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G. William Schwert : Citation Profile


Are you G. William Schwert?

University of Rochester
National Bureau of Economic Research (NBER)

27

H index

36

i10 index

5876

Citations

RESEARCH PRODUCTION:

43

Articles

27

Papers

1

Chapters

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   34 years (1977 - 2011). See details.
   Cites by year: 172
   Journals where G. William Schwert has often published
   Relations with other researchers
   Recent citing documents: 237.    Total self citations: 15 (0.25 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psc116
   Updated: 2018-02-17    RAS profile: 2012-08-03    
   Missing citations? Add them    Incorrect content? Let us know

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 (45)

Campbell, John (43)

Bekaert, Geert (40)

Christoffersen, Peter (37)

Ghysels, Eric (37)

Diebold, Francis (36)

Degiannakis, Stavros (32)

Nelson, Charles (31)

McAleer, Michael (29)

Guo, Hui (27)

Cites to:

French, Kenneth (6)

White, Halbert (5)

Ritter, Jay (5)

Fama, Eugene (4)

pagan, adrian (4)

Ljungqvist, Alexander (4)

Stambaugh, Robert (4)

Shapiro, Matthew (3)

Startz, Richard (3)

Summers, Lawrence (3)

Hanley, Kathleen (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 Econometrics2
The Journal of Business2
Journal of Business & Economic Statistics2
Journal of Political Economy2

Recent works citing G. William Schwert (2018 and 2017)


YearTitle of citing document
2017Trend Changes in Stock Prices of Petrochemical Firms in the A-Share Market, China. (2017). Zou, Gao Lu . In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2017:p:149-156.

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2017Impact of Index Options on Emerging Market Volatility: The Case of the Malaysian Equity Market. (2017). Mohibul, MD ; Islam, Anisul M. In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2017:p:157--172.

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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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2017Russian-Doll Risk Models. (2017). Kakushadze, Zura. In: Papers. RePEc:arx:papers:1412.4342.

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

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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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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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2017The Interest Rate Sensitivity of Value and Growth Stocks - Evidence from Listed Real Estate. (2017). Christian, Weis ; Sebastian, Steffen ; Woltering, Rene-Ojas. In: ERES. RePEc:arz:wpaper:eres2017_325.

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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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2017Stock Market Integration and Financial Crises: Evidence from Chinese Sectoral Portfolios. (2017). Li, Hong ; Daly, Vincent. In: Review of Economics & Finance. RePEc:bap:journl:170403.

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

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2017Asset prices and macroeconomic outcomes: a survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: BIS Working Papers. RePEc:bis:biswps:676.

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2017Unexpected Inflation, Capital Structure, and Real Risk-adjusted Firm Performance. (2017). Alcock, Jamie ; Steiner, Eva. In: Abacus. RePEc:bla:abacus:v:53:y:2017:i:2:p:273-298.

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2017Rare disaster risk and the expected equity risk premium. (2017). Berkman, Henk ; Lee, John B ; Jacobsen, Ben. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:2:p:351-372.

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2017Specification Error, Estimation Risk, and Conditional Portfolio Rules. (2017). Tian, Weidong ; Yan, Hong ; Kaniel, Ron ; Chapman, David A ; Carlson, Murray. In: International Review of Finance. RePEc:bla:irvfin:v:17:y:2017:i:2:p:263-288.

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2017Timing the Market with a Combination of Moving Averages. (2017). Glabadanidis, Paskalis. In: International Review of Finance. RePEc:bla:irvfin:v:17:y:2017:i:3:p:353-394.

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2017DOES DISTANCE MATTER IN MERGERS AND ACQUISITIONS?. (2017). Bick, Patty ; Walkup, Brian R ; Lynch, Andrew A ; Crook, Matthew D. In: Journal of Financial Research. RePEc:bla:jfnres:v:40:y:2017:i:1:p:33-54.

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2017MONETARY POLICY SURPRISES, INVESTMENT OPPORTUNITIES, AND ASSET PRICES. (2017). Detzel, Andrew . In: Journal of Financial Research. RePEc:bla:jfnres:v:40:y:2017:i:3:p:315-348.

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2017Do macro shocks matter for equities?. (2017). Theodoridis, Konstantinos ; Dison, Will . In: Bank of England working papers. RePEc:boe:boeewp:0692.

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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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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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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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2017Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12460.

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2017FUTURES-BASED MEASURES OF MONETARY POLICY AND JUMP RISK. (2017). Inekwe, John ; Nkwoma, Inekwe John . In: Macroeconomic Dynamics. RePEc:cup:macdyn:v:21:y:2017:i:02:p:384-405_00.

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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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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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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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2017How Does Volatility of Characteristics-sorted Portfolios Respond to Macroeconomic Volatility?. (2017). al Samman, Ahmed ; Otaify, Mahmoud Moustafa. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-04-39.

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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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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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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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2017What is the shareholder wealth impact of target CEO retention in private equity deals?. (2017). Bargeron, Leonce L ; Zutter, Chad J ; Schlingemann, Frederik P ; Stulz, Rene M. In: Journal of Corporate Finance. RePEc:eee:corfin:v:46:y:2017:i:c:p:186-206.

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2017What determines horizontal merger antitrust case selection?. (2017). Gao, Ning ; Strong, Norman ; Peng, NI. In: Journal of Corporate Finance. RePEc:eee:corfin:v:46:y:2017:i:c:p:51-76.

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2017Hedge funds in M&A deals: Is there exploitation of insider information?. (2017). Dai, Rui ; Saunders, Anthony ; Nandy, Debarshi K ; Massoud, Nadia. In: Journal of Corporate Finance. RePEc:eee:corfin:v:47:y:2017:i:c:p:23-45.

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2017Do investors flip less in bookbuilding than in auction IPOs?. (2017). Neupane, Suman ; Thapa, Chandra ; Paudyal, Krishna ; Marshall, Andrew . In: Journal of Corporate Finance. RePEc:eee:corfin:v:47:y:2017:i:c:p:253-268.

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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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2017Trend inflation estimates for Thailand from disaggregated data. (2017). Limjaroenrat, Vorada ; Manopimoke, Pym . In: Economic Modelling. RePEc:eee:ecmode:v:65:y:2017:i:c:p:75-94.

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2017Impact of SOX on the returns to targets and acquirers in corporate tender offers. (2017). Bhabra, Harjeet S ; Hossain, Ashrafee T. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:1-19.

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2017An intertemporal CAPM with higher-order moments. (2017). Jang, Jeewon ; Kang, Jangkoo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:314-337.

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2017Monetary policy transparency in a forward-looking market: Evidence from the United States. (2017). Kia, Amir . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:597-617.

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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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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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2017Mutual funds and stock market volatility: An empirical analysis of Asian emerging markets. (2017). Qureshi, Fiza ; Gee, Chan Sok ; Ismail, Izlin ; Kutan, Ali M. In: Emerging Markets Review. RePEc:eee:ememar:v:31:y:2017:i:c:p:176-192.

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2017Dynamic cross-autocorrelation in stock returns. (2017). Kinnunen, Jyri. In: Journal of Empirical Finance. RePEc:eee:empfin:v:40:y:2017:i:c:p:162-173.

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2017When no news is good news – The decrease in investor fear after the FOMC announcement. (2017). Frijns, Bart ; Tourani-Rad, Alireza ; Fernandez-Perez, Adrian. In: Journal of Empirical Finance. RePEc:eee:empfin:v:41:y:2017:i:c:p:187-199.

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2017Forecasting aggregate stock market volatility using financial and macroeconomic predictors: Which models forecast best, when and why?. (2017). Nonejad, Nima . In: Journal of Empirical Finance. RePEc:eee:empfin:v:42:y:2017:i:c:p:131-154.

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2017Timescale betas and the cross section of equity returns: Framework, application, and implications for interpreting the Fama–French factors. (2017). Uk, Byoung ; Kim, Tong Suk ; In, Francis. In: Journal of Empirical Finance. RePEc:eee:empfin:v:42:y:2017:i:c:p:15-39.

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2017Oil price volatility and macroeconomic fundamentals: A regime switching GARCH-MIDAS model. (2017). Pan, Zhiyuan ; Yin, Libo ; Wu, Chongfeng ; Wang, Yudong. In: Journal of Empirical Finance. RePEc:eee:empfin:v:43:y:2017:i:c:p:130-142.

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2017Governance mechanisms and effective activism: Evidence from shareholder proposals on poison pills. (2017). Gine, Mireia ; Sedunov, John ; Moussawi, Rabih. In: Journal of Empirical Finance. RePEc:eee:empfin:v:43:y:2017:i:c:p:185-202.

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2017A causal link between bond liquidity and stock returns. (2017). Anderson, Mike . In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:190-208.

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2017Common cycles and common trends in the stock and oil markets: Evidence from more than 150years of data. (2017). Wohar, Mark ; GUPTA, RANGAN ; Balcilar, Mehmet. In: Energy Economics. RePEc:eee:eneeco:v:61:y:2017:i:c:p:72-86.

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2017Good volatility, bad volatility: What drives the asymmetric connectedness of Australian electricity markets?. (2017). Baruník, Jozef ; Apergis, Nicholas ; Keung, Marco Chi. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:108-115.

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2017Market efficiency assessment under dual pricing rule for the Turkish wholesale electricity market. (2017). Asan, Goksel ; Tasaltin, Kamil . In: Energy Policy. RePEc:eee:enepol:v:107:y:2017:i:c:p:109-118.

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2017Variables in dollar terms versus in rate terms: The case of market feedback on merger negotiations. (2017). Yin, Xiangkang ; Zhao, Jing ; Li, Baibing . In: International Review of Financial Analysis. RePEc:eee:finana:v:49:y:2017:i:c:p:138-145.

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2017Board involvement in the M&A negotiation process. (2017). Demirta, Gul . In: International Review of Financial Analysis. RePEc:eee:finana:v:50:y:2017:i:c:p:27-43.

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2017The effect of quantitative easing on the variance and covariance of the UK and US equity markets. (2017). Shogbuyi, Abiodun ; Steeley, James M. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:281-291.

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2017The day-of-the-Week effects of stock markets in different countries. (2017). Lai, Yongzeng ; Zhang, Jilin ; Lin, Jianghong . In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:47-62.

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2017Impact of persistent bad returns and volatility on retirement outcomes. (2017). Basu, Anup K ; Wiafe, Osei K. In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:201-205.

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2017Revisiting CAPM betas in an incomplete market: Evidence from the Korean stock market. (2017). Hur, Seok-Kyun ; Chung, Chune Young. In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:241-248.

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2017Fixed-price, auction, and bookbuilding IPOs: Empirical evidence in Taiwan. (2017). Huang, Hsin-Yi ; Lin, Yun ; Chiang, Min-Hsien . In: Finance Research Letters. RePEc:eee:finlet:v:22:y:2017:i:c:p:11-19.

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2017Selling out or going public? A real options signaling approach. (2017). Nishihara, Michi. In: Finance Research Letters. RePEc:eee:finlet:v:22:y:2017:i:c:p:146-152.

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2017Can tree-structured classifiers add value to the investor?. (2017). Laborda, Ricardo . In: Finance Research Letters. RePEc:eee:finlet:v:22:y:2017:i:c:p:211-226.

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2017The impact of expected regulatory changes: The case of banks following the 2016U.S. election. (2017). Hachenberg, Britta ; Schiereck, Dirk ; Kolaric, Sascha ; Kiesel, Florian. In: Finance Research Letters. RePEc:eee:finlet:v:22:y:2017:i:c:p:268-273.

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2017Cross-sectional factor dynamics and momentum returns. (2017). Avramov, Doron ; Hore, Satadru . In: Journal of Financial Markets. RePEc:eee:finmar:v:32:y:2017:i:c:p:69-96.

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2017Hedge fund return, volatility asymmetry, and systemic effects: A higher-moment factor-EGARCH model. (2017). Elyasiani, Elyas ; Mansur, Iqbal. In: Journal of Financial Stability. RePEc:eee:finsta:v:28:y:2017:i:c:p:49-65.

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2017Investor protection and institutional investors’ incentive for information production. (2017). Akron, Sagi ; Samdani, Taufique . In: Journal of Financial Stability. RePEc:eee:finsta:v:30:y:2017:i:c:p:1-15.

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2017The asymmetric relationship between returns and implied volatility: Evidence from global stock markets. (2017). Uddin, Gazi ; naoui, kamel ; Jlassi, Mouna ; Bekiros, Stelios. In: Journal of Financial Stability. RePEc:eee:finsta:v:30:y:2017:i:c:p:156-174.

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2017Asset prices regime-switching and the role of inflation targeting monetary policy. (2017). Floros, Christos ; Filis, George ; Chatziantoniou, Ioannis . In: Global Finance Journal. RePEc:eee:glofin:v:32:y:2017:i:c:p:97-112.

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2017Do cross-border mergers and acquisitions increase short-term market performance? The case of Chinese firms. (2017). Tao, Fang ; Xia, Enjun ; Gao, Lan ; Liu, Xiaohui. In: International Business Review. RePEc:eee:iburev:v:26:y:2017:i:1:p:189-202.

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2017National economic disparity and cross-border acquisition resolution. (2017). Lim, Mi-Hee ; Lee, Ji-Hwan . In: International Business Review. RePEc:eee:iburev:v:26:y:2017:i:2:p:354-364.

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2017Equilibrium investment strategy for DC pension plan with default risk and return of premiums clauses under CEV model. (2017). Li, Danping ; Yi, BO ; Zhao, Hui ; Rong, Ximin . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:72:y:2017:i:c:p:6-20.

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2017Optimal investment and reinsurance for an insurer under Markov-modulated financial market. (2017). Xu, Lin ; Yao, Dingjun ; Zhang, Liming. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:74:y:2017:i:c:p:7-19.

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2017Mean–variance target-based optimisation for defined contribution pension schemes in a stochastic framework. (2017). Menoncin, Francesco ; Vigna, Elena. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:76:y:2017:i:c:p:172-184.

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2017Can investors gain from investing in certain sectors?. (2017). Narayan, Paresh Kumar ; Ahmed, Huson Ali . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:48:y:2017:i:c:p:160-177.

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2017Short-term inflation forecasting: The M.E.T.A. approach. (2017). Silvestrini, Andrea ; Venditti, Fabrizio ; Sbrana, Giacomo. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:1065-1081.

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2017Perverse incentives of special purpose acquisition companies, the “poor mans private equity funds”. (2017). Dimitrova, Lora . In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:63:y:2017:i:1:p:99-120.

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2017Trust and stock price crash risk: Evidence from China. (2017). Li, Xiaorong ; Wang, Xue. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:76:y:2017:i:c:p:74-91.

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2017Divergence of sentiment and stock market trading. (2017). Siganos, Antonios ; Verwijmeren, Patrick ; Vagenas-Nanos, Evangelos. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:78:y:2017:i:c:p:130-141.

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2017The value-added role of industry specialist advisors in M&As. (2017). Graham, Michael ; Zhang, Huizhong ; Yawson, Alfred ; Walter, Terry S. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:81:y:2017:i:c:p:81-104.

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2017Optimal delta hedging for options. (2017). Hull, John ; White, Alan . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:82:y:2017:i:c:p:180-190.

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2017Shadows in the Sun: Crash risk behind Earnings Transparency. (2017). Hung, Shengmin ; Qiao, Zheng . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:83:y:2017:i:c:p:1-18.

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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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article71
2002Tests for Unit Roots: A Monte Carlo Investigation. In: Journal of Business & Economic Statistics.
[Citation analysis]
article504
1989Tests for Unit Roots: A Monte Carlo Investigation..(1989) In: Journal of Business & Economic Statistics.
[Citation analysis]
This paper has another version. Agregated cites: 504
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: 504
paper
1981The Adjustment of Stock Prices to Information about Inflation. In: Journal of Finance.
[Full Text][Citation analysis]
article87
1989 Why Does Stock Market Volatility Change over Time? In: Journal of Finance.
[Full Text][Citation analysis]
article975
1988Why Does Stock Market Volatility Change Over Time?.(1988) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 975
paper
1990 Heteroskedasticity in Stock Returns. In: Journal of Finance.
[Full Text][Citation analysis]
article119
1988HETEROSKEDASTICITY IN STOCK RETURNS.(1988) In: Rochester, Business - General.
[Citation analysis]
This paper has another version. Agregated cites: 119
paper
1989Heteroskedasticity in Stock Returns.(1989) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 119
paper
1990 Stock Returns and Real Activity: A Century of Evidence. In: Journal of Finance.
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article202
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: 202
paper
2000Hostility in Takeovers: In the Eyes of the Beholder? In: Journal of Finance.
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article188
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: 188
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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article128
2000IPO Market Cycles: Bubbles or Sequential Learning?.(2000) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 128
paper
2010The Variability of IPO Initial Returns In: Journal of Finance.
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article44
2006The Variability of IPO Initial Returns.(2006) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 44
paper
1979Potential GNP: Its measurement and significance : A dissenting opinion In: Carnegie-Rochester Conference Series on Public Policy.
[Full Text][Citation analysis]
article15
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]
article2
1989Business cycles, financial crises, and stock volatility : Reply to Shiller In: Carnegie-Rochester Conference Series on Public Policy.
[Full Text][Citation analysis]
article44
1989Business cycles, financial crises, and stock volatility In: Carnegie-Rochester Conference Series on Public Policy.
[Full Text][Citation analysis]
article77
1988BUSINESS CYCLES, FINANCIAL CRISES AND STOCK VOLATILITY.(1988) In: Rochester, Business - General.
[Citation analysis]
This paper has another version. Agregated cites: 77
paper
1989Business Cycles, Financial Crises, and Stock Volatility.(1989) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 77
paper
1990Testing for covariance stationarity in stock market data In: Economics Letters.
[Full Text][Citation analysis]
article39
1990Alternative models for conditional stock volatility In: Journal of Econometrics.
[Full Text][Citation analysis]
article433
1989ALTERNATIVE MODELS FOR CONDITIONAL STOCK VOLATILITY.(1989) In: Rochester, Business - General.
[Citation analysis]
This paper has another version. Agregated cites: 433
paper
1989Alternative Models For Conditional Stock Volatility.(1989) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 433
paper
1977Estimation of a non-invertible moving average process : The case of overdifferencing In: Journal of Econometrics.
[Full Text][Citation analysis]
article22
2003Anomalies and market efficiency In: Handbook of the Economics of Finance.
[Full Text][Citation analysis]
chapter102
2002Anomalies and Market Efficiency.(2002) In: NBER Working Papers.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
article3
1983Size and stock returns, and other empirical regularities In: Journal of Financial Economics.
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article23
1987Expected stock returns and volatility In: Journal of Financial Economics.
[Full Text][Citation analysis]
article1013
1989Clinical papers and their role in the development of financial economics In: Journal of Financial Economics.
[Full Text][Citation analysis]
article6
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]
article6
1995Poison or placebo? Evidence on the deterrence and wealth effects of modern antitakeover measures In: Journal of Financial Economics.
[Full Text][Citation analysis]
article154
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: 154
paper
1996Markup pricing in mergers and acquisitions In: Journal of Financial Economics.
[Full Text][Citation analysis]
article180
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: 180
paper
1994Mark-Up Pricing in Mergers and Acquisitions.(1994) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 180
paper
1997Symposium on market microstructure: Focus on Nasdaq In: Journal of Financial Economics.
[Full Text][Citation analysis]
article8
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]
article67
1977Asset returns and inflation In: Journal of Financial Economics.
[Full Text][Citation analysis]
article535
2004Is the IPO pricing process efficient? In: Journal of Financial Economics.
[Full Text][Citation analysis]
article53
1987Effects of model specification on tests for unit roots in macroeconomic data In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article170
2002Stock volatility in the new millennium: how wacky is Nasdaq? In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article44
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: 44
paper
1978Money, income, and sunspots: Measuring economic relationships and the effects of differencing In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article46
1989MARGIN REQUIREMENTS AND STOCK VOLATILITY. In: Columbia - Center for Futures Markets.
[Citation analysis]
paper20
1989STOCK VOLATILITY AND THE CRASH OF 87 In: Rochester, Business - General.
[Citation analysis]
paper200
1989Stock Volatility and the Crash of 87.(1989) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 200
paper
1990Stock Volatility and the Crash of 87..(1990) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 200
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]
paper27
1989Indexes of United States Stock Prices From 1802 to 1987 In: NBER Working Papers.
[Full Text][Citation analysis]
paper3
1998Stock Market Volatility: Ten Years After the Crash In: NBER Working Papers.
[Full Text][Citation analysis]
paper22
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: 22
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]
paper3
1977Public Regulation of National Securities Exchanges: A Test of the Capture Hypothesis In: Bell Journal of Economics.
[Full Text][Citation analysis]
article8
1981Using Financial Data to Measure Effects of Regulation. In: Journal of Law and Economics.
[Full Text][Citation analysis]
article98
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]
article46
1983Effects of Nominal Contracting on Stock Returns. In: Journal of Political Economy.
[Full Text][Citation analysis]
article28
1985Information Aggregation, Inflation, and the Pricing of Indexed Bonds. In: Journal of Political Economy.
[Full Text][Citation analysis]
article15

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated January, 12 2018. Contact: CitEc Team