James M. Steeley

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Affiliations

• Brunel University London / Department of Economics and Finance
  • EDIRC entry
  • location:

Research profile

author of:

• The Impact of Portfolio Diversification on Trading Rules Profits: Some Evidence for UK Share Portfolios (RePEc:bla:jbfnac:v:24:y:1997:i:6:p:759-779)
  by Patricia L. Chelley‐Steeley & James M. Steeley
• Differences in Perstistence in Aggregated and Disaggregated UK Stock Returns: A Reconciliation (RePEc:bla:jbfnac:v:25:y:1998:i:3-4:p:387-399)
  by James M. Steeley
• On the Existence of Visual Technical Patterns in the UK Stock Market (RePEc:bla:jbfnac:v:30:y:2003:i:1-2:p:263-293)
  by Edward R Dawson & James M. 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
• A Two-Factor Model of the U.K. Yield Curve (RePEc:bla:manch2:v:65:y:1997:i:0:p:32-58)
  by 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
• 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.
• Implied volatility from the term structure: a simple analytical approximation (RePEc:eee:ecolet:v:57:y:1997:i:3:p:345-352)
  by Steeley, James M.
• 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.
• The effects of quantitative easing on the volatility of the gilt-edged market (RePEc:eee:finana:v:37:y:2015:i:c:p:113-128)
  by Steeley, James M. & Matyushkin, Alexander
• 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.
• The effect of quantitative easing on the variance and covariance of the UK and US equity markets (RePEc:eee:finana:v:52:y:2017:i:c:p:281-291)
  by Shogbuyi, Abiodun & Steeley, James M.
• Measuring and assessing the effects and extent of international bond market integration (RePEc:eee:intfin:v:16:y:2006:i:1:p:1-3)
  by Lucey, Brian M. & Steeley, James
• Volatility transmission between stock and bond markets (RePEc:eee:intfin:v:16:y:2006:i:1:p:71-86)
  by Steeley, James M.
• 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.
• 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
• A note on information seasonality and the disappearance of the weekend effect in the UK stock market (RePEc:eee:jbfina:v:25:y:2001:i:10:p:1941-1956)
  by Steeley, James M.
• The side effects of quantitative easing: Evidence from the UK bond market (RePEc:eee:jimfin:v:51:y:2015:i:c:p:303-336)
  by Steeley, James M.
• The effect of universal futures on opening and closing stock market price discovery (RePEc:eme:sefpps:v:28:y:2011:i:4:p:260-281)
  by Patricia L. Chelley‐Steeley & James M. Steeley
• Stock Price Distributions and News: Evidence from Index Options (RePEc:kap:rqfnac:v:23:y:2004:i:3:p:229-250)
  by James M. Steeley
• Motives for corporate cash holdings: the CEO optimism effect (RePEc:kap:rqfnac:v:47:y:2016:i:3:d:10.1007_s11156-015-0517-1)
  by Winifred Huang-Meier & Neophytos Lambertides & James M. Steeley
• Testing Term Structure Estimation Methods: Evidence from the UK STRIPS Market (RePEc:mcb:jmoncb:v:40:y:2008:i:7:p:1489-1512)
  by James M. Steeley
• 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
• Exchange Controls, Macroeconomic Integration and the Interdependence of European Equity Markets (RePEc:qmw:qmwecw:358)
  by P.L. Chelley-Steeley & J.M. Steeley
• Information processing and the UK weekend effect: do investors cut their losses on Mondays? (RePEc:taf:apeclt:v:11:y:2004:i:14:p:895-899)
  by James Steeley
• The use of spline functions for forecasting in the presence of structural changes: a cautionary tale (RePEc:taf:apeclt:v:2:y:1995:i:10:p:409-411)
  by J. M. Steeley
• The implications of cointegration in financial markets: a comment (RePEc:taf:apeclt:v:4:y:1997:i:3:p:141-143)
  by James Steeley
• Portfolio diversification and filter rule profits (RePEc:taf:apeclt:v:7:y:2000:i:3:p:171-175)
  by Patricia Chelley-Steeley & James Steeley
• Making political capital: the behaviour of the UK capital markets during Election'97 (RePEc:taf:apfiec:v:13:y:2003:i:2:p:85-95)
  by J. M. Steeley
• Estimating time-varying risk premia in UK long-term government bonds (RePEc:taf:apfiec:v:14:y:2004:i:5:p:367-373)
  by James Steeley
• 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
• Secondary market pricing behaviour around UK bond auctions (RePEc:taf:apfiec:v:18:y:2008:i:9:p:691-699)
  by Farooq Ahmad & James Steeley
• Price discovery for Chinese shares cross-listed in multiple markets (RePEc:taf:apfiec:v:22:y:2012:i:19:p:1587-1601)
  by Patricia Lorraine Chelley-Steeley & James M. Steeley
• A shape-based decomposition of the yield adjustment term in the arbitrage-free Nelson and Siegel (AFNS) model of the yield curve (RePEc:taf:apfiec:v:24:y:2014:i:10:p:661-669)
  by James M. Steeley
• 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
• 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
• The effects of quantitative easing on the integration of UK capital markets (RePEc:taf:eurjfi:v:23:y:2017:i:11:p:999-1024)
  by James M. Steeley
• Forecasting the volatility of the Australian dollar using high‐frequency data: Does estimator accuracy improve forecast evaluation? (RePEc:wly:ijfiec:v:24:y:2019:i:3:p:1355-1389)
  by George Bailey & James M. Steeley
• Forecasting the Term Structure when Short‐Term Rates are Near Zero (RePEc:wly:jforec:v:33:y:2014:i:5:p:350-363)
  by James M. Steeley
• Testing Term Structure Estimation Methods: Evidence from the UK STRIPS Market (RePEc:wly:jmoncb:v:40:y:2008:i:7:p:1489-1512)
  by James M. Steeley