Similar Search Results - EconBiz

Heteroskedasticity in Stock Returns

Schwert, G. William; Seguin, Paul J. - National Bureau of Economic Research (NBER) - 1991

We use predictions of aggregate stock return variances from daily data to estimate time varying monthly variances for size-ranked portfolios. We propose and estimate a single factor model of heteroskedasticity for portfolio returns. This model implies time-varying betas. Implications of...

Persistent link: https://www.econbiz.de/10005710434

Public regulation of national securities exchanges : a test of the capture hypothesis

Schwert, G. William - In: The Bell journal of economics 8 (1977), pp. 128-150

Persistent link: https://www.econbiz.de/10002791416

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/10002791417

Tests of causality : the message in the innovations

Schwert, G. William - In: Theory, policy, institutions : papers from the …, (pp. 215-256). 1983

Persistent link: https://www.econbiz.de/10002791426

Using financial data to measure effects of regulation

Schwert, G. William - In: The journal of law & economics 24 (1981) 1, pp. 121-158

Persistent link: https://www.econbiz.de/10002791428

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/10003676857

Price stabilization in the market for new issues

Hanley, Kathleen Weiss; Kumar, A. Arun; Seguin, Paul J. - In: Journal of Financial Economics 34 (1993) 2, pp. 177-197

Persistent link: https://www.econbiz.de/10005477999

An empirical examination of information, differences of opinion, and trading activity

Bessembinder, Hendrik; Chan, Kalok; Seguin, Paul J. - In: Journal of Financial Economics 40 (1996) 1, pp. 105-134

Persistent link: https://www.econbiz.de/10005376556

Expectations, efficiency, and euphoria in the housing market

Capozza, Dennis R.; Seguin, Paul J. - In: Regional Science and Urban Economics 26 (1996) 3-4, pp. 369-386

Persistent link: https://www.econbiz.de/10005377198

Inside Ownership, Risk Sharing and Tobin's q-Ratios: Evidence from REITs

Capozza, Dennis R.; Seguin, Paul J. - In: Real estate economics : journal of the American Real … 31 (2003) 3, pp. 367-404

Persistent link: https://www.econbiz.de/10006887052

A service of the