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G. William Schwert

Global rank #563 99%

Institution: University of Rochester

Primary Field: Finance (weighted toward more recent publications)

Homepage: http://billschwert.com

First Publication: 1977

Most Recent: 2010

RePEc ID: psc116 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 0.00 0.00 0.00
Last 10 Years 0.00 0.00 0.00 0.00 0.00
All Time 2.68 36.10 2.01 0.00 85.44

Publication Statistics

Raw Publications 31
Coauthorship-Adjusted Count 41.98

Publications (31)

Year Article Journal Tier Authors
2010 The Variability of IPO Initial Returns Journal of Finance A 3
2004 Is the IPO pricing process efficient? Journal of Financial Economics A 2
2002 repec:bla:jfinan:v:57:y:2002:i:2:p:1031-1032 Journal of Finance A 2
2002 IPO Market Cycles: Bubbles or Sequential Learning? Journal of Finance A 2
2002 Stock volatility in the new millennium: how wacky is Nasdaq? Journal of Monetary Economics A 1
2000 Hostility in Takeovers: In the Eyes of the Beholder? Journal of Finance A 1
1997 Symposium on market microstructure: Focus on Nasdaq Journal of Financial Economics A 1
1996 Markup pricing in mergers and acquisitions Journal of Financial Economics A 1
1995 Poison or placebo? Evidence on the deterrence and wealth effects of modern antitakeover measures Journal of Financial Economics A 2
1993 The journal of financial economics*1: A retrospective evaluation (1974-1991) Journal of Financial Economics A 1
1990 Editorial Journal of Financial Economics A 7
1990 Testing for covariance stationarity in stock market data Economics Letters C 2
1990 Alternative models for conditional stock volatility Journal of Econometrics A 2
1990 Heteroskedasticity in Stock Returns. Journal of Finance A 2
1990 Stock Returns and Real Activity: A Century of Evidence. Journal of Finance A 1
1990 Stock Volatility and the Crash of '87. The Review of Financial Studies A 1
1989 Clinical papers and their role in the development of financial economics Journal of Financial Economics A 7
1989 repec:bla:jfinan:v:44:y:1989:i:5:p:1115-53 Journal of Finance A 1
1987 Expected stock returns and volatility Journal of Financial Economics A 3
1987 Effects of model specification on tests for unit roots in macroeconomic data Journal of Monetary Economics A 1
1985 Information Aggregation, Inflation, and the Pricing of Indexed Bonds. Journal of Political Economy S 2
1983 Effects of Nominal Contracting on Stock Returns. Journal of Political Economy S 3
1983 Size and stock returns, and other empirical regularities Journal of Financial Economics A 1
1981 The Adjustment of Stock Prices to Information about Inflation. Journal of Finance A 1
1981 Using Financial Data to Measure Effects of Regulation. Journal of Law and Economics B 1
1978 Money, income, and sunspots: Measuring economic relationships and the effects of differencing Journal of Monetary Economics A 2
1977 Short-Term Interest Rates as Predictors of Inflation: On Testing the Hypothesis That the Real Rate of Interest is Constant. American Economic Review S 2
1977 Estimation of a non-invertible moving average process : The case of overdifferencing Journal of Econometrics A 2
1977 Stock exchange seats as capital assets Journal of Financial Economics A 1
1977 Human capital and capital market equilibrium Journal of Financial Economics A 2
1977 Asset returns and inflation Journal of Financial Economics A 2