Stephen Satchell

5.3k citations
213 papers · 3.3k · h-index 26

Impact in

  • Finance top 0.2%
    • Financial Risk and Volatility Modeling
    • Financial Markets and Investment Strategies
    • Stochastic processes and financial applications
    • Market Dynamics and Volatility
    • Complex Systems and Time Series Analysis
    • Housing Market and Economics

Papers in

    • Financial Markets and Investment Strategies 93
    • Financial Risk and Volatility Modeling 70
    • Stochastic processes and financial applications 39
    • Housing Market and Economics 38
    • Complex Systems and Time Series Analysis 37
    • Market Dynamics and Volatility 35

Stephen Satchell

197 papers receiving 2.9k citations

Peers

Stephen Satchell
Comparison fields: 5 of 123
  • Finance 2.3k
  • Economics and Econometrics 2.0k
  • General Economics, Econometrics and Finance 545
  • General Decision Sciences 89
  • Management Science and Operations Research 596
Replace Gregory Connor with:
Gregory Connor United Kingdom
Olivier Scaillet Switzerland
Casper G. de Vries Netherlands
Eric C. Chang Hong Kong
Jakša Cvitanić United States
Markus Leippold Switzerland
Lorenzo Garlappi Canada
Michael W. Brandt United States
Amir Yaron United States
Michael J. Stutzer United States
Stephen Satchell relative to Gregory Connor United Kingdom Gregory Connor's profile →
Citations per field
00.5×1.5×2.0×
Gregory Connor · 1×
Citations per year

Countries citing papers authored by Stephen Satchell

Since Specialization
Citations

This map shows the geographic impact of Stephen Satchell's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Stephen Satchell with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Stephen Satchell more than expected).

Fields of papers citing papers by Stephen Satchell

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Stephen Satchell. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Stephen Satchell. The network helps show where Stephen Satchell may publish in the future.

Co-authors

The 25 scholars most cited alongside Stephen Satchell, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.

Border = papers with Stephen Satchell Line = papers co-authored together Stephen Satchell links everyone, so they are left out of the graph.

All Works

20 of 20 papers shown

Showing the 20 most-cited of 213 papers — load more, or switch the sort, to bring in the rest.

#Work
1 1991431
2 2004178
3 1999171
4 2000143
5 2007113
6 199797
7 199497
8 200276
9 200273
10 199570
11 201160
12
Managing Downside Risk in Financial Markets : Theory, Practice and Implementation
200151
13 199851
14 200250
15 201146
16 200545
17 199542
18 200739
19 200036
20 200234

About Stephen Satchell

Stephen Satchell is a scholar working on Finance, Economics and Econometrics, General Economics, Econometrics and Finance, Management Science and Operations Research and Accounting, having authored 213 papers that have together received 3.3k indexed citations. Recurring topics across this work include Financial Markets and Investment Strategies (93 papers), Financial Risk and Volatility Modeling (70 papers), Monetary Policy and Economic Impact (41 papers), Stochastic processes and financial applications (39 papers), Housing Market and Economics (38 papers), Complex Systems and Time Series Analysis (37 papers), Market Dynamics and Volatility (35 papers) and Financial Literacy, Pension, Retirement Analysis (23 papers). The work is most often cited by research in Finance (2.3k citations), Economics and Econometrics (2.0k citations), General Economics, Econometrics and Finance (545 citations), General Decision Sciences (89 citations) and Management Science and Operations Research (596 citations). Stephen Satchell has collaborated with scholars based in United Kingdom, Australia and Canada. Frequent co-authors include L. C. G. Rogers, John Knight, Soosung Hwang, Colin Lizieri, Alessio Sancetta, Alan Scowcroft, Christian Sejer Pedersen, Susan Thorp, George Christodoulakis and Jordan J. Louviere. Their work appears in journals such as European Journal of Finance, Econometric Theory, Quantitative Finance, Applied Mathematical Finance and Journal of Banking & Finance.

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

Explore authors with similar magnitude of impact