Steven P. Clark : Citation Profile

University of North Carolina-Charlotte

4

H index

3

i10 index

175

Citations

RESEARCH PRODUCTION:

17

Articles

1

Papers

RESEARCH ACTIVITY:

   18 years (2005 - 2023). See details.
   Cites by year: 9
   Journals where Steven P. Clark has often published
   Relations with other researchers
   Recent citing documents: 19.    Total self citations: 2 (1.13 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pcl118
   Updated: 2026-09-05    RAS profile: 2026-08-11    
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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 Steven P. Clark.

Is cited by:

Holmes, Mark (8)

Gil-Alana, Luis (7)

Panagiotidis, Theodore (6)

Panagiotidis, Theodore (6)

Caporale, Guglielmo Maria (5)

Payne, James (5)

Otero, Jesus (5)

GUPTA, RANGAN (3)

Grimes, Arthur (3)

Wang, Xingchun (3)

Chatziantoniou, Ioannis (2)

Cites to:

Phillips, Peter (6)

Mayer, Christopher (5)

Gyourko, Joseph (4)

Saiz, Albert (4)

Lee, Junsoo (4)

Strazicich, Mark (4)

Shimotsu, Katsumi (4)

Berger, Allen (4)

Weiss, Mary (3)

Capozza, Dennis (3)

Hansen, Bruce (3)

Main data

Where Steven P. Clark has published?

Journals with more than one article published# docs
Journal of Asset Management2
The Journal of Real Estate Finance and Economics2
Journal of Risk & Insurance2

Recent works citing Steven P. Clark (2025 and 2024)

YearTitle of citing document
2025Crypto Inverse-Power Options and Fractional Stochastic Volatility. (2024). Xia, Weixuan ; Li, Boyi. In: Papers. RePEc:arx:papers:2403.16006.

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2025Testing for Persistence in Real House Prices in 47 Countries from the OECD Database. (2025). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Dominguez, Alfonso. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11662.

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2024Model-driven multimodal LSTM-CNN for unbiased structural forecasting of European Union allowances open-high-low-close price. (2024). Wang, Xiaokang ; Huang, Wenyang ; Zhao, Jianyu. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001671.

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2025Give me a break: What does the equity premium compensate for?. (2025). Perras, Patrizia ; Wagner, Niklas. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:99:y:2025:i:c:s1042443124001690.

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2024Overnight earnings announcements and preopening price discovery. (2024). Xiao, Xijuan ; Yamamoto, Ryuichi. In: Japan and the World Economy. RePEc:eee:japwor:v:70:y:2024:i:c:s0922142524000124.

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2024Price diffusion across international private commercial real estate markets. (2024). Lizieri, Colin ; van Dijk, Dorinth ; Zhu, Bing. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001778.

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2025Factors influencing asymmetries in Saudi Arabias housing market. (2025). Alsamara, Mouyad ; Boumimez, Fayal ; Chelghoum, Amirouche. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:31:y:2025:i:c:s170349492500012x.

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2025Vulnerable power exchange options with liquidity risk. (2025). Mittal, Priya ; Selvamuthu, Dharmaraja. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:672:y:2025:i:c:s0378437125002985.

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2024Stock price delay and the cross-section of expected returns: A story of night and day. (2024). Yin, Ximing ; Yang, GE. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pb:s1059056024006610.

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2025Overnight information and anomalies. (2025). Gao, Bin ; Xia, Wenqian ; Xie, Jun. In: Research in International Business and Finance. RePEc:eee:riibaf:v:78:y:2025:i:c:s0275531925002752.

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2025A Fast and Accurate Numerical Approach for Pricing American-Style Power Options. (2025). Savov, Mladen ; Sariev, Hristo ; Zaevski, Tsvetelin S. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:12:p:2031-:d:1682986.

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2025Long-Run Trends and Cycles in US House Prices. (2025). Gil-Alana, Luis ; Caporale, Guglielmo Maria. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:6:d:10.1007_s10614-025-10882-8.

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2025Commonalities in Private Commercial Real Estate Market Liquidity and Price Index Returns. (2025). Francke, Marc K ; Dijk, Dorinth W. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:71:y:2025:i:2:d:10.1007_s11146-021-09839-z.

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2026Convergence in House Price Cycles across the US: Recent Developments and the Impact of Covid. (2026). Zhu, Xiaoyang ; Miles, William. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:72:y:2026:i:2:d:10.1007_s11146-024-10001-8.

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2024The cash-secured put-write strategy and the variance risk premium. (2024). Chadwick, Savannah ; Patel, Pratish ; Raquel, Andrew. In: Journal of Asset Management. RePEc:pal:assmgt:v:25:y:2024:i:1:d:10.1057_s41260-023-00333-0.

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2024A structural VAR and VECM modeling method for open-high-low-close data contained in candlestick chart. (2024). Wang, Huiwen ; Huang, Wenyang. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00622-6.

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2024The asymmetry in day and night option returns: Evidence from an emerging market. (2024). S. V. D. Nageswara Rao, ; Pandey, Piyush ; Bhat, Aparna. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:8:p:1320-1337.

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2025The “T+1” Trading Rule and Put‐Call Disparity in China. (2025). Zhang, Xinying ; Yang, Hongyi ; Chen, Zhiyu ; Xu, Yun. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:12:p:2314-2331.

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2024Bubbles Identification in an Emerging Economy and Within Stock Markets of its Trading Partners: Evidence from a GSADF Approach. (2024). Al-Haddad, Lara ; Abdul, Muthanna G ; Salman, Asma ; Maqbool, Naureen ; Ahmed, Mumtaz ; Matac, Liviu Marian ; Pavel, Codruta Daniela. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:19:y:2024:i:04:n:s2010495224500179.

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Works by Steven P. Clark:

YearTitleTypeCited
2005Housing Development, Slow Growth Policies and Leviathan Government In: ERES.
[Full Text][Citation analysis]		paper0
2008Mean Reversion in Net Discount Ratios: A Study in the Context of Fractionally Integrated Models In: Journal of Risk & Insurance.
[Full Text][Citation analysis]		article0
2018REGULATORY CAPTURE AND EFFICACY IN WORKERS’ COMPENSATION In: Journal of Risk & Insurance.
[Full Text][Citation analysis]		article2
2021A Real Options Model of Real Estate Development with Entitlement Risk In: Real Estate Economics.
[Full Text][Citation analysis]		article3
2010Diversification in the Financial Services Industry: The Effect of the Financial Modernization Act In: The B.E. Journal of Economic Analysis & Policy.
[Full Text][Citation analysis]		article1
2007Free Cash Flow and Managerial Entrenchment: A Continuous-Time Stochastic Control-Theoretic Model In: The B.E. Journal of Theoretical Economics.
[Full Text][Citation analysis]		article0
2005Power exchange options In: Finance Research Letters.
[Full Text][Citation analysis]		article9
2011Was there a U.S. house price bubble? An econometric analysis using national and regional panel data In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article52
2023Option Pricing under a Generalized Black–Scholes Model with Stochastic Interest Rates, Stochastic Strings, and Lévy Jumps In: Mathematics.
[Full Text][Citation analysis]		article0
2022Pricing and Hedging Bond Power Exchange Options in a Stochastic String Term-Structure Model In: Risks.
[Full Text][Citation analysis]		article1
2008Land Development: Risk, Return and Risk Management In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]		article4
2009Trends, Cycles and Convergence in U.S. Regional House Prices In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]		article53
2005Options with Constant Underlying Elasticity in Strikes In: Review of Derivatives Research.
[Full Text][Citation analysis]		article3
2011Returns in trading versus non-trading hours: The difference is day and night In: Journal of Asset Management.
[Full Text][Citation analysis]		article38
2019Performance expectations of basic options strategies may be different than you think In: Journal of Asset Management.
[Full Text][Citation analysis]		article3
2011Are U.S. stock prices mean reverting? Some new tests using fractional integration models with overlapping data and structural breaks In: Empirical Economics.
[Full Text][Citation analysis]		article4
2015A Reduced-Form Model for Valuing Bonds with Make-Whole Call Provisions In: Applied Mathematical Finance.
[Full Text][Citation analysis]		article2
2018A study of fractionally integrated time series using descriptive methods In: Applied Economics.
[Full Text][Citation analysis]		article0

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