NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by G. William Schwert

Contact and additional information for this authorAll papers and publicationsWorking Papers onlyWorking Papers with publication info

Working Papers and Chapters

April 2011Stock Volatility During the Recent Financial Crisis
w16976
June 2006The Variability of IPO Initial Returns
with Michelle Lowry, Micah S. Officer: w12295
October 2002Anomalies and Market Efficiency
w9277
December 2001Short Sales, Damages and Class Certification in 10b-5 Actions
with Robert C. Apfel, John E. Parsons, Geoffrey S. Stewart: w8618
November 2001Biases in the IPO Pricing Process
with Michelle Lowry: w8586
August 2001Stock Volatility in the New Millennium: How Wacky Is Nasdaq?
w8436
October 2000IPO Market Cycles: Bubbles or Sequential Learning?
with Michelle Lowry: w7935
April 1999Hostility in Takeovers: In the Eyes of the Beholder?
w7085
January 1998Stock Market Volatility: Ten Years After the Crash
w6381
September 1994Mark-Up Pricing in Mergers and Acquisitions
w4863
April 1993Poison or Placebo? Evidence on the Deterrent and Wealth Effects of Modern Antitakeover Measures
with Robert Comment: w4316
February 1991Heteroskedasticity in Stock Returns
with Paul J. Seguin: w2956
October 1990Stock Volatility and the Crash of '87
w2954
Alternative Models For Conditional Stock Volatility
with Adrian R. Pagan: w2955
March 1990Why Does Stock Market Volatility Change Over Time?
w2798
Business Cycles, Financial Crises, and Stock Volatility
w2957
Stock Returns and Real Activity: A Century of Evidence
w3296
May 1989Indexes of United States Stock Prices From 1802 to 1987
w2985
December 1988Tests For Unit Roots: A Monte Carlo Investigation
t0073

Contact and additional information for this authorAll papers and publicationsWorking Papers onlyWorking Papers with publication info

 
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