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Citations of
Patricia L. Chelley-Steeley

For current contact information and a more complete listing of works, please see here

The citations below have been collected in an experimental project, CitEc. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.

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Working papers

    Sorry, no citations of working papers recorded.

Articles

  1. Chelley-Steeley, Patricia L., 2005. "Modeling equity market integration using smooth transition analysis: A study of Eastern European stock markets," Journal of International Money and Finance, Elsevier, vol. 24(5), pages 818-831, September. [Downloadable!] (restricted)

    Cited by:

    1. Juan A. Lafuente & Javier Ordoñez, 2007. "The Effect Of The Emu On Short And Long-Run Stock Market Dynamics: New Evidence On Financial Integration," Working Papers. Serie EC 2007-12, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
    2. John Beirne & Guglielmo Maria Caporale & Marianne Schulze-Ghattas & Nicola Spagnolo, 2009. "Global and Regional Spillovers in Emerging Stock Markets: A Multivariate GARCH-in-mean Analysis," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
      Other versions:

  2. Chelley-Steeley, Patricia, 2005. "Explaining volatility and serial correlation in opening and closing returns: A study of the FT-30 components," Global Finance Journal, Elsevier, vol. 16(1), pages 1-15, August. [Downloadable!] (restricted)

    Cited by:

    1. Robert Kelly, 2008. "Opening and Closing Asymmetry: Empirical Analysis from ISE Xetra," The Economic and Social Review, Economic and Social Studies, vol. 39(1), pages 55-78. [Downloadable!]

  3. Chelley-Steeley, Patricia, 2004. "Equity market integration in the Asia-Pacific region: A smooth transition analysis," International Review of Financial Analysis, Elsevier, vol. 13(5), pages 621-632. [Downloadable!] (restricted)

    Cited by:

    1. Gregory Birg & Brian M. Lucey, 2006. "Integration Of Smaller European Equity Markets : A Time-Varying Integration Score Analysis," The Institute for International Integration Studies Discussion Paper Series iiisdp136, IIIS. [Downloadable!]

  4. Chelley-Steeley, Patricia L & Steeley, James M, 1999. "Changes in the Comovement of European Equity Markets," Economic Inquiry, Oxford University Press, vol. 37(3), pages 473-88, July.

    Cited by:

    1. Claudia M. Buch, 2001. "Cross-Border Banking and Transmission Mechanisms: The Case of Europe," Kiel Working Papers 1063, Kiel Institute for the World Economy. [Downloadable!]
    2. Kim, Soyoung & Lee, Jong-Wha & Shin, Kwanho, 2006. "Regional and Global Financial Integration in East Asia," MPRA Paper 695, University Library of Munich, Germany. [Downloadable!]
      Other versions:
    3. Siv Taing & Andrew Worthington, 2005. "Return relationships among European equity sectors: A comparative analysis across selected sectors in small and large economies," Journal of Applied Economics, Universidad del CEMA, vol. 0, pages 371-388, November. [Downloadable!]
    4. Aristeidis Samitas & Dimitris Kenourgios, 2005. "Macroeconomic factors’ influence on “new” European countries stock returns: the case of four transition economies," Finance 0512022, EconWPA. [Downloadable!]
      Other versions:
    5. Siv Heng Taing & Andrew C. Worthington, 2002. "Comovements among European equity sectors: Selected evidence from the consumer discretionary, consumer staples, financial, industrial and materials sectors," School of Economics and Finance Discussion Papers and Working Papers Series 116, School of Economics and Finance, Queensland University of Technology. [Downloadable!]
    6. James McAndrews & Chris Stefanadis, 2002. "The consolidation of European stock exchanges," Current Issues in Economics and Finance, Federal Reserve Bank of New York, issue Jun. [Downloadable!]

  5. Chelley-Steeley, Patricia L & Steeley, James M & Pentecost, Eric J, 1998. "Exchange Controls and European Stock Market Integration," Applied Economics, Taylor and Francis Journals, vol. 30(2), pages 263-67, February. [Downloadable!] (restricted)

    Cited by:

    1. Claudia M. Buch, 2001. "Cross-Border Banking and Transmission Mechanisms: The Case of Europe," Kiel Working Papers 1063, Kiel Institute for the World Economy. [Downloadable!]
    2. Nikiforos Laopodis, 2001. "International Interest-Rate Transmission and the “German Dominance Hypothesis†Within EMS," Open Economies Review, Springer, vol. 12(4), pages 347-377, October. [Downloadable!] (restricted)
    3. Alexandr Černý & Michal Koblas, 2008. "Stock Market Integration and the Speed of Information Transmission," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 58(01-02), pages 2-20, January. [Downloadable!]
      Other versions:

  6. Chelley-Steeley, Patricia L & Steeley, James M, 1996. "Volatility, Leverage and Firm Size: The U.K. Evidence," The Manchester School of Economic & Social Studies, Blackwell Publishing, vol. 64(0), pages 83-103, Suppl..

    Cited by:

    1. Patricia L. Chelley-Steeley & James M. Steeley, 2005. "The leverage effect in the UK stock market," Applied Financial Economics, Taylor and Francis Journals, vol. 15(6), pages 409-423, March. [Downloadable!] (restricted)

  7. Chelley-Steeley, Patricia L & Steeley, James M, 1995. "Conditional Volatility and Firm Size: An Empirical Analysis of UK Equity Portfolios," Applied Financial Economics, Taylor and Francis Journals, vol. 5(6), pages 433-40, December. [Downloadable!] (restricted)

    Cited by:

    1. David Morelli, 2003. "Capital asset pricing model on UK securities using ARCH," Applied Financial Economics, Taylor and Francis Journals, vol. 13(3), pages 211-223, January. [Downloadable!] (restricted)

  8. Chelley-Steeley, Patricia L & Pentecost, Eric J, 1994. "Stock Market Efficiency, the Small Firm Effect and Cointegration," Applied Financial Economics, Taylor and Francis Journals, vol. 4(6), pages 405-11, December. [Downloadable!] (restricted)

    Cited by:

    1. Robert F. Engle & Aaron D. Smith, 1998. "Stochastic Permanent Breaks," University of California at San Diego, Economics Working Paper Series 98-03, Department of Economics, UC San Diego. [Downloadable!]
      Other versions:

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This page was last updated on 2009-12-10.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.