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2015
Chelley-Steeley, Patricia L. (2015). 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. (2015). The role of pre-existing liquidity in determining price efficiency and liquidity gains following the introduction of SETSmm. European Financial Management, Early ,
2013
Chelley-Steeley, Patricia L. and Tsorakidis, Nikolaos (2013). Bid-ask spread dynamics in foreign exchange markets. International Review of Financial Analysis, 29 , pp. 119-131.
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.
2010
Chelley-Steeley, Patricia L. and Skvortsov, Leonid (2010). Efficiency and the trading system:The case of SETSmm. Journal of International Financial Markets, Institutions and Money, 20 (5), pp. 509-518.
Battig, Christopher and Chelley-Steeley, Patricia L. (2010). The impact of the closing call auction:an examination of effects in London. Applied Financial Economics, 20 (4), pp. 303-315.
2009
Chelley-Steeley, Patricia L. (2009). 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. and Tsorakidis, Nikolaos (2009). Volatility changes in drachma exchange rates. Applied Financial Economics, 19 (11), pp. 905-916.
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.
2008
Chelley-Steeley, Patricia L. (2008). Market quality changes in the London Stock Market. Journal of Banking and Finance, 32 (10), pp. 2248-2253.
Chelley-Steeley, Patricia L. (2008). Concentration of the UK stock market. Journal of Business Fnance and Accounting, 35 (3-4), pp. 541-562.
Chelley-Steeley, Patricia L. and Siganos, Antonios (2008). Momentum profits in alternative stock market structures. Journal of Multinational Financial Management, 17 (5), pp. 131-144.
Chelley-Steeley, Patricia L. (2008). The effect of universal futures on opening and closing stock market prices. Studies in economics and finance, 25 (4), pp. 233-252.
2005
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 L. and Qian, Weihua (2005). 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 Steeley, James M. (2005). The leverage effect in the UK stock market. Applied Financial Economics, 15 (6), pp. 409-423.
2004
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.
2003
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.
2001
Chelley-Steeley, Patricia L. (2001). Noise, overreaction and the trading mechanism. Journal of Financial Research, 24 , pp. 513-521.
2000
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.
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.
1994
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.