Stewart Mayhew : Citation Profile

Cornerstone Research

9

H index

9

i10 index

447

Citations

RESEARCH PRODUCTION:

10

Articles

2

Papers

RESEARCH ACTIVITY:

   21 years (1995 - 2016). See details.
   Cites by year: 21
   Journals where Stewart Mayhew has often published
   Relations with other researchers
   Recent citing documents: 17.    Total self citations: 1 (0.22 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pma1075
   Updated: 2025-04-12    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)

Guidolin, Massimo (6)

Ahmed, Walid (6)

Foucault, Thierry (6)

Stork, Philip (5)

Kräussl, Roman (5)

Cespa, Giovanni (5)

Theissen, Erik (4)

Fengler, Matthias (4)

Härdle, Wolfgang (4)

Saretto, Alessio (4)

Cites to:

Foucault, Thierry (5)

Grossman, Sanford (3)

Scholes, Myron (2)

Kandel, Eugene (2)

Boehmer, Ekkehart (1)

Madhavan, Ananth (1)

Bessembinder, Hendrik (1)

Kapadia, Nikunj (1)

Cao, Charles (1)

Chen, Zhiwu (1)

Jackwerth, Jens (1)

Main data

Production by document typepaperarticle19951996199719981999200020012002200320042005200620072008200920102011201220132014201520160123Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published1995199619971998199920002001200220032004200520062007200820092010201120122013201420152016051015Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received20022003200420052006200720082009201020112012201320142015201620172018201920202021202220232024202502040Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year19951996199719981999200020012002200320042005200620072008200920102011201220132014201520160100200Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 9Most cited documents1234567891011050100150Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution2013082013092013102013112013122014012014022014032014042014052014062014072014082014092014102014112014122015012015022015032015042015052015062015072015082015092015102015112015122016012016022016032016042016052016062016072016082016092016102016112016122017012017022017032017042017052017062017072017082017092017102017112017122018012018022018032018042018052018062018072018082018092018102018112018122019012019022019032019042019052019062019072019082019092019102019112019122020012020022020032020042020052020062020072020082020092020102020112020122021012021022021032021042021052021062021072021082021092021102021112021122022012022022022032022042022052022062022072022082022092022102022112022122023012023022023032023042023052023062023072023082023092023102023112023122024012024022024032024042024052024062024072024082024092024102024112024122025012025022025032025040510h-index Highcharts.comExport to raster or vector imagePrint the chart

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 (2025 and 2024)

Year  ↓Title of citing document  ↓
2024Risk-neutral skewness and stock market returns: A time-series analysis. (2024). Zhang, LU ; Wu, Zhengyu ; Li, Xiaowei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001638.

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2024The volume-implied volatility relation in financial markets: A behavioral explanation. (2024). Padungsaksawasdi, Chaiyuth ; Cheuathonghua, Massaporn. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000238.

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2024Are Bitcoin option traders speculative or informed?. (2024). Wei, Wang Chun ; Zhu, Min ; Koutmos, Dimitrios. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s1544612324007694.

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2024The role of options markets in corporate social responsibility. (2024). Lin, Tse-Chun ; Shen, Sichen. In: Journal of Financial Markets. RePEc:eee:finmar:v:70:y:2024:i:c:s1386418124000284.

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2024Pandemic tail risk. (2024). Marfe, Roberto ; Corvino, Raffaele ; Breugem, Matthijs ; Schonleber, Lorenzo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:167:y:2024:i:c:s0378426624001717.

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2024Revisiting the pricing impact of commodity market spillovers on equity markets. (2024). Hyde, Stuart ; Bowe, Michael ; Pinto-Avalos, Francisco. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000594.

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2024Misreaction, hedging pressure, and its effect on the futures market. (2024). Yuan, Shu-Fang ; Chen, Chin-Ho. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:86:y:2024:i:c:s0927538x24001902.

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2024The impact of retail investor sentiment on the conditional volatility of stocks and bonds: Evidence from the Tel-Aviv stock exchange. (2024). Kedar-Levy, Haim ; Hadad, Elroi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1303-1313.

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2024Trading activity, risk aversion, and risk neutral skewness: Evidence from SSE 50ETF option. (2024). Zhou, Xin ; Jiang, Zhengyun. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:378-399.

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2024Pricing levered warrants under the CEV diffusion model. (2024). Cruz, Aricson ; Dias, Jose Carlos ; Gloria, Carlos Miguel. In: Review of Derivatives Research. RePEc:kap:revdev:v:27:y:2024:i:1:d:10.1007_s11147-023-09199-1.

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Works by Stewart Mayhew:

Year  ↓Title  ↓Type  ↓Cited  ↓
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]		article53
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]		article133
2006Stock Returns, Implied Volatility Innovations, and the Asymmetric Volatility Phenomenon In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article110
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]		article19
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

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team