Browse by Aston Author

2016

Chelley-Steeley, Patricia L.; Lambertides, Neophytos and Steeley, James M. (2016). Explaining turn of the year order flow imbalance. International Review of Financial Analysis, 43 , pp. 76-95.

2015

Chelley-steeley, Patricia L.; Kluger, Brian D. and Steeley, James M. (2015). Earnings and hindsight bias:an experimental study. Economics Letters, 134 , pp. 130-132.

Chelley-Steeley, Patricia L.; Lambertides, Neophytos and Steeley, James M. (2015). The effects of non-trading on the illiquidity ratio. Journal of Empirical Finance, 34 , pp. 204-228.

2014

Chelley-Steeley, Patricia L. and Steeley, James M. (2014). Portfolio size, non-trading frequency and portfolio return autocorrelation. Journal of International Financial Markets, Institutions and Money, 33 (1), pp. 56-77.

Steeley, James M. (2014). Forecasting the term structure when short-term rates are near zero. Journal of Forecasting, 33 (5), pp. 350-363.

Steeley, James M. (2014). A shape-based decomposition of the yield adjustment term in the arbitrage-free Nelson and Siegel (AFNS) model of the yield curve. Applied Financial Economics, 24 (10), pp. 661-669.

2012

Chelley-Steeley, Patricia L. and Steeley, James M. (2012). Price discovery for Chinese shares cross-listed in multiple markets. Applied Financial Economics, 22 (19), pp. 1587-1601.

2011

Chelley-Steeley, Patricia L. and Steeley, James M. (2011). The effect of universal futures on opening and closing stock market price discovery. Studies in economics and finance, 28 (4), pp. 260-281.

2006

Lucey, Brian M. and Steeley, James M. (2006). Measuring and assessing the effects and extent of international bond market integration. Journal of International Financial Markets, Institutions and Money, 16 (1), pp. 1-3.

Steeley, James M. (2006). Volatility transmission between stock and bond markets. Journal of International Financial Markets, Institutions and Money, 16 (1), pp. 71-86.

2005

Chelley-Steeley, Patricia L. and Steeley, James M. (2005). The leverage effect in the UK stock market. Applied Financial Economics, 15 (6), pp. 409-423.

2004

Steeley, James M. (2004). Information processing and the UK weekend effect:Do investors cut their losses on Mondays? Applied Economics Letters, 11 (14), pp. 895-899.

Steeley, James M. (2004). Estimating time-varying risk premia in UK long-term government bonds. Applied Financial Economics, 14 (5), pp. 367-373.

2003

Steeley, James M. (2003). Making political capital:the behaviour of UK financial markets during Election 97. Applied Financial Economics, 13 (2), pp. 85-95.

Dawson, Edward R. and Steeley, James M. (2003). On the existence of visual technical patterns in the UK stock market. Journal of Business Fnance and Accounting, 30 (1/2), pp. 263-293.

2000

Chelley-Steeley, Patricia L. and Steeley, James M. (2000). Portfolio diversification and filter rule profits. Applied Economics Letters, 7 (3), pp. 171-175.

1999

Chelley-Steeley, Patricia L. and Steeley, James M. (1999). Changes in the comovement of european equity markets. Economic Inquiry, 37 (3), pp. 473-488.

1998

Chelley-Steeley, Patricia L.; Steeley, James M. and Pentecost, Eric J. (1998). Exchange controls and European stock market integration. Applied Economics, 30 (2), pp. 263-267.

1997

Chelley-Steeley, Patricia L. and Steeley, James M. (1997). 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.

1996

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.

1995

Chelley-Steeley, Patricia L. and Steeley, James M. (1995). Conditional volatility and firm size:an empirical analysis of UK equity portfolios. Applied Financial Economics, 5 (6), pp. 433-440.