G. William Schwert : Citation Profile

Are you G. William Schwert?

University of Rochester (50% share)
National Bureau of Economic Research (NBER) (50% share)

29

H index

40

i10 index

7571

Citations

RESEARCH PRODUCTION:

42

Articles

28

Papers

1

Chapters

RESEARCH ACTIVITY:

   43 years (1977 - 2020). See details.
   Cites by year: 176
   Journals where G. William Schwert has often published
   Relations with other researchers
   Recent citing documents: 420.    Total self citations: 16 (0.21 %)

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   Permalink: http://citec.repec.org/psc116
   Updated: 2022-08-13    RAS profile: 2022-04-01    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with G. William Schwert.

Is cited by:

Bollerslev, Tim (59)

GUPTA, RANGAN (58)

Renneboog, Luc (50)

Campbell, John (39)

Andersen, Torben (37)

Bekaert, Geert (35)

Ghysels, Eric (35)

Wohar, Mark (34)

McAleer, Michael (33)

Balcilar, Mehmet (32)

Degiannakis, Stavros (30)

Cites to:

Ritter, Jay (11)

Hanley, Kathleen (5)

Campbell, John (5)

White, Halbert (5)

French, Kenneth (5)

Christie, William (4)

Shiller, Robert (4)

Ljungqvist, Alexander (4)

Shleifer, Andrei (3)

Stambaugh, Robert (3)

Grossman, Sanford (3)

Main data

Where G. William Schwert has published?

Journals with more than one article published# docs
Journal of Financial Economics12
Journal of Finance6
Carnegie-Rochester Conference Series on Public Policy5
Journal of Monetary Economics3
Journal of Political Economy2
Journal of Econometrics2
The Journal of Business2
Journal of Business & Economic Statistics2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc19

Recent works citing G. William Schwert (2022 and 2021)

YearTitle of citing document
2021Inflation and Economic Growth in Kenya: An Empirical Examination. (2021). Odhiambo, Nicholas M ; Saungweme, Talknice. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:25:y:2021:i:3:p:1-25.

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2021.

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2021Do REITs Hedge against Inflation? Evidence from an African Emerging Market. (2021). Chiwuzie, Augustina ; Oyedokun, Tunbosun Biodun ; Amidu, Abdul-Rasheed ; Gbadegesin, Job Taiwo ; Dabara, Daniel Ibrahim. In: AfRES. RePEc:afr:wpaper:2021-033.

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2021The Impact of Macroeconomic Variables on Capital Market Development in Botswana’s Economy. (2021). Molefhi, Koketso. In: African Journal of Economic Review. RePEc:ags:afjecr:315797.

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2021Trends and Structural Changes in Japanese Post-2011 Agri-Food Trade Flows. (2021). Dadakas, Dimitrios ; Tatsi, Stevi ; Karpetis, Christos. In: Japanese Journal of Agricultural Economics (formerly Japanese Journal of Rural Economics). RePEc:ags:jpjjre:314905.

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2021Contemporary Indonesian GDP: Context of Analysis at Unemployment, Labor Force and Poor People. (2021). Darma, Dio Caisar ; Busari, Arfiah ; Fitriadi, Fitriadi ; Awaluddin, Muhammad. In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2021:p:143-154.

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2021Stochastic leverage effect in high-frequency data: a Fourier based analysis. (2019). Sanfelici, Simona ; Curato, Imma Valentina. In: Papers. RePEc:arx:papers:1910.06660.

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2022Large Dimensional Latent Factor Modeling with Missing Observations and Applications to Causal Inference. (2019). Pelger, Markus ; Xiong, Ruoxuan. In: Papers. RePEc:arx:papers:1910.08273.

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2022Estimation of time-varying kernel densities and chronology of the impact of COVID-19 on financial markets. (2020). Klein, Jules ; Garcin, Matthieu ; Laaribi, Sana. In: Papers. RePEc:arx:papers:2007.09043.

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2021Price, Volatility and the Second-Order Economic Theory. (2020). Olkhov, Victor. In: Papers. RePEc:arx:papers:2009.14278.

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2021Information thermodynamics of financial markets: the Glosten-Milgrom model. (2020). Zagier, Don ; Marsili, Matteo ; Touzo, L'Eo. In: Papers. RePEc:arx:papers:2010.01905.

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2022Recurrent Conditional Heteroskedasticity. (2020). M. -N. Tran, ; T. -N. Nguyen, ; Kohn, R. In: Papers. RePEc:arx:papers:2010.13061.

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2021A general framework for a joint calibration of VIX and VXX options. (2020). Mazzoran, Andrea ; Grasselli, Martino ; Pallavicini, Andrea. In: Papers. RePEc:arx:papers:2012.08353.

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2021Forward indifference valuation and hedging of basis risk under partial information. (2021). Tahvildari, Mahan. In: Papers. RePEc:arx:papers:2101.00251.

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2021Portfolio Construction Using Stratified Models. (2021). Boyd, Stephen ; Barratt, Shane ; Tuck, Jonathan. In: Papers. RePEc:arx:papers:2101.04113.

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2021Power-Law Return-Volatility Cross Correlations of Bitcoin. (2021). Takaishi, T. In: Papers. RePEc:arx:papers:2102.08187.

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2021Perpetual callable American volatility options in a mean-reverting volatility model. (2021). Liu, Hsuan-Ku. In: Papers. RePEc:arx:papers:2104.01127.

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2021Optimal investment and proportional reinsurance in a regime-switching market model under forward preferences. (2021). Salterini, Benedetta ; Cretarola, Alessandra ; Colaneri, Katia. In: Papers. RePEc:arx:papers:2106.13888.

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2021Behavioral Bias Benefits: Beating Benchmarks By Bundling Bouncy Baskets. (2021). Kashyap, Ravi. In: Papers. RePEc:arx:papers:2109.03740.

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2021Realized GARCH, CBOE VIX, and the Volatility Risk Premium. (2021). Huang, Zhuo ; Wang, Tianyi ; Tong, Chen ; Hansen, Peter Reinhard. In: Papers. RePEc:arx:papers:2112.05302.

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2022Dynamic Risk Measurement by EVT based on Stochastic Volatility models via MCMC. (2022). , Shibo ; Bo, Shi. In: Papers. RePEc:arx:papers:2201.09434.

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2022A hybrid deep learning approach for purchasing strategy of carbon emission rights -- Based on Shanghai pilot market. (2022). Xu, Jiayue. In: Papers. RePEc:arx:papers:2201.13235.

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2022Can LSTM outperform volatility-econometric models?. (2022). Rodikov, German ; Antulov-Fantulin, Nino. In: Papers. RePEc:arx:papers:2202.11581.

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2022Dissecting the dot-com bubble in the 1990s NASDAQ. (2022). Fan, Yuchao. In: Papers. RePEc:arx:papers:2206.14130.

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2021Hedging Against Inflation: Housing vs. Equity. (2021). Fehrle, Daniel. In: Discussion Paper Series. RePEc:aug:augsbe:0342.

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2021Impact of Interest Rates on Stock Index: Case of Pakistan Stock Exchange. (2021). Batool, Kiran. In: International Journal of Business and Economic Affairs (IJBEA). RePEc:aya:ijbeaa:2021:p:1-12.

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2021Volatile market condition, institutional constraints, and IPO anomaly: evidence from the Chinese market. (2021). Zhang, Luxiu ; Liu, Desheng. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:1:p:1239-1275.

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2021The choice of financial advisory and independent expert services in takeovers: evidence in a setting where the services are independent. (2021). Grosse, Matthew ; Bugeja, Martin ; Bedford, Anna. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:2:p:3649-3683.

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2021Behavioural Bias Benefits: Beating Benchmarks By Bundling Bouncy Baskets. (2021). Kashyap, Ravi. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:3:p:4885-4921.

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2021Sarbanes?Oxley Act and the acquisition of private targets. (2021). Hossain, Ashrafee T ; Bhabra, Harjeet S. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:s1:p:1457-1487.

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2022CEO pay disparity, takeover premiums and bidder performance in Australia: efficient contracting or managerial power?. (2022). Evans, John ; Duong, Lien ; Luong, Hoa. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:1:p:143-179.

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2021Impacts of COVID?19 and Price Transmission in U.S. Meat Markets. (2021). Ramsey, Austin ; Hahn, William ; Holt, Matthew T ; Goodwin, Barry K. In: Agricultural Economics. RePEc:bla:agecon:v:52:y:2021:i:3:p:441-458.

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2022Do crop prices share common trends and common cycles?. (2022). Vatsa, Puneet. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:66:y:2022:i:2:p:363-382.

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2021Environmental policies and financial performance: stock market reaction to firms for their proactive environmental practices recognized by governmental programs. (2021). Zhu, Qinghua ; Singhal, Vinod ; Chen, Yuan. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:30:y:2021:i:4:p:1548-1562.

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2022A component Markov regime?switching autoregressive conditional range model. (2022). Mazibas, Murat. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:74:y:2022:i:2:p:650-683.

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2021CEO education and the ability to raise capital. (2021). Loukopoulos, Georgios ; Gounopoulos, Dimitrios. In: Corporate Governance: An International Review. RePEc:bla:corgov:v:29:y:2021:i:1:p:67-99.

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2021Asymmetric effects of sectoral shifts under low and high uncertainty. (2021). Berg, Kimberly ; Vu, Nam T. In: Economic Inquiry. RePEc:bla:ecinqu:v:59:y:2021:i:3:p:1149-1171.

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2021How to build a factor portfolio: Does the allocation strategy matter?. (2021). Wendt, Viktoriasophie ; Drobetz, Wolfgang ; Dichtl, Hubert. In: European Financial Management. RePEc:bla:eufman:v:27:y:2021:i:1:p:20-58.

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2021Anomalies enhanced: A portfolio rebalancing approach. (2021). Zhou, Guofu ; Huang, Dayong ; Han, Yufeng. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:2:p:371-424.

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2021A rundown of merger target run?ups. (2021). Verwijmeren, Patrick ; Vagenasnanos, Evangelos ; Dutordoir, Marie ; Wu, Betty. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:2:p:487-518.

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2021The dark side of shareholder litigation: Evidence from corporate takeovers. (2021). Zhao, Yijia ; Chu, Yongqiang. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:3:p:845-873.

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2021Rating labels and style investing: Evidence from Moodys rating recalibration. (2021). Wu, Chunchi ; Tao, Xinyuan. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:4:p:1047-1084.

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2021Political corruption shielding and corporate acquisitions. (2021). Kryzanowski, Lawrence ; Hossain, Ashrafee Tanvir. In: The Financial Review. RePEc:bla:finrev:v:56:y:2021:i:1:p:55-83.

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2021Are outside director trades informative? Evidence from acquiring firms. (2021). Gordon, Rachel E. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:2:p:447-477.

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2021Asset pricing factors in Islamic equity returns. (2021). Shamsuddin, Abul ; Safiullah, MD. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:2:p:523-554.

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2021Volatility and returns: Evidence from China†. (2021). 邓, 彬斌 ; Yan, Sibo ; Qiao, Xiao ; Chi, Yeguang ; Deng, Binbin . In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:4:p:1441-1463.

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2022Can technical indicators predict the Chinese equity risk premium?. (2022). Glabadanidis, Paskalis ; Sun, Mingwei. In: International Review of Finance. RePEc:bla:irvfin:v:22:y:2022:i:1:p:114-142.

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2022Energy and crop price cycles before and after the global financial crisis: A new approach. (2022). Miljkovic, Dragan ; Vatsa, Puneet. In: Journal of Agricultural Economics. RePEc:bla:jageco:v:73:y:2022:i:1:p:220-233.

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2021The information content of target price forecasts: Evidence from mergers and acquisitions. (2021). Xu, Fangming ; Brownentrinh, Ruby ; Ho, Tuan. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:48:y:2021:i:5-6:p:1134-1171.

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2021Irrevocable commitments and tender offer outcomes. (2021). Torstila, Sami ; Rantapuska, Elias ; Fyrqvist, Tomi. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:48:y:2021:i:7-8:p:1290-1331.

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2021Political ideology in M&A. (2021). Alhashel, Bader ; Alnahedh, Saad. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:48:y:2021:i:9-10:p:1711-1746.

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2021Reinvestment Risk and the Equity Term Structure. (2021). Gonalves, Andrei S. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:5:p:2153-2197.

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2022Stock Market and No?Dividend Stocks. (2022). Basak, Suleyman ; Atmaz, Adem. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:1:p:545-599.

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2022Volatility Expectations and Returns. (2022). Muir, Tyler ; Lochstoer, Lars A. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:2:p:1055-1096.

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2021Quantile?frequency analysis and spectral measures for diagnostic checks of time series with nonlinear dynamics. (2021). Li, Tahsin. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:70:y:2021:i:2:p:270-290.

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2021Unit root testing with slowly varying trends. (2021). Otto, Sven. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:42:y:2021:i:1:p:85-106.

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2022Is the ECB’s conventional monetary policy state?dependent? An event study approach. (2022). Perdichizzi, Salvatore ; Torluccio, Giuseppe ; Cotugno, Matteo. In: Manchester School. RePEc:bla:manchs:v:90:y:2022:i:2:p:213-236.

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2021The Good and Bad Volatility: A New Class of Asymmetric Heteroskedastic Models. (2021). BenSaïda, Ahmed. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:2:p:540-570.

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2021A New Unit Root Test for Unemployment Hysteresis Based on the Autoregressive Neural Network*. (2021). YAYA, OLAOLUWA ; Ogbonna, Ahamuefula ; Gil-Alana, Luis ; Furuoka, Fumitaka ; Gilalana, Luis A. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:4:p:960-981.

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2021The South African–United States sovereign bond spread and its association with macroeconomic fundamentals. (2021). Fedderke, Johannes. In: South African Journal of Economics. RePEc:bla:sajeco:v:89:y:2021:i:4:p:499-525.

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2021Political affinity and investors response to the acquisition premium in cross?border M&A transactions — A moderation analysis. (2021). Tideman, Sebastian A ; Tammen, Thomas ; Lopatta, Kerstin ; Fieberg, Christian. In: Strategic Management Journal. RePEc:bla:stratm:v:42:y:2021:i:13:p:2477-2492.

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2021The role of procedural rationality in debiasing acquisition decisions of overconfident CEOs. (2021). Keil, Thomas ; Pavievi, Stevo. In: Strategic Management Journal. RePEc:bla:stratm:v:42:y:2021:i:9:p:1696-1715.

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2021Application of grey relational analysis and artificial neural networks on currency exchange-traded notes (ETNs). (2021). Francis, Diaz John ; Jo-Hui, Chen. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:25:y:2021:i:2:p:17:n:4.

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2021Venture Capital Booms and Startup Financing. (2021). Nanda, Ramana ; Rhodes-Kropf, M ; Janeway, W. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2147.

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2022Explaining the Decline in the US Labor Share: Taxation and Automation. (2022). Irmen, Andreas ; Heer, Burkhard ; Sussmuth, Bernd. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9775.

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2021Sport as a Behavioral Economics Lab. (2021). Chan, Ho Fai ; Torgler, Benno ; Savage, David A. In: CREMA Working Paper Series. RePEc:cra:wpaper:2021-20.

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2021The Extended Holiday Effects on Bucharest Stock Exchange during Coronavirus Pandemic. (2021). Ramona, Dumitriu ; Razvan, Stefanescu. In: Risk in Contemporary Economy. RePEc:ddj:fserec:y:2021:p:293-303.

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2022EQUITY MARKET VOLATILITY IMPACT ON S&P 500 SECTOR INDEXES, 1989-2021. (2022). Sosa-Castro, Miriam. In: Applied Econometrics and International Development. RePEc:eaa:aeinde:v:22:y:2022:i:1_3.

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2021Testing hysteresis in unemployment using artificial network (ANN) unit root test. (2021). Furuoka, Fumitaka. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-00382.

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2021Volatility Forecasting using Hybrid GARCH Neural Network Models: The Case of the Italian Stock Market. (2021). Dritsakis, Nikolaos ; Mademlis, Dimitrios Kartsonakis. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2021-01-5.

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2021Japan’s Stock Market Performance: Evidence from Toda-Yamamoto and Dolado-Lutkepohl Tests for Multivariate Granger Causality. (2021). Islam, Anisul M ; Rahman, Matiur ; Guru-Gharana, Kishor K. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2021-03-12.

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2021The Effect of Financial Distress Probability, Firm Size and Liquidity on Stock Return of Energy Users Companies in Indonesia. (2021). Ihsan, Fikri M ; Fachrudin, Khaira Amalia. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-03-36.

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2021Football sentiment and stock market returns: Evidence from a frontier market. (2021). Nguyen, Duc Nguyen ; Truong, Quang-Thai ; Al-Mohamad, Somar ; Bakry, Walid ; Tran, Quynh-Nhu. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000162.

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2021The Ramadan effect: A standalone anomaly or just a compensation for low liquidity?. (2021). Yaghoubi, Mona ; Biakowski, Jdrzej. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000241.

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2021Does Bitcoin React to Trump’s Tweets?. (2021). Duc, Toan Luu. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:31:y:2021:i:c:s2214635021000903.

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2021Corporate integrity and hostile takeover threats: Evidence from machine learning and “CEO luck”. (2021). Chaivisuttangkun, Sirithida ; Jiraporn, Pornsit ; Chatjuthamard, Pattanaporn ; Ongsakul, Viput. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:32:y:2021:i:c:s2214635021001234.

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2022Corporate complexity, managerial myopia, and hostile takeover exposure: Evidence from textual analysis. (2022). Jiraporn, Pornsit ; Ongsakul, Viput ; Chatjuthamard, Pattanaporn. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:33:y:2022:i:c:s2214635021001453.

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2022The Anna Karenina principle and stock prices. (2022). Baur, Dirk G. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:33:y:2022:i:c:s2214635021001465.

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2022Corporate social responsibility culture and international M&As. (2022). Oikonomou, Ioannis ; Huang, Zhenyi ; Andreas, ; Alexandridis, George. In: The British Accounting Review. RePEc:eee:bracre:v:54:y:2022:i:1:s0890838921000615.

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2022Earnings management of target firms and deal premiums: The role of industry relatedness. (2022). Giner, Begoa ; Gill-De, Belen ; Perafan-Pea, Hector Fabio. In: The British Accounting Review. RePEc:eee:bracre:v:54:y:2022:i:2:s0890838921000640.

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2022New volatility evolution model after extreme events. (2022). Ren, Fei ; Yang, Ming-Yuan ; Zhang, Wei ; Xiong, Xiong ; Li, Sai-Ping ; Chen, Zhang-Hangjian ; Cai, Mei-Ling. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:154:y:2022:i:c:s0960077921009620.

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2021Revisiting acquirer returns: Evidence from unanticipated deals. (2021). Tunyi, Abongeh A. In: Journal of Corporate Finance. RePEc:eee:corfin:v:66:y:2021:i:c:s0929119920302339.

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2021What is the effect of an additional dollar of IPO proceeds?. (2021). Gustafson, Matthew T ; Dambra, Michael ; Pisciotta, Kevin. In: Journal of Corporate Finance. RePEc:eee:corfin:v:66:y:2021:i:c:s092911992030239x.

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2021Loan price in mergers and acquisitions. (2021). Khurshed, Arif ; Hua, Chen ; Gao, Ning. In: Journal of Corporate Finance. RePEc:eee:corfin:v:67:y:2021:i:c:s092911992030198x.

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2021Financial distress risk and stock price crashes. (2021). Lambertides, Neophytos ; Andreou, Panayiotis C. In: Journal of Corporate Finance. RePEc:eee:corfin:v:67:y:2021:i:c:s092911992030314x.

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2021The consequences of political donations for IPO premium and performance. (2021). Wood, Geoffrey ; Mazouz, Khelifa ; Gounopoulos, Dimitrios. In: Journal of Corporate Finance. RePEc:eee:corfin:v:67:y:2021:i:c:s0929119921000080.

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2021Do multiple credit ratings reduce money left on the table? Evidence from U.S. IPOs. (2021). Koutroumpis, Panagiotis ; Gounopoulos, Dimitrios ; Goergen, Marc. In: Journal of Corporate Finance. RePEc:eee:corfin:v:67:y:2021:i:c:s0929119921000195.

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2021Political power, local policy uncertainty and IPO pricing. (2021). Loukopoulos, Panagiotis ; Gounopoulos, Dimitrios ; Colak, Gonul. In: Journal of Corporate Finance. RePEc:eee:corfin:v:67:y:2021:i:c:s0929119921000286.

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2021Does good luck make people overconfident? Evidence from a natural experiment in the stock market. (2021). Shi, Donghui ; Gao, Huasheng ; Zhao, Bin. In: Journal of Corporate Finance. RePEc:eee:corfin:v:68:y:2021:i:c:s0929119921000547.

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2021The effect of cultural and institutional factors on initiation, completion, and duration of cross-border acquisitions. (2021). Raithatha, Mehul ; Lawrence, Edward R ; Rodriguez, Ivan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:68:y:2021:i:c:s0929119921000717.

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2021Stock liquidity, empire building, and valuation. (2021). HASAN, IFTEKHAR ; John, Kose ; Chatterjee, Sris ; Yan, AN. In: Journal of Corporate Finance. RePEc:eee:corfin:v:70:y:2021:i:c:s0929119921001735.

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2022How IPO firms product innovation strategy affects the likelihood of post-IPO acquisitions?. (2022). Zhao, Yunfei ; Zhang, Aoran ; Kooli, Maher. In: Journal of Corporate Finance. RePEc:eee:corfin:v:72:y:2022:i:c:s0929119922000025.

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2022Governance, information flow, and stock returns. (2022). Zakriya, Mohammed ; Dumitrescu, Ariadna. In: Journal of Corporate Finance. RePEc:eee:corfin:v:72:y:2022:i:c:s0929119922000116.

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2022Too much of a good thing? Corporate social responsibility and the takeover market. (2022). Greene, Daniel T ; Fairhurst, Douglas. In: Journal of Corporate Finance. RePEc:eee:corfin:v:73:y:2022:i:c:s0929119922000153.

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2022Product market competition with CDS. (2022). Tang, Dragon Yongjun ; Li, Jay Y. In: Journal of Corporate Finance. RePEc:eee:corfin:v:73:y:2022:i:c:s0929119922000281.

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2022Unique bidder-target relatedness and synergies creation in mergers and acquisitions. (2022). Wei, Fengrong ; Shu, Tao ; Lu, Zhongjin ; Liu, Tingting. In: Journal of Corporate Finance. RePEc:eee:corfin:v:73:y:2022:i:c:s0929119922000396.

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2021Nonlinear effect of sentiment on momentum. (2021). Li, Kai. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:133:y:2021:i:c:s0165188921001883.

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2021Output-unemployment asymmetry in Okun coefficients for OECD countries. (2021). Povaanova, Mariana ; Boda, Martin. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:69:y:2021:i:c:p:307-323.

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2021Realized skewness and the short-term predictability for aggregate stock market volatility. (2021). Wang, Yudong ; Zhang, Yaojie ; He, Mengxi. In: Economic Modelling. RePEc:eee:ecmode:v:103:y:2021:i:c:s0264999321002030.

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2021Returns, volatility and the cryptocurrency bubble of 2017–18. (2021). Cross, Jamie ; Trinh, Kelly ; Hou, Chenghan. In: Economic Modelling. RePEc:eee:ecmode:v:104:y:2021:i:c:s0264999321002327.

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2022Does hospitality industry stock volatility react asymmetrically to health and economic crises?. (2022). Pal, Debdatta. In: Economic Modelling. RePEc:eee:ecmode:v:108:y:2022:i:c:s026499932100328x.

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More than 100 citations found, this list is not complete...

Works by G. William Schwert:

YearTitleTypeCited
1977Short-Term Interest Rates as Predictors of Inflation: On Testing the Hypothesis That the Real Rate of Interest is Constant. In: American Economic Review.
[Full Text][Citation analysis]		article116
2002Tests for Unit Roots: A Monte Carlo Investigation. In: Journal of Business & Economic Statistics.
[Citation analysis]		article712
1989Tests for Unit Roots: A Monte Carlo Investigation..(1989) In: Journal of Business & Economic Statistics.
[Citation analysis]
This paper has another version. Agregated cites: 712		article
1988Tests For Unit Roots: A Monte Carlo Investigation.(1988) In: NBER Technical Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 712		paper
2011Stock Volatility during the Recent Financial Crisis In: European Financial Management.
[Full Text][Citation analysis]		article74
2011Stock Volatility During the Recent Financial Crisis.(2011) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 74		paper
1981The Adjustment of Stock Prices to Information about Inflation. In: Journal of Finance.
[Full Text][Citation analysis]		article137
1990 Heteroskedasticity in Stock Returns. In: Journal of Finance.
[Full Text][Citation analysis]		article168
1988HETEROSKEDASTICITY IN STOCK RETURNS.(1988) In: Rochester, Business - General.
[Citation analysis]
This paper has another version. Agregated cites: 168		paper
1989Heteroskedasticity in Stock Returns.(1989) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 168		paper
1990 Stock Returns and Real Activity: A Century of Evidence. In: Journal of Finance.
[Full Text][Citation analysis]		article309
1990Stock Returns and Real Activity: A Century of Evidence.(1990) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 309		paper
2000Hostility in Takeovers: In the Eyes of the Beholder? In: Journal of Finance.
[Full Text][Citation analysis]		article304
1999Hostility in Takeovers: In the Eyes of the Beholder?.(1999) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 304		paper
2002IPO Market Cycles: Bubbles or Sequential Learning? In: Journal of Finance.
[Full Text][Citation analysis]		article180
2000IPO Market Cycles: Bubbles or Sequential Learning?.(2000) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 180		paper
2010The Variability of IPO Initial Returns In: Journal of Finance.
[Full Text][Citation analysis]		article105
2006The Variability of IPO Initial Returns.(2006) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 105		paper
1979Potential GNP: Its measurement and significance : A dissenting opinion In: Carnegie-Rochester Conference Series on Public Policy.
[Full Text][Citation analysis]		article25
1979Tests of causality : The message in the innovations In: Carnegie-Rochester Conference Series on Public Policy.
[Full Text][Citation analysis]		article12
1986The time series behavior of real interest rates A comment In: Carnegie-Rochester Conference Series on Public Policy.
[Full Text][Citation analysis]		article4
1989Business cycles, financial crises, and stock volatility : Reply to Shiller In: Carnegie-Rochester Conference Series on Public Policy.
[Full Text][Citation analysis]		article58
1989Business cycles, financial crises, and stock volatility In: Carnegie-Rochester Conference Series on Public Policy.
[Full Text][Citation analysis]		article135
1988BUSINESS CYCLES, FINANCIAL CRISES AND STOCK VOLATILITY.(1988) In: Rochester, Business - General.
[Citation analysis]
This paper has another version. Agregated cites: 135		paper
1989Business Cycles, Financial Crises, and Stock Volatility.(1989) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 135		paper
1990Testing for covariance stationarity in stock market data In: Economics Letters.
[Full Text][Citation analysis]		article49
1990Alternative models for conditional stock volatility In: Journal of Econometrics.
[Full Text][Citation analysis]		article553
1989ALTERNATIVE MODELS FOR CONDITIONAL STOCK VOLATILITY.(1989) In: Rochester, Business - General.
[Citation analysis]
This paper has another version. Agregated cites: 553		paper
1989Alternative Models For Conditional Stock Volatility.(1989) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 553		paper
1977Estimation of a non-invertible moving average process : The case of overdifferencing In: Journal of Econometrics.
[Full Text][Citation analysis]		article29
2003Anomalies and market efficiency In: Handbook of the Economics of Finance.
[Full Text][Citation analysis]		chapter327
2002Anomalies and Market Efficiency.(2002) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 327		paper
1985A discussion of CEO deaths and the reaction of stock prices In: Journal of Accounting and Economics.
[Full Text][Citation analysis]		article4
1983Size and stock returns, and other empirical regularities In: Journal of Financial Economics.
[Full Text][Citation analysis]		article43
1987Expected stock returns and volatility In: Journal of Financial Economics.
[Full Text][Citation analysis]		article1523
1989Clinical papers and their role in the development of financial economics In: Journal of Financial Economics.
[Full Text][Citation analysis]		article14
1990Editorial In: Journal of Financial Economics.
[Full Text][Citation analysis]		article0
1993The journal of financial economics*1: A retrospective evaluation (1974-1991) In: Journal of Financial Economics.
[Full Text][Citation analysis]		article24
1995Poison or placebo? Evidence on the deterrence and wealth effects of modern antitakeover measures In: Journal of Financial Economics.
[Full Text][Citation analysis]		article210
1993Poison or Placebo? Evidence on the Deterrent and Wealth Effects of Modern Antitakeover Measures.(1993) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 210		paper
1996Markup pricing in mergers and acquisitions In: Journal of Financial Economics.
[Full Text][Citation analysis]		article279
1994Mark-up Pricing in Mergers and Acquisitions..(1994) In: Rochester, Business - Financial Research and Policy Studies.
[Citation analysis]
This paper has another version. Agregated cites: 279		paper
1994Mark-Up Pricing in Mergers and Acquisitions.(1994) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 279		paper
1997Symposium on market microstructure: Focus on Nasdaq In: Journal of Financial Economics.
[Full Text][Citation analysis]		article9
1977Stock exchange seats as capital assets In: Journal of Financial Economics.
[Full Text][Citation analysis]		article11
1977Human capital and capital market equilibrium In: Journal of Financial Economics.
[Full Text][Citation analysis]		article91
1977Asset returns and inflation In: Journal of Financial Economics.
[Full Text][Citation analysis]		article817
2004Is the IPO pricing process efficient? In: Journal of Financial Economics.
[Full Text][Citation analysis]		article102
1987Effects of model specification on tests for unit roots in macroeconomic data In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article229
2002Stock volatility in the new millennium: how wacky is Nasdaq? In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article68
2001Stock Volatility in the New Millennium: How Wacky Is Nasdaq?.(2001) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 68		paper
1978Money, income, and sunspots: Measuring economic relationships and the effects of differencing In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article60
1989MARGIN REQUIREMENTS AND STOCK VOLATILITY. In: Columbia - Center for Futures Markets.
[Citation analysis]		paper27
1989STOCK VOLATILITY AND THE CRASH OF 87 In: Rochester, Business - General.
[Citation analysis]		paper377
1989Stock Volatility and the Crash of 87.(1989) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 377		paper
1990Stock Volatility and the Crash of 87..(1990) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 377		article
1989INDEXES OF UNITED STATES STOCK PRICES FROM 1802-1987 In: Rochester, Business - General.
[Citation analysis]		paper4
1989Indexes of United States Stock Prices From 1802 to 1987.(1989) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		paper
1982Differencing as a Test of Specification. In: International Economic Review.
[Full Text][Citation analysis]		article22
1988Why Does Stock Market Volatility Change Over Time? In: NBER Working Papers.
[Full Text][Citation analysis]		paper23
2020The Remarkable Growth in Financial Economics, 1974-2020 In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
1998Stock Market Volatility: Ten Years After the Crash In: NBER Working Papers.
[Full Text][Citation analysis]		paper30
1997Stock Market Volatility: Ten Years After the Crash.(1997) In: Center for Financial Institutions Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 30		paper
2001Biases in the IPO Pricing Process In: NBER Working Papers.
[Full Text][Citation analysis]		paper8
2001Short Sales, Damages and Class Certification in 10b-5 Actions In: NBER Working Papers.
[Full Text][Citation analysis]		paper4
1977Public Regulation of National Securities Exchanges: A Test of the Capture Hypothesis In: Bell Journal of Economics.
[Full Text][Citation analysis]		article12
1981Using Financial Data to Measure Effects of Regulation. In: Journal of Law and Economics.
[Full Text][Citation analysis]		article154
1979Inflation, Interest, and Relative Prices. In: The Journal of Business.
[Full Text][Citation analysis]		article7
1990Indexes of U.S. Stock Prices from 1802 to 1987. In: The Journal of Business.
[Full Text][Citation analysis]		article70
1983Effects of Nominal Contracting on Stock Returns. In: Journal of Political Economy.
[Full Text][Citation analysis]		article35
1985Information Aggregation, Inflation, and the Pricing of Indexed Bonds. In: Journal of Political Economy.
[Full Text][Citation analysis]		article17

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