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Stephen P Keef

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Personal Details

First Name:Stephen
Middle Name:P
Last Name:Keef
Suffix:
RePEc Short-ID:pke172
Email:
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Homepage:http://www.victoria.ac.nz/SEF/pages/staff/StephenKeef/index.aspx
Postal Address:
Phone:
Location: Wellington, New Zealand
Homepage: http://www.vuw.ac.nz/sef/
Email:
Phone: +64 (4) 463-5708
Fax: +64 (4) 495-5014
Postal: PO Box 600, Wellington 6140
Handle: RePEc:edi:egvuwnz (more details at EDIRC)
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  1. Keef, Stephen P & Khaled, Mohammed S & Roush, Melvin L, 2011. "Miller's (2009) WACC model: An extension," Working Paper Series 1995, Victoria University of Wellington, School of Economics and Finance.
  2. Keef, Stephen P & Khaled, Mohammed S & Roush, Melvin L, 2011. "A note resolving the debate on “The weighted average cost of capital is not quite right”," Working Paper Series 2003, Victoria University of Wellington, School of Economics and Finance.
  3. Khaled, Mohammed & Keef, Stephen, 2011. "On the dynamics of international stock market efficiency," Working Paper Series 1991, Victoria University of Wellington, School of Economics and Finance.
  4. Khaled, Mohammed S & Keef, Stephen P, 2011. "Tests for weak form market efficiency in stock prices: Monte Carlo evidence," Working Paper Series 1993, Victoria University of Wellington, School of Economics and Finance.
  5. Keef, Stephen P & Khaled, Mohammed S, 2011. "The friday the thirteenth effect in stock prices: international evidence using panel data," Working Paper Series 1994, Victoria University of Wellington, School of Economics and Finance.
  1. Mohammed S. Khaled & Stephen P. Keef, 2014. "Yet another careful re-examination of the SAD hypothesis," International Journal of Managerial Finance, Emerald Group Publishing, vol. 10(3), pages 404-415, June.
  2. Mohammed S. Khaled & Stephen P. Keef, 2014. "On the dynamics of international stock market efficiency," Cogent Economics & Finance, Taylor & Francis Journals, vol. 2(1), pages 1-11, December.
  3. Khaled, Mohammed S. & Keef, Stephen P., 2013. "Seasonal affective disorder: onset and recovery," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 42(C), pages 136-139.
  4. Mohammed S. Khaled & Stephen P. Keef, 2012. "A note on the turn of the month and year effects in international stock returns," The European Journal of Finance, Taylor & Francis Journals, vol. 18(6), pages 597-602, July.
  5. Keef, Stephen P. & Khaled, Mohammed S. & Roush, Melvin L., 2012. "A note resolving the debate on “The weighted average cost of capital is not quite right”," The Quarterly Review of Economics and Finance, Elsevier, vol. 52(4), pages 438-442.
  6. Keef, Stephen P. & Khaled, Mohammed S., 2011. "A review of the seasonal affective disorder hypothesis," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 40(6), pages 959-967.
  7. Keef, Stephen P. & Khaled, Mohammed S., 2011. "Are investors moonstruck? Further international evidence on lunar phases and stock returns," Journal of Empirical Finance, Elsevier, vol. 18(1), pages 56-63, January.
  8. Stephen P. Keef & Hui Zhu, 2009. "The Monday effect in U.S. cotton prices," Agribusiness, John Wiley & Sons, Ltd., vol. 25(3), pages 427-448.
  9. Keef, Stephen P. & Khaled, Mohammed & Zhu, Hui, 2009. "The dynamics of the Monday effect in international stock indices," International Review of Financial Analysis, Elsevier, vol. 18(3), pages 125-133, June.
  10. Stephen Keef & Melvin Roush, 2007. "Daily weather effects on the returns of Australian stock indices," Applied Financial Economics, Taylor & Francis Journals, vol. 17(3), pages 173-184.
  11. Stephen P. Keef & Melvin L. Roush, 2007. "A meta-analysis of the international evidence of cloud cover on stock returns," Review of Accounting and Finance, Emerald Group Publishing, vol. 6(3), pages 324-338, August.
  12. Stephen Keef & Melvin Roush, 2005. "Day-of-the-week effects in the pre-holiday returns of the Standard & Poor's 500 stock index," Applied Financial Economics, Taylor & Francis Journals, vol. 15(2), pages 107-119.
  13. Stephen Keef & Melvin Roush, 2004. "Day-of-the-week effects: New Zealand bank bills, 1985-2000," Applied Financial Economics, Taylor & Francis Journals, vol. 14(12), pages 859-873.
  14. Stephen Keef & Melvin Roush, 2003. "Political administration effects and day-of-the-week effects in New Zealand's foreign exchange rate," Applied Financial Economics, Taylor & Francis Journals, vol. 13(6), pages 401-412.
  15. Stephen P. Keef & Melvin L. Roush, 2003. "The relationship between economic value added and stock market performance: A theoretical analysis," Agribusiness, John Wiley & Sons, Ltd., vol. 19(2), pages 245-253.
  16. Stephen Keef & Melvin Roush, 2001. "Residual Income: A Review Essay," Australian Accounting Review, CPA Australia, vol. 11(23), pages 8-14, 03.
  17. Stephen Keef & Paul McGuinness, 2001. "Changes in settlement regime and the modulation of day-of-the-week effects in stock returns," Applied Financial Economics, Taylor & Francis Journals, vol. 11(4), pages 361-372.
  18. Stephen Keef & Melvin Roush, 2001. "Discounted cash flow methods and the fallacious reinvestment assumption: a review of recent texts," Accounting Education, Taylor & Francis Journals, vol. 10(1), pages 105-116.
  19. Evans, L. T. & Keef, S. P. & Okunev, J., 1994. "Modelling real interest rates," Journal of Banking & Finance, Elsevier, vol. 18(1), pages 153-165, January.
5 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ACC: Accounting & Auditing (1) 2012-02-27
  2. NEP-ECM: Econometrics (1) 2012-02-27
  3. NEP-FMK: Financial Markets (2) 2012-02-27 2012-02-27. Author is listed

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