Stephen P. Keef : Citation Profile


Are you Stephen P. Keef?

Victoria University of Wellington

5

H index

3

i10 index

85

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: 22.    Total self citations: 6 (6.59 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pke172
   Updated: 2019-07-14    RAS profile: 2010-07-13    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Khaled, Mohammed (3)

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)

Ferreira, Alex (3)

Leon-Ledesma, Miguel (3)

Kontonikas, Alexandros (2)

Yoon, Seong-Min (2)

Daskalakis, George (2)

Markellos, Raphael (2)

DUMITRIU, Ramona (2)

Arghyrou, Michael (2)

Kudryavtsev, Andrey (2)

Cites to:

Levi, Maurice (7)

Pierru, Axel (7)

Hirshleifer, David (6)

Kramer, Lisa (6)

Khaled, Mohammed (5)

Kamstra, Mark (5)

Connolly, Robert (4)

Jones, Charles (4)

West, Kenneth (3)

French, Kenneth (3)

Lo, Andrew (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 (2018 and 2017)


YearTitle of citing document
2018Value Adding in the Agri-Food Value Chain. (2018). Cucagna, Maria Emilia ; Goldsmith, Peter D. In: International Food and Agribusiness Management Review. RePEc:ags:ifaamr:269674.

Full description at Econpapers || Download paper

2017What is an Investment Projects Implied Rate of Return?. (2017). Bornholt, Graham . In: Abacus. RePEc:bla:abacus:v:53:y:2017:i:4:p:513-526.

Full description at Econpapers || Download paper

2018Do Employee†Owned Firms Produce More Positive Employee Behavioural Outcomes? If Not Why Not? A British†Spanish Comparative Analysis. (2018). BASTERRETXEA, Imanol ; Storey, John. In: British Journal of Industrial Relations. RePEc:bla:brjirl:v:56:y:2018:i:2:p:292-319.

Full description at Econpapers || Download paper

2017Cost-benefit Analysis and the Controversial Reinvestment Assumption in IRR and NPV Estimates: Some New Evidence Against Reinvestment Assumption. (2017). Arjunan, Kannapiran C ; Kannapiran, Karthi. In: Economic Papers. RePEc:bla:econpa:v:36:y:2017:i:3:p:351-363.

Full description at Econpapers || Download paper

2017A REVIEW ON THE EVOLUTION OF CALENDAR ANOMALIES. (2017). Satish, Kumar . In: Studies in Business and Economics. RePEc:blg:journl:v:12:y:2017:i:1:p:95-109.

Full description at Econpapers || Download paper

2017“Sell not only in May”. Seasonal Effects on Stock Markets. (2017). Schabek, Tomasz ; Castro, Henrique. In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:17:y:2017:p:5-18.

Full description at Econpapers || Download paper

2018East meets West: When the Islamic and Gregorian calendars coincide. (2018). Tantisantiwong, Nongnuch ; Power, David ; Helliar, Christine ; Halari, Anwar. In: The British Accounting Review. RePEc:eee:bracre:v:50:y:2018:i:4:p:402-424.

Full description at Econpapers || Download paper

2018Determinants of holiday effects in mainland Chinese and Hong-Kong markets. (2018). Casalin, Fabrizio. In: China Economic Review. RePEc:eee:chieco:v:49:y:2018:i:c:p:45-67.

Full description at Econpapers || Download paper

2018Improving daily Value-at-Risk forecasts: The relevance of short-run volatility for regulatory quality assessment. (2018). Berger, Theo ; Genay, Ramazan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:92:y:2018:i:c:p:30-46.

Full description at Econpapers || Download paper

2017Stock returns and investors mood: Good day sunshine or spurious correlation?. (2017). Kim, Jae. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:94-103.

Full description at Econpapers || Download paper

2018Air pollution, stock returns, and trading activities in China. (2018). Lu, Jing ; Hao, Ying ; Wu, Qinqin. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:51:y:2018:i:c:p:342-365.

Full description at Econpapers || Download paper

2018Intraday and interday distribution of stock returns and their asymmetric conditional volatility: Firm-level evidence. (2018). Balaban, Ercan ; Karidis, Socrates ; Ozgen, Tolga. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:503:y:2018:i:c:p:905-915.

Full description at Econpapers || Download paper

2017Revisiting the techno-economic analysis process for building-mounted, grid-connected solar photovoltaic systems: Part one – Review. (2017). Sommerfeldt, Nelson ; Madani, Hatef. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:74:y:2017:i:c:p:1379-1393.

Full description at Econpapers || Download paper

2017Seasonality in government bond returns and factor premia. (2017). Zaremba, Adam ; Schabek, Tomasz . In: Research in International Business and Finance. RePEc:eee:riibaf:v:41:y:2017:i:c:p:292-302.

Full description at Econpapers || Download paper

2017Calendar anomalies in the Russian stock market. (2017). Caporale, Guglielmo Maria ; Zakirova, Valentina . In: Russian Journal of Economics. RePEc:eee:rujoec:v:3:y:2017:i:1:p:101-108.

Full description at Econpapers || Download paper

2017Weather Effects on Stock Returns and Volatility in South Asian Markets. (2017). Sheikh, Muhammad Fayyaz ; Mahmood, Shahid ; Ali, Syed Zulfiqar. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:24:y:2017:i:2:d:10.1007_s10690-017-9225-2.

Full description at Econpapers || Download paper

2018Holiday effect on stock price reactions to analyst recommendation revisions. (2018). Kudryavtsev, Andrey. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:7:d:10.1057_s41260-018-0095-6.

Full description at Econpapers || Download paper

2017The Reinvestment Rate Assumption Fallacy for IRR and NPV: A Pedagogical Note. (2017). Magni, Carlo Alberto ; Martin, John D. In: MPRA Paper. RePEc:pra:mprapa:83889.

Full description at Econpapers || Download paper

2017Ill Think about it Tomorrow: Price Drifts Following Large Pre-Holiday Stock Price Moves. (2017). Kudryavtsev, Andrey. In: The Review of Finance and Banking. RePEc:rfb:journl:v:09:y:2017:i:2:p:007-026.

Full description at Econpapers || Download paper

2017Effects of intraday weather changes on asset returns and volatilities. (2017). Shim, Hyein ; Ryu, Doojin ; Kim, Maria H. In: Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics. RePEc:rfe:zbefri:v:35:y:2017:i:2:p:301-330.

Full description at Econpapers || Download paper

2017Day-of-the-week returns and mood: an exterior template approach. (2017). Zilca, Shlomo. In: Financial Innovation. RePEc:spr:fininn:v:3:y:2017:i:1:d:10.1186_s40854-017-0079-4.

Full description at Econpapers || Download paper

Works by Stephen P. Keef:


YearTitleTypeCited
2001Residual Income: A Review Essay In: Australian Accounting Review.
[Full Text][Citation analysis]
article0
1998The Causal Association Between Employee Share Ownership and Attitudes: a Study Based on the Long Framework In: British Journal of Industrial Relations.
[Full Text][Citation analysis]
article3
2011Are investors moonstruck? Further international evidence on lunar phases and stock returns In: Journal of Empirical Finance.
[Full Text][Citation analysis]
article8
2009The dynamics of the Monday effect in international stock indices In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article4
1994Modelling real interest rates In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article12
2012A note resolving the debate on “The weighted average cost of capital is not quite right” In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]
article0
2011A review of the seasonal affective disorder hypothesis In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics).
[Full Text][Citation analysis]
article2
2013Seasonal affective disorder: onset and recovery In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics).
[Full Text][Citation analysis]
article0
2014Yet another careful re-examination of the SAD hypothesis In: International Journal of Managerial Finance.
[Full Text][Citation analysis]
article0
2012Calendar anomalies in REITs: international evidence In: Journal of Property Investment & Finance.
[Full Text][Citation analysis]
article1
2007A meta-analysis of the international evidence of cloud cover on stock returns In: Review of Accounting and Finance.
[Full Text][Citation analysis]
article5
2001Discounted cash flow methods and the fallacious reinvestment assumption: a review of recent texts In: Accounting Education.
[Full Text][Citation analysis]
article5
2001Changes in settlement regime and the modulation of day-of-the-week effects in stock returns In: Applied Financial Economics.
[Full Text][Citation analysis]
article3
2003Political administration effects and day-of-the-week effects in New Zealands foreign exchange rate In: Applied Financial Economics.
[Full Text][Citation analysis]
article0
2004Day-of-the-week effects: New Zealand bank bills, 1985-2000 In: Applied Financial Economics.
[Full Text][Citation analysis]
article1
2005Day-of-the-week effects in the pre-holiday returns of the Standard & Poors 500 stock index In: Applied Financial Economics.
[Full Text][Citation analysis]
article18
2007Daily weather effects on the returns of Australian stock indices In: Applied Financial Economics.
[Full Text][Citation analysis]
article15
2012A note on the turn of the month and year effects in international stock returns In: The European Journal of Finance.
[Full Text][Citation analysis]
article4
2014On the dynamics of international stock market efficiency In: Cogent Economics & Finance.
[Full Text][Citation analysis]
article0
2011On the dynamics of international stock market efficiency.(2011) In: Working Paper Series.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
paper0
2011The friday the thirteenth effect in stock prices: international evidence using panel data In: Working Paper Series.
[Full Text][Citation analysis]
paper1
2011Millers (2009) WACC model: An extension In: Working Paper Series.
[Full Text][Citation analysis]
paper0
2011A note resolving the debate on “The weighted average cost of capital is not quite right†In: Working Paper Series.
[Full Text][Citation analysis]
paper0
2003The relationship between economic value added and stock market performance: A theoretical analysis In: Agribusiness.
[Full Text][Citation analysis]
article3
2009The Monday effect in U.S. cotton prices In: Agribusiness.
[Full Text][Citation analysis]
article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 1st 2019. Contact: CitEc Team