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

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33,774

SSRN CITATIONS
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Top 428

in Total Papers Citations

624

CROSSREF CITATIONS

1,598

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 9,537 (702)
Citation 1

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

2.
Downloads 6,346 ( 1,426)
Citation 81

Anomalies and Market Efficiency

Number of pages: 54 Posted: 22 Oct 2002
G. William Schwert
University of Rochester - Simon Business School
Downloads 6,211 (1,453)
Citation 91

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

Anomalies and Market Efficiency

Number of pages: 54 Posted: 19 Oct 2002 Last Revised: 09 May 2021
G. William Schwert
University of Rochester - Simon Business School
Downloads 135 (271,381)
Citation 13

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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 2,758 (5,892)
Citation 1

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

The Remarkable Growth in Financial Economics, 1974-2020

Number of pages: 78 Posted: 19 Jul 2021 Last Revised: 19 Nov 2021
G. William Schwert
University of Rochester - Simon Business School
Downloads 7 (781,137)
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4.
Downloads 2,664 ( 6,324)
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 2,585 (6,524)
Citation 2

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IPO, Underpricing, Private Information, Learning

Biases in the IPO Pricing Process

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 79 (390,752)
Citation 12

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5.
Downloads 2,231 ( 8,407)
Citation 28

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 2,111 (9,020)
Citation 29

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IPO, Underpricing, Cycles, Private Information, Learning

IPO Market Cycles: Bubbles or Sequential Learning?

Number of pages: 35 Posted: 30 Sep 2000 Last Revised: 08 Sep 2021
Michelle Lowry and G. William Schwert
Drexel University and University of Rochester - Simon Business School
Downloads 120 (296,448)

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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 1,846 (11,439)
Citation 8

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Clinical Papers, case studies, perfect and imperfect markets

7.
Downloads 1,653 ( 13,655)
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 1,569 (14,550)

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

The Variability of IPO Initial Returns

Number of pages: 54 Posted: 16 Jun 2006 Last Revised: 07 Aug 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 84 (376,575)
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 - 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)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 1,378 (18,127)

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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 1,318 ( 19,316)
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 1,241 (20,810)
Citation 12

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Stock Market Volatility: Ten Years after the Crash

Number of pages: 47 Posted: 01 Jul 2000 Last Revised: 10 Jun 2021
G. William Schwert
University of Rochester - Simon Business School
Downloads 77 (396,676)

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10.
Downloads 1,163 ( 23,303)
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 1,062 (26,192)
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 74 (405,858)

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Hostility in Takeovers: in the Eyes of the Beholder?

Number of pages: 53 Posted: 16 May 2011 Last Revised: 12 Nov 2021
G. William Schwert
University of Rochester - Simon Business School
Downloads 27 (619,926)

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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 397 (94,759)

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

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

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 (473,853)

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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 332 (116,971)
Citation 1

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Fama, Citations

14.

Why Does Stock Market Volatility Change Over Time?

Number of pages: 72 Posted: 05 Jul 2004 Last Revised: 26 Aug 2021
G. William Schwert
University of Rochester - Simon Business School
Downloads 294 (133,157)
Citation 80

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15.
Downloads 221 (176,885)
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 (233,501)

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Stock Volatility During the Recent Financial Crisis

Number of pages: 32 Posted: 25 Apr 2011 Last Revised: 21 Nov 2021
G. William Schwert
University of Rochester - Simon Business School
Downloads 57 (465,983)
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 (826,118)
Citation 11
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Volatility, crisis, unemployment, recession, depression, G11, G12

16.

Mark-Up Pricing in Mergers and Acquisitions

Number of pages: 51 Posted: 25 Jul 2000 Last Revised: 17 Oct 2021
G. William Schwert
University of Rochester - Simon Business School
Downloads 175 (218,406)
Citation 1

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17.

Business Cycles, Financial Crises, and Stock Volatility

Number of pages: 45 Posted: 27 Apr 2000 Last Revised: 31 Jan 2021
G. William Schwert
University of Rochester - Simon Business School
Downloads 145 (255,486)
Citation 6

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18.

Alternative Models for Conditional Stock Volatility

Number of pages: 40 Posted: 27 Dec 2006 Last Revised: 31 Jul 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 140 (262,727)

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19.

Stock Volatility and the Crash of &Apos;87

Number of pages: 34 Posted: 04 Jul 2004 Last Revised: 30 Jul 2021
G. William Schwert
University of Rochester - Simon Business School
Downloads 127 (282,992)
Citation 10

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

Number of pages: 33 Posted: 25 Jun 2004 Last Revised: 18 Oct 2021
Robert Comment and G. William Schwert
Independent and University of Rochester - Simon Business School
Downloads 122 (292,900)
Citation 2

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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

Number of pages: 34 Posted: 15 Jan 2007 Last Revised: 01 Aug 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 111 (311,756)
Citation 2

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22.

Tests for Unit Roots: a Monte Carlo Investigation

Number of pages: 29 Posted: 26 Dec 2000 Last Revised: 15 Sep 2021
G. William Schwert
University of Rochester - Simon Business School
Downloads 91 (355,153)
Citation 16

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23.

Indexes of United States Stock Prices from 1802 to 1987

Number of pages: 52 Posted: 09 Oct 2007 Last Revised: 28 Feb 2021
G. William Schwert
University of Rochester - Simon Business School
Downloads 76 (395,446)
Citation 10

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24.

Stock Returns and Real Activity: a Century of Evidence

Number of pages: 24 Posted: 25 Jul 2007 Last Revised: 05 Jul 2021
G. William Schwert
University of Rochester - Simon Business School
Downloads 73 (404,453)
Citation 2

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25.

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

Number of pages: 35 Posted: 20 Aug 2001 Last Revised: 22 Jul 2021
G. William Schwert
University of Rochester - Simon Business School
Downloads 67 (423,572)
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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