Stephen Satchell

5.3k citations
188 papers · 2.8k · h-index 24

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 81
    • Financial Risk and Volatility Modeling 67
    • Stochastic processes and financial applications 36
    • Complex Systems and Time Series Analysis 34
    • Market Dynamics and Volatility 32
    • Housing Market and Economics 28

Stephen Satchell

172 papers receiving 2.5k citations

Peers

Stephen Satchell
Comparison fields: 5 of 121
  • Finance 1.9k
  • Economics and Econometrics 1.6k
  • General Economics, Econometrics and Finance 480
  • Management Science and Operations Research 499
  • Accounting 387
Replace Gregory J. Connor with:
Gregory J. Connor United Kingdom
Michael W. Brandt United States
Casper G. de Vries Netherlands
Lorenzo Garlappi Canada
Pedro Santa‐Clara United States
Massimo Guidolin Italy
Eric Chieh C. Chang United States
Jun Min Pan United States
J.B. Heaton United States
Eduardo Ley United States
Stephen Satchell relative to Gregory J. Connor United Kingdom Gregory J. Connor's profile →
Citations per field
00.5×2×2.7×
Gregory J. 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 188 papers — load more, or switch the sort, to bring in the rest.

#Work
1 1991391
2 2004173
3 1999137
4 2000104
5 2007101
6 199785
7 199482
8 199563
9 200261
10 201152
11 200247
12 200242
13
Managing Downside Risk in Financial Markets : Theory, Practice and Implementation
200142
14 200540
15 199839
16 200736
17 199534
18 201133
19 199732
20 200031

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 188 papers that have together received 2.8k indexed citations. Recurring topics across this work include Financial Markets and Investment Strategies (81 papers), Financial Risk and Volatility Modeling (67 papers), Monetary Policy and Economic Impact (40 papers), Stochastic processes and financial applications (36 papers), Complex Systems and Time Series Analysis (34 papers), Market Dynamics and Volatility (32 papers), Housing Market and Economics (28 papers) and Financial Literacy, Pension, Retirement Analysis (13 papers). The work is most often cited by research in Finance (1.9k citations), Economics and Econometrics (1.6k citations), General Economics, Econometrics and Finance (480 citations), Management Science and Operations Research (499 citations) and Accounting (387 citations). Stephen Satchell has collaborated with scholars based in United Kingdom, Australia and Canada. Frequent co-authors include L. C. G. Rogers, John L Knight, Soosung Hwang, Colin M. Lizieri, Alessio Sancetta, Alan Scowcroft, Christian Sejer Pedersen, George A. Christodoulakis, Alison L. Booth and Susan Thorp. 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.

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