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Stock volatility during the recent financial crisis

Schwert, George William - 2011

"This paper uses monthly returns from 1802-2010, daily returns from 1885-2010, and intraday returns from 1982-2010 in the United States to show how stock volatility has changed over time. It also uses various measures of volatility implied by option prices to infer what the market was expecting...

Persistent link: https://www.econbiz.de/10009009190

The remarkable growth in financial economics, 1974-2020

Schwert, George William - In: Journal of financial economics 140 (2021) 3, pp. 1008-1046

Persistent link: https://www.econbiz.de/10013259614

Size and stock returns, and other empirical regularities

Schwert, G. William - In: Journal of Financial Economics 12 (1983) 1, pp. 3-12

Persistent link: https://www.econbiz.de/10005477781

Stock exchange seats as capital assets

Schwert, G. William - In: Journal of Financial Economics 4 (1977) 1, pp. 51-78

Persistent link: https://www.econbiz.de/10005477789

Editorial data

Jensen, Michael C.; Schwert, G. William - In: Journal of Financial Economics 10 (1982) 2, pp. 119-119

Persistent link: https://www.econbiz.de/10005477835

Editorial data

Jensen, Michael C.; Long, John Jr.; Mikkelson, Wayne H.; … - In: Journal of Financial Economics 34 (1993) 3, pp. 279-279

Persistent link: https://www.econbiz.de/10005477890

Editorial data

Jensen, Michael C.; Long, John Jr.; Schwert, G. William; … - In: Journal of Financial Economics 17 (1986) 1, pp. 3-3

Persistent link: https://www.econbiz.de/10005477903

Editorial data

Jensen, Michael C.; Long, John Jr.; Mikkelson, Wayne H.; … - In: Journal of Financial Economics 34 (1993) 1, pp. 1-1

Persistent link: https://www.econbiz.de/10005477969

Human capital and capital market equilibrium

Fama, Eugene F.; Schwert, G. William - In: Journal of Financial Economics 4 (1977) 1, pp. 95-125

Persistent link: https://www.econbiz.de/10005477997

Clinical papers and their role in the development of financial economics

Jensen, Michael C.; Fama, Eugene F.; Long, John Jr.; … - In: Journal of Financial Economics 24 (1989) 1, pp. 3-6

Persistent link: https://www.econbiz.de/10005478037