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Economics and Finance

D-Index
56
Citations
45498
World Ranking
965
National Ranking
602

Overview

G. William Schwert is affiliated with the National Bureau of Economic Research in the United States. Their research primarily focuses on the fields of economics, econometrics, finance, business, management, and accounting, reflecting an interdisciplinary approach to financial and corporate studies.

The scientist's notable publication record includes contributions to the field of financial economics, with a particular emphasis on the growth and development of the discipline over multiple decades. Key papers authored by Schwert include:

  • The remarkable growth in financial economics, 1974-2020 (2021), published in the Journal of Financial Economics
  • The Remarkable Growth in Financial Economics, 1974-2020 (2020), published in SSRN Electronic Journal
  • The Remarkable Growth in Financial Economics, 1974-2020: Online Appendix (2020), published in SSRN Electronic Journal
  • The Remarkable Growth in Financial Economics, 1974-2020 (2020), published in SSRN Electronic Journal

These works collectively examine trends and expansions within financial economics, providing analytical context for the field's evolution.

Schwert has published predominantly in two venues:

  • SSRN Electronic Journal
  • Journal of Financial Economics

Their research spans multiple subfields and topics, including:

  • Finance
  • Accounting

  • Financial Markets and Investment Strategies
  • Corporate Finance and Governance
  • Auditing, Earnings Management, Governance
  • Banking stability, regulation, efficiency
  • Global Financial Crisis and Policies

The combination of these topics indicates a focus on both market dynamics and organizational financial governance and regulation, often addressing foundational and policy-relevant issues within the financial sector.

Best Publications

  • Expected stock returns and volatility

    Kenneth R. French;G.William Schwert;Robert F. Stambaugh

  • Why Does Stock Market Volatility Change Over Time

    G. William Schwert

  • Asset returns and inflation

    Eugene F. Fama;G.William Schwert

  • Tests for Unit Roots: A Monte Carlo Investigation

    G. William Schwert

  • Alternative models for conditional stock volatility

    Adrian R. Pagan;Adrian R. Pagan;G.William Schwert;G.William Schwert

  • Stock Volatility and the Crash of ’87

    G. William Schwert

  • Potential GNP: Its measurement and significance: A dissenting opinion

    Charles I. Plosser;G.William Schwert

  • Hostility in Takeovers: In the Eyes of the Beholder?

    G. William Schwert

  • Markup Pricing in Mergers and Acquisitions

    G.William Schwert;G.William Schwert

  • Stock Returns and Real Activity: A Century of Evidence

    G. William Schwert

  • Poison or placebo? Evidence on the deterrence and wealth effects of modern antitakeover measures

    Robert Comment;Robert Comment;G.William Schwert;G.William Schwert

  • Using Financial Data to Measure Effects of Regulation

    G. William Schwert

  • Effects of model specification on tests for unit roots in macroeconomic data

    G.William Schwert

  • IPO MARKET CYCLES: BUBBLES OR SEQUENTIAL LEARNING?

    Michelle Lowry;G. William Schwert

  • Heteroskedasticity in Stock Returns

    G. William Schwert;Paul J. Seguin

  • Business cycles, financial crises, and stock volatility

    G. William Schwert;G. William Schwert

  • The Adjustment of Stock Prices to Information About Inflation

    G. William Schwert

  • Short-Term Interest Rates as Predictors of Inflation: On Testing the Hypothesis that the Real Rate of Interest is Constant

    Charles R. Nelson;G. William Schwert

  • Why Does Stock Market Volatility Change Over Time

    G. William Schwert;G. William Schwert

  • Anomalies and Market Efficiency

    G. William Schwert

  • The journal of financial economics

    G.William Schwert

Frequent Co-Authors

Eugene F. Fama
Eugene F. Fama University of Chicago
Adrian Pagan
Adrian Pagan University of Sydney
Charles R. Nelson
Charles R. Nelson University of Washington
Michael C. Jensen
Michael C. Jensen Harvard University
Clifford W. Smith
Clifford W. Smith University of Rochester
René M. Stulz
René M. Stulz The Ohio State University
Kenneth R. French
Kenneth R. French Dartmouth College
Gary Charness
Gary Charness University of California, Santa Barbara
Halbert White
Halbert White University of California, San Diego
Maximo Torero
Maximo Torero Food and Agriculture Organization of the United Nations

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