7
H index
5
i10 index
144
Citations
Stephen P. Keef : Citation Profile
Victoria University of Wellington | RESEARCH PRODUCTION: 24 Articles 10 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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20 years (1994 - 2014). 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:
| Cites to:
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Main data
Where Stephen P. Keef has published?
| Journals with more than one article published | # docs |
|---|---|
| Applied Financial Economics | 5 |
| Review of Accounting and Finance | 3 |
| Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics) | 2 |
| Agribusiness | 2 |
Recent works citing Stephen P. Keef (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2025 | The Role of Weather Anomalies in Shaping Investor Sentiment and Stock Market Performance: A Conceptual Analysis. (2025). Shehryar, Muhammad. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:9:y:2025:issue-3:p:558-565. Full description at Econpapers || Download paper |
| 2025 | Day-of-the-week effect: a meta-analysis. (2025). Grebe, Leonard ; Schiereck, Dirk. In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL). RePEc:dar:wpaper:154180. Full description at Econpapers || Download paper |
| 2024 | The extreme temperature factor in asset pricing models: Evidence from Europe. (2024). ARGUEDAS SANZ, RAQUEL ; Gonzalez-Sanchez, Mariano ; Segovia, Ana I. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s1544612324006500. Full description at Econpapers || Download paper |
| 2024 | Intraday analyses on weather-induced sentiment and stock market behavior. (2024). Cho, Hoon ; Seok, Sangik ; Ryu, Doojin. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:98:y:2024:i:c:s1062976924001352. Full description at Econpapers || Download paper |
| 2024 | Finance and climate change: assessing the impact of physical, transition, and regulation risks on asset pricing valuation. (2024). Cisagara, Benjamin. In: Journal of Asset Management. RePEc:pal:assmgt:v:25:y:2024:i:7:d:10.1057_s41260-024-00362-3. Full description at Econpapers || Download paper |
| 2024 | Day-of-the-week effect: a meta-analysis. (2024). Schiereck, Dirk ; Grebe, Leonard. In: Eurasian Economic Review. RePEc:spr:eurase:v:14:y:2024:i:4:d:10.1007_s40822-024-00293-9. Full description at Econpapers || Download paper |
| 2025 | Employee Ownership: A Viable “Distributist” Option for Enterprises Operating in Romania?. (2025). Mihnea-Tudor, Orjan. In: Proceedings of the International Conference on Business Excellence. RePEc:vrs:poicbe:v:19:y:2025:i:1:p:4724-4735:n:1040. Full description at Econpapers || Download paper |
| 2024 | Air temperature and sovereign bond returns. (2024). Umar, Zaghum ; Rouatbi, Wael ; Kizys, Renatas ; Zaremba, Adam. In: Financial Markets, Institutions & Instruments. RePEc:wly:finmar:v:33:y:2024:i:2:p:179-209. Full description at Econpapers || Download paper |
Works by Stephen P. Keef:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2001 | Residual Income: A Review Essay In: Australian Accounting Review. [Full Text][Citation analysis] | article | 0 |
| 1998 | The 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] | article | 5 |
| 2011 | Are investors moonstruck? Further international evidence on lunar phases and stock returns In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 15 |
| 2009 | The dynamics of the Monday effect in international stock indices In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 10 |
| 1994 | Modelling real interest rates In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 13 |
| 2012 | A 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] | article | 1 |
| 2011 | A note resolving the debate on “The weighted average cost of capital is not quite right”.(2011) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2011 | A review of the seasonal affective disorder hypothesis In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). [Full Text][Citation analysis] | article | 3 |
| 2013 | Seasonal affective disorder: onset and recovery In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). [Full Text][Citation analysis] | article | 0 |
| 2014 | Yet another careful re-examination of the SAD hypothesis In: International Journal of Managerial Finance. [Full Text][Citation analysis] | article | 0 |
| 2012 | Calendar anomalies in REITs: international evidence In: Journal of Property Investment & Finance. [Full Text][Citation analysis] | article | 2 |
| 2002 | Presidential administration and day‐of‐the‐week effects in the Standard & Poors 500 stock index In: Review of Accounting and Finance. [Full Text][Citation analysis] | article | 0 |
| 2004 | The Influence of the Political Party in Power on the Dow Jones Industrial Average: 1896–2001 In: Review of Accounting and Finance. [Full Text][Citation analysis] | article | 0 |
| 2007 | A meta‐analysis of the international evidence of cloud cover on stock returns In: Review of Accounting and Finance. [Full Text][Citation analysis] | article | 9 |
| 2011 | Are Economic Profit and the Internal Rate of Return Merely Accounting Measures? In: International Journal of Finance, Insurance and Risk Management. [Full Text][Citation analysis] | article | 0 |
| 2001 | Discounted cash flow methods and the fallacious reinvestment assumption: a review of recent texts In: Accounting Education. [Full Text][Citation analysis] | article | 6 |
| 2001 | Changes in settlement regime and the modulation of day-of-the-week effects in stock returns In: Applied Financial Economics. [Full Text][Citation analysis] | article | 5 |
| 2003 | Political administration effects and day-of-the-week effects in New Zealands foreign exchange rate In: Applied Financial Economics. [Full Text][Citation analysis] | article | 0 |
| 2004 | Day-of-the-week effects: New Zealand bank bills, 1985-2000 In: Applied Financial Economics. [Full Text][Citation analysis] | article | 1 |
| 2005 | Day-of-the-week effects in the pre-holiday returns of the Standard & Poors 500 stock index In: Applied Financial Economics. [Full Text][Citation analysis] | article | 25 |
| 2007 | Daily weather effects on the returns of Australian stock indices In: Applied Financial Economics. [Full Text][Citation analysis] | article | 35 |
| 2012 | A note on the turn of the month and year effects in international stock returns In: The European Journal of Finance. [Full Text][Citation analysis] | article | 8 |
| 2014 | On the dynamics of international stock market efficiency In: Cogent Economics & Finance. [Full Text][Citation analysis] | article | 0 |
| 2011 | On the dynamics of international stock market efficiency.(2011) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2011 | Tests for weak form market efficiency in stock prices: Monte Carlo evidence In: Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2011 | The friday the thirteenth effect in stock prices: international evidence using panel data In: Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Millers (2009) WACC model: An extension In: Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2011 | On the dynamics of international stock market efficiency In: Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Tests for weak form market efficiency in stock prices: Monte Carlo evidence In: Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2011 | The friday the thirteenth effect in stock prices: international evidence using panel data In: Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 2011 | Millers (2009) WACC model: An extension In: Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2011 | A note resolving the debate on “The weighted average cost of capital is not quite right†In: Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2003 | The relationship between economic value added and stock market performance: A theoretical analysis In: Agribusiness. [Full Text][Citation analysis] | article | 3 |
| 2009 | The Monday effect in U.S. cotton prices In: Agribusiness. [Full Text][Citation analysis] | article | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team