Stephen P. Keef : Citation Profile


Are you Stephen P. Keef?

Victoria University of Wellington

5

H index

3

i10 index

91

Citations

RESEARCH PRODUCTION:

21

Articles

5

Papers

RESEARCH ACTIVITY:

   20 years (1994 - 2014). See details.
   Cites by year: 4
   Journals where Stephen P. Keef has often published
   Relations with other researchers
   Recent citing documents: 6.    Total self citations: 6 (6.19 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pke172
   Updated: 2020-09-22    RAS profile: 2010-07-13    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Stephen P. Keef.

Is cited by:

Kim, Jae (5)

Worthington, Andrew (5)

Leon-Ledesma, Miguel (3)

Yoon, Seong-Min (3)

Ferreira, Alex (3)

Kumar, Satish (3)

Kudryavtsev, Andrey (3)

Rottmann, Horst (2)

Markellos, Raphael (2)

gregoriou, andros (2)

Arghyrou, Michael (2)

Cites to:

Pierru, Axel (7)

Levi, Maurice (7)

Hirshleifer, David (6)

Kramer, Lisa (6)

Kamstra, Mark (5)

Khaled, Mohammed (5)

Connolly, Robert (4)

Jones, Charles (4)

Lo, Andrew (3)

West, Kenneth (3)

maberly, edwin (3)

Main data


Where Stephen P. Keef has published?


Journals with more than one article published# docs
Applied Financial Economics5
Agribusiness2
Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics)2

Recent works citing Stephen P. Keef (2020 and 2019)


YearTitle of citing document
2019BitMEX Funding Correlation with Bitcoin Exchange Rate. (2019). Ammanamanchi, Pawan Sasanka ; Nimmagadda, Sai Srikar. In: Papers. RePEc:arx:papers:1912.03270.

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2019Holiday Effect on Large Stock Price Changes. (2019). Kudryavtsev, Andrey. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2019:v:20:i:2:kudryavtsev.

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2019The Effects of Extreme Weather Conditions on Hong Kong and Shenzhen Stock Market Returns. (2019). Yoon, Seong-Min ; Kang, Sanghoon ; Jiang, Zhuhua ; Cheong, Chongcheul . In: International Journal of Financial Studies. RePEc:gam:jijfss:v:7:y:2019:i:4:p:70-:d:295890.

Full description at Econpapers || Download paper

2019.

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2019Seasonal anomalies in the market for American depository receipts. (2019). Lobo, Julio. In: Journal of Economics, Finance and Administrative Science. RePEc:ris:joefas:0148.

Full description at Econpapers || Download paper

2020Impact of market anomalies on stock exchange: a comparative study of KSE and PSX. (2020). Anjum, Sadia. In: Future Business Journal. RePEc:spr:futbus:v:6:y:2020:i:1:d:10.1186_s43093-019-0006-4.

Full description at Econpapers || Download paper

Works by Stephen P. Keef:


YearTitleTypeCited
2001Residual Income: A Review Essay In: Australian Accounting Review.
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article0
1998The Causal Association Between Employee Share Ownership and Attitudes: a Study Based on the Long Framework In: British Journal of Industrial Relations.
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article3
2011Are investors moonstruck? Further international evidence on lunar phases and stock returns In: Journal of Empirical Finance.
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article8
2009The dynamics of the Monday effect in international stock indices In: International Review of Financial Analysis.
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article5
1994Modelling real interest rates In: Journal of Banking & Finance.
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article14
2012A note resolving the debate on “The weighted average cost of capital is not quite right” In: The Quarterly Review of Economics and Finance.
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article0
2011A review of the seasonal affective disorder hypothesis In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics).
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article2
2013Seasonal affective disorder: onset and recovery In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics).
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article0
2014Yet another careful re-examination of the SAD hypothesis In: International Journal of Managerial Finance.
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article0
2012Calendar anomalies in REITs: international evidence In: Journal of Property Investment & Finance.
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article1
2007A meta-analysis of the international evidence of cloud cover on stock returns In: Review of Accounting and Finance.
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article5
2001Discounted cash flow methods and the fallacious reinvestment assumption: a review of recent texts In: Accounting Education.
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article5
2001Changes in settlement regime and the modulation of day-of-the-week effects in stock returns In: Applied Financial Economics.
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article3
2003Political administration effects and day-of-the-week effects in New Zealands foreign exchange rate In: Applied Financial Economics.
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article0
2004Day-of-the-week effects: New Zealand bank bills, 1985-2000 In: Applied Financial Economics.
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article1
2005Day-of-the-week effects in the pre-holiday returns of the Standard & Poors 500 stock index In: Applied Financial Economics.
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article19
2007Daily weather effects on the returns of Australian stock indices In: Applied Financial Economics.
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article16
2012A note on the turn of the month and year effects in international stock returns In: The European Journal of Finance.
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article5
2014On the dynamics of international stock market efficiency In: Cogent Economics & Finance.
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article0
2011On the dynamics of international stock market efficiency.(2011) In: Working Paper Series.
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This paper has another version. Agregated cites: 0
paper
2011Tests for weak form market efficiency in stock prices: Monte Carlo evidence In: Working Paper Series.
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paper0
2011The friday the thirteenth effect in stock prices: international evidence using panel data In: Working Paper Series.
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paper1
2011Millers (2009) WACC model: An extension In: Working Paper Series.
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paper0
2011A note resolving the debate on “The weighted average cost of capital is not quite right†In: Working Paper Series.
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paper0
2003The relationship between economic value added and stock market performance: A theoretical analysis In: Agribusiness.
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article3
2009The Monday effect in U.S. cotton prices In: Agribusiness.
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article0

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