G. William Schwert

G. William "Bill" Schwert is a retired University of Rochester Simon Business School finance professor,[1] and was the managing editor of the Journal of Financial Economics (JFE) from 1995 to 2021, after previously serving as one of several editors.[1]

Schwert graduated from Trinity College in Hartford, Connecticut in 1971 and earned a PhD in financial economics from what is now the University of Chicago Booth School of Business in 1975.[2] Aside from one year as an assistant professor at Chicago, he spent his entire career at Rochester's Simon School before being granted professor emeritus status in 2021. In 1998, he was named Distinguished University Professor of Finance and Statistics.[2] In 2009, he was named a Fellow of the Financial Management Association[1] and in 2019 he was named a Fellow of the American Finance Association.[3]

Publications

As a researcher, Schwert's most influential publications, as measured by the number of citations listed at Google Scholar, concern the volatility of stock market prices. On Google Scholar, he has over 42,000 citations.[4] His articles include:

  • "Asset Returns and Inflation" (with Eugene F. Fama) Journal of Financial Economics 1977
  • "Expected Stock Returns and Volatility" (with Kenneth R. French and Robert F. Stambaugh) Journal of Financial Economics 1987
  • "Why Does Stock market Volatility Change Over Time?" Journal of Finance 1989

References

  1. ^ a b c FMA Fellows Program (June 4, 2024). "FMA Fellows Program". Financial Management Association list of FMA Fellows. Retrieved June 4, 2024.
  2. ^ a b American Finance Association (June 2019). "AFA Fellow: G. William Schwert". JSTOR archived issue of the Journal of Finance. JSTOR 45097582. Retrieved September 18, 2024.
  3. ^ Fellows (June 4, 2024). "Fellows". The American Finance Association Fellows. Retrieved June 4, 2024.
  4. ^ Schwert, G. William (March 12, 2025). "Google Scholar".