EconPapers    
Economics at your fingertips  
 

Details about Patricia L. Chelley-Steeley

Access statistics for papers by Patricia L. Chelley-Steeley.

Last updated 2014-08-08. Update your information in the RePEc Author Service.

Short-id: pch462


Jump to Journal Articles

Working Papers

2005

  1. Momentum Profits in Alternative Stock Market Structures
    Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group Downloads
    See also Journal Article in Journal of Multinational Financial Management (2008)

Journal Articles

2010

  1. Efficiency and the trading system: The case of SETSmm
    Journal of International Financial Markets, Institutions and Money, 2010, 20, (5), 509-518 Downloads
  2. The adverse selection component of exchange traded funds
    International Review of Financial Analysis, 2010, 19, (1), 65-76 Downloads View citations (5)
  3. The impact of the closing call auction: an examination of effects in London
    Applied Financial Economics, 2010, 20, (4), 303-315 Downloads View citations (3)

2009

  1. Price synchronicity: The closing call auction and the London stock market
    Journal of International Financial Markets, Institutions and Money, 2009, 19, (5), 777-791 Downloads View citations (5)
  2. Volatility changes in drachma exchange rates
    Applied Financial Economics, 2009, 19, (11), 905-916 Downloads View citations (1)

2008

  1. Market quality changes in the London Stock Market
    Journal of Banking & Finance, 2008, 32, (10), 2248-2253 Downloads View citations (20)
  2. Momentum profits in alternative stock market structures
    Journal of Multinational Financial Management, 2008, 18, (2), 131-144 Downloads View citations (1)
    See also Working Paper (2005)
  3. The effects of universal futures on opening and closing returns
    Studies in Economics and Finance, 2008, 25, (4), 233-252 Downloads

2005

  1. Explaining volatility and serial correlation in opening and closing returns: A study of the FT-30 components
    Global Finance Journal, 2005, 16, (1), 1-15 Downloads View citations (4)
  2. Modeling equity market integration using smooth transition analysis: A study of Eastern European stock markets
    Journal of International Money and Finance, 2005, 24, (5), 818-831 Downloads View citations (53)
  3. Noise and the Trading Mechanism: the Case of SETS
    European Financial Management, 2005, 11, (3), 387-424 Downloads View citations (9)
  4. Testing for market segmentation in the A and B share markets of China
    Applied Financial Economics, 2005, 15, (11), 791-802 Downloads View citations (1)
  5. The leverage effect in the UK stock market
    Applied Financial Economics, 2005, 15, (6), 409-423 Downloads View citations (8)
  6. The propensity to hedge using futures contracts: the case of potato futures contracts
    Applied Economics, 2005, 37, (18), 2143-2146 Downloads
  7. Volatility changes caused by the trading system: a Markov switching application
    Applied Financial Economics Letters, 2005, 1, (6), 373-380 Downloads View citations (1)

2004

  1. Equity market integration in the Asia-Pacific region: A smooth transition analysis
    International Review of Financial Analysis, 2004, 13, (5), 621-632 Downloads View citations (23)
  2. Momentum profits and macroeconomic factors
    Applied Economics Letters, 2004, 11, (7), 433-436 Downloads View citations (3)
  3. Serial correlation in the returns of UK capitalization based portfolios
    Applied Financial Economics, 2004, 14, (13), 975-979 Downloads

2003

  1. The trading mechanism, cross listed stocks: a comparison of the Paris Bourse and SEAQ-International
    Journal of International Financial Markets, Institutions and Money, 2003, 13, (4), 401-417 Downloads View citations (5)

2000

  1. Exchange controls and the transmission of equity market volatility: the case of the UK
    Applied Financial Economics, 2000, 10, (3), 317-322 Downloads View citations (2)
  2. Interdependence of international equity market volatility
    Applied Economics Letters, 2000, 7, (5), 341-345 Downloads View citations (2)
  3. Portfolio diversification and filter rule profits
    Applied Economics Letters, 2000, 7, (3), 171-175 Downloads

1999

  1. Changes in the Comovement of European Equity Markets
    Economic Inquiry, 1999, 37, (3), 473-88 View citations (9)

1998

  1. Exchange controls and European stock market integration
    Applied Economics, 1998, 30, (2), 263-267 Downloads View citations (9)

1996

  1. Volatility transmission in the UK equity market
    The European Journal of Finance, 1996, 2, (2), 145-160 Downloads
  2. Volatility, Leverage and Firm Size: The U.K. Evidence
    The Manchester School of Economic & Social Studies, 1996, 64, 83-103 View citations (8)

1995

  1. Calendar effects and the pricing of risk: the UK evidence
    The European Journal of Finance, 1995, 1, (3), 237-255 Downloads View citations (1)
 
Page updated 2021-02-24