NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Working Papers by G. William Schwert

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers onlyInformation about this author at RePEc

Working Papers

April 2011Stock Volatility During the Recent Financial Crisis
w16976

Published: "Stock Volatility during the Recent Financial Crisis" NBER Working Paper No. W16976, European Financial Management, 17 (2011) 789-805

June 2006The Variability of IPO Initial Returns
with Michelle Lowry, Micah S. Officer: w12295

Published: 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, 04. citation courtesy of

October 2002Anomalies and Market Efficiency
w9277

Published: 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.

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

Published: Schwert, G. William and Michelle Lowry. "Is the IPO Pricing Process Efficient?" Journal of Financial Economics 71 (January 2004): 3-26.

August 2001Stock Volatility in the New Millennium: How Wacky Is Nasdaq?
w8436

Published: Schwert, G. William. "Stock Volatility In The New Millennium: How Wacky Is Nasdaq?," Journal of Monetary Economics, 2002, v49(1,Jan), 3-26. citation courtesy of

October 2000IPO Market Cycles: Bubbles or Sequential Learning?
with Michelle Lowry: w7935

Published: Lowry, Michelle and G. William Schwert. "IPO Market Cycles: Bubbles Or Sequential Learning?," Journal of Finance, 2002, v57(3,Jun), 1171-1200. citation courtesy of

April 1999Hostility in Takeovers: In the Eyes of the Beholder?
w7085

Published: Schwert, G. William. "Hostility In Takeovers: In The Eyes Of The Beholder?," Journal of Finance, 2000, v55(6,Dec), 2599-2640. citation courtesy of

January 1998Stock Market Volatility: Ten Years After the Crash
w6381

Published: Schwert, G. William. "Stock Market Volatility: Ten Years after the Crash." Brookings-Wharton Papers on Financial Services (1998): 65-99.

September 1994Mark-Up Pricing in Mergers and Acquisitions
w4863

Published: Journal of Financial Economics, vol. 41, no. 2, pp. 153-192, June 1992. citation courtesy of

April 1993Poison or Placebo? Evidence on the Deterrent and Wealth Effects of Modern Antitakeover Measures
with Robert Comment: w4316

Published: Journal of Financial Economics, vol. 39, no. 1, pp. 3-43, (September 1995) citation courtesy of

February 1991Heteroskedasticity in Stock Returns
with Paul J. Seguin: w2956

Published: The Journal of Finance, Vol. XLV, No. 4, pp. 1129-1155, (September 1990). citation courtesy of

October 1990Stock Volatility and the Crash of '87
w2954

Published: The Review of Financial Studies, Vol. 3, No. 1, pp. 77-102, 1990. citation courtesy of

Alternative Models For Conditional Stock Volatility
with Adrian R. Pagan: w2955

Published: Journal of Econometrics, Vol. 45, pp. 267-290, (1990). citation courtesy of

March 1990Why Does Stock Market Volatility Change Over Time?
w2798

Published: The Journal of Finance, Vol. XLIV, No. 5, pp. 1115-1153, (December 1989). citation courtesy of

Business Cycles, Financial Crises, and Stock Volatility
w2957

Published: Carnegie-Rochester Conference Series on Public Policy, Vol. 31, pp. 83-125, (1989). citation courtesy of

Stock Returns and Real Activity: A Century of Evidence
w3296

Published: The Journal of Finance, Vol. XLV, No. 4, pp. 1237-1257, (September 1990). citation courtesy of

May 1989Indexes of United States Stock Prices From 1802 to 1987
w2985

Published: "Indexes of U.S. Stock Prices from 1802 to 1987." From Journal of Business , Vol. 63, No. 3, pp. 399-426, (July 1990).

December 1988Tests For Unit Roots: A Monte Carlo Investigation
t0073

Published: Journal of Business and Economic Statisticsvo. 7, no.2 pp147-159. April 1989.

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers onlyInformation about this author at RePEc

 
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