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Article

Chelley-Steeley, Patricia L. and Park, Keebong (2010). The adverse selection component of exchange traded funds. International Review of Financial Analysis, 19 (1), pp. 65-76.

Chelley-Steeley, Patricia L. and Steeley, Jim M. (2009). Measuring and modelling the influence of investor behaviour on investment decision making. International Journal of Behavioural Accounting and Finance, 1 (2), pp. 91-94.

Chelley-Steeley, Patricia L. (2005). Modeling equity market integration using smooth transition analysis:a study of Eastern European stock markets. Journal of International Money and Finance, 24 (5), pp. 818-831.

Chelley-Steeley, Patricia L. (2005). Noise and the trading mechanism:the case of SETS. European Financial Management, 11 (3), pp. 387-424.

Chelley-Steeley, Patricia L. (2004). Serial correlation in the returns of UK capitalization based portfolios. Applied financial economics, 14 (13), pp. 975-979.

Chelley-Steeley, Patricia L. (2001). Mean reversion in the short horizon returns of UK portfolios. Journal of Business Fnance and Accounting, 28 (1-2), pp. 107-126.

Chelley-Steeley, Patricia L. (2001). Noise, overreaction and the trading mechanism. Journal of Financial Research, 24 , pp. 513-521.

Chelley-Steeley, Patricia L. and Steeley, James M. (1996). Volatility transmission in the UK equity market. European Journal of Finance, 2 (2), pp. 145-160.

Chelley-Steeley, Patricia L. and Pentecost, Eric J. (1994). Stock market efficiency, the small firm effect and cointegration. Applied Financial Economics, 4 (6), pp. 405-411.

Chelley-Steeley, Patricia L. and Tsorakidis, Nikolaos Bid-ask spread dynamics in foreign exchange markets. International Review of Financial Analysis, 29 , pp. 119-131.

Chelley-Steeley, Patricia L. Calendar effects and the pricing of risk:the UK evidence. European Journal of Finance, 1 (3), pp. 237-255.

Chelley-Steeley, Patricia L. and Steeley, James M. Changes in the comovement of european equity markets. Economic Inquiry, 37 (3), pp. 473-488.

Chelley-Steeley, Patricia L. Concentration of the UK stock market. Journal of Business Fnance and Accounting, 35 (3-4), pp. 541-562.

Chelley-Steeley, Patricia L. and Steeley, James M. Conditional volatility and firm size:an empirical analysis of UK equity portfolios. Applied Financial Economics, 5 (6), pp. 433-440.

Chelley-Steeley, Patricia L. and Skvortsov, Leonid Efficiency and the trading system:The case of SETSmm. Journal of International Financial Markets, Institutions and Money, 20 (5), pp. 509-518.

Chelley-Steeley, Patricia L. Equity market integration in the Asia-Pacific region:a smooth transition analysis. International Review of Financial Analysis, 13 (5), pp. 621-632.

Chelley-Steeley, Patricia L.; Steeley, James M. and Pentecost, Eric J. Exchange controls and European stock market integration. Applied Economics, 30 (2), pp. 263-267.

Chelley-Steeley, Patricia L. Exchange controls and the transmission of equity market volatility:the case of the UK. Applied Financial Economics, 10 (3), pp. 317-322.

Chelley-Steeley, Patricia L. Interdependence of international equity market volatility. Applied Economics Letters, 7 (5), pp. 341-345.

Chelley-Steeley, Patricia L. Market quality changes in the London Stock Market. Journal of Banking and Finance, 32 (10), pp. 2248-2253.

Chelley-Steeley, Patricia L. and Signaos, Antonios Momentum profits and macroeconomic factors. Applied Economics Letters, 11 (7), pp. 433-436.

Siganos, Antonios and Chelley-Steeley, Patricia L. Momentum profits following bull and bear markets. Journal of Asset Management, 6 (5), pp. 381-388.

Chelley-Steeley, Patricia L. and Siganos, Antonios Momentum profits in alternative stock market structures. Journal of Multinational Financial Management, 17 (5), pp. 131-144.

Chelley-Steeley, Patricia L. Opening returns, noise and overreaction. Journal of Financial Research, 24 (4), pp. 513-521.

Chelley-Steeley, Patricia L. and Steeley, James M. Portfolio diversification and filter rule profits. Applied Economics Letters, 7 (3), pp. 171-175.

Chelley-Steeley, Patricia L. and Steeley, James M. Price discovery for Chinese shares cross-listed in multiple markets. Applied Financial Economics, 22 (19), pp. 1587-1601.

Chelley-Steeley, Patricia L. Price synchronicity:the closing call auction and the London Stock Market. Journal of International Financial Markets, Institutions and Money, 19 (5), pp. 777-791.

Chelley-Steeley, Patricia L. Risk, seasonality and the asymmetric behaviour of stock returns. Journal of Business Fnance and Accounting, 23 (1), pp. 145-154.

Chelley-Steeley, Patricia L. and Qian, Weihua Testing for market segmentation in the A and B share markets of China. Applied Financial Economics, 15 (11), pp. 791-802.

Chelley-Steeley, Patricia L. and Li, Yan Volatility changes caused by the trading system:a Markov switching application. Applied Financial Economic Letters, 1 (6), pp. 373-380.

Chelley-Steeley, Patricia L. and Tsorakidis, Nikolaos Volatility changes in drachma exchange rates. Applied Financial Economics, 19 (11), pp. 905-916.

Chelley-Steeley, Patricia L. and Steeley, James M. The effect of universal futures on opening and closing stock market price discovery. Studies in economics and finance, 28 (4), pp. 260-281.

Chelley-Steeley, Patricia L. The effect of universal futures on opening and closing stock market prices. Studies in economics and finance, 25 (4), pp. 233-252.

Chelley-Steeley, Patricia L. and Steeley, James M. The impact of portfolio diversification on trading rule profits:some evidence for UK share portfolios. Journal of Business Fnance and Accounting, 24 (6), pp. 759-779.

Battig, Christopher and Chelley-Steeley, Patricia L. The impact of the closing call auction:an examination of effects in London. Applied Financial Economics, 20 (4), pp. 303-315.

Chelley-Steeley, Patricia L. and Steeley, James M. The leverage effect in the UK stock market. Applied Financial Economics, 15 (6), pp. 409-423.

Chelley-Steeley, Patricia L. and Lucey, Brian M. The microstructure of the Irish stock market. Multinational Finance Journal, 12 (3-4), pp. 279-311.

Chelley-Steeley, Patricia L. and Lavers, Claire The propensity to hedge with futures contracts:the case of potato futures contracts. Applied Economics, 37 (18), pp. 2143-2146.

Chelley-Steeley, Patricia L. The role of pre-existing liquidity in determining price efficiency and liquidity gains following the introduction of SETSmm. European Financial Management, Early ,

Chelley-Steeley, Patricia L. The role of pre-existing liquidity in determining pricing efficiency and liquidity gains following the introduction of SETSmm. European Financial Management, 21 (2), pp. 360-376.

Chelley-Steeley, Patricia L. The trading mechanism, cross listed stocks:A comparison of the Paris Bourse and SEAQ-International. Journal of International Financial Markets, Institutions and Money, 13 (4), pp. 401-417.

This list was generated on Sat Sep 23 01:05:42 2017 BST.