Stewart Mayhew : Citation Profile

Cornerstone Research

9

H index

9

i10 index

457

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: 27.    Total self citations: 1 (0.22 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pma1075
   Updated: 2026-02-07    RAS profile: 2021-10-13    
   Missing citations? Add them    Incorrect content? Let us know

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)

Foucault, Thierry (6)

Guidolin, Massimo (6)

Ahmed, Walid (6)

Stork, Philip (5)

Kräussl, Roman (5)

Cespa, Giovanni (5)

Prokopczuk, Marcel (4)

Theissen, Erik (4)

Jahan-Parvar, Mohammad (4)

Härdle, Wolfgang (4)

Cites to:

Foucault, Thierry (5)

Grossman, Sanford (3)

Scholes, Myron (2)

Kandel, Eugene (2)

Madhavan, Ananth (1)

Grammatikos, Theoharry (1)

Kapadia, Nikunj (1)

Back, Kerry (1)

Cespa, Giovanni (1)

Longstaff, Francis (1)

Wu, Liuren (1)

Main data

Where Stewart Mayhew has published?

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

Recent works citing Stewart Mayhew (2025 and 2024)

YearTitle of citing document
2024Pandemic Tail Risk. (2024). Marfe, Roberto ; Corvino, Raffaele ; Breugem, Matthijs ; Schonleber, Lorenzo. In: Carlo Alberto Notebooks. RePEc:cca:wpaper:714.

Full description at Econpapers || Download paper

2025Happiness and IPO performance. (2025). Papangkorn, Suwongrat ; Dumrongwong, Konpanas. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:46:y:2025:i:c:s2214635025000255.

Full description at Econpapers || Download paper

2024CEO equity incentive duration and expected crash risk. (2024). Yu, Yangxin ; Yi, Louise ; Gu, Zhenjiang. In: The British Accounting Review. RePEc:eee:bracre:v:56:y:2024:i:6:s0890838923001221.

Full description at Econpapers || Download paper

2025Does government ownership differently impact expected left-tail and volatility risk of bank stock? Evidence from options market. (2025). Srivastava, Pranjal ; Saurav, Sumit ; Mishra, Abinash. In: Journal of Corporate Finance. RePEc:eee:corfin:v:94:y:2025:i:c:s0929119925001002.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2025The economic value of equity implied volatility forecasting with machine learning. (2025). Borochin, Paul ; Zhao, Yanhui. In: Journal of Empirical Finance. RePEc:eee:empfin:v:82:y:2025:i:c:s0927539825000404.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2025Informativeness of truncation in the options market. (2025). Ryu, Doojin ; Lee, Geul ; Yang, LI. In: Finance Research Letters. RePEc:eee:finlet:v:72:y:2025:i:c:s1544612324015198.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2025Securing passive liquidity: The impact of Europe’s first asymmetric speed bump on market liquidity. (2025). le Moign, Caroline. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:101:y:2025:i:c:s1042443125000356.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024Mapping fear in financial markets: Insights from dynamic networks and centrality measures. (2024). Mohnot, Rajesh ; Arfaoui, Nadia ; Naeem, Muhammad Abubakr ; Senthilkumar, Arunachalam. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:85:y:2024:i:c:s0927538x24001197.

Full description at Econpapers || Download paper

2024Asymmetry in option implied volatility and yield: Evidence from Chinas ETF options market11Xiaoyijing Chen, PhD candidate. Research Interests: option pricing, financial derivatives. Siyuan Liu, masters student. Research Interests: option pricing, volatility model.Zailin Xu, PhD candidate. Research Interests: capital market, volatility model. Mei Yu, PhD, Professor, Doctoral Supervisor. Research Interests: capital market, risk management.,22Funding: This work was supported by “National Natural Science Foundation of China” (Grant number: 72073027); “National Natural Science Foundation of China” (Grant number: 72071046); “the Fundamental Research Funds for the Central Universities” in UIBE (Grant number: ZD6–01).. (2024). Xu, Zailin ; Chen, Xiaoyijing ; Liu, Siyuan ; Yu, Mei. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:85:y:2024:i:c:s0927538x24001379.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2025Low risk, high return: Improving option writing performance with put-call ratios in Taiwan. (2025). Lo, Chien-Ling ; Liu, Wen-Rang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:90:y:2025:i:c:s0927538x25000241.

Full description at Econpapers || Download paper

2025Impacts of pandemic shocks on Chinas financial options volatility: Evidence from COVID-19 crisis. (2025). Qin, Qilin ; Meng, Jingjing ; Yu, Mei. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:92:y:2025:i:c:s0927538x25001118.

Full description at Econpapers || Download paper

2024Stock market spillovers of global risks and hedging opportunities. (2024). Kouretas, Georgios ; Vlamis, Prodromos ; Laopodis, Nikiforos T ; Salachas, Evangelos. In: European Journal of Political Economy. RePEc:eee:poleco:v:83:y:2024:i:c:s0176268024000351.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2025ESG crypto coins: speculative assets, or, the future of green money?. (2025). Koutmos, Dimitrios ; King, Timothy. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:65:y:2025:i:2:d:10.1007_s11156-024-01360-7.

Full description at Econpapers || Download paper

2024Real-time forward-looking skewness over the business cycle. (2024). Dew-Becker, Ian. In: Review of Economic Dynamics. RePEc:red:issued:24-39.

Full description at Econpapers || Download paper

2024Bilateral J-Curve Between Türkiye and Its Major Non-EU Trading Partners: Evidence from Both Linear and Non-Linear Approach. (2024). Yilmaz, Alper. In: Sosyoekonomi Journal. RePEc:sos:sosjrn:240213.

Full description at Econpapers || Download paper

2024Price monotonicity violations during stock market crashes: Evidence from the SSE 50 ETF options market. (2024). Luo, Xingguo ; Tao, Libin ; Ryu, Doojin ; Ye, Chuxin. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:3:p:533-554.

Full description at Econpapers || Download paper

2025Unveiling Bidirectional Forecasting Between Volatility of VIX and Stock Market: Insights From Asymmetric Jumps and Cojumps. (2025). Jiang, Gongyue ; Qiao, Gaoxiu ; Liang, Chao. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:10:p:1717-1739.

Full description at Econpapers || Download paper

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]		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]		article46
2002Risk-Neutral Skewness: Evidence from Stock Options In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article139
2006Stock Returns, Implied Volatility Innovations, and the Asymmetric Volatility Phenomenon In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article113
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 December, 22 2025. Contact: CitEc Team