Lowry, Michelle. “Why Does IPO Volume Fluctuate So Much?” Journal of Fi-
nancial Economics 67 (2003).
Poterba, James M. and Lawrence H. Summers. “The Persistence of Volatility and
Stock Market Fluctutations.” The American Economic Review 76 (December
1986), 1142-1151.
Revankar, Nagesh S. and Naoyuki Yoshino. “An ‘Expanded Equation’ Approach
to Weak-exogeneity Tests in Structural Sysstems and a Monetary Application.”
Th eReview of Economics and Statistics 72 (February 1990).
Schwert, G. William. “Business cycles, financial crises and stock volatility.”
Carnegie-Rochester Conference Series on Public Policy 31 (1989).
Schwert, G. William. “Stock volatility in the new millennium: how wacky is Nas-
daq?” Journal of Monetary Economics 49 (2002).
Welch, Ivo. “Capital Structure and Stock Returns.” Journal of Political Economy
112 (2004), 106-131.