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Satchell, Stephen E.


 SSRN Author Rank: 8,565 by Downloads
 

University of Cambridge - Faculty of Economics and Politics


 Austin Robinson Building
 Sidgwick Avenue
 Cambridge, CB3 9DD
 United Kingdom
 44 (0)1223 335213 (Phone)
 44 (0)1223 335475 (Fax)
 HOME PAGE: http://www.econ.cam.ac.uk/faculty/satchell/index.h
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. Satchell, Stephen E.'s Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
2,970
Total
Citations
31
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Satchell, Stephen E.
University of Cambridge - Faculty of Economics and Politics
Xia, Wei
BlackCat Capital Partners LLP
Posted:
01 Mar 07
619
(21,758)
2

2.  
Hwang, Soosung
Sungkyunkwan University - Department of Economics
Satchell, Stephen E.
University of Cambridge - Faculty of Economics and Politics
Posted:
22 Apr 03
Last Revised:
04 May 10
484
(30,318)
4

3.  
Testing Linear Factor Models on Individual Stocks Using the Average F Test | Show Abstract | Download |
European Journal of Finance, Forthcoming
Accepted Paper Series
Hwang, Soosung
Sungkyunkwan University - Department of Economics
Satchell, Stephen E.
University of Cambridge - Faculty of Economics and Politics
Posted:
18 Nov 04
Last Revised:
29 Nov 13
262
(63,725)
2

4.  
Valuing Information Using Utility Functions: How Much Should We Pay for Forecasts of Returns? | Show Abstract | Download |
City University Business School Banking & Finance Working Paper
Working Paper Series
Hwang, Soosung
Sungkyunkwan University - Department of Economics
Satchell, Stephen E.
University of Cambridge - Faculty of Economics and Politics
Posted:
11 May 01
241
(69,674)
 

5.   Incl. Electronic Paper
Satchell, Stephen E.
University of Cambridge - Faculty of Economics and Politics
Chu, Ba M.
Carleton University
Posted:
04 Sep 08
Last Revised:
23 Feb 09
182
(92,543)
 

6.  
Satchell, Stephen E.
University of Cambridge - Faculty of Economics and Politics
Xia, Wei
BlackCat Capital Partners LLP
Posted:
08 Mar 07
163
(102,303)
 

7.  
Retirement Investor Risk Tolerance in Tranquil and Crisis Periods: Experimental Survey Evidence | Show Abstract | Download |
UNSW Australian School of Business Research Paper No. 2010ACTL10
Working Paper Series
Bateman, Hazel
Centre for International Finance and Regulation (CIFR)
Louviere, Jordan J.
University of Technology Sydney (UTS) - Centre for the Study of Choice
Satchell, Stephen E.
University of Cambridge - Faculty of Economics and Politics
Islam, Towhidul
University of Guelph - Department of Marketing and Consumer Studies
Thorp, Susan
University of Technology Sydney (UTS) - School of Finance and Economics
Posted:
25 Aug 10
Last Revised:
12 Apr 11
148
(111,478)
5

8.  
Financial Competence, Risk Presentation and Retirement Portfolio Preferences | Show Abstract | Download |
UNSW Australian School of Business Research Paper No. 2011ACTL03
Working Paper Series
Bateman, Hazel
Centre for International Finance and Regulation (CIFR)
Eckert, Christine
University of Technology Sydney (UTS) - School of Marketing
Geweke, John
University of Technology Sydney - Economics Discipline Group
Louviere, Jordan J.
University of Technology Sydney (UTS) - Centre for the Study of Choice
Satchell, Stephen E.
University of Cambridge - Faculty of Economics and Politics
Thorp, Susan
University of Technology Sydney (UTS) - School of Finance and Economics
Posted:
08 Mar 11
Last Revised:
12 Apr 11
114
(137,850)
1

9.  
Investment Risk Framing and Individual Preference Consistency | Show Abstract | Download |
UNSW Australian School of Business Research Paper No. 2010ACTL08
Working Paper Series
Bateman, Hazel
Centre for International Finance and Regulation (CIFR)
Eckert, Christine
University of Technology Sydney (UTS) - School of Marketing
Geweke, John
University of Technology Sydney - Economics Discipline Group
Louviere, Jordan J.
University of Technology Sydney (UTS) - Centre for the Study of Choice
Satchell, Stephen E.
University of Cambridge - Faculty of Economics and Politics
Thorp, Susan
University of Technology Sydney (UTS) - School of Finance and Economics
Posted:
27 Aug 10
Last Revised:
12 Apr 11
112
(139,635)
 

10.  
An Experimental Survey of Investment Decisions for Retirement Savings | Show Abstract | Download |
UNSW Australian School of Business Research Paper No. 2010ACTL09
Working Paper Series
Bateman, Hazel
Centre for International Finance and Regulation (CIFR)
Thorp, Susan
University of Technology Sydney (UTS) - School of Finance and Economics
Louviere, Jordan J.
University of Technology Sydney (UTS) - Centre for the Study of Choice
Islam, Towhidul
University of Guelph - Department of Marketing and Consumer Studies
Satchell, Stephen E.
University of Cambridge - Faculty of Economics and Politics
Posted:
26 Aug 10
Last Revised:
18 Apr 11
100
(151,457)
1

11.   Incl. Electronic Paper
Frino, Alex
University of Sydney - Discipline of Finance
Satchell, Stephen E.
University of Cambridge - Faculty of Economics and Politics
Wong, Brad
University of Sydney
Zheng, Hui
Discipline of Finance, The University of Sydney
Posted:
16 Mar 10
Last Revised:
08 May 13
76
(180,512)
2

12.  
Economic Rationality, Risk Presentation, and Retirement Portfolio Choice | Show Abstract | Download |
UNSW Australian School of Business Research Paper No. 2011ACTL02
Working Paper Series
Bateman, Hazel
Centre for International Finance and Regulation (CIFR)
Ebling, Christine
University of Technology, Sydney - Centre for the Study of Choice
Louviere, Jordan J.
University of Technology Sydney (UTS) - Centre for the Study of Choice
Satchell, Stephen E.
University of Cambridge - Faculty of Economics and Politics
Thorp, Susan
University of Technology Sydney (UTS) - School of Finance and Economics
Geweke, John
University of Technology Sydney - Economics Discipline Group
Posted:
19 Sep 11
73
(184,881)
2

13.   Incl. Electronic Paper
Bateman, Hazel
Centre for International Finance and Regulation (CIFR)
Eckert, Christine
University of Technology Sydney (UTS) - School of Marketing
Geweke, John
University of Technology Sydney - Economics Discipline Group
Louviere, Jordan J.
University of Technology Sydney (UTS) - Centre for the Study of Choice
Thorp, Susan
University of Technology Sydney (UTS) - School of Finance and Economics
Satchell, Stephen E.
University of Cambridge - Faculty of Economics and Politics
Posted:
17 Apr 11
Last Revised:
28 Feb 12
66
(195,580)
3

14.  
Satchell, Stephen E.
University of Cambridge - Faculty of Economics and Politics
Thorp, Susan
University of Technology Sydney (UTS) - School of Finance and Economics
Posted:
03 Mar 08
63
(200,366)
 

15.  
Eustace, James
JP Morgan
Pope, Peter F.
London School of Economics
Satchell, Stephen E.
University of Cambridge - Faculty of Economics and Politics
Posted:
19 Sep 13
43
(238,835)
 

16.  
Hwang, Soosung
Sungkyunkwan University - Department of Economics
Satchell, Stephen E.
University of Cambridge - Faculty of Economics and Politics
Posted:
06 Aug 13
33
(262,692)
 

17.  
Discounting and Consumption Over an Uncertain Horizon: Draw-Down Plans for Family Trusts | Show Abstract | Download |
Quantitative Finance Research Centre, University of Technology, Sydney Research Paper No. 210
Working Paper Series
Satchell, Stephen E.
University of Cambridge - Faculty of Economics and Politics
Thorp, Susan
University of Technology Sydney (UTS) - School of Finance and Economics
Posted:
18 Mar 08
33
(262,692)
 

18.  
Disengagement: A Partial Solution to the Annuity Puzzle | Show Abstract | Download |
UNSW Australian School of Business Research Paper No. 2013ACTL10
Working Paper Series
Bateman, Hazel
Centre for International Finance and Regulation (CIFR)
Eckert, Christine
University of Technology Sydney (UTS) - School of Marketing
Geweke, John
University of Technology Sydney - Economics Discipline Group
Iskhakov, Fedor
University of Technology Sydney (UTS)
Louviere, Jordan J.
University of Technology Sydney (UTS) - Centre for the Study of Choice
Satchell, Stephen E.
University of Cambridge - Faculty of Economics and Politics
Thorp, Susan
University of Technology Sydney (UTS) - School of Finance and Economics
Posted:
04 Apr 13
28
(277,423)
1

19.  
Utility Functions whose Parameters Depend on Initial Wealth | Show Abstract | Download |
Bulletin of Economic Research, Vol. 55, pp. 357-371, October 2003
Accepted Paper Series
Pedersen, Christian S.
Mercer, Oliver, Wyman and Company
Satchell, Stephen E.
University of Cambridge - Faculty of Economics and Politics
Posted:
19 Oct 03
27
(280,748)
1

20.  
The Underlying Return-Generating Factors for REIT Returns: An Application of Independent Component Analysis | Show Abstract | Download |
Real Estate Economics, Vol. 35, No. 4, pp. 569-598, Winter 2007
Accepted Paper Series
Lizieri, Colin
University of Cambridge - Department of Land Economy
Satchell, Stephen E.
University of Cambridge - Faculty of Economics and Politics
Zhang, Qi
University of Cambridge - Faculty of Economics and Politics
Posted:
18 Nov 07
25
(287,642)
2

21.  
Golosov, Edward
Birkbeck College
Satchell, Stephen E.
University of Cambridge - Faculty of Economics and Politics
Posted:
31 Aug 13
22
(298,606)
 

22.  
Satchell, Stephen E.
University of Cambridge - Faculty of Economics and Politics
Stapleton, Richard C.
University of Strathclyde - Department of Accounting and Finance
Subrahmanyam, Marti G.
New York University - Stern School of Business
Posted:
11 Nov 08
19
(310,406)
2

23.  
Bateman, Hazel
Centre for International Finance and Regulation (CIFR)
Eckert, Christine
University of Technology Sydney (UTS) - School of Marketing
Iskhakov, Fedor
University of Technology Sydney (UTS)
Louviere, Jordan J.
University of Technology Sydney (UTS) - Centre for the Study of Choice
Satchell, Stephen E.
University of Cambridge - Faculty of Economics and Politics
Thorp, Susan
University of Technology Sydney (UTS) - School of Finance and Economics
Posted:
17 Mar 14
17
(318,360)
 

24.  
How Persistent is Stock Return Volatility? An Answer with Markov Regime Switching Stochastic Volatility Models | Show Abstract | Download |
Journal of Business Finance & Accounting, Vol. 34, No. 5-6, pp. 1002-1024, June/July 2007
Accepted Paper Series
Hwang, Soosung
Sungkyunkwan University - Department of Economics
Satchell, Stephen E.
University of Cambridge - Faculty of Economics and Politics
Valls Pereira, Pedro L.
Sao Paulo School of Economics - FGV and CEQEF- FGV
Posted:
11 Jul 07
16
(322,160)
2

25.  
Stability Conditions for Heteroscedastic Factor Models with Conditionally Autoregressive Betas | Show Abstract | Download |
Journal of Time Series Analysis, Vol. 32, Issue 5, pp. 482-497, 2011
Accepted Paper Series
Christodoulakis, George A.
Manchester Business School
Satchell, Stephen E.
University of Cambridge - Faculty of Economics and Politics
Posted:
09 Aug 11
3
(372,912)
 

26.   Incl. Electronic Paper
Lizieri, Colin
University of Cambridge - Department of Land Economy
Satchell, Stephen E.
University of Cambridge - Faculty of Economics and Politics
Wongwachara, Warapong
TMB Analytics
Posted:
12 Aug 11
Last Revised:
28 Dec 12
1
(387,432)
1

27.  
The Optimal Mortgage Loan Portfolio in UK Regional Residential Real Estate | Show Abstract |
Journal of Real Estate Finance and Economics, Vol. 45, No. 3, 2012
Accepted Paper Series
Cho, Youngha
Oxford Brookes University
Hwang, Soosung
Sungkyunkwan University - Department of Economics
Satchell, Stephen E.
University of Cambridge - Faculty of Economics and Politics
Posted:
19 Nov 12
Last Revised:
02 Dec 13
 

28.  
Nonlinearity and Smoothing in Venture Capital Performance Data | Show Abstract |
Journal of Empirical Finance, Forthcoming
Accepted Paper Series
McKenzie, Michael D.
University of Sydney - Discipline of Finance
Satchell, Stephen E.
University of Cambridge - Faculty of Economics and Politics
Wongwachara, Warapong
TMB Analytics
Posted:
25 May 12
 

29.  
Knight, John
University of Western Ontario - Department of Economics
Satchell, Stephen E.
University of Cambridge - Faculty of Economics and Politics
Chu, Ba M.
Carleton University
Posted:
04 Sep 08
 

30.  
Lizieri, Colin
University of Cambridge - Department of Land Economy
Satchell, Stephen E.
University of Cambridge - Faculty of Economics and Politics
Worzala, Elaine M.
Independent
Dacco, Roberto
affiliation not provided to SSRN
Posted:
11 Nov 98
 

31.  
International Investors' Exposure to Risk in Emerging Markets | Show Abstract |
Journal of Financial Research
Accepted Paper Series
Eftekhari, Babak
Goldman Sachs International, London
Satchell, Stephen E.
University of Cambridge - Faculty of Economics and Politics
Posted:
07 Nov 98
 

32.  
Lizieri, Colin
University of Cambridge - Department of Land Economy
Satchell, Stephen E.
University of Cambridge - Faculty of Economics and Politics
Posted:
24 Oct 97
 

33.  
Satchell, Stephen E.
University of Cambridge - Faculty of Economics and Politics
Stapleton, Richard C.
University of Strathclyde - Department of Accounting and Finance
Subrahmanyam, Marti G.
New York University - Stern School of Business
Posted:
04 Jul 97
 


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