Stephen Satchell

5.3k citations
185 papers · 3.0k · h-index 25

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 79
    • Financial Risk and Volatility Modeling 54
    • Stochastic processes and financial applications 31
    • Housing Market and Economics 36
    • Complex Systems and Time Series Analysis 31
    • Market Dynamics and Volatility 28

Stephen Satchell

173 papers receiving 2.7k citations

Peers

Stephen Satchell
Comparison fields: 5 of 121
  • Finance 2.1k
  • Economics and Econometrics 1.8k
  • General Economics, Econometrics and Finance 502
  • General Decision Sciences 81
  • Management Science and Operations Research 535
Replace Gregory Connor with:
Gregory Connor United Kingdom
Olivier Scaillet Switzerland
Casper G. de Vries Netherlands
Jakša Cvitanić United States
Markus Leippold Switzerland
Eric C. Chang Hong Kong
Lorenzo Garlappi Canada
Michael J. Stutzer United States
William T. Ziemba Canada
Steven Thorley United States
Stephen Satchell relative to Gregory Connor United Kingdom Gregory Connor's profile →
Citations per field
00.5×1.5×1.9×
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 185 papers — load more, or switch the sort, to bring in the rest.

#Work
1 1991418
2 2004167
3 1999164
4 2000132
5 2007102
6 199795
7 199494
8 200274
9 199568
10 200268
11 201159
12
Managing Downside Risk in Financial Markets : Theory, Practice and Implementation
200147
13 199847
14 200545
15 201145
16 200244
17 199539
18 200739
19 200034
20 200233

About Stephen Satchell

Stephen Satchell is a scholar working on Finance, Economics and Econometrics, Accounting, General Economics, Econometrics and Finance and Management Science and Operations Research, having authored 185 papers that have together received 3.0k indexed citations. Recurring topics across this work include Financial Markets and Investment Strategies (79 papers), Financial Risk and Volatility Modeling (54 papers), Housing Market and Economics (36 papers), Monetary Policy and Economic Impact (33 papers), Stochastic processes and financial applications (31 papers), Complex Systems and Time Series Analysis (31 papers), Market Dynamics and Volatility (28 papers) and Financial Literacy, Pension, Retirement Analysis (23 papers). The work is most often cited by research in Finance (2.1k citations), Economics and Econometrics (1.8k citations), General Economics, Econometrics and Finance (502 citations), General Decision Sciences (81 citations) and Management Science and Operations Research (535 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, Jordan J. Louviere and Hazel Bateman. 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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