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Stock market volatility : ten years after the crash

Schwert, George William - 1998

Persistent link: https://www.econbiz.de/10000655412

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

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

Are capital market anomalies common to equity and corporate bond markets? : an empirical investigation

Chordia, Tarun; Goyal, Amit; Nozawa, Yoshio; … - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 4, pp. 1301-1342

Persistent link: https://www.econbiz.de/10011927915

Gene Fama’s Impact : a quantitative analysis

Schwert, George William; Stulz, René M. - 2014

This paper provides a quantitative perspective on Gene Fama's influence on the scholarly community. He has more than 140,000 Google cites while the median number of citations for the Fellows of the American Finance Association is 32,792. Gene Fama has published highly-cited papers in six...

Persistent link: https://www.econbiz.de/10010483663