NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

G. William Schwert

William E. Simon Graduate School of Business Admin
University of Rochester
Rochester, NY 14627
Tel: 585/275-2470
Fax: 585/461-5475

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NBER Program Affiliations: AP
NBER Affiliation: Research Associate

NBER Working Papers and Publications

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
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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

March 1990Stock 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 1989Stock 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

Heteroskedasticity 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

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

Indexes 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.

Why 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

 
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