P. Chelley-steeley

发表

The Impact of Portfolio Diversification on Trading Rules Profits: Some Evidence for UK Share Portfolios

James M. Steeley, P. Chelley-steeley, 1997 .

Sentiment, Order Imbalance, and Co‐Movement: An Examination of Shocks to Retail and Institutional Trading Activity

Christos S. Savva, P. Chelley-steeley, N. Lambertides, 2019 .

Trading Patterns and Market Integration in Overlapping Experimental Asset Markets

Brian D. Kluger, P. Chelley-steeley, J. Steeley, 2015, Journal of Financial and Quantitative Analysis.

The Role of Pre‐Existing Liquidity in Determining Pricing Efficiency and Liquidity Gains Following the Introduction of SETSmm

P. Chelley-steeley, 2015 .

Efficiency and the trading system: The case of SETSmm

P. Chelley-steeley, L. Skvortsov, 2010 .

Market quality changes in the London Stock Market

P. Chelley-steeley, 2008 .

The Microstructure of the Irish Stock Market

B. Lucey, P. Chelley-steeley, 2004 .

The trading mechanism, cross listed stocks: a comparison of the Paris Bourse and SEAQ- International

P. Chelley-steeley, 2003 .

Concentration of the UK Stock Market

P. Chelley-steeley, 2008 .

Price discovery for Chinese shares cross-listed in multiple markets

P. Chelley-steeley, J. Steeley, 2012 .

Earnings and hindsight bias: An experimental study

James M. Steeley, Brian D. Kluger, P. Chelley-steeley, 2015 .

Modeling equity market integration using smooth transition analysis: A study of Eastern European stock markets

P. Chelley-steeley, 2005 .

Trading activity around chapter 11 filing

P. Chelley-steeley, N. Lambertides, 2022, International Review of Financial Analysis.

Noise and the Trading Mechanism: The Case of Sets

P. Chelley-steeley, 2005 .

Explaining volatility and serial correlation in opening and closing returns: A study of the FT-30 components

P. Chelley-steeley, 2005 .

The leverage effect in the UK stock market

P. Chelley-steeley, James M. Steeley *, 2005 .

Cost of capital changes, the quality of trading information and market architecture

P. Chelley-steeley, N. Lambertides, 2016 .

Price synchronicity: The closing call auction and the London stock market

P. Chelley-steeley, 2009 .

Volatility changes in drachma exchange rates

P. Chelley-steeley, Nikolaos Tsorakidis, 2009 .

Momentum profits and macroeconomic factors

Antonios Siganos, P. Chelley-steeley, 2004 .

Portfolio size, non-trading frequency and portfolio return autocorrelation

P. Chelley-steeley, J. Steeley, 2014 .

Equity market integration in the Asia-Pacific region: A smooth transition analysis

P. Chelley-steeley, 2004 .

The effect of security and market order flow shocks on co-movement

Christos S. Savva, P. Chelley-steeley, N. Lambertides, 2015 .

Bid-ask spread dynamics in foreign exchange markets

P. Chelley-steeley, Nikolaos Tsorakidis, 2013 .

Intraday patterns in London listed Exchange Traded Funds

P. Chelley-steeley, Keebong Park, 2011 .

Equity market integration in the Asia-Pacific region: A smooth transition analysis

P. Chelley-steeley, 2004 .

The effects of non-trading on the illiquidity ratio

P. Chelley-steeley, N. Lambertides, J. Steeley, 2015 .

Momentum profits in alternative stock market structures

Antonios Siganos, P. Chelley-steeley, 2008 .

Illiquidity shocks and the comovement between stocks: New evidence using smooth transition

Christos S. Savva, Neophytos Lambertides, P. Chelley-steeley, 2013 .

Explaining turn of the year order flow imbalance

P. Chelley-steeley, N. Lambertides, J. Steeley, 2016 .

CHANGES IN THE COMOVEMENT OF EUROPEAN EQUITY MARKETS

P. Chelley-steeley, J. Steeley, 1999 .

The propensity to hedge using futures contracts: the case of potato futures contracts

P. Chelley-steeley, Claire Lavers, 2005 .

The Role of Pre-Existing Liquidity in Determining Pricing Efficiency and Liquidity Gains Following the Introduction of SETSmm: The Role of Pre-Existing Liquidity in Determining Price

P. Chelley-steeley, 2015 .

The impact of the closing call auction: an examination of effects in London

P. Chelley-steeley, Christopher Battig, 2010 .

Portfolio diversification and filter rule profits

P. Chelley-steeley, J. Steeley, 2000 .

The effect of universal futures on opening and closing stock market price discovery

P. Chelley-steeley, J. Steeley, 2011 .

Calendar effects and the pricing of risk: the UK evidence

P. Chelley-steeley, 1995 .

Volatility changes caused by the trading system: a Markov switching application

Yan Li, P. Chelley-steeley, 2005 .

Opening returns, noise and overreaction

P. Chelley-steeley, 2001 .

University of Birmingham The effect of security and market order flow shocks on co-movement

Christos S. Savva, P. Chelley-steeley, N. Lambertides, 2015 .