G. William Schwert
William E. Simon Graduate School of Business Admin
University of Rochester
Rochester, NY 14627
NBER Program Affiliations:
NBER Affiliation: Research Associate
Information about this author at RePEc
NBER Working Papers and Publications
|April 2011||Stock Volatility During the Recent Financial Crisis|
Published: "Stock Volatility during the Recent Financial Crisis" NBER Working Paper No. W16976, European Financial Management, 17 (2011) 789-805 citation courtesy of
|June 2006||The 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 2002||Anomalies and Market Efficiency|
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 2001||Short Sales, Damages and Class Certification in 10b-5 Actions|
with Robert C. Apfel, John E. Parsons, Geoffrey S. Stewart: w8618
|November 2001||Biases 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 2001||Stock Volatility in the New Millennium: How Wacky Is Nasdaq?|
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 2000||IPO 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 1999||Hostility in Takeovers: In the Eyes of the Beholder?|
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 1998||Stock Market Volatility: Ten Years After the Crash|
Published: Schwert, G. William. "Stock Market Volatility: Ten Years after the Crash." Brookings-Wharton Papers on Financial Services (1998): 65-99.
|September 1994||Mark-Up Pricing in Mergers and Acquisitions|
Published: Journal of Financial Economics, vol. 41, no. 2, pp. 153-192, June 1992. citation courtesy of
|April 1993||Poison 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 1990||Stock Returns and Real Activity: A Century of Evidence|
Published: The Journal of Finance, Vol. XLV, No. 4, pp. 1237-1257, (September 1990). citation courtesy of
|May 1989||Stock Volatility and the Crash of '87|
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|
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|
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 1988||Tests For Unit Roots: A Monte Carlo Investigation|
Published: Journal of Business and Economic Statisticsvo. 7, no.2 pp147-159. April 1989.
|Why Does Stock Market Volatility Change Over Time?|
Published: The Journal of Finance, Vol. XLIV, No. 5, pp. 1115-1153, (December 1989). citation courtesy of