G. William Schwert

University of Rochester - Simon Business School

Distinguished University Professor of Finance and Statistics

Carol Simon Hall 3-110L

Rochester, NY 14627

United States

http://schwert.ssb.rochester.edu

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue

Cambridge, MA 02138

United States

SCHOLARLY PAPERS

27

DOWNLOADS
Rank 934

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Top 934

in Total Papers Downloads

33,127

SSRN CITATIONS
Rank 430

SSRN RANKINGS

Top 430

in Total Papers Citations

623

CROSSREF CITATIONS

1,597

Scholarly Papers (27)

1.

The Remarkable Growth in Financial Economics, 1974-2020: Online Appendix

Journal of Financial Economics (JFE), Vol. 140, No. 3, 2021
Number of pages: 281 Posted: 15 Dec 2020 Last Revised: 12 May 2021
G. William Schwert
University of Rochester - Simon Business School
Downloads 9,263 (687)

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Journal of Financial Economics, authors, papers, institutions, citations

2.
Downloads 6,255 ( 1,374)
Citation 80

Anomalies and Market Efficiency

Number of pages: 54 Posted: 22 Oct 2002
G. William Schwert
University of Rochester - Simon Business School
Downloads 6,125 (1,408)
Citation 91

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Market Efficiency, Anomaly, Size Effect, Value Effect, Selection Bias, Momentum

Anomalies and Market Efficiency

NBER Working Paper No. w9277
Number of pages: 54 Posted: 19 Oct 2002 Last Revised: 09 May 2021
G. William Schwert
University of Rochester - Simon Business School
Downloads 130 (268,473)
Citation 11

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3.
Downloads 2,655 ( 6,010)
Citation 80

Biases in the IPO Pricing Process

Number of pages: 40 Posted: 22 Feb 2001
Michelle Lowry and G. William Schwert
Drexel University and University of Rochester - Simon Business School
Downloads 2,580 (6,171)
Citation 2

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IPO, Underpricing, Private Information, Learning

Biases in the IPO Pricing Process

NBER Working Paper No. w8586
Number of pages: 43 Posted: 10 Nov 2001 Last Revised: 19 Jun 2021
Michelle Lowry and G. William Schwert
Drexel University and University of Rochester - Simon Business School
Downloads 75 (387,703)
Citation 12

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The Remarkable Growth in Financial Economics, 1974-2020

Journal of Financial Economics (JFE), Vol. 140, No. 3, 2021
Number of pages: 77 Posted: 15 Dec 2020 Last Revised: 12 May 2021
G. William Schwert
University of Rochester - Simon Business School
Downloads 2,609 (6,057)
Citation 2

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Journal, Financial, Economics, citations, impact, submissions, peer review

The Remarkable Growth in Financial Economics, 1974-2020

NBER Working Paper No. w28198
Number of pages: 78 Posted: 19 Jul 2021
G. William Schwert
University of Rochester - Simon Business School
Downloads 5 (771,608)
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5.
Downloads 2,219 ( 8,037)
Citation 27

IPO Market Cycles: Bubbles or Sequential Learning?

Number of pages: 29 Posted: 18 Jan 2001
Michelle Lowry and G. William Schwert
Drexel University and University of Rochester - Simon Business School
Downloads 2,107 (8,564)
Citation 28

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IPO, Underpricing, Cycles, Private Information, Learning

IPO Market Cycles: Bubbles or Sequential Learning?

NBER Working Paper No. w7935
Number of pages: 35 Posted: 30 Sep 2000 Last Revised: 08 Mar 2021
Michelle Lowry and G. William Schwert
Drexel University and University of Rochester - Simon Business School
Downloads 112 (299,538)

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IPO Market Cycles: Bubbles or Sequential Learning?

Posted: 29 Nov 2003
Michelle Lowry and G. William Schwert
Drexel University and University of Rochester - Simon Business School

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6.

Editorial: Clinical Papers and Their Role in the Development of Financial Economics

Number of pages: 4 Posted: 28 Nov 2003
University of Chicago - Finance, Harvard Business School, Simon Graduate School of Business, University of Rochester, Harvard Business School, University of Rochester - Simon Business School, Simon Graduate School of Business, University of Rochester and University of Rochester – Simon Business School
Downloads 1,832 (10,962)
Citation 8

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Clinical Papers, case studies, perfect and imperfect markets

7.
Downloads 1,631 ( 13,222)
Citation 71

The Variability of IPO Initial Returns

Simon School Working Paper No. FR 06-06, forthcoming, Journal of Finance
Number of pages: 37 Posted: 07 Jul 2006 Last Revised: 13 Feb 2009
Micah S. Officer, Michelle Lowry and G. William Schwert
Loyola Marymount University - Department of Finance, Drexel University and University of Rochester - Simon Business School
Downloads 1,551 (14,032)

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IPO, Underpricing, Cycles, Information Asymmetry, Conditional Heteroskedasticity, Volatility

The Variability of IPO Initial Returns

NBER Working Paper No. w12295
Number of pages: 54 Posted: 16 Jun 2006 Last Revised: 05 Feb 2021
Micah S. Officer, Michelle Lowry and G. William Schwert
Loyola Marymount University - Department of Finance, Drexel University and University of Rochester - Simon Business School
Downloads 80 (373,255)
Citation 14

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8.

Risk Management Research Report - Spring 2010

Risk Management Research Report, Spring 2010
Number of pages: 16 Posted: 23 Apr 2010
HEC Paris - Finance Department, affiliation not provided to SSRN, University of Massachusetts Amherst - Department of Finance, Brooklyn College - CUNY, Drexel University, Loyola Marymount University - Department of Finance, University of Rochester - Simon Business School, Temple University - Department of Finance, Southern Illinois University at Edwardsville - Department of Economics & Finance, University of California, Santa Barbara (UCSB) - Department of Economics, University of California, San Diego (UCSD) - Rady School of Management, University of Utah - David Eccles School of Business, Purdue University - Krannert School of Management, HEC Paris - Finance Department, Harvard Law School, Columbia Business School - Finance and Economics, New York University (NYU) - Department of Finance, Department of Economics, Texas A&M University, Texas A&M University - Department of Economics, International Food Policy Research Institute (IFPRI), University of Navarra, IESE Business School, University of Georgia - Department of Banking and Finance, Southern Methodist University (SMU) - Finance Department, Pennsylvania State University, Smeal College of Business, University of California at Los Angeles - Anderson School of Management, INSEAD, University of South Florida - College of Business Administration, Fordham University, New York University (NYU) - Department of Finance, Fordham University - Gabelli School of Business and Loyola University of Chicago - Department of Finance
Downloads 1,372 (17,353)

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Risk, Risk Management, Derivatives, Corporate Governance, Financial Derivatives, Value-At-Risk, VaR, Ethics, Volatility, Variance, Standard Deviation, Systemic, Systematic

9.
Downloads 1,308 ( 18,622)
Citation 11

Stock Market Volatility: Ten Years after the Crash

Number of pages: 46 Posted: 03 Dec 1997
G. William Schwert
University of Rochester - Simon Business School
Downloads 1,239 (19,830)
Citation 12

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Stock Market Volatility: Ten Years after the Crash

NBER Working Paper No. w6381
Number of pages: 47 Posted: 01 Jul 2000 Last Revised: 10 Jun 2021
G. William Schwert
University of Rochester - Simon Business School
Downloads 69 (406,332)

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10.
Downloads 1,152 ( 22,525)
Citation 46

Hostility in Takeovers: In the Eyes of the Beholder?

Number of pages: 52 Posted: 11 Jan 1998
G. William Schwert
University of Rochester - Simon Business School
Downloads 1,056 (25,160)
Citation 48

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Hostility in Takeovers: In the Eyes of the Beholder?

Number of pages: 53 Posted: 25 May 2006
G. William Schwert
University of Rochester - Simon Business School
Downloads 69 (406,332)

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Hostility in Takeovers: in the Eyes of the Beholder?

NBER Working Paper No. w7085
Number of pages: 53 Posted: 16 May 2011 Last Revised: 13 May 2021
G. William Schwert
University of Rochester - Simon Business School
Downloads 27 (597,643)

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Short Sales, Damages and Class Certification in 10b-5 Actions

Number of pages: 34 Posted: 02 Oct 2001
Massachusetts Institute of Technology (MIT) - Sloan School of Management, Bondholder Communications Group, University of Rochester - Simon Business School and Jones Day - Washington, D.C. Office
Downloads 395 (91,318)

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Short Sales, Securities Fraud, Class Certification, 10b-5

Short Sales, Damages and Class Certification in 10b-5 Actions

NBER Working Paper No. w8618
Number of pages: 43 Posted: 29 Nov 2001 Last Revised: 21 Jul 2021
Bondholder Communications Group, Massachusetts Institute of Technology (MIT) - Sloan School of Management, University of Rochester - Simon Business School and Jones Day - Washington, D.C. Office
Downloads 55 (456,494)

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12.

IPO Market Cycles: An Exploratory Investigation

Simon School of Business Working Paper No. FR 00-18
Number of pages: 35 Posted: 14 Feb 2000
Michelle Lowry and G. William Schwert
Drexel University and University of Rochester - Simon Business School
Downloads 447
Citation 4

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13.

Gene Fama's Impact: A Quantitative Analysis

Simon Business School Working Paper No. FR 14-17
Number of pages: 32 Posted: 17 Sep 2014
G. William Schwert and René M. Stulz
University of Rochester - Simon Business School and Ohio State University (OSU) - Department of Finance
Downloads 323 (115,578)
Citation 1

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Fama, Citations

14.

Why Does Stock Market Volatility Change Over Time?

NBER Working Paper No. w2798
Number of pages: 72 Posted: 05 Jul 2004 Last Revised: 24 Feb 2021
G. William Schwert
University of Rochester - Simon Business School
Downloads 288 (130,497)
Citation 80

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15.
Downloads 220 (170,495)
Citation 35

Stock Volatility During the Recent Financial Crisis

Number of pages: 48 Posted: 18 Apr 2011
G. William Schwert
University of Rochester - Simon Business School
Downloads 162 (224,389)

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Stock Volatility During the Recent Financial Crisis

NBER Working Paper No. w16976
Number of pages: 32 Posted: 25 Apr 2011 Last Revised: 22 May 2021
G. William Schwert
University of Rochester - Simon Business School
Downloads 56 (452,616)
Citation 3

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Stock Volatility During the Recent Financial Crisis

European Financial Management, Vol. 17, Issue 5, pp. 789-805, 2011
Number of pages: 17 Posted: 19 Oct 2011
G. William Schwert
University of Rochester - Simon Business School
Downloads 2 (799,748)
Citation 11
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Volatility, crisis, unemployment, recession, depression, G11, G12

16.

Mark-Up Pricing in Mergers and Acquisitions

NBER Working Paper No. w4863
Number of pages: 51 Posted: 25 Jul 2000 Last Revised: 17 Apr 2021
G. William Schwert
University of Rochester - Simon Business School
Downloads 174 (210,839)
Citation 1

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17.

Business Cycles, Financial Crises, and Stock Volatility

NBER Working Paper No. w2957
Number of pages: 45 Posted: 27 Apr 2000 Last Revised: 31 Jan 2021
G. William Schwert
University of Rochester - Simon Business School
Downloads 145 (245,673)
Citation 6

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18.

Alternative Models for Conditional Stock Volatility

NBER Working Paper No. w2955
Number of pages: 40 Posted: 27 Dec 2006 Last Revised: 29 Jan 2021
Adrian Pagan and G. William Schwert
Australian National University (ANU) - Research School of Social Sciences (RSSS) and University of Rochester - Simon Business School
Downloads 137 (257,007)
Citation 9

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19.

Stock Volatility and the Crash of &Apos;87

NBER Working Paper No. w2954
Number of pages: 34 Posted: 04 Jul 2004 Last Revised: 28 Jan 2021
G. William Schwert
University of Rochester - Simon Business School
Downloads 127 (272,187)
Citation 10

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Poison or Placebo? Evidence on the Deterrent and Wealth Effects of Modern Antitakeover Measures

NBER Working Paper No. w4316
Number of pages: 33 Posted: 25 Jun 2004 Last Revised: 18 Aug 2008
Robert Comment and G. William Schwert
Independent and University of Rochester - Simon Business School
Downloads 113 (297,611)
Citation 1

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Poison or Placebo? Evidence on the Deterrent and Wealth Effects of Modern Antitakeover Measures

Posted: 04 May 2000
Robert Comment and G. William Schwert
Independent and University of Rochester - Simon Business School

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21.

Heteroskedasticity in Stock Returns

NBER Working Paper No. w2956
Number of pages: 34 Posted: 15 Jan 2007 Last Revised: 30 Jan 2021
G. William Schwert and Paul J. Seguin
University of Rochester - Simon Business School and University of Minnesota - Twin Cities - Carlson School of Management
Downloads 108 (305,568)
Citation 2

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22.

Tests for Unit Roots: a Monte Carlo Investigation

NBER Working Paper No. t0073
Number of pages: 29 Posted: 26 Dec 2000 Last Revised: 15 Mar 2021
G. William Schwert
University of Rochester - Simon Business School
Downloads 88 (349,076)
Citation 15

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23.

Indexes of United States Stock Prices from 1802 to 1987

NBER Working Paper No. w2985
Number of pages: 52 Posted: 09 Oct 2007 Last Revised: 28 Feb 2021
G. William Schwert
University of Rochester - Simon Business School
Downloads 73 (389,277)
Citation 10

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24.

Stock Returns and Real Activity: a Century of Evidence

NBER Working Paper No. w3296
Number of pages: 24 Posted: 25 Jul 2007 Last Revised: 05 Jul 2021
G. William Schwert
University of Rochester - Simon Business School
Downloads 67 (407,732)

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25.

Stock Volatility in the New Millennium: How Wacky is NASDAQ?

NBER Working Paper No. w8436
Number of pages: 35 Posted: 20 Aug 2001 Last Revised: 22 Jul 2021
G. William Schwert
University of Rochester - Simon Business School
Downloads 66 (411,006)
Citation 1

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26.

Video: Stock Volatility: Past, Present, and Future

Posted: 27 Sep 2012
G. William Schwert
University of Rochester - Simon Business School

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27.

Markup Pricing in Mergers & Acquisitions

Posted: 06 Sep 1999
G. William Schwert
University of Rochester - Simon Business School

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