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Testing for covariance stationarity in stock market data

Pagan, Adrian R. - In: Economics letters 33 (1990) 2, pp. 165-170

Persistent link: https://www.econbiz.de/10001088170

Stock market volatility

Schwert, George William - In: Financial analysts' journal : FAJ 46 (1990) 3, pp. 23-34

Persistent link: https://www.econbiz.de/10001089639

Heteroskedasticity in stock returns

Schwert, George William - In: The journal of finance : the journal of the American … 45 (1990) 4, pp. 1129-1155

Persistent link: https://www.econbiz.de/10001098069

Securities transaction taxes : an overview of costs, benefits and unresolved questions

Schwert, George William - In: Financial analysts' journal : FAJ 49 (1993) 5, pp. 27-35

Persistent link: https://www.econbiz.de/10001157556

Symposium on market microstructure : focus on Nasdaq

Schwert, George William (contributor) - In: Journal of financial economics 45 (1997) 1

Persistent link: https://www.econbiz.de/10001224765

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

Comment, Robert - In: Journal of financial economics 39 (1995) 1, pp. 3-43

Persistent link: https://www.econbiz.de/10001185911

Expected stock returns and volatility

French, Kenneth Ronald - In: Journal of financial economics 1 (1987), pp. 3-29

Persistent link: https://www.econbiz.de/10001032359

Poison or placebo? : Evidence on the deterrent and wealth effects of modern antitakeover measures

Comment, Robert; Schwert, George William - 1993

Persistent link: https://www.econbiz.de/10000863084

Gene Fama’s Impact : a quantitative analysis

Schwert, George William; Stulz, René M. - 2014

This paper provides a quantitative perspective on Gene Fama's influence on the scholarly community. He has more than 140,000 Google cites while the median number of citations for the Fellows of the American Finance Association is 32,792. Gene Fama has published highly-cited papers in six...

Persistent link: https://www.econbiz.de/10010483663

Biases in the IPO pricing process

Lowry, Michelle; Schwert, George William - 2001

Persistent link: https://www.econbiz.de/10001626429

A service of the

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