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Number of items: 30.

Article

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

Steeley, James M. (2001). A note on information seasonality and the disappearance of the weekend effect in the UK stock market. Journal of Banking and Finance, 25 (10), pp. 1941-1956.

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

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.; Kluger, Brian D. and Steeley, James M. Earnings and hindsight bias:an experimental study. Economics Letters, 134 , pp. 130-132.

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

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

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

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

Lucey, Brian M. and Steeley, James M. 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.

Huang-Meier, Winifred; Lambertides, Neophytos and Steeley, James M. Motives for corporate cash holdings:the CEO optimism effect. Review of quantitative finance and accounting, 47 (3), pp. 699-732.

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

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. Portfolio size, non-trading frequency and portfolio return autocorrelation. Journal of International Financial Markets, Institutions and Money, 33 (1), pp. 56-77.

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.

Ahmad, Farooq and Steeley, James M. Secondary market pricing behaviour around UK bond auctions. Applied Financial Economics, 18 (9), pp. 691-699.

Li, Yan and Steeley, James M. Sticky credit spreads, macroeconomic activity and equity market volatility. Journal of Current Issues in Finance, Banking and Economics, 3 (2-3), pp. 243-274.

Steeley, James M. Stock price distributions and news:evidence from index options. Review of quantitative finance and accounting, 23 (3), pp. 229-250.

Steeley, James M. Testing term structure estimation methods:evidence from the UK STRIPs market. Journal of Money, Credit and Banking, 40 (7), pp. 1489-1512.

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

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.

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

Steeley, James M. 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.

Steeley, James M. The side effects of quantitative easing:evidence from the UK bond market. Journal of International Money and Finance, 51 , pp. 303-336.

Steeley, James M. A two-factor model of the U.K. yield curve. Manchester School, 65 (S), pp. 32-58.

Book Section

Li, Yan and Steeley, James M. (2010). Sticky credit spreads, macroeconomic activity and equity market volatility. IN: Finance and banking developments. Karsone, Charles V. (ed.) New York (US): Nova science.

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