Concepedia
Statistics
Publications
6
Citations
385
H-Index
Active since
1991
Affiliations
Boston College(Current)
Charles River Associates
E. Scott Mayfield is an author at Boston College specializing in finance, business, and asset pricing.
Top concepts
FinanceBusinessAsset PricingFinancial EconomicsQuantitative ManagementEntropyEconomicsStatisticsEngineeringData Science
Publications per year
1991–2004
Alternative Models of Uncertain Commodity Prices for Use with Modern Asset Pricing Methods
Malcolm Baker, E. Scott Mayfield, John E. Parsons · The Energy Journal · 1998 · 111 citations
Uncertain Commodity Prices, Option Pricing, Economics +15
Estimating the market risk premium
E. Scott Mayfield · Journal of Financial Economics · 2004 · 110 citations
Financial Economics, Asset Pricing, Financial Risk Management +3
On Determining the Dimension of Real-Time Stock-Price Data
E. Scott Mayfield, Bruce Mizrach · Journal of Business and Economic Statistics · 1992 · 97 citations
Real-time Analytics, Real-time Stock-price Data, Asset Pricing +15
E. Scott Mayfield, Bruce Mizrach · Journal of Business and Economic Statistics · 1992 · 32 citations
Real-time Analytics, Real-time Stock-price Data, Asset Pricing +6
Interest rate parity and the exchange risk premium Evidence from panel data
E. Scott Mayfield, Robert G. Murphy · Economics Letters · 1992 · 23 citations
Economics, Term Structure Model, Financial Economics +10
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