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Number of items: 15.


Chelley-Steeley, Patricia L. and Lavers, Claire (2005). The propensity to hedge with futures contracts:the case of potato futures contracts. Applied Economics, 37 (18), pp. 2143-2146.

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 (2005). Explaining volatility and serial correlation in opening and closing returns:a study of the FT-30 components. Global Finance Journal, 16 (1), pp. 1-15.

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. and Signaos, Antonios (2004). Momentum profits and macroeconomic factors. Applied Economics Letters, 11 (7), pp. 433-436.

Chelley-Steeley, Patricia L. (2003). 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.

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. (2001). Opening returns, noise and overreaction. Journal of Financial Research, 24 (4), pp. 513-521.

Chelley-Steeley, Patricia L. (2000). 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. (2000). Interdependence of international equity market volatility. Applied Economics Letters, 7 (5), pp. 341-345.

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

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

Book Section

Chelley-Steeley, Patricia and Siganos, Antonios (2005). The increasing momentum of momentum trading. IN: The UK stock market : Almanac 2006. Eckett, Stephen (ed.) Harriman.

Conference or Workshop Item

Chelley-Steeley, P (2003). Equity markets integration in the Asia-Pacific region Information from smooth transition analysis. IN: Proceedings of Symposium on International Market Integration, Institute for IntegrationStudies. 2003-06-01.

This list was generated on Mon Mar 25 01:41:08 2019 GMT.