Stewart Mayhew

2.9k total citations · 1 hit paper
27 papers, 2.1k citations indexed

About

Stewart Mayhew is a scholar working on Finance, Accounting and Economics and Econometrics. According to data from OpenAlex, Stewart Mayhew has authored 27 papers receiving a total of 2.1k indexed citations (citations by other indexed papers that have themselves been cited), including 25 papers in Finance, 14 papers in Accounting and 10 papers in Economics and Econometrics. Recurrent topics in Stewart Mayhew's work include Financial Markets and Investment Strategies (21 papers), Corporate Finance and Governance (12 papers) and Stochastic processes and financial applications (8 papers). Stewart Mayhew is often cited by papers focused on Financial Markets and Investment Strategies (21 papers), Corporate Finance and Governance (12 papers) and Stochastic processes and financial applications (8 papers). Stewart Mayhew collaborates with scholars based in United States and Israel. Stewart Mayhew's co-authors include Patrick J. Dennis, Huseyin Gulen, Sugato Chakravarty, Chris T. Stivers, Vassil T. Mihov, Atulya Sarin, Kuldeep Shastri, Avner Kalay, Jia Hao and Chester S. Spatt and has published in prestigious journals such as The Journal of Finance, Review of Financial Studies and Journal of Banking & Finance.

In The Last Decade

Stewart Mayhew

26 papers receiving 1.9k citations

Hit Papers

align trajectories sort by overperformance

What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

Informed Trading in Stock and Option Markets

2004 546 citations Huseyin Gulen, Stewart Mayhew et al. The Journal of Finance profile →

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Stewart Mayhew United States	16	1.8k	1.1k	630	227	133	27	2.1k
Kuan‐Hui Lee South Korea	14	1.5k 0.8×	544 0.5×	1.1k 1.7×	86 0.4×	107 0.8×	33	1.7k
Darryll Hendricks United States	8	1.2k 0.6×	694 0.6×	743 1.2×	148 0.7×	136 1.0×	11	1.3k
Gonzalo Rubio Spain	15	820 0.4×	560 0.5×	250 0.4×	216 1.0×	77 0.6×	55	985
Peter Macmillan United Kingdom	7	241 0.1×	523 0.5×	71 0.1×	329 1.4×	51 0.4×	13	624
Evangelos Benos United Kingdom	13	326 0.2×	191 0.2×	256 0.4×	37 0.2×	38 0.3×	34	510
Paulo M. Gama Portugal	9	322 0.2×	200 0.2×	268 0.4×	81 0.4×	17 0.1×	29	570
Jukka Perttunen Finland	12	267 0.1×	170 0.2×	196 0.3×	54 0.2×	42 0.3×	32	398
Frank Fehle United States	11	267 0.1×	304 0.3×	645 1.0×	24 0.1×	25 0.2×	22	840
S. McKay Price United States	14	354 0.2×	181 0.2×	378 0.6×	14 0.1×	70 0.5×	36	600
Subramanian R. Iyer United States	12	70 0.0×	142 0.1×	226 0.4×	17 0.1×	20 0.2×	25	405

Countries citing papers authored by Stewart Mayhew

Since Specialization

Citations

This map shows the geographic impact of Stewart Mayhew'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 Stewart Mayhew with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Stewart Mayhew more than expected).

Fields of papers citing papers by Stewart Mayhew

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Stewart Mayhew. 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 Stewart Mayhew. The network helps show where Stewart Mayhew may publish in the future.

Co-authorship network of co-authors of Stewart Mayhew

This figure shows the co-authorship network connecting the top 25 collaborators of Stewart Mayhew. A scholar is included among the top collaborators of Stewart Mayhew based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Stewart Mayhew. Stewart Mayhew is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Mayhew, Stewart, et al.. (2012). Equity Trading and the Allocation of Market Data Revenue. SSRN Electronic Journal.

Mayhew, Stewart, et al.. (2009). The Information Content of Market-on-Close Imbalances, the Specialist and NYSE Equity Prices. SSRN Electronic Journal. 4 indexed citations

Hao, Jia, Avner Kalay, & Stewart Mayhew. (2009). Ex-dividend Arbitrage in Option Markets. Review of Financial Studies. 23(1). 271–303. 18 indexed citations

Dennis, Patrick J. & Stewart Mayhew. (2009). Microstructural biases in empirical tests of option pricing models. Review of Derivatives Research. 12(3). 169–191. 30 indexed citations

Mayhew, Stewart, et al.. (2008). Equity Trading and the Allocation of Market Data Revenue. SSRN Electronic Journal. 5 indexed citations

Dennis, Patrick J., Stewart Mayhew, & Chris T. Stivers. (2006). Stock Returns, Implied Volatility Innovations, and the Asymmetric Volatility Phenomenon. Journal of Financial and Quantitative Analysis. 41(2). 381–406. 199 indexed citations

Jia, Hao, Avner Kalay, & Stewart Mayhew. (2006). Ex-Dividend Arbitrage in Option Markets. SSRN Electronic Journal. 3 indexed citations

Dennis, Patrick J. & Stewart Mayhew. (2006). Microstructural Biases in Empirical Tests of Option Pricing Models. SSRN Electronic Journal. 11 indexed citations

Stivers, Chris T., Patrick J. Dennis, & Stewart Mayhew. (2005). Stock Returns, Implied Volatility Innovations, and the Asymmetric Volatility Phenomenon. SSRN Electronic Journal. 42 indexed citations

10.

Mayhew, Stewart & Chris T. Stivers. (2003). Stock return dynamics, option volume, and the information content of implied volatility. Journal of Futures Markets. 23(7). 615–646. 43 indexed citations

11.

Mayhew, Stewart. (2003). Security price dynamics and simulation in financial engineering. 2. 1568–1574. 2 indexed citations

12.

Dennis, Patrick J. & Stewart Mayhew. (2002). Risk-Neutral Skewness: Evidence from Stock Options. Journal of Financial and Quantitative Analysis. 37(3). 471–471. 311 indexed citations

13.

Mayhew, Stewart. (2001). Competition, Market Structure and Bid-Ask Spreads in Stock Option Markets. SSRN Electronic Journal. 14 indexed citations

14.

Mayhew, Stewart & Vassil T. Mihov. (2000). Another Look at Option Listing Effects. RePEc: Research Papers in Economics. 2 indexed citations

15.

Mayhew, Stewart. (2000). The Impact of Derivatives on Cash Markets: What Have We Learned?. 34 indexed citations

16.

Gulen, Huseyin & Stewart Mayhew. (2000). Stock index futures trading and volatility in international equity markets. Journal of Futures Markets. 20(7). 661–685. 145 indexed citations

17.

Mayhew, Stewart, Atulya Sarin, & Kuldeep Shastri. (1999). The Relationship Between Option Trading Intensity and the Market Microstructure of the Underlying Security. SSRN Electronic Journal. 2 indexed citations

18.

Mayhew, Stewart. (1995). Implied Volatility. Financial Analysts Journal. 51(4). 8–20. 103 indexed citations

19.

Mayhew, Stewart, Atulya Sarin, & Kuldeep Shastri. (1995). The Allocation of Informed Trading Across Related Markets: An Analysis of the Impact of Changes in Equity‐Option Margin Requirements. The Journal of Finance. 50(5). 1635–1653. 110 indexed citations

20.

Mayhew, Stewart, et al.. (1985). Time motion analysis of professional soccer. 11(1). 49–52. 86 indexed citations

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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