Stewart Mayhew : Citation Profile

Are you Stewart Mayhew?

Cornerstone Research

9

H index

9

i10 index

428

Citations

RESEARCH PRODUCTION:

10

Articles

2

Papers

RESEARCH ACTIVITY:

   21 years (1995 - 2016). See details.
   Cites by year: 20
   Journals where Stewart Mayhew has often published
   Relations with other researchers
   Recent citing documents: 20.    Total self citations: 1 (0.23 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pma1075
   Updated: 2024-04-18    RAS profile: 2021-10-13    
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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 Stewart Mayhew.

Is cited by:

Bernales, Alejandro (10)

Ahmed, Walid (6)

Guidolin, Massimo (6)

Foucault, Thierry (6)

Kräussl, Roman (5)

Cespa, Giovanni (5)

Stork, Philip (5)

Jahan-Parvar, Mohammad (4)

Fengler, Matthias (4)

Härdle, Wolfgang (4)

Theissen, Erik (4)

Cites to:

Foucault, Thierry (5)

Grossman, Sanford (2)

Scholes, Myron (2)

Subrahmanyam, Avanidhar (1)

Kandel, Eugene (1)

Cao, Huining (1)

Grammatikos, Theoharry (1)

Wu, Liuren (1)

Detemple, Jerome (1)

Cespa, Giovanni (1)

Baruch, Shmuel (1)

Main data

Where Stewart Mayhew has published?

Journals with more than one article published# docs
Journal of Finance3
Journal of Financial and Quantitative Analysis2
Journal of Futures Markets2

Recent works citing Stewart Mayhew (2024 and 2023)

YearTitle of citing document
2023Forecasting swap rate volatility with information from swaptions. (2023). Xie, Jinming ; Liu, Xiaoxi. In: BIS Working Papers. RePEc:bis:biswps:1068.

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2023The effect of option listing on financing decisions. (2023). King, Taohsien Dolly ; Park, Min C ; Hong, Eunpyo. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:50:y:2023:i:3-4:p:858-891.

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2023Is sentiment the solution to the risk–return puzzle? A (cautionary) note. (2023). Gebka, Bartosz ; Ung, Sze Nie. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635023000011.

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2023Is a co-jump in prices a sparse jump?. (2023). Li, Handong ; Song, Shijia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000463.

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2023A jumping index of jumping stocks? An MCMC analysis of continuous-time models for individual stocks. (2023). Seeger, Norman J ; Schlag, Christian ; Rodrigues, Paulo ; Pollastri, Alessandro. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:322-341.

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2023Risk appetite and option prices: Evidence from the Chinese SSE50 options market. (2023). Sui, Cong ; Wang, Shouyang ; Liu, Qing. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000571.

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2023Traders’ heterogeneous beliefs about stock volatility and the implied volatility skew in financial options markets. (2023). Vagnani, Gianluca ; Marchetti, Fabio Massimo ; Nappo, Giovanna. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000387.

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2023Firm fundamentals and the cross-section of implied volatility shapes. (2023). Zhou, Guofu ; Guo, Biao ; Chen, Ding. In: Journal of Financial Markets. RePEc:eee:finmar:v:63:y:2023:i:c:s1386418122000611.

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2023Spoilt for choice: Determinants of market shares in fragmented equity markets. (2023). Westheide, Christian ; Weber, Moritz Christian ; Theissen, Erik ; Sagade, Satchit ; Gomber, Peter. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418123000149.

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2023The sum of all fears: Forecasting international returns using option-implied risk measures. (2023). Toupin, Dominique ; Power, Gabriel J ; Gagnon, Marie-Helene. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002813.

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2023Carr and Wu’s (2020) framework in the oil ETF option market. (2023). Zhang, Jin E ; Ruan, Xinfeng ; Jia, Xiaolan. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851323000247.

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2023Herding in Chinese stock markets: Evidence from the dual-investor-group. (2023). Lu, Yang ; Zheng, Suyan ; Liu, Tengdong. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23000586.

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2023Who benefits more? Shanghai-Hong Kong stock Connect—“Through Train”. (2023). Ohk, Ki Yool ; Wu, Ming. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:409-427.

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2023Analyses for the effects of investor sentiment on the price adjustment behaviors for stock market and REIT market. (2023). Tsai, Ming Shann ; Chiang, Shu Ling. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:425-439.

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2023The predictability of skewness risk premium on stock returns: Evidence from Chinese market. (2023). Wang, Linyu ; Ni, Zhongxin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:576-594.

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2023Investor Attention and Option Returns. (2023). Wei, Jason ; Choy, Siu Kai. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:8:p:4845-4863.

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2023.

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2023Forecasting swap rate volatility with information from swaptions. (2023). Xie, Jinming ; Liu, Xiaoxi. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:4:p:455-479.

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Works by Stewart Mayhew:

YearTitleTypeCited
1995 The Allocation of Informed Trading across Related Markets: An Analysis of the Impact of Changes in Equity-Option Margin Requirements. In: Journal of Finance.
[Full Text][Citation analysis]		article50
1999Book Reviews In: Journal of Finance.
[Full Text][Citation analysis]		article0
2002Competition, Market Structure, and Bid?Ask Spreads in Stock Option Markets In: Journal of Finance.
[Full Text][Citation analysis]		article45
2002Risk-Neutral Skewness: Evidence from Stock Options In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article125
2006Stock Returns, Implied Volatility Innovations, and the Asymmetric Volatility Phenomenon In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article103
2016Equity trading and the allocation of market data revenue In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article13
2012Equity trading and the allocation of market data revenue.(2012) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		paper
2009Microstructural biases in empirical tests of option pricing models In: Review of Derivatives Research.
[Full Text][Citation analysis]		article18
2010Ex-dividend Arbitrage in Option Markets In: The Review of Financial Studies.
[Full Text][Citation analysis]		article3
2000Stock index futures trading and volatility in international equity markets In: Journal of Futures Markets.
[Full Text][Citation analysis]		article44
2003Stock return dynamics, option volume, and the information content of implied volatility In: Journal of Futures Markets.
[Full Text][Citation analysis]		article11
2000Another Look at Option Listing Effects In: Finance.
[Full Text][Citation analysis]		paper16

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