G. William Schwert

G. William Schwert's AcademicInfluence.com Rankings

G. William Schwert

Business

#373

World Rank

#411

Historical Rank

Finance

#25

World Rank

#28

Historical Rank

business Degrees

Download Badge

Business

G. William Schwert's Degrees

PhD Finance University of Chicago
Masters Economics University of Chicago

Similar Degrees You Can Earn

Best Online Master's in Economics 2025

Why Is G. William Schwert Influential?

(Suggest an Edit or Addition)

(See a Problem?)

G. William Schwert's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Expected stock returns and volatility (1987) (4148)
Why Does Stock Market Volatility Change Over Time? (1988) (3645)
Asset returns and inflation (1977) (1706)
Tests for Unit Roots: a Monte Carlo Investigation (1988) (1697)
Alternative Models for Conditional Stock Volatility (1989) (1470)
Potential GNP: Its measurement and significance: A dissenting opinion (1979) (1367)
A spectrophotometric determination of trypsin and chymotrypsin. (1955) (1337)
Hostility in Takeovers: In the Eyes of the Beholder? (1999) (961)
Markup Pricing in Mergers and Acquisitions (1996) (850)
Poison or Placebo? Evidence on the Deterrent and Wealth Effects of Modern Antitakeover Measures (1993) (797)
Stock Returns and Real Activity: a Century of Evidence (1990) (736)
IPO Market Cycles: Bubbles or Sequential Learning? (2000) (698)
Effects of model specification on tests for unit roots in macroeconomic data (1987) (671)
Using Financial Data to Measure Effects of Regulation (1981) (606)
Heteroskedasticity in Stock Returns (1989) (533)
On testing the hypothesis that the real rate of interest is constant (1977) (427)
Business Cycles, Financial Crises, and Stock Volatility (1989) (406)
The Variability of IPO Initial Returns (2006) (395)
Is the IPO pricing process efficient (2004) (357)
The mode of action of the crystalline pancreatic proteolytic enzymes. (1950) (346)
The Adjustment of Stock Prices to Information About Inflation (1981) (344)
Indexes of U.S. Stock Prices from 1802 to 1987 (1990) (329)
Size and stock returns, and other empirical regularities (1983) (260)
Chapter 15 Anomalies and market efficiency (2003) (253)
Human capital and capital market equilibrium (1977) (233)
The specific esterase activity of trypsin. (1948) (229)
Money, income, and sunspots: Measuring economic relationships and the effects of differencing (1978) (229)
Stock Volatility During the Recent Financial Crisis (2011) (195)
Lactic dehydrogenase. V. Inhibition by oxamate and by oxalate. (1959) (192)
Why Does Stock Market Volatility Change Over Time (1988) (186)
Stock Volatility in the New Millennium: How Wacky is NASDAQ? (2001) (173)
Securities Transaction Taxes: An Overview of Costs, Benefits and Unresolved Questions (1993) (165)
Stock Volatility and the Crash (1990) (155)
Indexes of United States Stock Prices from 1802 to 1987 (1989) (147)
The journal of financial economics*1: A retrospective evaluation (1974-1991) (1993) (140)
Effects of Nominal Contracting on Stock Returns (1983) (133)
Estimation of a non-invertible moving average process: The case of overdifferencing (1977) (132)
Lactic dehydrogenase. IV. The influence of pH on the kinetics of the reaction. (1958) (131)
Testing for covariance stationarity in stock market data (1990) (128)
Lactic dehydrogenase. II. Variation of kinetic and equilibrium constants with temperature. (1956) (115)
Glutamic acid decarboxylase. I. Isolation procedures and properties of the enzyme. (1960) (113)
Tests for Predictive Relationships between Time Series Variables: A Monte Carlo Investigation (1982) (105)
Margin requirements and stock volatility (1989) (99)
Recovery of Native Bovine Serum Albumin after Precipitation with Trichloroacetic Acid and Solution in Organic Solvents1 (1957) (97)
Tests of causality: The message in the innovations (1979) (94)
The molecular size and shape of the pancreatic proteases; sedimentation studies on chymotrypsinogen and on alpha- and gamma-chymotrypsin. (1949) (85)
Lactic dehydrogenase. III. Mechanism of the reaction. (1956) (85)
Stock Market Volatility: Ten Years after the Crash (1997) (80)
Stock exchange seats as capital assets (1977) (74)
Tests for Unit Roots (2002) (64)
Information Aggregation, Inflation, and the Pricing of Indexed Bonds (1985) (61)
THE REVERSIBLE HEAT DENATURATION OF CHYMOTRYPSINOGEN (1951) (61)
Differencing as a Test of Specification (1982) (60)
Lactic dehydrogenase. X. A re-evaluation of the effects of pH upon the kinetics of the reaction. (1967) (58)
Inflation, Interest, and Relative Prices (1979) (57)
Inactivation of lactate dehydrogenase by butanedione. (1972) (57)
Lactic dehydrogenase. VII. Fluorescence spectra of ternary complexes of lactic dehydrogenase, reduced diphosphopyridine nucleotide, and carboxylic acids. (1959) (57)
The kinetics of the amidase and esterase activities of trypsin. (1949) (56)
The molecular size and shape of the pancreatic proteases. II. Chymotrypsinogen. (1951) (54)
The specific peptidase and esterase activities of chymotrypsin. (1948) (52)
Glutamic acid decarboxylase. II. The spectrum of the enzyme. (1960) (51)
Lactic dehydrogenase. VI. Fluorimetric measurements of the complex of enzyme and reduced diphosphopyridine nucleotide. (1959) (50)
Alternative Models for Conditional Volatil-ity (1990) (48)
Public Regulation of National Securities Exchanges: A Test of the Capture Hypothesis (1977) (47)
Lactic dehydrogenase. VIII. Binding of oxamate and of oxalate by enzyme-coenzyme complexes. (1961) (45)
Mark-Up Pricing in Mergers and Acquisitions (1994) (41)
Glutamic acid decarboxylase. III. The inactivation of the enzyme at low temperatures. (1960) (38)
Fluorescence spectra of ternary complexes of dehydrogenases with reduced diphosphopyridine nucleotide and reduced substrates. (1958) (38)
Editorial: Clinical Papers and Their Role in the Development of Financial Economics (1989) (38)
LACTIC DEHYDROGENASE. IX. EFFECT OF PHOTO-OXIDATION UPON ACTIVITY AND COMPLEX FORMATION. (1963) (34)
William E. Simon Graduate School of Business Administration (1997) (33)
OBSERVATIONS OF NEW PHENOMENA IN THE FLUORESCENCE SPECTRUM OF A DIPHOSPHOPYRIDINE NUCLEOTIDE-LINKED DEHYDROGENASE (1957) (32)
The specific esterase activity of carboxypeptidase. (1948) (31)
A Clinical Exploration of Value Creation and Destruction in Acquisitions: Organizational Design, Incentives, and Internal Capital Markets (1997) (27)
Business cycles, financial crises, and stock volatility : Reply to Shiller (1989) (26)
Use of integrated rate equations in estimating the kinetic constants of enzyme-catalyzed reactions. (1969) (25)
Markup Pricing in Mergers & Acquisitions (1994) (20)
Review of Market Volatility by Robert J Shiller (1991) (19)
The estimation of kinetic constants for the lactate dehydrogenase system by the use of integrated rate equations. (1969) (17)
Lactic dehydrogenase. I. Kinetics. (1952) (17)
Instrumental Artifacts in the Determination of Difference Spectra (1957) (14)
The substrate specificity and sedimentation behavior of delta-chymotrypsin. (1949) (14)
A discussion of CEO deaths and the reaction of stock prices (1985) (13)
Short Sales, Damages and Class Certification in 10b-5 Actions (2001) (13)
The time series behavior of real interest rates A comment (1986) (13)
Symposium on market microstructure: Focus on Nasdaq (1997) (12)
THE MODE OF ACTION OF HEART MUSCLE LACTIC DEHYDROGENASE * (1958) (12)
Human Capital and Market Equilibrium (1977) (11)
The Remarkable Growth in Financial Economics, 1974-2020: Online Appendix (2020) (11)
IPO Market Cycles: An Exploratory Investigation (2000) (10)
Estimating the Parameters of a Distributed Lag Model from Cross-Section Data: The Case of Hospital Admissions and Discharges (1974) (10)
Preparation of crystalline lactic dehydrogenase from beef heart. (1962) (9)
Viscosity and Origin of Meconium in Meconium Ileus.∗ (1958) (9)
Lactate dehydrogenase. XI. Effects of guanidination upon the properties of the enzyme. (1970) (8)
STOCK PRICES, EXPECTED RETURNS, AND REAL ACTIVITY (1990) (7)
Tests for Unit Roots: A Monte (1989) (6)
Electrophoresis of Proteins and the Chemistry of Cell Surfaces. By Harold A. Abramson, Laurence S. Moyer, and Manuel H. Gorin (1944) (6)
The dependence of difference spectra of DPN and of related substances upon hydrogen ion concentration. (1955) (6)
The specific peptidase and esterase activities of chymotrypsin. (1948) (5)
A note on the application of the colorimetric ninhydrin determination to studies of enzyme kinetics. (1948) (4)
Outlines of biochemistry. R. A. GORTNER, 3rd edition edited by R. A. Gortner, Jr., and W. A. Gortner, Wiley, New York, 1949, 1078 pp., $7.00 (1950) (3)
Fluorescence activation spectra of a diphosphopyridine nucleotide dependent dehydrogenase. (1958) (3)
The molecular size and shape of the pancreatic proteases. III. alpha-Chymotrypsin. (1951) (3)
The inhibition of horse liver esterase by substituted amides. (1952) (3)
A retrospective evaluation (1974-91)* (1993) (3)
THE MOLECULAR SIZE AND SHAPE OF THE PANCREATIC PROTEASES I. SEDIMENTATION STUDIES ON CHYMOTRYPSINOGEN AND ON a- AND %CHYMOTRYPSIN (2003) (2)
The viscosity correction for sedimentation constants. (1954) (1)
Changes in the management structure of the JFE (1996) (1)
Empirical Research in Capital Markets (1993) (1)
Risk Management Research Report - Spring 2010 (2009) (1)
Video: Stock Volatility: Past, Present, and Future (2012) (0)
Joint Editorial (2008) (0)
Glutamic Acid Decarboxylase THE ENZYME* (2003) (0)
Means and Standard Deviations of Monetarv Position Variables (2008) (0)
Gene Fama's Impact: A Quantitative Analysis (2014) (0)
An Increase in Submission Fees, a New Two-Stage Review Process, and Electronic Submissions (2004) (0)
2 Schwert : Markup Pricing in Mergers & Acquisitions (1996) (0)
Obituary. Richard S. Schweet. (1968) (0)
Proteolytic enzymes. (1955) (0)