Narrow search
Showing 1 - 10 of 33
Cover Image
Heteroskedasticity in stock returns
Schwert, George William; Seguin, Paul John - 1989
Persistent link: https://www.econbiz.de/10000765828
Cover Image
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
Cover Image
Heteroskedasticity in Stock Returns
Schwert, G. William - 1989
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/10012476092
Cover Image
Stock returns and real activity : a century of evidence
Schwert, George William - 1990
Persistent link: https://www.econbiz.de/10000788647
Cover Image
Stock volatility in the new millennium : how wacky is Nasdaq?
Schwert, George William - 2001
Persistent link: https://www.econbiz.de/10001603759
Cover Image
Anomalies and market efficiency
Schwert, George William - 2003
Persistent link: https://www.econbiz.de/10001832897
Cover Image
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
Cover Image
Stock volatility and the crash of '87
Schwert, George William - 1989
Persistent link: https://www.econbiz.de/10000127008
Cover Image
Stock market volatility : ten years after the crash
Schwert, George William - 1998
Persistent link: https://www.econbiz.de/10000655412
Cover Image
Anomalies and market efficiency
Schwert, George William - 2002
Persistent link: https://www.econbiz.de/10001707840