Details about Stephen P. Keef

Access statistics for papers by Stephen P. Keef.

Last updated 2010-07-13. Update your information in the RePEc Author Service.

Short-id: pke172

Journal Articles

2014

1. On the dynamics of international stock market efficiency
   Cogent Economics & Finance, 2014, 2, (1), 1-11
2. Yet another careful re-examination of the SAD hypothesis
   International Journal of Managerial Finance, 2014, 10, (3), 404-415

2013

3. Seasonal affective disorder: onset and recovery
   Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), 2013, 42, (C), 136-139

2012

4. A note on the turn of the month and year effects in international stock returns
   The European Journal of Finance, 2012, 18, (6), 597-602 View citations (8)
5. A note resolving the debate on “The weighted average cost of capital is not quite right”
   The Quarterly Review of Economics and Finance, 2012, 52, (4), 438-442 View citations (1)
6. Calendar anomalies in REITs: international evidence
   Journal of Property Investment & Finance, 2012, 30, (4), 375-388 View citations (2)

2011

7. A review of the seasonal affective disorder hypothesis
   Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), 2011, 40, (6), 959-967 View citations (4)
8. Are Economic Profit and the Internal Rate of Return Merely Accounting Measures?
   International Journal of Finance, Insurance and Risk Management, 2011, 1, (3), 120
9. Are investors moonstruck? Further international evidence on lunar phases and stock returns
   Journal of Empirical Finance, 2011, 18, (1), 56-63 View citations (16)

2009

10. The Monday effect in U.S. cotton prices
    Agribusiness, 2009, 25, (3), 427-448 View citations (1)
11. The dynamics of the Monday effect in international stock indices
    International Review of Financial Analysis, 2009, 18, (3), 125-133 View citations (14)

2007

12. A meta‐analysis of the international evidence of cloud cover on stock returns
    Review of Accounting and Finance, 2007, 6, (3), 324-338 View citations (8)
13. Daily weather effects on the returns of Australian stock indices
    Applied Financial Economics, 2007, 17, (3), 173-184 View citations (33)

2005

14. Day-of-the-week effects in the pre-holiday returns of the Standard & Poor's 500 stock index
    Applied Financial Economics, 2005, 15, (2), 107-119 View citations (25)

2004

15. Day-of-the-week effects: New Zealand bank bills, 1985-2000
    Applied Financial Economics, 2004, 14, (12), 859-873 View citations (1)

2003

16. Political administration effects and day-of-the-week effects in New Zealand's foreign exchange rate
    Applied Financial Economics, 2003, 13, (6), 401-412
17. The relationship between economic value added and stock market performance: A theoretical analysis
    Agribusiness, 2003, 19, (2), 245-253 View citations (3)

2001

18. Changes in settlement regime and the modulation of day-of-the-week effects in stock returns
    Applied Financial Economics, 2001, 11, (4), 361-372 View citations (5)
19. Discounted cash flow methods and the fallacious reinvestment assumption: a review of recent texts
    Accounting Education, 2001, 10, (1), 105-116 View citations (6)
20. Residual Income: A Review Essay
    Australian Accounting Review, 2001, 11, (23), 8-14

1998

21. The Causal Association Between Employee Share Ownership and Attitudes: a Study Based on the Long Framework
    British Journal of Industrial Relations, 1998, 36, (1), 73-82 View citations (4)

1994

22. Modelling real interest rates
    Journal of Banking & Finance, 1994, 18, (1), 153-165 View citations (13)