Course Announcements

Course Outline

Discussion assignments

Homework #1, Due October 11, 2000

Homework #2, Due October 27, 2000

Homework #3, Due November 8, 2000

Homework #4, Due November 15, 2000

Homework #5, Due November 29, 2000

Take-home final, Due December 13, 2000

Course Grades


Inflation & Interest Rates

Lecture Notes on GARCH models (PDF file)

Lecture Notes on cross-equation restriction tests (PDF file)

Lecture Notes on Fama-French Anomalies JFin paper [PDF file]

Lecture Notes on Richardson-Stock JFE paper

Lecture Notes on Richardson-Stock JFE paper [PDF file]

Lecture Notes on Campbell-Shiller paper

Lecture Notes on Campbell-Shiller paper [PDF file]

Lecture Notes on Maddala chapters [limited dependent variables]

Lecture Notes on Maddala chapters [PDF file]

Lecture Notes on IPO & litigation paper [Lowry & Shu]

Lecture Notes on IPO & litigation paper [PDF file]

Lecture Notes on Holmstrom & Milgrom 94 AER paper

Lecture Notes on Holmstrom & Milgrom 94 AER paper [PDF file]

Lecture Notes on Tufano's 96 JFin paper

Lecture Notes on Tufano's 96 JFin paper [PDF file]

Lecture Notes on Poison or Placebo paper [PDF file]

Lecture Notes on Harford's Repurchase Tender Offer paper [PDF file]


Return to Schwert Home Page

Last Updated on 1/4/2001


© Copyright 1996-2001, G. William Schwert