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Details about Stephen P. Keef

E-mail: This e-mail address is bad, please ask Stephen P. Keef to update the entry in the RePEc Author Service or the correct address.
Homepage:http://www.victoria.ac.nz/SEF/pages/staff/StephenKeef/index.aspx
Workplace:School of Economics and Finance, Wellington School of Business and Government, Victoria University of Wellington, (more information at EDIRC)

Access statistics for papers by Stephen P. Keef.

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

Short-id: pke172


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Working Papers

2011

  1. A note resolving the debate on “The weighted average cost of capital is not quite rightâ€
    Working Paper Series, Victoria University of Wellington, School of Economics and Finance Downloads
  2. Miller's (2009) WACC model: An extension
    Working Paper Series, Victoria University of Wellington, School of Economics and Finance Downloads
  3. On the dynamics of international stock market efficiency
    Working Paper Series, Victoria University of Wellington, School of Economics and Finance Downloads
    See also Journal Article in Cogent Economics & Finance (2014)
  4. Tests for weak form market efficiency in stock prices: Monte Carlo evidence
    Working Paper Series, Victoria University of Wellington, School of Economics and Finance Downloads
  5. The friday the thirteenth effect in stock prices: international evidence using panel data
    Working Paper Series, Victoria University of Wellington, School of Economics and Finance Downloads View citations (1)

Journal Articles

2014

  1. On the dynamics of international stock market efficiency
    Cogent Economics & Finance, 2014, 2, (1), 1-11 Downloads
    See also Working Paper (2011)
  2. Yet another careful re-examination of the SAD hypothesis
    International Journal of Managerial Finance, 2014, 10, (3), 404-415 Downloads

2013

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

2012

  1. 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 Downloads View citations (5)
  2. 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 Downloads
  3. Calendar anomalies in REITs: international evidence
    Journal of Property Investment & Finance, 2012, 30, (4), 375-388 Downloads View citations (1)

2011

  1. 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 Downloads View citations (3)
  2. Are investors moonstruck? Further international evidence on lunar phases and stock returns
    Journal of Empirical Finance, 2011, 18, (1), 56-63 Downloads View citations (8)

2009

  1. The Monday effect in U.S. cotton prices
    Agribusiness, 2009, 25, (3), 427-448 Downloads
  2. The dynamics of the Monday effect in international stock indices
    International Review of Financial Analysis, 2009, 18, (3), 125-133 Downloads View citations (8)

2007

  1. A meta-analysis of the international evidence of cloud cover on stock returns
    Review of Accounting and Finance, 2007, 6, (3), 324-338 Downloads View citations (5)
  2. Daily weather effects on the returns of Australian stock indices
    Applied Financial Economics, 2007, 17, (3), 173-184 Downloads View citations (16)

2005

  1. 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 Downloads View citations (18)

2004

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

2003

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

2001

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

1998

  1. 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 Downloads View citations (3)

1994

  1. Modelling real interest rates
    Journal of Banking & Finance, 1994, 18, (1), 153-165 Downloads View citations (12)
 
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