance 45 (September), 1237-1257, 1990	1127	1990
Using financial data to measure effects of regulation GW Schwert Journal of Law and Economics 24 (1), 121-158, 1981	1058	1981
Effects of model specification on tests for unit roots in macroeconomic data GW Schwert Journal of monetary economics 20 (1), 73-103, 1987	1041	1987
IPO market cycles: Bubbles or sequential learning? M Lowry, GW Schwert The Journal of Finance 57 (3), 1171-1200, 2002	1034	2002
Heteroskedasticity in stock returns GW Schwert, PJ Seguin Journal of Finance 45 (September), 1129-1155, 1991	917	1991
The adjustment of stock prices to information about inflation GW Schwert the Journal of Finance 36 (1), 15-29, 1981	656	1981
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	641	1977
Is the IPO pricing process efficient? M Lowry, GW Schwert Journal of Financial Economics 71 (1), 3-26, 2004	610	2004
Business cycles, financial crises, and stock volatility GW Schwert Carnegie-Rochester Conference Series on Public Policy 31 (Autumn), 83-125, 1989	604	1989
Indexes of United States stock prices from 1802 to 1987 GW Schwert Journal of Business 63 (July), 399-426, 1990	571*	1990

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