Citations to Papers by G. William Schwert

Citations to the Papers of G. William Schwert                                                                                                  
(SSCI and SCOPUS)             Year of Citation                                                                
February 21, 2016 Year of                                                                                  
Article Publ 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 2000 2001 2002 2003 2004 2005 2006 2007 2008 2009 2010 2011 2012 2013 2014 2015 Total
Estimating Distributed Lag Models from Cross Section Data:  The Case of Hospital Admissions and Discharges, JASA (W/ C R Nelson) 69 (Sept 74) 627-633 1974 0 0 0 1 0 0 0 1 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 3
Stock Exchange Seats as Capital Assets, JFE 4 (Jan 77) 51-78 1977 2 0 3 2 0 0 3 1 4 4 1 0 0 0 0 2 0 0 0 1 1 0 1 1 0 0 0 2 0 0 2 1 0 0 2 1 1 1 0 36
Human Capital and Capital Market Equilibrium, JFE (w/ E F Fama) 4 (Jan 77) 95-125 1977 1 3 2 4 3 1 2 2 0 3 2 0 3 1 1 1 3 1 0 2 1 0 1 0 2 0 1 0 1 1 0 1 1 1 5 1 5 2 2 60
Public Regulation of National Securities Exchanges:  A Test of the Capture Hypothesis, BellJEcon 8 (Spr 77) 128-150 1977 1 0 4 5 3 5 0 3 2 3 1 2 0 2 0 1 0 0 0 1 0 0 2 1 0 0 1 0 0 0 3 2 0 0 1 0 0 0 0 43
On Testing the Hypothesis That the Real Rate of Interest Is Constant, AER (w/ C R Nelson) 67 (Jun 77) 478-486 1977 1 3 4 10 2 9 7 12 16 14 10 8 7 7 6 5 2 3 1 3 5 2 4 2 2 3 4 2 1 4 1 5 3 1 5 2 3 5 2 5 191
Estimation of a Non-invertible Moving Average Process:  The Case of Over-differencing, JEconometrics (w/ C I Plosser) 6 (Sept 77) 199-224 1977 1 2 1 4 6 5 2 5 3 3 3 5 1 1 0 4 2 1 1 1 0 0 2 3 2 0 0 0 0 0 3 0 1 2 4 0 3 4 75
Asset Returns and Inflation, JFE (w/ E F Fama) 5 (Nov 77) 115-146 1977 1 7 7 6 15 8 15 24 19 23 16 17 13 13 16 17 15 18 14 10 9 12 13 13 6 12 16 15 15 10 27 32 37 38 38 39 45 48 38 737
Money, Income and Sunspots:  Measuring Economic Relationships and the Effects of Differencing, JME (w/ C I Plosser) 4 (Nov 78) 637-660 1978 2 0 3 8 3 8 7 9 2 10 9 8 6 6 7 6 0 2 0 1 2 2 2 0 1 0 0 0 2 0 3 1 4 2 1 4 1 122
Inflation, Interest and Relative Prices, JBus (w/ E F Fama) 52 (Apr 79) 183-209 1979 1 0 1 0 3 4 2 1 6 0 1 0 2 2 0 0 1 2 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 2 0 0 0 0 28
Tests of Causality:  The Message in the Innovations, Carn-Roch Conf 10 (79) 55-96 1979 4 1 4 6 6 6 3 2 4 7 4 1 2 2 1 0 0 0 1 1 0 0 0 0 1 1 0 1 0 0 0 1 0 0 0 0 0 59
Potential GNP: Its Measurement and Significance -- A Dissenting Opinion, Carn-Roch Conf (w/ C I Plosser) 10 (79) 179-186 1979 1 1 0 2 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 1 1 0 2 10
The Adjustment of Stock Prices to Information About Inflation, JFin 36 (Mar 81) 15-29 1981 1 0 7 5 5 5 3 4 4 2 5 1 1 2 1 1 0 0 3 0 2 5 4 2 2 3 3 3 0 0 6 4 4 5 4 97
Using Financial Data to Measure Effects of Regulation, JLE 24 (Apr 81) 121-158 1981 2 2 8 8 11 17 14 11 13 18 20 9 9 7 3 10 12 7 4 5 4 9 5 5 4 6 5 12 3 5 7 9 13 7 7 8 299
Tests for Predictive Relationships Between Time Series Variables:  A Monte Carlo Investigation, JASA (w/ C R Nelson) 77 (Mar 82) 11-18 1982 1 1 1 2 7 4 13 9 4 3 4 4 3 3 1 2 0 0 2 2 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 1 0 68
Differencing as a Test of Specification, IER (w/ C I Plosser & H White) 23 (Oct 82) 535-552 1982 2 0 2 5 9 3 7 3 2 3 3 0 0 1 0 0 1 0 1 0 0 0 0 0 1 0 0 0 0 0 0 1 0 0 44
Effects of Nominal Contracting on Stock Returns, JPE (w/ K R French & R S Ruback) 91 (Feb 83) 70-96 1983 1 2 4 4 1 6 6 4 2 3 0 4 0 1 0 2 2 3 2 0 1 1 0 0 0 0 1 0 0 1 1 0 0 1 1 54
Size and Stock Returns, and Other Empirical Regularities, JFE 12 (May 83) 3-12 1983 6 4 10 8 8 10 2 1 2 3 3 2 2 5 0 3 1 3 0 2 3 3 1 0 2 2 1 0 2 3 1 1 94
Information Aggregation, Inflation, and the Pricing of Indexed Bonds, JPE (w/ G Huberman) 95 (Feb 85) 92-114 1985 2 0 3 1 2 2 2 2 1 1 1 0 2 1 1 1 1 0 2 0 0 0 0 1 0 0 0 1 1 0 0 0 28
A Discussion of CEO Deaths and the Reaction of Stock Prices, JAE 7 (Apr 85) 175-178 1985 0 0 0 2 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 1 1 0 0 0 0 0 5
The Time Series Behavior of Real Interest Rates:  A Comment, Carn-Roch Conf 24 (Spr 86) 275-287 1986 0 0 1 0 1 0 0 1 0 0 0 0 1 0 1 0 0 0 0 1 0 0 1 0 0 0 0 0 1 0 8
Expected Stock Returns and Volatility, JFE (w/ K R French & R S Stambaugh) 19 (Sept 87) 3-29 1987 4 3 14 20 28 28 27 27 10 13 30 24 23 28 18 41 38 41 47 47 63 55 56 73 58 78 63 63 99 83 1,202
Effects of Model Specification on Tests for Unit Roots in Macroceonomic Data, JME 20 (July 87) 73-103 1987 2 2 2 16 14 26 24 32 27 17 34 20 12 15 11 10 15 8 5 5 4 7 4 4 8 3 4 3 4 4 342
Tests for Unit Roots:  A Monte Carlo Investigation, JBES 7 (Apr 89) 147-159 1989 1 1 3 5 8 19 26 26 28 24 37 17 24 23 17 11 17 11 23 28 14 11 17 19 14 20 18 25 33 31 551
Why Does Stock Market Volatility Change Over Time? JFin 44 (Dec 89) 1115-1153 1989 1 10 16 11 14 25 15 19 21 16 15 19 18 22 24 29 25 15 34 31 39 42 46 35 31 34 37 52 696
Business Cycles, Financial Crises and Stock Volatility, Carn-Roch Conf 31 (Fall 89) 83-125 1989 9 9 1 6 4 1 1 4 4 3 0 2 4 2 0 3 0 3 2 5 6 2 4 7 9 10 12 113
Margin Regulation and Stock Volatility, JFinServRes 3 (Dec 89) 153-164 1989 0 1 3 2 1 0 1 0 0 2 0 0 2 3 0 1 1 0 1 0 1 1 1 1 0 3 1 26
Indexes of United States Stock Prices, 1802-1987, JBus 63 (July 90) 399-426 1990 3 3 2 8 6 2 4 3 7 3 1 7 4 5 10 6 5 4 7 3 6 5 7 7 5 3 7 133
Alternative Models for Conditional Stock Volatility, J Econometrics (w/ A R Pagan), 45 (July 90) 267-290 1990 3 4 5 14 10 11 10 16 15 17 19 20 22 27 24 30 23 26 24 25 27 25 37 21 16 28 28 527
Stock Volatility and the Crash of '87, RFS 3 (90) 77-102 1990 4 3 5 11 4 5 9 13 7 5 9 8 4 8 8 10 10 15 8 13 5 13 12 9 10 16 10 234
Testing for Covariance Stationarity in Stock Market Data, EconLet (w/ A R Pagan), 33 (90) 165-170 1990 0 0 0 1 1 0 4 3 2 3 3 1 2 2 2 4 0 1 2 2 2 1 1 4 4 2 2 49
Heteroskedasticity in Stock Returns, JFin (w/ P J Seguin) 45 (Sept 90) 1129-1155 1990 2 1 8 9 4 10 8 9 3 6 4 0 4 4 4 3 3 8 1 8 10 7 4 5 5 6 7 143
Stock Market Volatility, FAJ 46 (May 90) 23-34 1990 3 3 4 0 0 0 3 3 1 1 0 1 5 4 0 3 1 1 2 2 1 4 0 2 0 1 1 46
Stock Returns and Real Activity:  A Century of Evidence, JFin 45 (Sept 90) 1237-1257 1990 0 1 2 5 3 2 4 1 1 1 5 4 5 4 2 4 7 2 6 13 8 5 7 9 11 14 126
Review of Stock Market Volatility by R. Shiller, JPM 17 (Summer 91) 74 1991 2 0 0 0 0 2 0 0 0 0 1 0 1 0 0 0 0 0 0 1 0 0 0 0 7
The Journal of Financial Economics:  A Retrospective Evaluation, 1974-91,' Journal of Financial Economics, 33 (June 93) 369-424 1993 0 2 2 0 1 0 2 2 1 1 1 0 0 1 1 0 2 1 3 0 0 2 3 25
Securities Transaction Taxes:  An Overview of Costs, Benefits and Unresolved Questions, FAJ (w/P J Seguin) 49 (Sept/Oct 93) 27-35 1993 0 3 0 3 1 1 5 0 2 0 1 1 3 0 1 4 2 2 4 2 1 4 40
Poison or Placebo?  Evidence on the Deterrent Effects of Modern Antitakeover Measures, JFE (w/ R Comment) 39 (Sept 95) 3-43 1995 1 3 4 7 9 6 6 12 10 12 16 8 11 11 15 13 15 20 13 20 13 20 16 261
Markup Pricing in Mergers & Acquisitions, JFE, 41 (1996) 153-192 1996 0 0 0 0 3 2 10 3 4 3 11 9 4 13 14 11 16 18 18 32 27 19 217
New Palgrave 1992 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1
Symposium on Nasdaq, Journal of Financial Economics, 45 (1997) 3 1997 2 0 1 0 1 1 0 0 0 1 0 1 0 0 0 0 0 7
Stock Volatility: Ten Years After the Crash, Brookings-Wharton Papers on Financial Services, 1 (1998) 65-114 1998 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1
Hostility in Takeovers:  In the Eyes of the Beholder? Journal of Finance 55 (December 2000) 2599-2640 2000 0 0 0 1 0 0 0 0 0 0 0 0 2 0 0 1 0 0 0 0 0 1 1 3 1 0 4 14
JFE editorial,18 (1987) 3 1987 0 0 1 0 1 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 3
JFE editorial,24 (1989) 3 1989 0 0 0 0 0 2 0 0 0 0 0 0 0 0 0 0 0 0 0 0 2
JFE editorial,28 (1990) 3 1990 0
JFE editorial,42 (1996) 1 1996 1 0 0 0 0 0 0 0 1 0 0 2
JFE editorial, 65 (2002) 163-165 (w/ R Green & M O'Hara) 0
Emprical Research in Capital Markets, Schwert & Smith, McGraw-Hill 1992 0 0 0 0 0 0 1 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 2
Stock Volatility in the New Millennium:  How Wacky Is Nasdaq? JME, 49 (Jan 2002) 3-26 2002 0 1 0 1 0 1 2 2 1 0 0 1 1 1 1 1 0 13
IPO Market Cycles: Bubbles or Sequential Learning? JFin 57 (June 2002) 1171-1200 (w/ M Lowry) 2002 1 0 1 6 8 9 15 18 10 12 19 19 23 29 25 22 13 15 245
Is the IPO Pricing Process Efficient? Journal of Financial Economics 71 (2004) 3-26 (w/ M Lowry) 2002 0 1 3 2 6 2 12 3 5 4 4 3 6 3 54
Anomalies and Market Efficiency,Chapter 15 in Handbook of the Economics of Finance, eds. George Constantinides, Milton Harris, and René Stulz, North-Holland (2003), 937-972.  2002 7 10 10 14 15 12 20 9 14 21 14 15 17 12 190
Short Sales, Damages, and Class Certification in 10b-5 Actions (w/ R Apfel, J Parsons, & G. Stewart) 2002 6 8 7 5 7 7 7 10 2 11 8 11 11 12 112
The Variability of IPO Returns, Journal of Finance (2010)  (w/ M Lowry and M Officer) 2010 1 2 6 6 7 9 13 11 20 16 10 15 17 19 152
Stock Volatility during the Recent Financial Crisis, European Financial Management 17 (2011) 789-805 2011 2 0 0 0 1 3 0 0 0 0 0 0 0 0 6
The Variability of IPO Returns, Journal of Finance 65 (April 2010) 425-465 (w/ M Lowry and M Officer) 2 1 2 6 10 8 17 16 62
Stock Volatility during the Recent Financial Crisis, European Financial Management 17 (2011) 789-805 0 0 5 8 7 20
Total 1 9 15 38 25 49 61 75 97 105 120 80 108 164 160 167 202 195 160 158 225 164 156 171 169 191 230 227 255 243 270 285 333 345 357 406 367 385 469 448 7,685
Cumulative 1 10 25 63 88 137 198 273 370 475 595 675 783 947 1,107 1,274 1,476 1,671 1,831 1,989 2,214 2,378 2,534 2,705 2,874 3,065 3,295 3,522 3,777 4,020 4,290 4,575 4,908 5,253 5,610 6,016 6,383 6,768 7,237 7,685