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~isPartOf:"Journal of risk"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~person:"Engle, Robert F."
~person:"Schwert, George William"
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Engle, Robert F.
Schwert, George William
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Journal of risk
The journal of finance : the journal of the American Finance Association
Working paper / National Bureau of Economic Research, Inc.
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ECONIS (ZBW)
9
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1
Measuring and testing the impact of news on volatility
Engle, Robert F.
- In:
The journal of finance : the journal of the American …
48
(
1993
)
5
,
pp. 1749-1778
Persistent link: https://www.econbiz.de/10001155967
Saved in:
2
Hostility in takeovers : in the eyes of the beholder?
Schwert, George William
- In:
The journal of finance : the journal of the American …
55
(
2000
)
6
,
pp. 2599-2640
Persistent link: https://www.econbiz.de/10001537338
Saved in:
3
Stock returns and real activity : a century of evidence
Schwert, George William
- In:
The journal of finance : the journal of the American …
45
(
1990
)
4
,
pp. 1237-1257
Persistent link: https://www.econbiz.de/10001098065
Saved in:
4
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
Saved in:
5
IPO market cycles : bubbles or sequential learning?
Lowry, Michelle
;
Schwert, George William
- In:
The journal of finance : the journal of the American …
57
(
2002
)
3
,
pp. 1171-1200
Persistent link: https://www.econbiz.de/10001684991
Saved in:
6
A practical guide to volatility forecasting through calm and storm
Brownlees, Christian
;
Engle, Robert F.
;
Kelly, Bryan T.
- In:
Journal of risk
14
(
2011/12
)
2
,
pp. 3-22
Persistent link: https://www.econbiz.de/10009422364
Saved in:
7
Why does stock market volatility change over time?
Schwert, George William
- In:
The journal of finance : the journal of the American …
44
(
1989
)
5
,
pp. 1115-1153
Persistent link: https://www.econbiz.de/10001080365
Saved in:
8
Time and the price impact of a trade
Dufour, Alfonso
;
Engle, Robert F.
- In:
The journal of finance : the journal of the American …
55
(
2000
)
6
,
pp. 2467-2498
Persistent link: https://www.econbiz.de/10001537329
Saved in:
9
The variability of IPO initial returns
Lowry, Michelle
;
Officer, Micah S.
;
Schwert, George William
- In:
The journal of finance : the journal of the American …
65
(
2010
)
2
,
pp. 425-465
Persistent link: https://www.econbiz.de/10003962177
Saved in:
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