G. William Schwert : Citation Profile


Are you G. William Schwert?

University of Rochester
National Bureau of Economic Research (NBER)

27

H index

37

i10 index

6282

Citations

RESEARCH PRODUCTION:

41

Articles

28

Papers

1

Chapters

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   43 years (1977 - 2020). See details.
   Cites by year: 146
   Journals where G. William Schwert has often published
   Relations with other researchers
   Recent citing documents: 322.    Total self citations: 16 (0.25 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psc116
   Updated: 2021-06-07    RAS profile: 2021-03-19    
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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 (54)

Renneboog, Luc (44)

GUPTA, RANGAN (44)

Campbell, John (38)

Andersen, Torben (35)

Ghysels, Eric (33)

Bekaert, Geert (33)

McAleer, Michael (30)

Degiannakis, Stavros (30)

Wohar, Mark (29)

Balcilar, Mehmet (26)

Cites to:

Ritter, Jay (9)

White, Halbert (5)

French, Kenneth (5)

Hanley, Kathleen (5)

Grossman, Sanford (3)

Stambaugh, Robert (3)

Ljungqvist, Alexander (3)

Shleifer, Andrei (3)

Fama, Eugene (3)

Campbell, John (3)

Shiller, Robert (3)

Main data


Where G. William Schwert has published?


Journals with more than one article published# docs
Journal of Financial Economics12
Journal of Finance5
Carnegie-Rochester Conference Series on Public Policy5
Journal of Monetary Economics3
Journal of Political Economy2
The Journal of Business2
Journal of Econometrics2
Journal of Business & Economic Statistics2

Recent works citing G. William Schwert (2021 and 2020)


YearTitle of citing document
2020THE IMPACT OF MERGERS AND ACQUISITIONS ON THE OPERATIONAL PERFORMANCE OF COMPANIES IN EMERGING CAPITAL MARKETS. (2020). Hajiyeva, Arzu. In: Review of Socio - Economic Perspectives. RePEc:aly:journl:202067.

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2020Assessing the Stability of Money Demand Function in Saudi Arabia. (2020). Al Rasasi, Moayad. In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2020:p:22-28.

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2020Equity Premium Puzzle or Faulty Economic Modelling?. (2019). Rachev, Svetlozar T ; Fabozzi, Frank J ; Stoyanov, Stoyan V ; Shirvani, Abootaleb. In: Papers. RePEc:arx:papers:1909.13019.

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2020Trading Strategies and Market Color: The Benefits of Friendship with Quantitative Analysts and Financial Engineers. (2019). Kashyap, Ravi. In: Papers. RePEc:arx:papers:1910.02144.

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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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2020Large 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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2020A study on the leverage effect on financial series using a TAR model: a Bayesian approach. (2020). Nieto, Fabio ; Espinosa, Oscar. In: Papers. RePEc:arx:papers:2002.05319.

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2020Unit Root Testing with Slowly Varying Trends. (2020). Otto, Sven. In: Papers. RePEc:arx:papers:2003.04066.

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2020Estimation 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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2020Economic Reality, Economic Media and Individuals Expectations. (2020). Persson, Kristoffer. In: Papers. RePEc:arx:papers:2007.13823.

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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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2020A Horserace of Volatility Models for Cryptocurrency: Evidence from Bitcoin Spot and Option Markets. (2020). Hao, Wenyan ; Chi, Yeguang. In: Papers. RePEc:arx:papers:2010.07402.

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

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2020Bull and Bear Markets During the COVID-19 Pandemic. (2020). Maheu, John ; McCurdy, Thomas H ; Song, Yong. In: Papers. RePEc:arx:papers:2012.01623.

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2020A 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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2020Can Crude Oil Price be a Predictor of Stock Index Return? Evidence from Vietnamese Stock Market. (2020). Nguyen, Dat Thanh. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:13-21.

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2020Calendar Anomalies in the Banking and it Index: The Indian Experience. (2020). Das, Chandrabhanu ; Singh, Shikta. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:439-448.

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2020Analysing the Industrial Electricity Demand for Turkey. (2020). Kavaz, Ismail. In: Bingol University Journal of Economics and Administrative Sciences. RePEc:bgo:journl:v:4:y:2020:i:2:p:187-218repec/bgo/.

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2020Drivers of research impact: evidence from the top three finance journals. (2020). Li, Zhichuan ; Dang, Chongyu. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:3:p:2759-2809.

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2020Does takeover competition affect acquisition choices and bidding firm performance? Australian evidence. (2020). Gunasekarage, Abeyratna ; faff, robert. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:4:p:3581-3619.

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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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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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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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2020Trade uncertainties and the hedging abilities of Bitcoin. (2020). GUPTA, RANGAN ; Bouri, Elie ; Gkillas, Konstantinos. In: Economic Notes. RePEc:bla:ecnote:v:49:y:2020:i:3:n:e12173.

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2020Consumption, asset wealth, equity premium, term spread, and flight to quality. (2020). Sousa, Ricardo ; Costantini, Mauro. In: European Financial Management. RePEc:bla:eufman:v:26:y:2020:i:3:p:778-807.

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2020The dark side of individual blockholder philanthropy. (2020). White, Roger M ; Shohfi, Thomas D. In: Financial Management. RePEc:bla:finmgt:v:49:y:2020:i:3:p:741-767.

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2020What Matters to Individual Investors? Evidence from the Horses Mouth. (2020). Choi, James ; Robertson, Adriana Z. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:4:p:1965-2020.

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2020Price and Probability: Decomposing the Takeover Effects of Anti‐Takeover Provisions. (2020). Cuñat, Vicente ; Cuat, Vicente ; Guadalupe, Maria ; Gine, Mireia. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:5:p:2591-2629.

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2020POSTCRISIS M&As AND THE IMPACT OF FINANCIAL CONSTRAINTS. (2020). Hossain, Ashrafee ; Cleary, Sean . In: Journal of Financial Research. RePEc:bla:jfnres:v:43:y:2020:i:2:p:407-454.

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2020Disclosure Regulation and Corporate Acquisitions. (2020). Duro, Miguel ; Bonetti, Pietro ; Ormazabal, Gaizka. In: Journal of Accounting Research. RePEc:bla:joares:v:58:y:2020:i:1:p:55-103.

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2020Resolving Information Asymmetry Through Contractual Risk Sharing: The Case of Private Firm Acquisitions. (2020). Jansen, Mark. In: Journal of Accounting Research. RePEc:bla:joares:v:58:y:2020:i:5:p:1203-1248.

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2020Systematic Liquidity Risk Premia. (2020). Hong, Sanghyun ; Boyle, Glenn. In: Working Papers in Economics. RePEc:cbt:econwp:20/15.

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2020Feverish Stock Price Reactions to COVID-19. (2020). Ramelli, Stefano ; Wagner, Alexander F. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14511.

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2020Changes of the Time Intervals Specific to Calendar Anomalies: the Case of TOQ Effect on Bucharest Stock Exchange. (2020). RAMONA, DUMITRIU ; Razvan, Stefanescu. In: Risk in Contemporary Economy. RePEc:ddj:fserec:y:2020:p:264-273.

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2020Investor Attention, Lottery Stocks and the Cross-Section of Expected Returns.. (2020). Hanke, Bernd ; Zagonov, Maxim. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00846.

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2020Credit Quality and Stock Returns of Commercial Banks. (2020). Rahat, Birjees ; Hasnaoui, Amir ; Mirza, Nawazish. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00868.

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2020On the inflation risks embedded in sovereign bond yields. (2020). Camba-Mendez, Gonzalo. In: Working Paper Series. RePEc:ecb:ecbwps:20202423.

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2020An Empirical Analysis of Behavioral Finance in the Saudi Stock Market: Evidence of Overconfidence Behavior. (2020). Alarfaj, Omar ; Alsabban, Soleman. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-01-10.

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2020Long Memory and Stock Market Efficiency: Case of Saudi Arabia. (2020). Lamouchi, Rim Ammar. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-03-5.

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2020Volatility Asymmetry of Scale Indexes - Taking China as an Example. (2020). Gan, Su-Mei ; Lin, Li-Wei ; Cheng, Jao-Hong ; Wei, Shih-Yung. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-04-19.

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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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2020Fuel-Mining Exports and Growth in a Developing State: The Case of the UAE. (2020). Chamberlain, Trevor William ; Kalaitzi, Athanasia Stylianou. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-04-38.

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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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2020Comovement amongst the demand for New Zealand tourism. (2020). Vatsa, Puneet. In: Annals of Tourism Research. RePEc:eee:anture:v:83:y:2020:i:c:s0160738320301092.

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2020Nonlinear and time-varying risk premia. (2020). Cai, Zongwu ; Mi, Xianhua ; Ma, Chaoqun. In: China Economic Review. RePEc:eee:chieco:v:62:y:2020:i:c:s1043951x2030064x.

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2020Corporate board reforms around the world and stock price crash risk. (2020). Zhang, Feida ; Taboada, Alvaro G ; Li, Siqi ; Hu, Jinshuai. In: Journal of Corporate Finance. RePEc:eee:corfin:v:62:y:2020:i:c:s0929119920300018.

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2020Macroeconomic news and acquirer returns in M&As: The impact of investor alertness. (2020). Saunders, Anthony ; Adra, Samer ; Barbopoulos, Leonidas G. In: Journal of Corporate Finance. RePEc:eee:corfin:v:64:y:2020:i:c:s0929119920300274.

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2020Does takeover activity affect stock price crash risk? Evidence from international M&A laws. (2020). Nguyen, Lily ; Luong, Hoang ; Duong, Huu Nhan ; Balachandran, Balasingham. In: Journal of Corporate Finance. RePEc:eee:corfin:v:64:y:2020:i:c:s0929119920301413.

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2020The consequences of limiting shareholder litigation: Evidence from exclusive forum provisions. (2020). Wilson, Jared I. In: Journal of Corporate Finance. RePEc:eee:corfin:v:64:y:2020:i:c:s0929119920301565.

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2020Corporate media connections and merger outcomes. (2020). Javakhadze, David ; Hossain, Md Miran. In: Journal of Corporate Finance. RePEc:eee:corfin:v:65:y:2020:i:c:s0929119920301802.

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2020Bequest motive, information transparency, and family firm value: A natural experiment. (2020). Zhao, Yiyi ; Lyu, Changjiang ; Lee, Edward ; Huang, Haijie. In: Journal of Corporate Finance. RePEc:eee:corfin:v:65:y:2020:i:c:s0929119920301954.

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2020Terrorist attacks, investor sentiment, and the pricing of initial public offerings. (2020). Goyal, Abhinav ; Zolotoy, Leon ; Veeraraghavan, Madhu ; Chen, Yangyang. In: Journal of Corporate Finance. RePEc:eee:corfin:v:65:y:2020:i:c:s0929119920302248.

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2020The contribution of intraday jumps to forecasting the density of returns. (2020). Sevi, Benoit ; Ielpo, Florian ; Chorro, Christophe. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:113:y:2020:i:c:s0165188920300233.

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2020Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin. (2020). Širaňová, Mária ; Molnár, Peter ; Lyócsa, Štefan ; Iraova, Maria ; Plihal, Toma ; Molnar, Peter. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:119:y:2020:i:c:s0165188920301482.

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2020Pricing equity-bond covariance risk: Between flight-to-quality and fear-of-missing-out. (2020). Wagner, Niklas ; Perras, Patrizia. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:121:y:2020:i:c:s0165188920301779.

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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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2020Forecasting stock market volatility: The role of technical variables. (2020). Liu, LI ; Pan, Zhiyuan. In: Economic Modelling. RePEc:eee:ecmode:v:84:y:2020:i:c:p:55-65.

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2020Crude oil and BRICS stock markets under extreme shocks: New evidence. (2020). He, Chengting ; Niu, Tianjiao ; Ma, Feng ; Wang, LU. In: Economic Modelling. RePEc:eee:ecmode:v:86:y:2020:i:c:p:54-68.

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2020Credit risk – Return puzzle: Evidence from India. (2020). Bhandari, Anup Kumar ; Nedumparambil, Elizabeth. In: Economic Modelling. RePEc:eee:ecmode:v:92:y:2020:i:c:p:195-206.

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2020Loss aversion and market crashes. (2020). Ouzan, Samuel. In: Economic Modelling. RePEc:eee:ecmode:v:92:y:2020:i:c:p:70-86.

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2020The distribution of index futures realised volatility under seasonality and microstructure noise. (2020). Salvador, Enrique ; Arago, Vicent ; Alemany, Nuria. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:398-414.

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2020What do movements in financial traders’ net long positions reveal about aggregate stock returns?. (2020). Dunbar, Kwamie ; Jiang, Jing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818303474.

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2020Modelling conditional skewness: Heterogeneous beliefs, short sale restrictions and market declines. (2020). Shum, Wai Yan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819300774.

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2020Site visit information content and return predictability: Evidence from China. (2020). Cao, Jiawei ; Yue, Sishi ; Dong, Dayong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819304280.

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2020The economic and financial properties of crude oil: A review. (2020). Auer, Benjamin R ; Lang, Korbinian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940818302559.

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2020Predictability in international stock returns using currency fluctuations and forward rate forecasts. (2020). Yost-Bremm, Chris ; Huang, Emily J ; Han, Xue ; Wang, Jiexin . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819303195.

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2020Returns, volatility and spillover – A paradigm shift in India?. (2020). Sampath, Aravind ; Dey, Shubhasis. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819304061.

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2020Alternative estimation method of earnings growth rate for PEGR strategy. (2020). Hsu, Chuan-Hao ; Chiang, Yi-Chein ; Liao, Tung Liang ; Ke, Mei-Chu ; Wang, Ming-Hui. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:53:y:2020:i:c:s1062940820300875.

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2020Financial risk and acquirers stockholder wealth in mergers and acquisitions. (2020). Cheng, Miao-Sih ; Hung, Pi-Hsia ; Chu, Hsiang-Hui. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940818300834.

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2020Stock volatility and trading. (2020). Kaprielyan, Margarita ; Agapova, Anna. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s106294082030139x.

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2021Does CEO-chairman dialect similarity affect stock price informativeness for Chinese listed firms?. (2021). Fu, Yishu ; Qin, Zhenjiang ; Liu, Chunbo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820302011.

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2021Value at risk and return in Chinese and the US stock markets: Double long memory and fractional cointegration. (2021). Zhou, LI ; Huang, Yilong ; Xiao, Binuo ; Tan, Zhengxun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940821000115.

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2020Nearly unbiased estimation of sample skewness. (2020). Li, Yifan. In: Economics Letters. RePEc:eee:ecolet:v:192:y:2020:i:c:s0165176520301324.

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2020Small-sample tests for stock return predictability with possibly non-stationary regressors and GARCH-type effects. (2020). Luger, Richard ; Gungor, Sermin. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:2:p:750-770.

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2020The term structure of equity and variance risk premia. (2020). Ait-Sahalia, Yacine ; Mancini, Loriano ; Karaman, Mustafa. In: Journal of Econometrics. RePEc:eee:econom:v:219:y:2020:i:2:p:204-230.

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2020Nonparametric estimation of infinite order regression and its application to the risk-return tradeoff. (2020). Linton, Oliver ; Hong, Seok Young . In: Journal of Econometrics. RePEc:eee:econom:v:219:y:2020:i:2:p:389-424.

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2020High-dimensional predictive regression in the presence of cointegration. (2020). Anderson, Heather ; Yao, Wenying ; Seo, Myung Hwan ; Koo, Bonsoo. In: Journal of Econometrics. RePEc:eee:econom:v:219:y:2020:i:2:p:456-477.

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2021Monetary policy at the zero lower bound: Information in the Federal Reserve’s balance sheet. (2021). Golinski, Adam ; Goliski, Adam. In: European Economic Review. RePEc:eee:eecrev:v:131:y:2021:i:c:s0014292120302439.

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2020Do mega-mergers create value? The acquisition experience and mega-deal outcomes. (2020). Hu, Nan ; Wang, Xing ; Li, Hui. In: Journal of Empirical Finance. RePEc:eee:empfin:v:55:y:2020:i:c:p:119-142.

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2020The long-run reversal in the long run: Insights from two centuries of international equity returns. (2020). Zaremba, Adam ; Raza, Muhammad Wajid ; Kizys, Renatas. In: Journal of Empirical Finance. RePEc:eee:empfin:v:55:y:2020:i:c:p:177-199.

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2020Issuer IPO underpricing and Directed Share Program (DSP). (2020). Chong, Beng ; Liu, Zhenbin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:56:y:2020:i:c:p:105-125.

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2020Market Impact on financial market integration: Cross-quantilogram analysis of the global impact of the euro. (2020). Uddin, Gazi ; Troster, Victor ; Tuvhag, Tom ; Lindman, Sebastian ; Jayasekera, Ranadeva. In: Journal of Empirical Finance. RePEc:eee:empfin:v:56:y:2020:i:c:p:42-73.

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2020Is the presidential premium spurious?. (2020). al Zaman, Ashraf ; Sy, Oumar. In: Journal of Empirical Finance. RePEc:eee:empfin:v:56:y:2020:i:c:p:94-104.

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2020Testing moving average trading strategies on ETFs. (2020). Huang, Jingzhi. In: Journal of Empirical Finance. RePEc:eee:empfin:v:57:y:2020:i:c:p:16-32.

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2020Testing for explosive bubbles in the presence of autocorrelated innovations. (2020). Montes, Erik Christian ; Pedersen, Thomas Quistgaard . In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:207-225.

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2020Investment income taxes and private equity acquisition activity. (2020). Zhang, Harold H ; Mason, Paul ; Holcomb, Alex. In: Journal of Empirical Finance. RePEc:eee:empfin:v:59:y:2020:i:c:p:25-51.

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2020Forecasting crude oil price volatility via a HM-EGARCH model. (2020). Li, Fuxing ; Xiao, Yang ; Lin, YU. In: Energy Economics. RePEc:eee:eneeco:v:87:y:2020:i:c:s0140988320300323.

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2020Frequency dynamics of volatility spillovers among crude oil and international stock markets: The role of the interest rate. (2020). Wang, Xunxiao. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302401.

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2021Network connectedness between natural gas markets, uncertainty and stock markets. (2021). Ji, Qiang ; Liu, Bing-Yue ; Chen, Fu-Rui ; Geng, Jiang-Bo. In: Energy Economics. RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988320303418.

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2021The role of oil as a determinant of stock market interdependence: The case of the USA and GCC. (2021). Herbst, Patrick ; Ziadat, Salem Adel ; McMillan, David G. In: Energy Economics. RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988321000074.

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2021OPEC news and jumps in the oil market. (2021). Yoon, Seong-Min ; Pierdzioch, Christian ; Gupta, Rangan ; Gkillas, Konstantinos. In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000013.

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2021Investigating the EKC hypothesis with renewable energy consumption, human capital, globalization and trade openness for China: Evidence from augmented ARDL approach with a structural break. (2021). Caglar, Abdullah Emre ; Pata, Ugur Korkut. In: Energy. RePEc:eee:energy:v:216:y:2021:i:c:s0360544220323276.

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2020Do corporations learn from mispricing? Evidence from takeovers and corporate performance. (2020). Barbopoulos, Leonidas G ; Adra, Samer. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521917300972.

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2020Does proprietary day trading provide liquidity at a cost to investors?. (2020). Lim, Kian-Ping ; Goh, Kim-Leng ; Liew, Ping-Xin. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521919304764.

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2020Correlation and spillover effects between the US and international banking sectors: New evidence and implications for risk management. (2020). Tsuji, Chikashi. In: International Review of Financial Analysis. RePEc:eee:finana:v:70:y:2020:i:c:s1057521919302224.

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2020Investing in gold – Market timing or buy-and-hold?. (2020). Dichtl, Hubert ; Baur, Dirk G ; Wendt, Viktoria-Sophie ; Drobetz, Wolfgang. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521918306227.

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2020Individual analysts, stock return synchronicity and information efficiency. (2020). Zhao, Shangmei ; Hou, Jianlei ; Yang, Haijun. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301575.

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

G. William Schwert is editor of


Journal
Journal of Financial Economics

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.
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article84
2002Tests for Unit Roots: A Monte Carlo Investigation. In: Journal of Business & Economic Statistics.
[Citation analysis]
article633
1989Tests for Unit Roots: A Monte Carlo Investigation..(1989) In: Journal of Business & Economic Statistics.
[Citation analysis]
This paper has another version. Agregated cites: 633
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: 633
paper
2011Stock Volatility during the Recent Financial Crisis In: European Financial Management.
[Full Text][Citation analysis]
article51
2011Stock Volatility During the Recent Financial Crisis.(2011) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 51
paper
1981The Adjustment of Stock Prices to Information about Inflation. In: Journal of Finance.
[Full Text][Citation analysis]
article105
1990 Heteroskedasticity in Stock Returns. In: Journal of Finance.
[Full Text][Citation analysis]
article159
1988HETEROSKEDASTICITY IN STOCK RETURNS.(1988) In: Rochester, Business - General.
[Citation analysis]
This paper has another version. Agregated cites: 159
paper
1989Heteroskedasticity in Stock Returns.(1989) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 159
paper
1990 Stock Returns and Real Activity: A Century of Evidence. In: Journal of Finance.
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article277
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: 277
paper
2000Hostility in Takeovers: In the Eyes of the Beholder? In: Journal of Finance.
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article265
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: 265
paper
2010The Variability of IPO Initial Returns In: Journal of Finance.
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article83
2006The Variability of IPO Initial Returns.(2006) In: NBER Working Papers.
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This paper has another version. Agregated cites: 83
paper
1979Potential GNP: Its measurement and significance : A dissenting opinion In: Carnegie-Rochester Conference Series on Public Policy.
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article17
1979Tests of causality : The message in the innovations In: Carnegie-Rochester Conference Series on Public Policy.
[Full Text][Citation analysis]
article7
1986The time series behavior of real interest rates A comment In: Carnegie-Rochester Conference Series on Public Policy.
[Full Text][Citation analysis]
article3
1989Business cycles, financial crises, and stock volatility : Reply to Shiller In: Carnegie-Rochester Conference Series on Public Policy.
[Full Text][Citation analysis]
article53
1989Business cycles, financial crises, and stock volatility In: Carnegie-Rochester Conference Series on Public Policy.
[Full Text][Citation analysis]
article87
1988BUSINESS CYCLES, FINANCIAL CRISES AND STOCK VOLATILITY.(1988) In: Rochester, Business - General.
[Citation analysis]
This paper has another version. Agregated cites: 87
paper
1989Business Cycles, Financial Crises, and Stock Volatility.(1989) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 87
paper
1990Testing for covariance stationarity in stock market data In: Economics Letters.
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article48
1990Alternative models for conditional stock volatility In: Journal of Econometrics.
[Full Text][Citation analysis]
article523
1989ALTERNATIVE MODELS FOR CONDITIONAL STOCK VOLATILITY.(1989) In: Rochester, Business - General.
[Citation analysis]
This paper has another version. Agregated cites: 523
paper
1989Alternative Models For Conditional Stock Volatility.(1989) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 523
paper
1977Estimation of a non-invertible moving average process : The case of overdifferencing In: Journal of Econometrics.
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article25
2003Anomalies and market efficiency In: Handbook of the Economics of Finance.
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chapter153
2002Anomalies and Market Efficiency.(2002) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 153
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.
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article35
1987Expected stock returns and volatility In: Journal of Financial Economics.
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article1352
1989Clinical papers and their role in the development of financial economics In: Journal of Financial Economics.
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article9
1990Editorial In: Journal of Financial Economics.
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article0
1993The journal of financial economics*1: A retrospective evaluation (1974-1991) In: Journal of Financial Economics.
[Full Text][Citation analysis]
article19
1995Poison or placebo? Evidence on the deterrence and wealth effects of modern antitakeover measures In: Journal of Financial Economics.
[Full Text][Citation analysis]
article188
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: 188
paper
1996Markup pricing in mergers and acquisitions In: Journal of Financial Economics.
[Full Text][Citation analysis]
article249
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: 249
paper
1994Mark-Up Pricing in Mergers and Acquisitions.(1994) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 249
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]
article10
1977Human capital and capital market equilibrium In: Journal of Financial Economics.
[Full Text][Citation analysis]
article78
1977Asset returns and inflation In: Journal of Financial Economics.
[Full Text][Citation analysis]
article726
2004Is the IPO pricing process efficient? In: Journal of Financial Economics.
[Full Text][Citation analysis]
article92
1987Effects of model specification on tests for unit roots in macroeconomic data In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article210
2002Stock volatility in the new millennium: how wacky is Nasdaq? In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article60
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: 60
paper
1978Money, income, and sunspots: Measuring economic relationships and the effects of differencing In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article54
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]
paper239
1989Stock Volatility and the Crash of 87.(1989) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 239
paper
1990Stock Volatility and the Crash of 87..(1990) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 239
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]
article20
1988Why Does Stock Market Volatility Change Over Time? In: NBER Working Papers.
[Full Text][Citation analysis]
paper14
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]
paper25
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: 25
paper
2000IPO Market Cycles: Bubbles or Sequential Learning? In: NBER Working Papers.
[Full Text][Citation analysis]
paper9
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]
paper3
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]
article135
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]
article61
1983Effects of Nominal Contracting on Stock Returns. In: Journal of Political Economy.
[Full Text][Citation analysis]
article33
1985Information Aggregation, Inflation, and the Pricing of Indexed Bonds. In: Journal of Political Economy.
[Full Text][Citation analysis]
article17

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 2 2021. Contact: CitEc Team