G. William Schwert : Citation Profile


Are you G. William Schwert?

University of Rochester
National Bureau of Economic Research (NBER)

27

H index

35

i10 index

5635

Citations

RESEARCH PRODUCTION:

43

Articles

27

Papers

1

Chapters

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   34 years (1977 - 2011). See details.
   Cites by year: 165
   Journals where G. William Schwert has often published
   Relations with other researchers
   Recent citing documents: 400.    Total self citations: 15 (0.27 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psc116
   Updated: 2017-10-14    RAS profile: 2012-08-03    
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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 (58)

Andersen, Torben (44)

Campbell, John (43)

Bekaert, Geert (40)

Ghysels, Eric (37)

Christoffersen, Peter (37)

Diebold, Francis (36)

Degiannakis, Stavros (31)

Nelson, Charles (31)

McAleer, Michael (29)

Guo, Hui (27)

Cites to:

French, Kenneth (6)

Ritter, Jay (5)

White, Halbert (5)

pagan, adrian (4)

Ljungqvist, Alexander (4)

Fama, Eugene (4)

Stambaugh, Robert (4)

Nelson, Charles (3)

Hanley, Kathleen (3)

Shapiro, Matthew (3)

Summers, Lawrence (3)

Main data


Where G. William Schwert has published?


Journals with more than one article published# docs
Journal of Financial Economics12
Journal of Finance8
Carnegie-Rochester Conference Series on Public Policy5
Journal of Monetary Economics3
Journal of Business & Economic Statistics2
Journal of Political Economy2
Journal of Econometrics2
The Journal of Business2

Recent works citing G. William Schwert (2017 and 2016)


YearTitle of citing document
2016The relationship between output and asset prices: A time – and frequency – varying approach. (2016). Chang, Hsu-Ling ; Yao, Zong-Liang ; Su, Chi-Wei . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiii:y:2016:i:1(606):p:57-76.

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2016Understanding Dynamic Conditional Correlations between Commodities Futures Markets. (2016). Nicolini, Marcella ; Manera, Matteo ; Behmiri, Niaz Bashiri . In: ESP: Energy Scenarios and Policy. RePEc:ags:feemes:232223.

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2016Alternative Approaches for Rating INDCs: a Comparative Analysis. (2016). Davide, Marinella ; Vesco, Paola . In: MITP: Mitigation, Innovation,and Transformation Pathways. RePEc:ags:feemmi:232716.

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2016Relationship among Energy, Bioenergy, and Agricultural Commodity Prices: Re-Considering Structural Changes. (2016). Nemati, Mehdi. In: 2016 Annual Meeting, February 6-9, 2016, San Antonio, Texas. RePEc:ags:saea16:229793.

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2016INVESTIGATION ON THE CAUSAL RELATIONSHIP BETWEEN INFLATION, OUTPUT GROWTH AND THEIR UNCERTAINTIES IN ROMANIA. (2016). Asandului, Mircea ; Pintilescu, Carmen ; JEMNA, Danut-Vasile ; VIORICA, Elena-Daniela . In: Review of Economic and Business Studies. RePEc:aic:revebs:y:2016:j:17:pintilescuc.

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2016The Effects of Inflation and its Risk on Interest Rate: An Empirical Evidence from Nigeria. (2016). , Amaefula . In: Economy. RePEc:aoj:econom:2016:p:74-78.

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2017Weekend Effect and Short Sales: Evidence from Hong Kong. (2017). Cai, Jinghan ; Zhai, Weili ; Xia, LE ; He, Jibao . In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2017:p:8-18.

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2016Heterotic Risk Models. (2016). Kakushadze, Zura . In: Papers. RePEc:arx:papers:1508.04883.

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2016Multifactor Risk Models and Heterotic CAPM. (2016). Yu, Willie ; Kakushadze, Zura . In: Papers. RePEc:arx:papers:1602.04902.

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2016Value-at-Risk and backtesting with the APARCH model and the standardized Pearson type IV distribution. (2016). Stavroyiannis, Stavros . In: Papers. RePEc:arx:papers:1602.05749.

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2017Statistical Risk Models. (2017). Kakushadze, Zura ; Yu, Willie . In: Papers. RePEc:arx:papers:1602.08070.

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2016Stock prices, inflation and inflation uncertainty in the U.S.: Testing the long-run relationship considering Dow Jones sector indexes. (2016). Aubin, Christian ; Goyeau, Daniel . In: Papers. RePEc:arx:papers:1603.01231.

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2016Why have asset price properties changed so little in 200 years. (2016). Challet, Damien ; Bouchaud, Jean-Philippe . In: Papers. RePEc:arx:papers:1605.00634.

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2016Unravelling the Asymmetric Volatility Puzzle: A Novel Explanation of Volatility Through Anchoring. (2016). Ormos, Mihály ; Timotity, Dusan . In: Papers. RePEc:arx:papers:1606.03597.

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2016Asymmetric volatility connectedness on forex markets. (2016). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef. In: Papers. RePEc:arx:papers:1607.08214.

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2016The microstructural foundations of leverage effect and rough volatility. (2016). Euch, EL ; Mathieu, Rosenbaum ; Masaaki, Fukasawa . In: Papers. RePEc:arx:papers:1609.05177.

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2017Multivariate GARCH with dynamic beta. (2017). Raddant, Matthias ; Wagner, Friedrich . In: Papers. RePEc:arx:papers:1609.07051.

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2016Hysteresis and Duration Dependence of Financial Crises in the US: Evidence from 1871-2016. (2016). Menezes, Rui ; Bentes, Sonia . In: Papers. RePEc:arx:papers:1610.00259.

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2016Bayesian Semi-parametric Realized-CARE Models for Tail Risk Forecasting Incorporating Realized Measures. (2016). Wang, Chao ; Gerlach, Richard . In: Papers. RePEc:arx:papers:1612.08488.

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2017An Agent-based Model of Contagion in Financial Networks. (2017). Coelho, Flavio Codeco ; Santos, Leonardo Dos . In: Papers. RePEc:arx:papers:1703.07513.

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2017Using Macroeconomic Forecasts to Improve Mean Reverting Trading Strategies. (2017). Sharma, Yash . In: Papers. RePEc:arx:papers:1705.08022.

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2017Option Pricing and Hedging for Discrete Time Autoregressive Hidden Markov Model. (2017). Caccia, Massimo ; Bruno, . In: Papers. RePEc:arx:papers:1707.02019.

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2017The Size Premium in Equity Markets: Where is the Risk?. (2017). Ciliberti, Stefano ; Bouchaud, Jean-Philippe ; Lemp, Yves ; Simon, Guillaume ; Emmanuel, . In: Papers. RePEc:arx:papers:1708.00644.

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2017Semiparametric GARCH via Bayesian model averaging. (2017). Ye, Wilson ; Gerlach, Richard H. In: Papers. RePEc:arx:papers:1708.07587.

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2017Measurement of Common Risk Factors: A Panel Quantile Regression Model for Returns. (2017). Baruník, Jozef ; Cech, Frantisek . In: Papers. RePEc:arx:papers:1708.08622.

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2016Inflation uncertainty, disagreement and monetary policy: Evidence from the ECB Survey of Professional Forecasters. (2016). Glas, Alexander ; Hartmann, Matthias . In: Working Papers. RePEc:awi:wpaper:0612.

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2017On the economic determinants of optimal stock-bond portfolios: international evidence. (2017). Conrad, Christian ; Stuermer, Karin . In: Working Papers. RePEc:awi:wpaper:0636.

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2017Small-Sample Tests for Stock Return Predictability with Possibly Non-Stationary Regressors and GARCH-Type Effects. (2017). Gungor, Sermin ; Luger, Richard . In: Staff Working Papers. RePEc:bca:bocawp:17-10.

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2017Volatility Spillovers and Systemic Risk Across Economies: Evidence from a Global Semi-Structural Model. (2017). Gomez-Pineda, Javier G. In: Borradores de Economia. RePEc:bdr:borrec:1011.

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2016Understanding Bank Risk through Market Measures. (2016). Summers, Lawrence ; Sarin, Natasha . In: Brookings Papers on Economic Activity. RePEc:bin:bpeajo:v:47:y:2016:i:2016-01:p:57-127.

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2017Macroprudential policy and bank risk. (2017). Gambacorta, Leonardo ; Binici, Mahir ; Altunbas, Yener . In: BIS Working Papers. RePEc:bis:biswps:646.

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2016Financial market volatility, macroeconomic fundamentals and investor sentiment. (2016). Stoja, Evarist ; Harris, Richard ; Chiu, Ching-Wai (Jeremy). In: Bank of England working papers. RePEc:boe:boeewp:0608.

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2016Behavioural finance perspectives on Malaysian stock market efficiency. (2016). Tuyon, Jasman ; Ahmada, Zamri . In: Borsa Istanbul Review. RePEc:bor:bistre:v:16:y:2016:i:1:p:43-61.

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201725 Jahre Fama-French-Modell: Erklärungsgehalt, Anomalien und praktische Implikationen. (2017). Christoph, Kaserer ; Matthias, Hanauer . In: Perspektiven der Wirtschaftspolitik. RePEc:bpj:pewipo:v:18:y:2017:i:2:p:98-116:n:4.

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2016Takeover Law to Protect Shareholders: Increasing Efficiency or Merely Redistributing Gains?. (2016). Wang, Ying ; Lahr, Henry . In: Working Papers. RePEc:cbr:cbrwps:wp486.

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2016Labor Rigidity, Ination Risk and Bond Returns. (2016). Marfe, Roberto . In: Carlo Alberto Notebooks. RePEc:cca:wpaper:461.

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2016The Time-Varying Risk of Macroeconomic Disasters. (2016). Penasse, Julien ; Marfe, Roberto . In: Carlo Alberto Notebooks. RePEc:cca:wpaper:463.

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2017Testing the Fisher Hypothesis in the G-7 Countries Using I(d) Techniques. (2017). Gil-Alana, Luis ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6482.

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2016The Interactive Relationship Between the US Economic Policy Uncertainty and BRIC Stock Markets. (2016). Aloui, Chaker ; Dakhlaoui, Imen . In: International Economics. RePEc:cii:cepiie:2016-q2-146-7.

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2016The Impact of the Preliminary Announcement on the Abnormal Returns of the Companies Involved in Takeover Bids in the Portuguese Stock Market between 2000 and 2014. (2016). Braga, Joo Paulo ; Pereira, Luis M. In: Copernican Journal of Finance & Accounting. RePEc:cpn:umkcjf:v:5:y:2016:i:1:p:39-65.

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2016On the use of high frequency measures of volatility in MIDAS regressions. (2016). Andreou, Elena . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11307.

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2017Price and Probability: Decomposing the Takeover Effects of Anti-Takeover Provisions. (2017). Guadalupe, Maria ; Cuñat, Vicente ; Gine, Mireia ; Cunat, Vicente . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12059.

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2017Macroprudential policy and bank risk. (2017). Gambacorta, Leonardo ; Binici, Mahir ; Altunbas, Yener . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12138.

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2016Impact of the NYSE Shocks on the European Developed Capital Markets. (2016). Stefanescu, Razvan ; Dumitriu, Ramona . In: Risk in Contemporary Economy. RePEc:ddj:fserec:y:2016:p:327-334.

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2017Testing the Fisher Hypothesis in the G-7 Countries Using I(d) Techniques. (2017). Gil-Alana, Luis ; Caporale, Guglielmo Maria. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1667.

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2016US Crashes of 2008 and 1929 How did the French market react? An empirical study.. (2016). Hekimian, Raphael ; le Bris, David . In: EconomiX Working Papers. RePEc:drm:wpaper:2016-21.

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2016Examination of the Relationship between Turkey’s Credit Default Swap (CDS) Points and Unemployment. (2016). Ahn, Cumhur ; Altay, Huseyin . In: Eurasian Business & Economics Journal. RePEc:eas:buseco:v:4:y:2016:i:4:p:52-67.

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2017Gold as inflation and exchange rate hedge: The case of India. (2017). Gautam, Vikash ; Kumar, Amrendra . In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00692.

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2016Fundamentals and the Equilibrium of Real Exchange Rate of an Emerging Economy: Estimating the Exchange Rate Misalignment in Malaysia. (2016). Dahalan, Jauhari ; Abdullah, Hussin ; Umar, Mohammed . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2016-04-50.

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2017Can Gold Investments Provide a Good Hedge Against Inflation? An Empirical Analysis. (2017). Naser, Hanan. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-01-60.

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2017Effect of Economic Announcements on FX Fluctuations: Testing a Unified Approach for Prediction. (2017). Tianqiong, Wang ; Saddique, Shamila ; Yang, Shu . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-02-83.

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2016Indexing Oil from a Financial Point of View: A Comparison between Brent and West Texas Intermediate. (2016). Berk, Cem . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2016-02-2.

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2017Variation of household electricity consumption and potential impact of outdoor PM2.5 concentration: A comparison between Singapore and Shanghai. (2017). Dai, Yanjun ; Tong, Yen Wah ; NEOH, KOON GEE ; You, Siming ; Wang, Chi-Hwa . In: Applied Energy. RePEc:eee:appene:v:188:y:2017:i:c:p:475-484.

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2017Emission trading and carbon market performance in Shenzhen, China. (2017). Cong, Ren ; Lo, Alex Y. In: Applied Energy. RePEc:eee:appene:v:193:y:2017:i:c:p:414-425.

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2016Building original series of physical capital stocks for Chinas economy methodological problems, proposals for solutions and a new database. (2016). LONG, Zhiming ; Herrera, Remy . In: China Economic Review. RePEc:eee:chieco:v:40:y:2016:i:c:p:33-53.

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2017The behavior of money demand in the Chinese hyperinflation. (2017). Zhao, Liuyan . In: China Economic Review. RePEc:eee:chieco:v:42:y:2017:i:c:p:145-154.

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2016Industry IPOs, growth opportunities, and private target acquisitions. (2016). Aktas, Nihat ; Zhang, Junyao ; Ozdakak, Ali . In: Journal of Corporate Finance. RePEc:eee:corfin:v:37:y:2016:i:c:p:193-209.

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2016Leaders and followers in hot IPO markets. (2016). Güçbilmez, Ufuk ; Pawlina, Grzegorz ; Gubilmez, Ufuk ; Banerjee, Shantanu . In: Journal of Corporate Finance. RePEc:eee:corfin:v:37:y:2016:i:c:p:309-334.

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2016Proximity and IPO underpricing. (2016). Wojcik, Dariusz . In: Journal of Corporate Finance. RePEc:eee:corfin:v:38:y:2016:i:c:p:92-105.

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2016Going public abroad. (2016). Caglio, Cecilia ; Marietta-Westberg, Jennifer ; Hanley, Kathleen Weiss . In: Journal of Corporate Finance. RePEc:eee:corfin:v:41:y:2016:i:c:p:103-122.

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2016Growth opportunities, short-term market pressure, and dual-class share structure. (2016). Jordan, Bradford ; Liu, Mark H ; Kim, Soohyung . In: Journal of Corporate Finance. RePEc:eee:corfin:v:41:y:2016:i:c:p:304-328.

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2017IPO market timing with uncertain aftermarket retail demand. (2017). Santos, Francisco . In: Journal of Corporate Finance. RePEc:eee:corfin:v:42:y:2017:i:c:p:247-266.

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2017Political money contributions of U.S. IPOs. (2017). Tzeremes, Panayiotis ; Kallias, Konstantinos ; Gounopoulos, Dimitrios . In: Journal of Corporate Finance. RePEc:eee:corfin:v:43:y:2017:i:c:p:19-38.

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2017The role of corporate political strategies in M&As. (2017). Croci, Ettore ; Petmezas, Dimitris ; Park, Jung Chul ; Pantzalis, Christos . In: Journal of Corporate Finance. RePEc:eee:corfin:v:43:y:2017:i:c:p:260-287.

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2017Takeover law to protect shareholders: Increasing efficiency or merely redistributing gains?. (2017). Lahr, Henry ; Wang, Ying . In: Journal of Corporate Finance. RePEc:eee:corfin:v:43:y:2017:i:c:p:288-315.

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2017Who monitors the monitor? The use of special committees by target firms in corporate takeovers. (2017). Boone, Audra L ; Mulherin, Harold J. In: Journal of Corporate Finance. RePEc:eee:corfin:v:44:y:2017:i:c:p:388-404.

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2017The survival of the U.S. dual class share structure. (2017). Howell, Jason W. In: Journal of Corporate Finance. RePEc:eee:corfin:v:44:y:2017:i:c:p:440-450.

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2017Inorganic growth strategies and the evolution of the private equity business model. (2017). Hammer, Benjamin ; Schwetzler, Bernhard ; Pflucke, Magnus ; Knauer, Alexander . In: Journal of Corporate Finance. RePEc:eee:corfin:v:45:y:2017:i:c:p:31-63.

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2017Value creation from M&As: New evidence. (2017). Alexandridis, G ; Travlos, N ; Antypas, N. In: Journal of Corporate Finance. RePEc:eee:corfin:v:45:y:2017:i:c:p:632-650.

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2016Horizon effect in the term structure of long-run risk-return trade-offs. (2016). Okou, Cedric ; Jacquier, Eric . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:100:y:2016:i:c:p:445-466.

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2016Semiparametric score driven volatility models. (2016). Lucas, Andre ; Blasques, Francisco ; Ji, Jiangyu . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:100:y:2016:i:c:p:58-69.

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2016A simple testing procedure for unit root and model specification. (2016). Costantini, Mauro ; Sen, Amit . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:102:y:2016:i:c:p:37-54.

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2016Asset prices with non-permanent shocks to consumption. (2016). Schmedders, Karl ; Pohl, Walt ; Wilms, Ole . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:69:y:2016:i:c:p:152-178.

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2016Trends, unit roots, structural changes, and time-varying asymmetries in U.S. macroeconomic data: the Stock and Watson data re-examined. (2016). Sandberg, Rickard . In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pb:p:699-713.

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2016Breaks or long range dependence in the energy futures volatility: Out-of-sample forecasting and VaR analysis. (2016). Charfeddine, Lanouar. In: Economic Modelling. RePEc:eee:ecmode:v:53:y:2016:i:c:p:354-374.

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2016Industry returns, market returns and economic fundamentals: Evidence for the United States. (2016). laopodis, nikiforos. In: Economic Modelling. RePEc:eee:ecmode:v:53:y:2016:i:c:p:89-106.

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2016Empirical analysis of stock indices under a regime-switching model with dependent jump size risks. (2016). Hsu, Yuan-Lin ; Huang, Tzu-Hui ; Hung, Ming-Chin ; Lin, Shih-Kuei . In: Economic Modelling. RePEc:eee:ecmode:v:54:y:2016:i:c:p:260-275.

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2016Long memory and structural change in the G7 inflation dynamics. (2016). Belkhouja, Mustapha ; Mootamri, Imene . In: Economic Modelling. RePEc:eee:ecmode:v:54:y:2016:i:c:p:450-462.

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2016A high-frequency analysis of the interactions between REIT return and volatility. (2016). Zhou, Jian. In: Economic Modelling. RePEc:eee:ecmode:v:56:y:2016:i:c:p:102-108.

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2016Stock market liquidity and economic cycles: A non-linear approach. (2016). Switzer, Lorne ; Picard, Alan . In: Economic Modelling. RePEc:eee:ecmode:v:57:y:2016:i:c:p:106-119.

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2016Returns, correlations, and volatilities in equity markets: Evidence from six OECD countries during the US financial crisis. (2016). Kim, Hyun-Seok ; McDonald, Judith A ; Min, Hong-Ghi . In: Economic Modelling. RePEc:eee:ecmode:v:59:y:2016:i:c:p:9-22.

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2017Volatility spillovers and determinants of contagion: Exchange rate and equity markets during crises. (2017). Leung, Henry ; Schroeder, Florian ; Schiereck, Dirk . In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:169-180.

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2017A panel stationarity test with gradual structural shifts: Re-investigate the international commodity price shocks. (2017). Karul, Cagin ; Nazlioglu, Saban . In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:181-192.

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2017Leverage versus volatility: Evidence from the capital structure of European firms. (2017). Masih, Abul ; Asutay, Mehmet ; Bacha, Obiyathulla Ismath ; el Alaoui, Abdelkader O. In: Economic Modelling. RePEc:eee:ecmode:v:62:y:2017:i:c:p:145-160.

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2017Disagreement and the risk-return relation. (2017). Jia, Yun ; Yang, Chunpeng . In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:97-104.

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2016Around the world with Irving Fisher. (2016). Gylfason, Thorvaldur ; Zoega, Gylfi ; Tomasson, Helgi . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:36:y:2016:i:c:p:232-243.

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2016Hedging inflation with individual US stocks: A long-run portfolio analysis. (2016). Panagiotidis, Theodore ; Bampinas, Georgios. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:37:y:2016:i:c:p:374-392.

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2016Forecasting the term structure of volatility of crude oil price changes. (2016). Balaban, Ercan ; Lu, Shan . In: Economics Letters. RePEc:eee:ecolet:v:141:y:2016:i:c:p:116-118.

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2016Is inflation persistence different in reality?. (2016). GUPTA, RANGAN ; Gil-Alana, Luis ; Cuñado, Juncal ; Antonakakis, Nikolaos ; Cunado, Juncal . In: Economics Letters. RePEc:eee:ecolet:v:148:y:2016:i:c:p:55-58.

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2016On the use of high frequency measures of volatility in MIDAS regressions. (2016). Andreou, Elena . In: Journal of Econometrics. RePEc:eee:econom:v:193:y:2016:i:2:p:367-389.

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2016Testing for Granger causality in large mixed-frequency VARs. (2016). Smeekes, Stephan ; Hecq, Alain ; Götz, Thomas ; Gotz, Thomas B. In: Journal of Econometrics. RePEc:eee:econom:v:193:y:2016:i:2:p:418-432.

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2016Estimating dynamic equilibrium models using mixed frequency macro and financial data. (2016). van der Wel, Michel ; Posch, Olaf ; Christensen, Bent Jesper. In: Journal of Econometrics. RePEc:eee:econom:v:194:y:2016:i:1:p:116-137.

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2016A nonparametric test of a strong leverage hypothesis. (2016). LINTON, OLIVER ; Yen, Yu-Min ; Whang, Yoon-Jae . In: Journal of Econometrics. RePEc:eee:econom:v:194:y:2016:i:1:p:153-186.

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2016Between data cleaning and inference: Pre-averaging and robust estimators of the efficient price. (2016). Mykland, Per A ; Zhang, Lan . In: Journal of Econometrics. RePEc:eee:econom:v:194:y:2016:i:2:p:242-262.

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2016Asymptotics for parametric GARCH-in-Mean models. (2016). Conrad, Christian ; Mammen, Enno . In: Journal of Econometrics. RePEc:eee:econom:v:194:y:2016:i:2:p:319-329.

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2017Forecasting cointegrated nonstationary time series with time-varying variance. (2017). Yi, Yanping ; Tu, Yundong . In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:1:p:83-98.

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2016Unravelling the asymmetric volatility puzzle: A novel explanation of volatility through anchoring. (2016). Ormos, Mihály ; Timotity, Dusan . In: Economic Systems. RePEc:eee:ecosys:v:40:y:2016:i:3:p:345-354.

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2017Under pressure: how the business environment affects productivity and efficiency of European life insurance companiesAuthor-Name: Eling, Martin. (2017). Schaper, Philipp . In: European Journal of Operational Research. RePEc:eee:ejores:v:258:y:2017:i:3:p:1082-1094.

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2016Stock return predictability and determinants of predictability and profits. (2016). Narayan, Paresh ; Bannigidadmath, Deepa. In: Emerging Markets Review. RePEc:eee:ememar:v:26:y:2016:i:c:p:153-173.

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2016Measuring volatility persistence for conventional and Islamic banks: An FI-EGARCH approach. (2016). JAWADI, Fredj ; Selmi, Nadhem ; Hachicha, Nejib ; Fakhfekh, Mohamed ; Cheffou, Abdoulkarim Idi . In: Emerging Markets Review. RePEc:eee:ememar:v:27:y:2016:i:c:p:84-99.

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2016Overreaction in ChiNext IPOs initial returns: How much and what caused it?. (2016). Deng, QI ; Zhou, Zhong-Guo . In: Emerging Markets Review. RePEc:eee:ememar:v:29:y:2016:i:c:p:82-103.

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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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article67
2002Tests for Unit Roots: A Monte Carlo Investigation. In: Journal of Business & Economic Statistics.
[Citation analysis]
article486
1989Tests for Unit Roots: A Monte Carlo Investigation..(1989) In: Journal of Business & Economic Statistics.
[Citation analysis]
This paper has another version. Agregated cites: 486
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: 486
paper
1981The Adjustment of Stock Prices to Information about Inflation. In: Journal of Finance.
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article84
1989 Why Does Stock Market Volatility Change over Time? In: Journal of Finance.
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article930
1988Why Does Stock Market Volatility Change Over Time?.(1988) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 930
paper
1990 Heteroskedasticity in Stock Returns. In: Journal of Finance.
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article114
1988HETEROSKEDASTICITY IN STOCK RETURNS.(1988) In: Rochester, Business - General.
[Citation analysis]
This paper has another version. Agregated cites: 114
paper
1989Heteroskedasticity in Stock Returns.(1989) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 114
paper
1990 Stock Returns and Real Activity: A Century of Evidence. In: Journal of Finance.
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article197
1990Stock Returns and Real Activity: A Century of Evidence.(1990) In: NBER Working Papers.
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This paper has another version. Agregated cites: 197
paper
2000Hostility in Takeovers: In the Eyes of the Beholder? In: Journal of Finance.
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article176
1999Hostility in Takeovers: In the Eyes of the Beholder?.(1999) In: NBER Working Papers.
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This paper has another version. Agregated cites: 176
paper
2002Joint Editorial In: Journal of Finance.
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article0
2002IPO Market Cycles: Bubbles or Sequential Learning? In: Journal of Finance.
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article123
2000IPO Market Cycles: Bubbles or Sequential Learning?.(2000) In: NBER Working Papers.
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This paper has another version. Agregated cites: 123
paper
2010The Variability of IPO Initial Returns In: Journal of Finance.
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article40
2006The Variability of IPO Initial Returns.(2006) In: NBER Working Papers.
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This paper has another version. Agregated cites: 40
paper
1979Potential GNP: Its measurement and significance : A dissenting opinion In: Carnegie-Rochester Conference Series on Public Policy.
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article14
1979Tests of causality : The message in the innovations In: Carnegie-Rochester Conference Series on Public Policy.
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article7
1986The time series behavior of real interest rates A comment In: Carnegie-Rochester Conference Series on Public Policy.
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article2
1989Business cycles, financial crises, and stock volatility : Reply to Shiller In: Carnegie-Rochester Conference Series on Public Policy.
[Full Text][Citation analysis]
article43
1989Business cycles, financial crises, and stock volatility In: Carnegie-Rochester Conference Series on Public Policy.
[Full Text][Citation analysis]
article76
1988BUSINESS CYCLES, FINANCIAL CRISES AND STOCK VOLATILITY.(1988) In: Rochester, Business - General.
[Citation analysis]
This paper has another version. Agregated cites: 76
paper
1989Business Cycles, Financial Crises, and Stock Volatility.(1989) In: NBER Working Papers.
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This paper has another version. Agregated cites: 76
paper
1990Testing for covariance stationarity in stock market data In: Economics Letters.
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article39
1990Alternative models for conditional stock volatility In: Journal of Econometrics.
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article428
1989ALTERNATIVE MODELS FOR CONDITIONAL STOCK VOLATILITY.(1989) In: Rochester, Business - General.
[Citation analysis]
This paper has another version. Agregated cites: 428
paper
1989Alternative Models For Conditional Stock Volatility.(1989) In: NBER Working Papers.
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This paper has another version. Agregated cites: 428
paper
1977Estimation of a non-invertible moving average process : The case of overdifferencing In: Journal of Econometrics.
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article22
2003Anomalies and market efficiency In: Handbook of the Economics of Finance.
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chapter102
2002Anomalies and Market Efficiency.(2002) In: NBER Working Papers.
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This paper has another version. Agregated cites: 102
paper
1985A discussion of CEO deaths and the reaction of stock prices In: Journal of Accounting and Economics.
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article3
1983Size and stock returns, and other empirical regularities In: Journal of Financial Economics.
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article20
1987Expected stock returns and volatility In: Journal of Financial Economics.
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article978
1989Clinical papers and their role in the development of financial economics In: Journal of Financial Economics.
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article6
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]
article6
1995Poison or placebo? Evidence on the deterrence and wealth effects of modern antitakeover measures In: Journal of Financial Economics.
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article150
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: 150
paper
1996Markup pricing in mergers and acquisitions In: Journal of Financial Economics.
[Full Text][Citation analysis]
article163
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: 163
paper
1994Mark-Up Pricing in Mergers and Acquisitions.(1994) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 163
paper
1997Symposium on market microstructure: Focus on Nasdaq In: Journal of Financial Economics.
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article8
1977Stock exchange seats as capital assets In: Journal of Financial Economics.
[Full Text][Citation analysis]
article9
1977Human capital and capital market equilibrium In: Journal of Financial Economics.
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article61
1977Asset returns and inflation In: Journal of Financial Economics.
[Full Text][Citation analysis]
article501
2004Is the IPO pricing process efficient? In: Journal of Financial Economics.
[Full Text][Citation analysis]
article49
1987Effects of model specification on tests for unit roots in macroeconomic data In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article166
2002Stock volatility in the new millennium: how wacky is Nasdaq? In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article42
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: 42
paper
1978Money, income, and sunspots: Measuring economic relationships and the effects of differencing In: Journal of Monetary Economics.
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article44
1989MARGIN REQUIREMENTS AND STOCK VOLATILITY. In: Columbia - Center for Futures Markets.
[Citation analysis]
paper19
1989STOCK VOLATILITY AND THE CRASH OF 87 In: Rochester, Business - General.
[Citation analysis]
paper196
1989Stock Volatility and the Crash of 87.(1989) In: NBER Working Papers.
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This paper has another version. Agregated cites: 196
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: 196
article
1989INDEXES OF UNITED STATES STOCK PRICES FROM 1802-1987 In: Rochester, Business - General.
[Citation analysis]
paper1
1982Differencing as a Test of Specification. In: International Economic Review.
[Full Text][Citation analysis]
article13
2011Stock Volatility During the Recent Financial Crisis In: NBER Working Papers.
[Full Text][Citation analysis]
paper23
1989Indexes of United States Stock Prices From 1802 to 1987 In: NBER Working Papers.
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paper3
1998Stock Market Volatility: Ten Years After the Crash In: NBER Working Papers.
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paper20
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: 20
paper
2001Biases in the IPO Pricing Process In: NBER Working Papers.
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paper8
2001Short Sales, Damages and Class Certification in 10b-5 Actions In: NBER Working Papers.
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paper3
1977Public Regulation of National Securities Exchanges: A Test of the Capture Hypothesis In: Bell Journal of Economics.
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article7
1981Using Financial Data to Measure Effects of Regulation. In: Journal of Law and Economics.
[Full Text][Citation analysis]
article94
1979Inflation, Interest, and Relative Prices. In: The Journal of Business.
[Full Text][Citation analysis]
article6
1990Indexes of U.S. Stock Prices from 1802 to 1987. In: The Journal of Business.
[Full Text][Citation analysis]
article45
1983Effects of Nominal Contracting on Stock Returns. In: Journal of Political Economy.
[Full Text][Citation analysis]
article27
1985Information Aggregation, Inflation, and the Pricing of Indexed Bonds. In: Journal of Political Economy.
[Full Text][Citation analysis]
article14

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 2 2017. Contact: CitEc Team