J. Steeley

发表

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.

Quantitative Easing and the Cost of Issuing UK Government Debt during SARS-CoV-2, Brexit and the Financial Crisis

J. Steeley, 2020 .

Deregulation and market efficiency: evidence from the gilt-edged market

J. Steeley, 1992 .

Motives for corporate cash holdings: the CEO optimism effect

N. Lambertides, Winifred Huang-Meier, J. Steeley, 2015, Review of Quantitative Finance and Accounting.

The effects of quantitative easing on the volatility of the gilt-edged market

J. Steeley, A. Matyushkin, 2015 .

The effects of Big Bang on the gilt-edged market : term structure movements and market efficiency

James M. Steeley, J. Steeley, 1989 .

Volatility transmission between stock and bond markets

J. Steeley, 2006 .

ESTIMATING THE GILT-EDGED TERM STRUCTURE: BASIS SPLINES AND CONFIDENCE INTERVALS

James M. Steeley, J. Steeley, 1991 .

Forecasting the volatility of theAustralian dollar using high‐frequency data:Does estimator accuracy improve forecast evaluation?

James M. Steeley, G. Bailey, J. Steeley, 2019, International Journal of Finance & Economics.

Stock Price Distributions and News: Evidence from Index Options

J. Steeley, 2004 .

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 .

Forecasting the Term Structure when Short‐Term Rates are Near Zero

J. Steeley, 2014 .

The effects of quantitative easing on the integration of UK capital markets

J. Steeley, 2017 .

The effect of quantitative easing on the variance and covariance of the UK and US equity markets

J. Steeley, Abiodun Shogbuyi, 2017 .

The side effects of quantitative easing: Evidence from the UK bond market

J. Steeley, 2015 .

A shape-based decomposition of the yield adjustment term in the arbitrage-free Nelson and Siegel (AFNS) model of the yield curve

J. Steeley, 2014 .

Testing term structure estimation methods: evidence from the UK STRIPs market

J. Steeley, 2008 .

Modelling the dynamics of the term structure of interest rates

James M. Steeley, J. Steeley, 1990 .

A note on information seasonality and the disappearance of the weekend effect in the UK stock market

J. Steeley, 2001 .

Estimating time-varying risk premia in UK long-term government bonds

J. Steeley, 2004 .

Portfolio size, non-trading frequency and portfolio return autocorrelation

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

On the Existence of Visual Technical Patterns in the UK Stock Market

James M. Steeley, Edward R Dawson, J. Steeley, 2003 .

Measuring and assessing the effects and extent of international bond market integration

B. Lucey, J. Steeley, 2006 .

Motives for corporate cash holdings: the CEO optimism effect

N. Lambertides, Winifred Huang-Meier, J. Steeley, 2016 .

Discussion Papers in Economics Dynamics of Output Growth, Consumption and Physical Capital in Two-sector Models of Endogenous Growth No. 2000/46 Portfolio Return Autocorrelation and Non-synchronous Trading in Uk Equities Portfolio Return Autocorrelation and Non-synchronous Trading in Uk Equities

D. Poskitt, A. Clare, K. Cuthbertson, 2022 .

The effects of non-trading on the illiquidity ratio

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

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 .

Portfolio diversification and filter rule profits

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

Information processing and the UK weekend effect: do investors cut their losses on Mondays?

J. Steeley, 2004 .

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

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

Secondary market pricing behaviour around UK bond auctions

Farooq Ahmad, J. Steeley, 2008 .