| |
Citations to the Papers of
G. William Schwert |
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02/06/22 |
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(SSCI and SCOPUS) |
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Year of Citation |
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March 2, 2022 |
Bradley |
NBER |
NBER |
Year of |
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Article |
WP |
WP |
Reprint |
Publ |
76 |
77 |
78 |
79 |
80 |
81 |
82 |
83 |
84 |
85 |
86 |
87 |
88 |
89 |
90 |
91 |
92 |
93 |
94 |
95 |
96 |
97 |
98 |
99 |
2k |
01 |
02 |
03 |
04 |
05 |
06 |
07 |
08 |
09 |
10 |
11 |
12 |
13 |
14 |
15 |
16 |
17 |
18 |
19 |
20 |
21 |
22 |
Total |
| 1 |
Estimating Distributed Lag
Models from Cross Section Data: The
Case of Hospital Admissions and Discharges, JASA (W/ C R Nelson) 69 (Sept 74)
627-633 |
|
|
|
1974 |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
1 |
0 |
0 |
1 |
0 |
|
7 |
| 2 |
Stock Exchange Seats as
Capital Assets, JFE 4 (Jan 77) 51-78 |
|
|
|
1977 |
|
2 |
0 |
3 |
2 |
0 |
0 |
3 |
1 |
4 |
4 |
1 |
0 |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
1 |
1 |
0 |
1 |
1 |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
1 |
0 |
0 |
2 |
1 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
|
34 |
| 3 |
Human Capital and Capital
Market Equilibrium, JFE (w/ E F Fama) 4 (Jan 77) 95-125 |
7720 |
|
|
1977 |
|
1 |
3 |
2 |
4 |
3 |
1 |
2 |
2 |
0 |
3 |
2 |
0 |
3 |
1 |
1 |
1 |
3 |
1 |
0 |
2 |
1 |
0 |
1 |
0 |
2 |
0 |
1 |
0 |
1 |
1 |
0 |
1 |
1 |
1 |
5 |
1 |
5 |
2 |
2 |
2 |
5 |
4 |
6 |
2 |
4 |
|
83 |
| 4 |
Public Regulation of
National Securities Exchanges: A Test
of the Capture Hypothesis, BellJEcon 8 (Spr 77) 128-150 |
774 |
|
|
1977 |
|
1 |
0 |
4 |
5 |
3 |
5 |
0 |
3 |
2 |
3 |
1 |
2 |
0 |
2 |
0 |
1 |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
1 |
0 |
0 |
1 |
0 |
0 |
0 |
3 |
2 |
0 |
0 |
1 |
0 |
0 |
0 |
0 |
0 |
1 |
0 |
3 |
0 |
0 |
|
47 |
| 5 |
On Testing the Hypothesis
That the Real Rate of Interest Is Constant, AER (w/ C R Nelson) 67 (Jun 77) 478-486 |
|
|
|
1977 |
1 |
3 |
4 |
10 |
2 |
9 |
7 |
12 |
16 |
14 |
10 |
8 |
7 |
7 |
6 |
5 |
2 |
3 |
1 |
3 |
5 |
2 |
4 |
2 |
2 |
3 |
4 |
2 |
1 |
4 |
1 |
5 |
3 |
1 |
5 |
2 |
3 |
5 |
2 |
5 |
5 |
6 |
3 |
2 |
0 |
1 |
|
208 |
| 6 |
Estimation of a
Non-invertible Moving Average Process:
The Case of Over-differencing, JEconometrics (w/ C I Plosser) 6 (Sept
77) 199-224 |
7709 |
|
|
1977 |
|
|
1 |
2 |
1 |
4 |
6 |
5 |
2 |
5 |
3 |
3 |
3 |
5 |
1 |
1 |
0 |
4 |
2 |
1 |
1 |
1 |
0 |
0 |
2 |
3 |
2 |
0 |
0 |
0 |
0 |
0 |
3 |
0 |
1 |
2 |
4 |
0 |
3 |
4 |
0 |
2 |
1 |
3 |
0 |
3 |
|
84 |
| 7 |
Asset Returns and
Inflation, JFE (w/ E F Fama) 5 (Nov 77) 115-146 |
7716 |
|
|
1977 |
|
1 |
7 |
6 |
7 |
19 |
16 |
17 |
22 |
24 |
27 |
16 |
22 |
14 |
18 |
21 |
23 |
22 |
26 |
16 |
18 |
17 |
14 |
23 |
22 |
14 |
20 |
30 |
29 |
27 |
32 |
27 |
32 |
37 |
38 |
38 |
39 |
45 |
48 |
38 |
30 |
57 |
39 |
63 |
66 |
50 |
|
1,217 |
| 8 |
Money, Income and
Sunspots: Measuring Economic
Relationships and the Effects of Differencing, JME (w/ C I Plosser) 4 (Nov
78) 637-660 |
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|
|
1978 |
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|
|
2 |
0 |
3 |
8 |
3 |
8 |
7 |
9 |
2 |
10 |
9 |
8 |
6 |
6 |
7 |
6 |
0 |
2 |
0 |
1 |
2 |
2 |
2 |
0 |
1 |
0 |
0 |
0 |
2 |
0 |
3 |
1 |
4 |
2 |
1 |
4 |
1 |
2 |
1 |
2 |
1 |
1 |
1 |
|
130 |
| 9 |
Inflation, Interest and
Relative Prices, JBus (w/ E F Fama) 52 (Apr 79) 183-209 |
7810 |
|
|
1979 |
|
1 |
0 |
1 |
0 |
3 |
4 |
2 |
1 |
6 |
0 |
1 |
0 |
2 |
2 |
0 |
0 |
1 |
2 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
0 |
1 |
1 |
0 |
0 |
0 |
0 |
|
30 |
| 10 |
Tests of Causality: The Message in the Innovations, Carn-Roch
Conf 10 (79) 55-96 |
787 |
|
|
1979 |
|
|
|
4 |
1 |
4 |
6 |
6 |
6 |
3 |
2 |
4 |
7 |
4 |
1 |
2 |
2 |
1 |
0 |
0 |
0 |
1 |
1 |
0 |
0 |
0 |
0 |
1 |
1 |
0 |
1 |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
0 |
1 |
0 |
1 |
0 |
0 |
0 |
1 |
|
62 |
| 11 |
Potential GNP: Its
Measurement and Significance -- A Dissenting Opinion, Carn-Roch Conf (w/ C I
Plosser) 10 (79) 179-186 |
|
|
|
1979 |
|
|
|
1 |
1 |
0 |
2 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
1 |
0 |
2 |
0 |
2 |
1 |
1 |
2 |
1 |
|
17 |
| 12 |
The Adjustment of Stock
Prices to Information About Inflation, JFin 36 (Mar 81) 15-29 |
|
|
|
1981 |
|
|
|
|
|
1 |
2 |
9 |
5 |
5 |
7 |
3 |
5 |
5 |
2 |
5 |
1 |
2 |
3 |
2 |
1 |
0 |
0 |
3 |
0 |
2 |
5 |
4 |
2 |
2 |
4 |
3 |
3 |
0 |
0 |
7 |
4 |
5 |
5 |
8 |
10 |
2 |
4 |
4 |
7 |
4 |
|
146 |
| 13 |
Using Financial Data to
Measure Effects of Regulation, JLE 24 (Apr 81) 121-158 |
|
|
|
1981 |
|
|
|
|
2 |
2 |
8 |
8 |
11 |
17 |
14 |
11 |
13 |
18 |
20 |
9 |
9 |
7 |
3 |
10 |
12 |
7 |
4 |
5 |
4 |
9 |
5 |
5 |
4 |
6 |
5 |
12 |
3 |
5 |
7 |
9 |
13 |
7 |
7 |
9 |
5 |
9 |
13 |
7 |
18 |
11 |
|
363 |
| 14 |
Tests for Predictive
Relationships Between Time Series Variables:
A Monte Carlo Investigation, JASA (w/ C R Nelson) 77 (Mar 82) 11-18 |
7905 |
|
|
1982 |
|
|
|
1 |
1 |
1 |
2 |
7 |
6 |
14 |
10 |
5 |
3 |
11 |
5 |
4 |
3 |
3 |
2 |
0 |
1 |
2 |
4 |
0 |
0 |
0 |
1 |
1 |
0 |
2 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
0 |
1 |
1 |
2 |
2 |
0 |
1 |
|
98 |
| 15 |
Differencing as a Test of
Specification, IER (w/ C I Plosser & H White) 23 (Oct 82) 535-552 |
|
|
|
1982 |
|
|
|
|
|
|
2 |
0 |
2 |
5 |
9 |
3 |
7 |
3 |
2 |
3 |
3 |
0 |
0 |
1 |
0 |
0 |
1 |
0 |
1 |
0 |
0 |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
0 |
1 |
0 |
0 |
1 |
0 |
0 |
0 |
|
46 |
| 16 |
Effects of Nominal
Contracting on Stock Returns, JPE (w/ K R French & R S Ruback) 91 (Feb
83) 70-96 |
MERC8107 |
|
C119 |
1983 |
|
|
|
|
|
1 |
2 |
4 |
4 |
1 |
6 |
6 |
4 |
2 |
3 |
0 |
4 |
0 |
1 |
0 |
2 |
2 |
3 |
2 |
0 |
1 |
1 |
0 |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
1 |
0 |
0 |
1 |
1 |
0 |
1 |
1 |
0 |
1 |
1 |
|
58 |
| 17 |
Size and Stock Returns, and
Other Empirical Regularities, JFE 12 (May 83) 3-12 |
|
|
|
1983 |
|
|
|
|
|
|
|
|
6 |
4 |
10 |
8 |
8 |
10 |
2 |
1 |
2 |
3 |
3 |
2 |
2 |
5 |
0 |
3 |
1 |
3 |
0 |
2 |
3 |
3 |
1 |
0 |
2 |
2 |
2 |
0 |
2 |
2 |
1 |
1 |
4 |
1 |
3 |
3 |
3 |
3 |
|
111 |
| 18 |
Information Aggregation,
Inflation, and the Pricing of Indexed Bonds, JPE (w/ G Huberman) 93 (Feb 85)
92-114 |
|
|
|
1985 |
|
|
|
|
|
|
|
|
2 |
0 |
3 |
1 |
2 |
2 |
2 |
2 |
1 |
1 |
1 |
0 |
2 |
1 |
1 |
1 |
1 |
0 |
2 |
0 |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
1 |
1 |
0 |
0 |
0 |
0 |
1 |
1 |
0 |
0 |
0 |
|
30 |
| 19 |
A Discussion of CEO Deaths
and the Reaction of Stock Prices, JAE 7 (Apr 85) 175-178 |
|
|
|
1985 |
|
|
|
|
|
|
|
|
|
|
0 |
0 |
0 |
2 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
0 |
1 |
1 |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
0 |
0 |
|
8 |
| 20 |
The Time Series Behavior of
Real Interest Rates: A Comment,
Carn-Roch Conf 24 (Spr 86) 275-287 |
|
|
|
1986 |
|
|
|
|
|
|
|
|
|
|
0 |
0 |
1 |
0 |
1 |
0 |
0 |
1 |
0 |
0 |
0 |
0 |
1 |
0 |
1 |
0 |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
0 |
0 |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
8 |
| 21 |
Expected Stock Returns and
Volatility, JFE (w/ K R French & R S Stambaugh) 19 (Sept 87) 3-29 |
MERC8510 |
|
|
1987 |
|
|
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|
|
|
|
|
|
|
4 |
3 |
14 |
27 |
29 |
31 |
38 |
44 |
29 |
30 |
30 |
24 |
23 |
28 |
23 |
41 |
41 |
41 |
48 |
53 |
68 |
57 |
66 |
73 |
58 |
81 |
68 |
68 |
99 |
103 |
105 |
100 |
106 |
115 |
108 |
132 |
|
2,008 |
| 22 |
Effects of Model
Specification on Tests for Unit Roots in Macroeconomic Data, JME 20 (July 87)
73-103 |
8701 |
|
|
1987 |
|
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1 |
3 |
3 |
19 |
17 |
28 |
36 |
40 |
44 |
28 |
34 |
20 |
12 |
15 |
11 |
10 |
15 |
8 |
5 |
5 |
4 |
7 |
4 |
4 |
8 |
3 |
4 |
3 |
5 |
6 |
6 |
5 |
6 |
9 |
3 |
2 |
|
433 |
| 23 |
Tests for Unit Roots: A Monte Carlo Investigation, JBES 7 (Apr
89) 147-159 |
|
T73 |
|
1989 |
|
|
|
|
|
|
|
|
|
|
1 |
1 |
3 |
8 |
12 |
20 |
32 |
32 |
38 |
34 |
45 |
23 |
36 |
29 |
20 |
19 |
22 |
27 |
22 |
22 |
29 |
20 |
23 |
30 |
32 |
39 |
39 |
40 |
33 |
37 |
27 |
32 |
44 |
42 |
45 |
40 |
|
998 |
| 24 |
Why Does Stock Market
Volatility Change Over Time? JFin 44 (Dec 89) 1115-1153 |
8711 |
2798 |
1368 |
1989 |
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|
|
|
|
1 |
10 |
17 |
15 |
17 |
32 |
24 |
26 |
28 |
26 |
28 |
30 |
30 |
36 |
37 |
52 |
44 |
36 |
59 |
61 |
66 |
68 |
72 |
61 |
63 |
59 |
75 |
77 |
60 |
58 |
90 |
76 |
103 |
94 |
|
1,631 |
| 25 |
Business Cycles, Financial
Crises and Stock Volatility, Carn-Roch Conf 31 (Fall 89) 83-125 |
8802 |
2957 |
1369 |
1989 |
|
|
|
|
|
|
|
|
|
|
|
|
|
9 |
9 |
1 |
6 |
4 |
1 |
1 |
4 |
4 |
3 |
0 |
2 |
4 |
2 |
0 |
3 |
0 |
3 |
2 |
5 |
6 |
2 |
4 |
7 |
9 |
10 |
12 |
13 |
7 |
8 |
9 |
6 |
9 |
|
165 |
| 26 |
Margin Regulation and Stock
Volatility, JFinServRes 3 (Dec 89) 153-164 |
|
|
|
1989 |
|
|
|
|
|
|
|
|
|
|
|
|
|
0 |
1 |
3 |
2 |
1 |
0 |
1 |
0 |
0 |
2 |
0 |
0 |
2 |
3 |
0 |
1 |
1 |
0 |
1 |
0 |
1 |
1 |
1 |
1 |
0 |
3 |
1 |
2 |
1 |
1 |
4 |
0 |
0 |
|
34 |
| 27 |
Indexes of United States
Stock Prices, 1802-1987, JBus 63 (July 90) 399-426 |
|
2985 |
1514 |
1990 |
|
|
|
|
|
|
|
|
|
|
|
|
|
3 |
3 |
2 |
8 |
6 |
2 |
4 |
3 |
7 |
3 |
1 |
7 |
4 |
5 |
10 |
6 |
5 |
4 |
7 |
3 |
6 |
5 |
7 |
7 |
5 |
3 |
7 |
5 |
2 |
6 |
5 |
4 |
7 |
|
162 |
| 28 |
Alternative Models for
Conditional Stock Volatility, J Econometrics (w/ A R Pagan) 45 (July 90)
267-290 |
|
2955 |
1462 |
1990 |
|
|
|
|
|
|
|
|
|
|
|
|
|
3 |
5 |
6 |
17 |
20 |
19 |
14 |
16 |
15 |
17 |
19 |
20 |
22 |
27 |
24 |
30 |
23 |
26 |
24 |
25 |
27 |
25 |
37 |
21 |
16 |
28 |
29 |
26 |
20 |
20 |
22 |
22 |
8 |
|
673 |
| 29 |
Stock Volatility and the
Crash of '87, RFS 3 (90) 77-102 |
8806 |
2954 |
1459 |
1990 |
|
|
|
|
|
|
|
|
|
|
|
|
|
4 |
3 |
5 |
11 |
4 |
5 |
9 |
13 |
7 |
5 |
9 |
8 |
4 |
8 |
8 |
10 |
10 |
15 |
8 |
13 |
5 |
13 |
12 |
9 |
10 |
16 |
10 |
13 |
6 |
18 |
19 |
18 |
25 |
|
333 |
| 30 |
Testing for Covariance
Stationarity in Stock Market Data, EconLet (w/ A R Pagan) 33 (90) 165-170 |
|
|
|
1990 |
|
|
|
|
|
|
|
|
|
|
|
|
|
0 |
0 |
0 |
1 |
1 |
0 |
4 |
3 |
2 |
3 |
3 |
1 |
2 |
2 |
2 |
4 |
0 |
1 |
2 |
2 |
2 |
1 |
1 |
4 |
4 |
2 |
2 |
1 |
3 |
0 |
2 |
3 |
2 |
|
60 |
| 31 |
Heteroskedasticity in Stock
Returns, JFin (w/ P J Seguin) 45 (Sept 90) 1129-1155 |
|
2956 |
1503 |
1990 |
|
|
|
|
|
|
|
|
|
|
|
|
|
2 |
1 |
8 |
9 |
4 |
10 |
8 |
9 |
3 |
6 |
4 |
0 |
4 |
4 |
4 |
3 |
3 |
8 |
1 |
8 |
10 |
10 |
4 |
5 |
5 |
7 |
8 |
7 |
4 |
10 |
5 |
6 |
8 |
|
188 |
| 32 |
Stock Market Volatility,
FAJ 46 (May 90) 23-34 |
MERC8924 |
|
|
1990 |
|
|
|
|
|
|
|
|
|
|
|
|
|
3 |
3 |
4 |
0 |
0 |
0 |
3 |
3 |
1 |
1 |
0 |
1 |
5 |
4 |
0 |
3 |
1 |
1 |
2 |
2 |
1 |
4 |
0 |
2 |
0 |
1 |
1 |
2 |
2 |
4 |
4 |
3 |
6 |
|
67 |
| 33 |
Stock Returns and Real
Activity: A Century of Evidence, JFin
45 (Sept 90) 1237-1257 |
|
3296 |
1471 |
1990 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
0 |
1 |
2 |
5 |
3 |
2 |
4 |
1 |
1 |
1 |
5 |
4 |
5 |
4 |
2 |
4 |
7 |
2 |
6 |
13 |
8 |
5 |
7 |
9 |
11 |
15 |
11 |
11 |
13 |
28 |
26 |
24 |
|
240 |
| 34 |
Review of Stock Market
Volatility by R. Shiller, JPM 17 (Summer 91) 74 |
|
|
|
1991 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2 |
0 |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
0 |
1 |
0 |
1 |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
7 |
| 35 |
The Journal of Financial
Economics: A Retrospective Evaluation,
1974-91 Journal of Financial
Economics, 33 (June 93) 369-424 |
|
|
|
1993 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
0 |
2 |
2 |
0 |
1 |
0 |
2 |
2 |
1 |
1 |
1 |
0 |
0 |
1 |
1 |
0 |
2 |
1 |
3 |
0 |
0 |
2 |
3 |
1 |
2 |
7 |
9 |
19 |
23 |
|
86 |
| 36 |
Securities Transaction
Taxes: An Overview of Costs, Benefits
and Unresolved Questions, FAJ (w/P J Seguin) 49 (Sept/Oct 93) 27-35 |
FR9308 |
|
|
1993 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
0 |
3 |
0 |
3 |
1 |
1 |
5 |
0 |
2 |
0 |
1 |
1 |
3 |
0 |
1 |
4 |
2 |
2 |
4 |
2 |
1 |
4 |
4 |
4 |
3 |
1 |
1 |
1 |
|
54 |
| 37 |
Poison or Placebo? Evidence on the Deterrent Effects of Modern
Antitakeover Measures, JFE (w/ R Comment) 39 (Sept 95) 3-43 |
FR9304 |
4316 |
|
1995 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1 |
3 |
4 |
8 |
13 |
8 |
6 |
14 |
10 |
15 |
17 |
11 |
17 |
16 |
24 |
13 |
15 |
20 |
16 |
25 |
14 |
20 |
23 |
16 |
15 |
15 |
10 |
12 |
15 |
|
396 |
| 38 |
Markup Pricing in Mergers
& Acquisitions, JFE, 41 (1996) 153-192 |
FR9401 |
4863 |
|
1996 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
0 |
0 |
0 |
0 |
3 |
2 |
10 |
3 |
4 |
3 |
11 |
9 |
4 |
13 |
14 |
11 |
16 |
18 |
18 |
32 |
27 |
23 |
35 |
23 |
22 |
21 |
17 |
17 |
|
356 |
| 39 |
New Palgrave |
|
|
|
1992 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
1 |
| 40 |
Symposium on Nasdaq,
Journal of Financial Economics, 45 (1997) 3 |
|
|
|
1997 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2 |
0 |
1 |
0 |
1 |
1 |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
7 |
| 41 |
JFE editorial,18 (1987) 3 |
|
|
|
1987 |
|
|
|
|
|
|
|
|
|
|
|
0 |
0 |
0 |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
1 |
| 42 |
JFE editorial,24 (1989) 3 |
|
|
|
1989 |
|
|
|
|
|
|
|
|
|
|
|
|
|
0 |
0 |
0 |
1 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
1 |
0 |
4 |
0 |
0 |
0 |
0 |
0 |
0 |
|
14 |
| 43 |
JFE editorial,28 (1990) 3 |
|
|
|
1990 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
0 |
0 |
1 |
0 |
1 |
0 |
0 |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
3 |
| 44 |
JFE editorial,42 (1996) 1 |
|
|
|
1996 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
0 |
0 |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
2 |
| 45 |
JFin editorial, 57 (2002)
1031-1032 (w/ R Green & M O'Hara) |
|
|
|
2002 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
0 |
0 |
0 |
0 |
0 |
0 |
|
|
| 46 |
JFE editorial, 65 (2002)
163-165 (w/ R Green & M O'Hara) |
|
|
|
2002 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
2 |
| 47 |
RFS editorial, 15 (2002)
iii-iv (w/ R Green & M O'Hara) |
|
|
|
2002 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
0 |
0 |
0 |
0 |
0 |
0 |
|
|
| 48 |
Emprical Research in
Capital Markets, Schwert & Smith, McGraw-Hill |
|
|
|
1992 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
0 |
0 |
0 |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
2 |
| 49 |
Stock Volatility: Ten Years
After the Crash, Brookings-Wharton Papers on Financial Services, 1 (1998)
65-114 |
|
6381 |
|
1998 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
0 |
1 |
0 |
1 |
0 |
1 |
2 |
2 |
1 |
0 |
0 |
1 |
1 |
1 |
1 |
1 |
0 |
2 |
1 |
1 |
1 |
1 |
0 |
|
19 |
| 50 |
Hostility in
Takeovers: In the Eyes of the
Beholder? Journal of Finance 55 (December 2000) 2599-2640 |
|
7085 |
|
2000 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1 |
0 |
1 |
6 |
8 |
9 |
15 |
18 |
10 |
12 |
19 |
19 |
23 |
29 |
25 |
22 |
16 |
28 |
19 |
26 |
23 |
23 |
21 |
30 |
|
403 |
| 51 |
Stock Volatility in the New
Millennium: How Wacky Is Nasdaq? JME,
49 (Jan 2002) 3-26 |
|
8436 |
|
2002 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
0 |
1 |
3 |
2 |
6 |
2 |
12 |
3 |
5 |
4 |
4 |
3 |
6 |
4 |
3 |
3 |
3 |
3 |
7 |
9 |
|
83 |
| 52 |
IPO Market Cycles: Bubbles
or Sequential Learning? JFin 57 (June 2002) 1171-1200 (w/ M Lowry) |
FR0021 |
7935 |
|
2002 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
7 |
10 |
10 |
14 |
15 |
12 |
20 |
9 |
14 |
21 |
14 |
15 |
17 |
12 |
18 |
17 |
25 |
15 |
12 |
17 |
|
294 |
| 53 |
Is the IPO Pricing Process
Efficient? Journal of Financial Economics 71 (2004) 3-26 (w/ M Lowry) |
FR0102 |
8586 |
|
2004 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
6 |
8 |
7 |
5 |
7 |
7 |
7 |
10 |
2 |
11 |
8 |
11 |
11 |
12 |
7 |
11 |
9 |
14 |
14 |
14 |
|
181 |
| 54 |
Anomalies and Market
Efficiency,Chapter 15 in Handbook of the Economics of Finance, eds. George
Constantinides, Milton Harris, and René Stulz, North-Holland (2003), 937-972 |
FR0213 |
9277 |
|
2003 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1 |
2 |
6 |
6 |
7 |
9 |
13 |
11 |
20 |
16 |
10 |
15 |
17 |
19 |
20 |
22 |
35 |
41 |
38 |
43 |
|
351 |
| 55 |
Short Sales, Damages, and
Class Certification in 10b-5 Actions (w/ R Apfel, J Parsons, & G.
Stewart) |
FR0119 |
8618 |
|
2002 |
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2 |
0 |
0 |
0 |
1 |
3 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
6 |
| 56 |
The Variability of IPO
Returns, Journal of Finance 65 (April 2010) 425-465 (w/ M Lowry and M
Officer) |
FR0606 |
12295 |
|
2010 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2 |
1 |
2 |
6 |
10 |
8 |
17 |
16 |
16 |
21 |
26 |
18 |
13 |
21 |
|
177 |
| 57 |
Stock Volatility during the
Recent Financial Crisis, European Financial Management 17 (2011) 789-805 |
|
16976 |
|
2011 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5 |
8 |
7 |
6 |
6 |
15 |
9 |
13 |
13 |
|
82 |
| 58 |
RFS editorial, 42 (2013)
2685-2686 (w/ D Hirshleifer & KJ Singleton) |
|
|
|
2013 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
0 |
0 |
0 |
1 |
0 |
0 |
0 |
0 |
|
1 |
| 59 |
Gene Fama's Impact: A
Quantitative Analysis, 2017 |
|
|
|
2017 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1 |
0 |
0 |
0 |
|
1 |
| 60 |
New Palgrave Dict Econ,
Fama, Eugene F. (1939-), 2015 |
|
|
|
2015 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1 |
0 |
0 |
0 |
|
1 |
| 61 |
The remarkable growth in
financial economics, 1974–2020, JFE, 140 (2021) 1008-1046 |
|
|
|
2021 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
0 |
|
0 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total |
|
|
|
|
1 |
9 |
15 |
37 |
26 |
53 |
71 |
79 |
97 |
111 |
126 |
82 |
115 |
186 |
176 |
184 |
243 |
253 |
232 |
210 |
250 |
192 |
187 |
198 |
200 |
221 |
263 |
281 |
291 |
284 |
343 |
334 |
376 |
382 |
404 |
459 |
430 |
431 |
511 |
536 |
487 |
496 |
588 |
601 |
616 |
642 |
0 |
12,309 |
|
Cumulative |
|
|
|
|
1 |
10 |
25 |
62 |
88 |
141 |
212 |
291 |
388 |
499 |
625 |
707 |
822 |
1,008 |
1,184 |
1,368 |
1,611 |
1,864 |
2,096 |
2,306 |
2,556 |
2,748 |
2,935 |
3,133 |
3,333 |
3,554 |
3,817 |
4,098 |
4,389 |
4,673 |
5,016 |
5,350 |
5,726 |
6,108 |
6,512 |
6,971 |
7,401 |
7,832 |
8,343 |
8,879 |
9,366 |
9,862 |
10,450 |
11,051 |
11,667 |
12,309 |
11,051 |
12,309 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|