G. William Schwert : Citation Profile

Are you G. William Schwert?

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

31

H index

40

i10 index

7958

Citations

RESEARCH PRODUCTION:

42

Articles

28

Papers

2

Chapters

RESEARCH ACTIVITY:

   45 years (1977 - 2022). See details.
   Cites by year: 176
   Journals where G. William Schwert has often published
   Relations with other researchers
   Recent citing documents: 186.    Total self citations: 16 (0.2 %)

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   Permalink: http://citec.repec.org/psc116
   Updated: 2024-04-18    RAS profile: 2024-03-06    
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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 (59)

Renneboog, Luc (49)

Campbell, John (40)

Bekaert, Geert (39)

Andersen, Torben (37)

Ghysels, Eric (35)

Wohar, Mark (35)

Balcilar, Mehmet (32)

Degiannakis, Stavros (30)

Diebold, Francis (26)

Cites to:

Ritter, Jay (11)

Ljungqvist, Alexander (8)

Campbell, John (6)

French, Kenneth (5)

Hanley, Kathleen (5)

Shiller, Robert (4)

Christie, William (4)

Shleifer, Andrei (3)

Lowry, Michelle (3)

Stambaugh, Robert (3)

Fama, Eugene (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 Econometrics2
Journal of Political Economy2
Journal of Business & Economic Statistics2
The Journal of Business2

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 (2024 and 2023)

YearTitle of citing document
2023The connectedness of Energy Transition Metals. (2023). Galeotti, Marzio ; Casoli, Chiara ; Bastianin, Andrea. In: FEEM Working Papers. RePEc:ags:feemwp:336984.

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2023Information Transmission between Banks and the Market for Corporate Control. (2023). Saidi, Farzad ; Pala, Melissa ; Fecht, Falko ; Bittner, Christian. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:250.

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2023Dynamic 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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2024Enhanced Bayesian Neural Networks for Macroeconomics and Finance. (2022). Marcellino, Massimiliano ; Klieber, Karin ; Huber, Florian ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2211.04752.

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2024Security Issuance, Institutional Investors and Quid Pro Quo: Insights from SPACs. (2022). Aryal, Gaurab ; Yung, Chris ; Yao, Yuchi ; Chen, Zhaohui. In: Papers. RePEc:arx:papers:2211.16643.

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2023Bitcoin Does Not Hedge Inflation. (2023). Pinchuk, Mykola. In: Papers. RePEc:arx:papers:2301.10117.

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2023Utility-based indifference pricing of pure endowments in a Markov-modulated market model. (2023). Salterini, Benedetta ; Cretarola, Alessandra. In: Papers. RePEc:arx:papers:2301.13575.

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2023Physical Momentum in the Indian Stock Market. (2023). Das, Tulasi Narendra ; Devulapally, Naresh Kumar. In: Papers. RePEc:arx:papers:2302.13245.

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2023Stock Broad-Index Trend Patterns Learning via Domain Knowledge Informed Generative Network. (2023). Wang, Guiling ; Deek, Fadi P ; Gu, Jingyi. In: Papers. RePEc:arx:papers:2302.14164.

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2023Predicting Stock Price Movement as an Image Classification Problem. (2023). Steinbacher, Matej. In: Papers. RePEc:arx:papers:2303.01111.

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2023Optimal Investment and Consumption Strategies with General and Linear Transaction Costs under CRRA Utility. (2023). Zhang, Qiang ; Miao, Yingting. In: Papers. RePEc:arx:papers:2304.07672.

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2023Stock Price Predictability and the Business Cycle via Machine Learning. (2023). Fan, Xiuyi ; Fu, Hsuan ; Wang, Lirong. In: Papers. RePEc:arx:papers:2304.09937.

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2024Maximally Machine-Learnable Portfolios. (2023). Goebel, Maximilian ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2306.05568.

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2023An Empirical Analysis on Financial Markets: Insights from the Application of Statistical Physics. (2023). Ventre, Carmine ; Polukarov, Maria ; Cao, YI ; Li, Haochen. In: Papers. RePEc:arx:papers:2308.14235.

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2023Regret-Optimal Federated Transfer Learning for Kernel Regression with Applications in American Option Pricing. (2023). Lucchi, Aurelien ; Grasselli, Matheus ; Krach, Florian ; Kratsios, Anastasis ; Yang, Xuwei. In: Papers. RePEc:arx:papers:2309.04557.

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2023Statistical Properties of Two Asymmetric Stochastic Volatility in Mean Models. (2023). Demos, Antonis. In: DEOS Working Papers. RePEc:aue:wpaper:2303.

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2023Estimation of Asymmetric Stochastic Volatility in Mean Models. (2023). Demos, Antonis. In: DEOS Working Papers. RePEc:aue:wpaper:2309.

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2023.

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2023Excess Asset Returns Predictability in an Emerging Economy: The Case of Colombia. (2023). Sarmiento, Eduardo ; López, Martha. In: Borradores de Economia. RePEc:bdr:borrec:1243.

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2023Audit Effort and Stock Price Crash Risk. (2023). Zhou, Wei ; Wu, Liansheng ; Luo, Wei ; Han, Xiaomei. In: Abacus. RePEc:bla:abacus:v:59:y:2023:i:1:p:230-257.

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2023IPO suspension and pricing: Evidence from China. (2023). Shen, Zhe ; Zhao, Junkun ; Huang, Yong. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:5:p:5143-5182.

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2023The Impact of the Tone of a Prospectus on IPO Underpricing: Evidence from China. (2023). Chi, Qinwei ; Qi, Jun ; Ouyang, Junyan. In: Australian Accounting Review. RePEc:bla:ausact:v:33:y:2023:i:4:p:375-390.

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2023Americas decoupling from China: A perspective from stock markets. (2023). Liu, Kerry. In: Economic Affairs. RePEc:bla:ecaffa:v:43:y:2023:i:1:p:32-52.

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2023Moments of cross?sectional stock market returns and the German business cycle. (2023). Tegtmeier, Lars ; Muller, Karsten ; Dopke, Jorg. In: Economic Notes. RePEc:bla:ecnote:v:52:y:2023:i:2:n:e12219.

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2023Auctions versus bookbuilding: The effects of IPO regulation in Japan. (2023). Weber, Matthias ; Lehmann, Timo. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:1:p:117-141.

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2023Understanding the transmission of crash risk between cryptocurrency and equity markets. (2023). Corbet, Shaen ; Liu, Zhifeng ; Toan, Luu Duc ; Goodell, John W ; Dai, Pengfei. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:3:p:539-573.

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2023Average skewness in global equity markets. (2023). Kirli, Imra ; Gunaydin, Doruk A ; Demirtas, Ozgur K ; Atilgan, Yigit. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:2:p:245-271.

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2023Co?movement among oil, stock, bond, and housing markets: An analysis of U.S., Asian, and European economies. (2023). Yunus, Nafeesa. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:2:p:393-436.

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2023The consequences of earnings management for the acquisition premium in friendly takeovers. (2023). Spadetti, Cedric ; Missonierpiera, Franck. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:50:y:2023:i:1-2:p:308-334.

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2023Macroeconomic News in Asset Pricing and Reality. (2023). Duffee, Gregory R. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1499-1543.

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2023How Wealthy are the Rich?. (2023). Milaković, Mishael ; Schulz, Jan. In: Review of Income and Wealth. RePEc:bla:revinw:v:69:y:2023:i:1:p:100-123.

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2023Oil and the Stock Market Revisited: A mixed functional VAR approach. (2023). Bjørnland, Hilde ; Cross, Jamie L ; Chang, Yoosoon ; Bjrnland, Hilde C. In: Working Papers. RePEc:bny:wpaper:0114.

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2023The Effects of the LIBOR Scandal on Volatility and Liquidity in LIBOR Futures Markets. (2023). Bachmair, K. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2303.

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2023Macroeconomic Expectations and State-Dependent Factor Returns. (2023). Neuenkirch, Matthias ; Haase, Felix. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10720.

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2023Who bears the costs of inflation? Euro area households and the 2021–2022 shock. (2023). Paz-Pardo, Gonzalo ; Pallotti, Filippo ; Violante, Giovanni L ; Tristani, Oreste ; Slacalek, Jiri. In: Working Paper Series. RePEc:ecb:ecbwps:20232877.

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2023The Dynamic Relationship among Domestic Stock Returns Volatility, Oil Prices, Exchange Rate and Macroeconomic Factors of Investment. (2023). Irmak, Esma ; Pelit, Irem ; Said, Laila Refiana ; Shabbir, Malik Shahzad. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-03-62.

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2023International spillovers of U.S. monetary uncertainty and equity market volatility to China’s stock markets. (2023). Lee, Chi-Chuan. In: Journal of Asian Economics. RePEc:eee:asieco:v:84:y:2023:i:c:s1049007822001312.

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2023Is the effect of shared auditors driven by shared audit partners? The case of M&As. (2023). Bond, David ; Czernkowski, Robert ; Bugeja, Martin ; Bedford, Anna. In: The British Accounting Review. RePEc:eee:bracre:v:55:y:2023:i:2:s0890838922000294.

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2023Syndicate structure and IPO outcomes: The impact of underwriter roles and syndicate concentration. (2023). King, Michael R ; Dunbar, Craig G. In: Journal of Corporate Finance. RePEc:eee:corfin:v:79:y:2023:i:c:s0929119923000317.

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2023The world cup in football and the US IPO market. (2023). Shekhar, Chander ; Lv, Jin Roc ; Fjesme, Sturla Lyngnes. In: Journal of Corporate Finance. RePEc:eee:corfin:v:80:y:2023:i:c:s0929119923000597.

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2023Identification of the differencing operator of a non-stationary time series via testing for zeroes in the spectral density. (2023). Jach, Agnieszka ; McElroy, Tucker S. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:177:y:2023:i:c:s0167947322001608.

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2023Interest rate changes and the cross-section of global equity returns. (2023). Long, Huaigang ; Bianchi, Robert J ; Cakici, Nusret ; Zaremba, Adam. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:147:y:2023:i:c:s0165188923000027.

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2023Acquiring for innovation: Evidence from the U.S. technology industry. (2023). Schiereck, Dirk ; Kaufmann, Mattheo. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:152:y:2023:i:c:s0165188923000799.

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2023The Effect of ESG performance on the stock market during the COVID-19 Pandemic — Evidence from Japan. (2023). Lu, Changrong ; Nemoto, Naoko ; Liu, Lian. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:702-712.

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2023Network centrality and technology acquisitions: Evidence from Chinas listed business groups. (2023). Cai, Jiayao ; Hai, Mengdie ; Xing, Fei. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322004187.

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2023A regime-switching model of stock returns with momentum and mean reversion. (2023). Zakamulin, Valeriy ; Giner, Javier. In: Economic Modelling. RePEc:eee:ecmode:v:122:y:2023:i:c:s0264999323000494.

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2023Testing for integration and cointegration when time series are observed with noise. (2023). Pelagatti, Matteo ; Parisio, Lucia ; Maranzano, Paolo ; Gianfreda, Angelica. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001645.

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2023Risk-return tradeoff and serial correlation in the Chinese stock market: A bailout-driven crash feedback hypothesis. (2023). Yang, Yiwen ; Yao, Jing. In: Economic Modelling. RePEc:eee:ecmode:v:129:y:2023:i:c:s0264999323003644.

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2023Impact of serial entrepreneurs on IPO valuation: Evidence from U.S. IPOs. (2023). Wu, Shuai. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001929.

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2024First passage times in portfolio optimization: A novel nonparametric approach. (2024). , Paulo ; Nicolau, Joo ; Zsurkis, Gabriel. In: European Journal of Operational Research. RePEc:eee:ejores:v:312:y:2024:i:3:p:1074-1085.

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2023Inflation and west African sectoral stock price indices: An asymmetric kernel method analysis. (2023). Banto, Jean Michel ; Some, Sobom Matthieu ; Aurelien, Libaud Rudy. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014122001042.

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2023Out-of-sample equity premium prediction: The role of option-implied constraints. (2023). Zhou, TI ; Wang, Yunqi. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:199-226.

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2023Does the substitution effect lead to feedback effect linkage between ethanol, crude oil, and soft agricultural commodities?. (2023). Rao, Sandeep ; Singh, Vipul Kumar ; Kumar, Pawan. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000725.

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2023Drivers and pass-through of the EU ETS price: Evidence from the power sector. (2023). Okullo, Samuel J ; Bai, Yiyi. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323001962.

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2023Short- and long-run determinants of the price behavior of US clean energy stocks: A dynamic ARDL simulations approach. (2023). , Mohamed. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002694.

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2023Fifty years of Energy Policy: A bibliometric overview. (2023). Du, Huibin ; Yao, YE ; Yeh, Sonia ; Neumann, Anne ; Antunes, Carlos Henggeler ; Zhou, Peng ; Zou, Hongyang. In: Energy Policy. RePEc:eee:enepol:v:183:y:2023:i:c:s0301421523003543.

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2023Are commodity futures a hedge against inflation? A Markov-switching approach. (2023). Zhou, Zhiping ; Zhang, Xuan ; Liu, Chunbo. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s105752192300008x.

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2023A tale of idiosyncratic volatility and illiquidity shocks: Their correlation and effects on stock returns. (2023). Huang, Zhaodan ; Han, Yufeng. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000339.

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2023CBDC uncertainty: Financial market implications. (2023). Dunbar, Kwamie. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001230.

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2023Nonlinear asset pricing in Chinese stock market: A deep learning approach. (2023). Xie, Ying ; Wang, Yiming ; Long, Suwan ; Pan, Shuiyang. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001436.

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2023Commodity market financialization, herding and signals: An asymmetric GARCH R-vine copula approach. (2023). Zhang, Dalu ; Yan, Meilan ; Xiao, Qin. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002594.

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2023Stock market reactions to monetary policy surprises under uncertainty. (2023). Saadon, Yossi ; Benchimol, Jonathan ; Segev, Nimrod. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002995.

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2023The impacts of regulation regime changes on ChiNext IPOs: Effects of 2013 and 2020 reforms on initial return, fair value and overreaction. (2023). Swartz, Mick ; Chen, Dingyi ; Hussein, Monica ; Zhou, Zhong-Guo ; Yang, Zixin ; Dai, Lunge ; Deng, QI. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003101.

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2023Can average skewness really predict financial returns? The euro area case. (2023). van Cappellen, Jef ; de Ceuster, Marc ; Annaert, Jan. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322005529.

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2023Board characteristics and IPO underpricing in China: The perspective of moderating effect of venture capitalists. (2023). Cebula, Richard ; Foley, Maggie ; Wang, Puxuan. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322006675.

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2023Real stock market returns and inflation: Evidence from uncertainty hypotheses. (2023). Chiang, Thomas C. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612322007826.

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2023Profitable timing of the stock market with the senior loan officer survey. (2023). Wilson, Linus. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s154461232300106x.

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2023Relationships between stock returns and real earnings yields over the last 150 years. (2023). Alsalman, Zeina ; Murphy, Austin. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323006153.

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2023Predicting the equity risk premium using the smooth cross-sectional tail risk: The importance of correlation. (2023). Faias, Jose Afonso. In: Journal of Financial Markets. RePEc:eee:finmar:v:63:y:2023:i:c:s1386418122000593.

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2023Job postings and aggregate stock returns. (2023). Odoherty, Michael S ; Kothari, Pratik. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418123000022.

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2023The disappearing profitability of volatility-managed equity factors. (2023). Angelidis, Timotheos ; Tessaromatis, Nikolaos. In: Journal of Financial Markets. RePEc:eee:finmar:v:65:y:2023:i:c:s1386418123000551.

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2023Inflation hedging effectiveness of farmland and timberland assets in the United States. (2023). Mei, Bin ; Baral, Srijana. In: Forest Policy and Economics. RePEc:eee:forpol:v:151:y:2023:i:c:s1389934123000643.

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2023Property rights and access to equity capital in China. (2023). Boulton, Thomas J. In: Global Finance Journal. RePEc:eee:glofin:v:55:y:2023:i:c:s1044028322000990.

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2023Volatility and correlation of Islamic and conventional indices during crises. (2023). Azad, A. S. M. Sohel, ; Samet, Anis ; Chazi, Abdelaziz. In: Global Finance Journal. RePEc:eee:glofin:v:55:y:2023:i:c:s1044028322001028.

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2023Disclosures about algorithmic decision making in the corporate reports of Western European companies. (2023). Perea, David ; Bednarova, Michaela ; Bonson, Enrique. In: International Journal of Accounting Information Systems. RePEc:eee:ijoais:v:48:y:2023:i:c:s1467089522000483.

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2023Appraisal rights and corporate disclosure during mergers and acquisitions. (2023). Stewart, Christopher R. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:75:y:2023:i:1:s0165410122000507.

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2023Social trust distance in mergers and acquisitions. (2023). Pursiainen, Vesa ; Lin, Tse-Chun. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s0378426623000031.

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2023Misery on Main Street, victory on Wall Street: Economic discomfort and the cross-section of global stock returns. (2023). Zaremba, Adam ; Cakici, Nusret. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s0378426623000043.

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2023Forecasts of the real price of oil revisited: Do they beat the random walk?. (2023). Snudden, Stephen ; Ellwanger, Reinhard. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001619.

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2023Eliciting managerial willingness to invest: A revealed-preference approach. (2023). Liu, Qiao ; Kang, Qiang. In: Journal of Business Research. RePEc:eee:jbrese:v:155:y:2023:i:pb:s0148296322008402.

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2023Do firms with specialized M&A staff make better acquisitions?. (2023). Stulz, Rene M ; Liu, XI ; Gokkaya, Sinan. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:1:p:75-105.

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2023Can variable elasticity of substitution explain changes in labor shares?. (2023). Travaglini, Giuseppe ; Bellocchi, Alessandro. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:76:y:2023:i:c:s0164070423000186.

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2023The impact of unpredictable resource prices and equity volatility in advanced and emerging economies: An econometric and machine learning approach. (2023). Vasa, Laszlo ; Roy, Jewel Kumar ; Kolte, Ashutosh. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006596.

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2023The inflation-hedging performance of industrial metals in the worlds most industrialized countries. (2023). Olubiyi, Ebenezer ; Adedeji, Adedayo O ; Oliyide, Johnson A ; Adekoya, Oluwasegun B. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000727.

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2023Exchange rate volatility and the effectiveness of FX interventions: The case of Chile. (2023). Pia, Marco ; Jara, Alejandro. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:4:y:2023:i:2:s2666143823000030.

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2023Further evidence on the returns to technical trading rules: Insights from fourteen currencies. (2023). Todorov, Ivan ; Dockery, Everton. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:69:y:2023:i:c:s1042444x23000270.

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2023Judging a book by its cover: Analysts and attention-driven price patterns in Chinas IPO market. (2023). Wei, Dengxi ; Johansson, Anders C ; Feng, Xunan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:78:y:2023:i:c:s0927538x22002086.

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2023Two-step price adjustments of IPO book building in Japan. (2023). Ito, Akitoshi ; Hiraki, Takato. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:78:y:2023:i:c:s0927538x23000434.

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2023Asymmetric volatility structure of equity returns: Evidence from an emerging market. (2023). Furqan, Mehreen ; Abbas, Syed Kumail ; Mirza, Nawazish ; Umar, Muhammad. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:330-336.

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2023Long-run and short-run impact of the U.S. economy on stock, bond and housing markets: An evaluation of U.S. and six major economies. (2023). Yunus, Nafeesa. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:90:y:2023:i:c:p:211-232.

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2023The volatility index and volatility risk premium in China. (2023). Zhang, Jin E ; Gehricke, Sebastian ; Ruan, Xinfeng ; Yue, Tian. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:91:y:2023:i:c:p:40-55.

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2023Dynamic inflation hedging performance and downside risk: A comparison between Islamic and conventional stock indices. (2023). Selmi, Refk ; kasmaoui, kamal ; Deisting, Florent ; Wohar, Mark. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:91:y:2023:i:c:p:56-67.

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2023The effect of political and bureaucratic regime changes on Australias real interest rate. (2023). Mishra, Ankita ; Tawadros, George B ; Moosa, Imad A. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:124-136.

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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]		article137
2002Tests for Unit Roots: A Monte Carlo Investigation. In: Journal of Business & Economic Statistics.
[Citation analysis]		article752
1989Tests for Unit Roots: A Monte Carlo Investigation..(1989) In: Journal of Business & Economic Statistics.
[Citation analysis]
This paper has nother version. Agregated cites: 752		article
1988Tests For Unit Roots: A Monte Carlo Investigation.(1988) In: NBER Technical Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 752		paper
2011Stock Volatility during the Recent Financial Crisis In: European Financial Management.
[Full Text][Citation analysis]		article83
2011Stock Volatility During the Recent Financial Crisis.(2011) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 83		paper
1981The Adjustment of Stock Prices to Information about Inflation. In: Journal of Finance.
[Full Text][Citation analysis]		article145
1990 Heteroskedasticity in Stock Returns. In: Journal of Finance.
[Full Text][Citation analysis]		article172
1988HETEROSKEDASTICITY IN STOCK RETURNS.(1988) In: Rochester, Business - General.
[Citation analysis]
This paper has nother version. Agregated cites: 172		paper
1989Heteroskedasticity in Stock Returns.(1989) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 172		paper
1990 Stock Returns and Real Activity: A Century of Evidence. In: Journal of Finance.
[Full Text][Citation analysis]		article319
1990Stock Returns and Real Activity: A Century of Evidence.(1990) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 319		paper
2000Hostility in Takeovers: In the Eyes of the Beholder? In: Journal of Finance.
[Full Text][Citation analysis]		article322
1999Hostility in Takeovers: In the Eyes of the Beholder?.(1999) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 322		paper
2002IPO Market Cycles: Bubbles or Sequential Learning? In: Journal of Finance.
[Full Text][Citation analysis]		article186
2000IPO Market Cycles: Bubbles or Sequential Learning?.(2000) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 186		paper
2010The Variability of IPO Initial Returns In: Journal of Finance.
[Full Text][Citation analysis]		article117
2006The Variability of IPO Initial Returns.(2006) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 117		paper
1979Potential GNP: Its measurement and significance : A dissenting opinion In: Carnegie-Rochester Conference Series on Public Policy.
[Full Text][Citation analysis]		article29
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]		article5
1989Business cycles, financial crises, and stock volatility : Reply to Shiller In: Carnegie-Rochester Conference Series on Public Policy.
[Full Text][Citation analysis]		article60
1989Business cycles, financial crises, and stock volatility In: Carnegie-Rochester Conference Series on Public Policy.
[Full Text][Citation analysis]		article140
1988BUSINESS CYCLES, FINANCIAL CRISES AND STOCK VOLATILITY.(1988) In: Rochester, Business - General.
[Citation analysis]
This paper has nother version. Agregated cites: 140		paper
1989Business Cycles, Financial Crises, and Stock Volatility.(1989) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 140		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]		article569
1989ALTERNATIVE MODELS FOR CONDITIONAL STOCK VOLATILITY.(1989) In: Rochester, Business - General.
[Citation analysis]
This paper has nother version. Agregated cites: 569		paper
1989Alternative Models For Conditional Stock Volatility.(1989) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 569		paper
1977Estimation of a non-invertible moving average process : The case of overdifferencing In: Journal of Econometrics.
[Full Text][Citation analysis]		article34
2003Anomalies and market efficiency In: Handbook of the Economics of Finance.
[Full Text][Citation analysis]		chapter339
2002Anomalies and Market Efficiency.(2002) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 339		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]		article1602
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]		article27
1995Poison or placebo? Evidence on the deterrence and wealth effects of modern antitakeover measures In: Journal of Financial Economics.
[Full Text][Citation analysis]		article223
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 nother version. Agregated cites: 223		paper
1996Markup pricing in mergers and acquisitions In: Journal of Financial Economics.
[Full Text][Citation analysis]		article294
1994Mark-up Pricing in Mergers and Acquisitions..(1994) In: Rochester, Business - Financial Research and Policy Studies.
[Citation analysis]
This paper has nother version. Agregated cites: 294		paper
1994Mark-Up Pricing in Mergers and Acquisitions.(1994) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 294		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]		article12
1977Human capital and capital market equilibrium In: Journal of Financial Economics.
[Full Text][Citation analysis]		article94
1977Asset returns and inflation In: Journal of Financial Economics.
[Full Text][Citation analysis]		article852
2004Is the IPO pricing process efficient? In: Journal of Financial Economics.
[Full Text][Citation analysis]		article120
1987Effects of model specification on tests for unit roots in macroeconomic data In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article233
2002Stock volatility in the new millennium: how wacky is Nasdaq? In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article71
2001Stock Volatility in the New Millennium: How Wacky Is Nasdaq?.(2001) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 71		paper
1978Money, income, and sunspots: Measuring economic relationships and the effects of differencing In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article62
1989MARGIN REQUIREMENTS AND STOCK VOLATILITY. In: Columbia - Center for Futures Markets.
[Citation analysis]		paper32
1989STOCK VOLATILITY AND THE CRASH OF 87 In: Rochester, Business - General.
[Citation analysis]		paper393
1989Stock Volatility and the Crash of 87.(1989) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 393		paper
1990Stock Volatility and the Crash of 87..(1990) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 393		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 nother version. Agregated cites: 4		paper
1982Differencing as a Test of Specification. In: International Economic Review.
[Full Text][Citation analysis]		article24
1988Why Does Stock Market Volatility Change Over Time? In: NBER Working Papers.
[Full Text][Citation analysis]		paper24
2020The Remarkable Growth in Financial Economics, 1974-2020 In: NBER Working Papers.
[Full Text][Citation analysis]		paper1
1998Stock Market Volatility: Ten Years After the Crash In: NBER Working Papers.
[Full Text][Citation analysis]		paper32
1997Stock Market Volatility: Ten Years After the Crash.(1997) In: Center for Financial Institutions Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 32		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
2022Eugene F. Fama (1939–) In: Springer Books.
[Citation analysis]		chapter0
1981Using Financial Data to Measure Effects of Regulation. In: Journal of Law and Economics.
[Full Text][Citation analysis]		article158
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]		article77
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

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 4 2024. Contact: CitEc Team