Patricia L. Chelley-Steeley
Names
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Patricia |
| middle: |
L. |
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Chelley-Steeley |
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Research profile
author of:
- Noise and the Trading Mechanism: the Case of SETS (RePEc:bla:eufman:v:11:y:2005:i:3:p:387-424)
by Patricia Chelley‐Steeley - Opening Returns, Noise, And Overreaction (RePEc:bla:jfnres:v:24:y:2001:i:4:p:513-521)
by Patricia Chelley-Steeley - Volatility, Leverage and Firm Size: The U.K. Evidence (RePEc:bla:manch2:v:64:y:1996:i:0:p:83-103)
by Chelley-Steeley, Patricia L & Steeley, James M - Trading Patterns and Market Integration in Overlapping Experimental Asset Markets (RePEc:cup:jfinqa:v:50:y:2015:i:06:p:1473-1499_00)
by Chelley-Steeley, Patricia & Kluger, Brian & Steeley, James & Adams, Paul - Cost of capital changes, the quality of trading information and market architecture (RePEc:eee:bracre:v:48:y:2016:i:4:p:401-414)
by Chelley-Steeley, Patricia L. & Lambertides, Neophytos - Earnings and hindsight bias: An experimental study (RePEc:eee:ecolet:v:134:y:2015:i:c:p:130-132)
by Chelley-Steeley, Patricia L. & Kluger, Brian D. & Steeley, James M. - Illiquidity shocks and the comovement between stocks: New evidence using smooth transition (RePEc:eee:empfin:v:23:y:2013:i:c:p:1-15)
by Chelley-Steeley, Patricia & Lambertides, Neophytos & Savva, Christos S. - The effects of non-trading on the illiquidity ratio (RePEc:eee:empfin:v:34:y:2015:i:c:p:204-228)
by Chelley-Steeley, Patricia L. & Lambertides, Neophytos & Steeley, James M. - Equity market integration in the Asia-Pacific region: A smooth transition analysis (RePEc:eee:finana:v:13:y:2004:i:5:p:621-632)
by Chelley-Steeley, Patricia - The adverse selection component of exchange traded funds (RePEc:eee:finana:v:19:y:2010:i:1:p:65-76)
by Chelley-Steeley, Patricia & Park, Keebong - Intraday patterns in London listed Exchange Traded Funds (RePEc:eee:finana:v:20:y:2011:i:5:p:244-251)
by Chelley-Steeley, Patricia & Park, Keebong - Bid-ask spread dynamics in foreign exchange markets (RePEc:eee:finana:v:29:y:2013:i:c:p:119-131)
by Chelley-Steeley, Patricia L. & Tsorakidis, Nikos - Explaining turn of the year order flow imbalance (RePEc:eee:finana:v:43:y:2016:i:c:p:76-95)
by Chelley-Steeley, Patricia L. & Lambertides, Neophytos & Steeley, James M. - Trading activity around chapter 11 filing (RePEc:eee:finana:v:82:y:2022:i:c:s1057521922000989)
by Chelley-Steeley, Patricia L. & Lambertides, Neophytos - Explaining volatility and serial correlation in opening and closing returns: A study of the FT-30 components (RePEc:eee:glofin:v:16:y:2005:i:1:p:1-15)
by Chelley-Steeley, Patricia - The trading mechanism, cross listed stocks: a comparison of the Paris Bourse and SEAQ-International (RePEc:eee:intfin:v:13:y:2003:i:4:p:401-417)
by Chelley-Steeley, Patricia - Price synchronicity: The closing call auction and the London stock market (RePEc:eee:intfin:v:19:y:2009:i:5:p:777-791)
by Chelley-Steeley, Patricia - Efficiency and the trading system: The case of SETSmm (RePEc:eee:intfin:v:20:y:2010:i:5:p:509-518)
by Chelley-Steeley, Patricia L. & Skvortsov, Leonid - Portfolio size, non-trading frequency and portfolio return autocorrelation (RePEc:eee:intfin:v:33:y:2014:i:c:p:56-77)
by Chelley-Steeley, Patricia L. & Steeley, James M. - The effect of security and market order flow shocks on co-movement (RePEc:eee:intfin:v:39:y:2015:i:c:p:136-155)
by Chelley-Steeley, Patricia & Lambertides, Neophytos & Savva, Christos S. - Conflicting versus reinforcing private information, information aggregation, and the time series properties of asset prices (RePEc:eee:jbfina:v:169:y:2024:i:c:s0378426624002140)
by Schnitzlein, Charles & Chelley-Steeley, Patricia & Steeley, James M - Market quality changes in the London Stock Market (RePEc:eee:jbfina:v:32:y:2008:i:10:p:2248-2253)
by Chelley-Steeley, Patricia L. - Modeling equity market integration using smooth transition analysis: A study of Eastern European stock markets (RePEc:eee:jimfin:v:24:y:2005:i:5:p:818-831)
by Chelley-Steeley, Patricia L. - Momentum profits in alternative stock market structures (RePEc:eee:mulfin:v:18:y:2008:i:2:p:131-144)
by Chelley-Steeley, Patricia & Siganos, Antonios - The effects of universal futures on opening and closing returns (RePEc:eme:sefpps:v:25:y:2008:i:4:p:233-252)
by Patricia L. Chelley‐Steeley - The Microstructure of the Irish Stock Market (RePEc:mfj:journl:v:12:y:2008:i:3-4:p:279-311)
by Patricia Chelley Steeley & Brian Lucey - Momentum Profits in Alternative Stock Market Structures (RePEc:mmf:mmfc05:63)
by Patricia Chelley-Steeley & Antonios Siganos - Changes in the Comovement of European Equity Markets (RePEc:oup:ecinqu:v:37:y:1999:i:3:p:473-88)
by Chelley-Steeley, Patricia L & Steeley, James M - Momentum profits following bull and bear markets (RePEc:pal:assmgt:v:6:y:2006:i:5:d:10.1057_palgrave.jam.2240188)
by Antonios Siganos & Patricia Chelley-Steeley - Exchange Controls, Macroeconomic Integration and the Interdependence of European Equity Markets (RePEc:qmw:qmwecw:358)
by P.L. Chelley-Steeley & J.M. Steeley - Momentum profits and macroeconomic factors (RePEc:taf:apeclt:v:11:y:2004:i:7:p:433-436)
by Patricia Chelley-steeley & Antonios Siganos - Portfolio diversification and filter rule profits (RePEc:taf:apeclt:v:7:y:2000:i:3:p:171-175)
by Patricia Chelley-Steeley & James Steeley - Interdependence of international equity market volatility (RePEc:taf:apeclt:v:7:y:2000:i:5:p:341-345)
by Patricia Chelley-Steeley - Unknown item RePEc:taf:apfelt:v:1:y:2005:i:6:p:373-380 (article)
- Exchange controls and the transmission of equity market volatility: the case of the UK (RePEc:taf:apfiec:v:10:y:2000:i:3:p:317-322)
by P. L. Chelley-Steeley - Serial correlation in the returns of UK capitalization based portfolios (RePEc:taf:apfiec:v:14:y:2004:i:13:p:975-979)
by P. Chelley-Steeley - Testing for market segmentation in the A and B share markets of China (RePEc:taf:apfiec:v:15:y:2005:i:11:p:791-802)
by Patricia Chelley-Steeley & Weihua Qian - The leverage effect in the UK stock market (RePEc:taf:apfiec:v:15:y:2005:i:6:p:409-423)
by Patricia Chelley-Steeley & James Steeley - Volatility changes in drachma exchange rates (RePEc:taf:apfiec:v:19:y:2009:i:11:p:905-916)
by Patricia Chelley-Steeley & Nikolaos Tsorakidis - The impact of the closing call auction: an examination of effects in London (RePEc:taf:apfiec:v:20:y:2010:i:4:p:303-315)
by Christopher Battig & Patricia Chelley-Steeley - Evaluating spread models with a basket security (RePEc:taf:apfiec:v:22:y:2012:i:4:p:259-283)
by Patricia Chelley-Steeley & Keebong Park - Exchange controls and European stock market integration (RePEc:taf:applec:v:30:y:1998:i:2:p:263-267)
by Patricia L. Chelley-Steeley & James M. Steeley & Eric J. Pentecost - The propensity to hedge using futures contracts: the case of potato futures contracts (RePEc:taf:applec:v:37:y:2005:i:18:p:2143-2146)
by Patricia Chelley-Steeley & Claire Lavers - Calendar effects and the pricing of risk: the UK evidence (RePEc:taf:eurjfi:v:1:y:1995:i:3:p:237-255)
by Patricia Chelley-Steeley - Volatility transmission in the UK equity market (RePEc:taf:eurjfi:v:2:y:1996:i:2:p:145-160)
by Patricia Chelley-Steeley & James Steeley