Advanced Search
MyIDEAS: Login

Patricia L. Chelley-Steeley

Contents:

This is information that was supplied by Patricia Chelley-Steeley in registering through RePEc. If you are Patricia L. Chelley-Steeley , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Patricia
Middle Name: L.
Last Name: Chelley-Steeley
Suffix:

RePEc Short-ID: pch462

Email: [This author has chosen not to make the email address public]
Homepage:
Postal Address:
Phone:

Affiliation

Works

as in new window

Working papers

  1. Patricia Chelley-Steeley & Antonios Siganos, 2005. "Momentum Profits in Alternative Stock Market Structures," Money Macro and Finance (MMF) Research Group Conference 2005 63, Money Macro and Finance Research Group.

Articles

  1. Chelley-Steeley, Patricia L. & Skvortsov, Leonid, 2010. "Efficiency and the trading system: The case of SETSmm," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 20(5), pages 509-518, December.
  2. Chelley-Steeley, Patricia & Park, Keebong, 2010. "The adverse selection component of exchange traded funds," International Review of Financial Analysis, Elsevier, vol. 19(1), pages 65-76, January.
  3. Christopher Battig & Patricia Chelley-Steeley, 2010. "The impact of the closing call auction: an examination of effects in London," Applied Financial Economics, Taylor and Francis Journals, vol. 20(4), pages 303-315.
  4. Patricia Chelley-Steeley & Nikolaos Tsorakidis, 2009. "Volatility changes in drachma exchange rates," Applied Financial Economics, Taylor and Francis Journals, vol. 19(11), pages 905-916.
  5. Chelley-Steeley, Patricia, 2009. "Price synchronicity: The closing call auction and the London stock market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 19(5), pages 777-791, December.
  6. Chelley-Steeley, Patricia & Siganos, Antonios, 2008. "Momentum profits in alternative stock market structures," Journal of Multinational Financial Management, Elsevier, vol. 18(2), pages 131-144, April.
  7. Patricia Chelley-Steeley, 2008. "Concentration of the UK Stock Market," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 35(3-4), pages 541-562.
  8. Chelley-Steeley, Patricia L., 2008. "Market quality changes in the London Stock Market," Journal of Banking & Finance, Elsevier, vol. 32(10), pages 2248-2253, October.
  9. Patricia L. Chelley-Steeley, 2008. "The effects of universal futures on opening and closing returns," Studies in Economics and Finance, Emerald Group Publishing, vol. 25(4), pages 233-252, September.
  10. 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.
  11. Patricia Chelley-Steeley & Weihua Qian, 2005. "Testing for market segmentation in the A and B share markets of China," Applied Financial Economics, Taylor and Francis Journals, vol. 15(11), pages 791-802.
  12. Patricia Chelley-Steeley & James Steeley, 2005. "The leverage effect in the UK stock market," Applied Financial Economics, Taylor and Francis Journals, vol. 15(6), pages 409-423.
  13. Patricia Chelley-Steeley & Claire Lavers, 2005. "The propensity to hedge using futures contracts: the case of potato futures contracts," Applied Economics, Taylor and Francis Journals, vol. 37(18), pages 2143-2146.
  14. Patricia Chelley-Steeley & Yan Li, 2005. "Volatility changes caused by the trading system: a Markov switching application," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 1(6), pages 373-380, November.
  15. 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.
  16. Patricia Chelley-Steeley, 2005. "Noise and the Trading Mechanism: the Case of SETS," European Financial Management, European Financial Management Association, vol. 11(3), pages 387-424.
  17. P. Chelley-Steeley, 2004. "Serial correlation in the returns of UK capitalization based portfolios," Applied Financial Economics, Taylor and Francis Journals, vol. 14(13), pages 975-979.
  18. Patricia Chelley-steeley & Antonios Siganos, 2004. "Momentum profits and macroeconomic factors," Applied Economics Letters, Taylor and Francis Journals, vol. 11(7), pages 433-436.
  19. 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.
  20. Chelley-Steeley, Patricia, 2003. "The trading mechanism, cross listed stocks: a comparison of the Paris Bourse and SEAQ-International," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 13(4), pages 401-417, October.
  21. Patricia Chelley-Steeley, 2001. "Mean Reversion in the Short Horizon Returns of UK Portfolios," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 28(1-2), pages 107-126.
  22. P. L. Chelley-Steeley, 2000. "Exchange controls and the transmission of equity market volatility: the case of the UK," Applied Financial Economics, Taylor and Francis Journals, vol. 10(3), pages 317-322.
  23. Patricia Chelley-Steeley & James Steeley, 2000. "Portfolio diversification and filter rule profits," Applied Economics Letters, Taylor and Francis Journals, vol. 7(3), pages 171-175.
  24. Patricia Chelley-Steeley, 2000. "Interdependence of international equity market volatility," Applied Economics Letters, Taylor and Francis Journals, vol. 7(5), pages 341-345.
  25. Chelley-Steeley, Patricia L & Steeley, James M, 1999. "Changes in the Comovement of European Equity Markets," Economic Inquiry, Western Economic Association International, vol. 37(3), pages 473-88, July.
  26. Patricia Chelley-Steeley & James Steeley & Eric Pentecost, 1998. "Exchange controls and European stock market integration," Applied Economics, Taylor and Francis Journals, vol. 30(2), pages 263-267.
  27. Patricia L. Chelley-Steeley & James M. Steeley, 1997. "The Impact of Portfolio Diversification on Trading Rules Profits: Some Evidence for UK Share Portfolios," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 24(6), pages 759-779.
  28. Chelley-Steeley, Patricia L & Steeley, James M, 1996. "Volatility, Leverage and Firm Size: The U.K. Evidence," The Manchester School of Economic & Social Studies, University of Manchester, vol. 64(0), pages 83-103, Suppl..
  29. Patricia Chelley-Steeley & James Steeley, 1996. "Volatility transmission in the UK equity market," European Journal of Finance, Taylor and Francis Journals, vol. 2(2), pages 145-160.
  30. Patricia Chelley-Steeley, 1995. "Calendar effects and the pricing of risk: the UK evidence," European Journal of Finance, Taylor and Francis Journals, vol. 1(3), pages 237-255.

NEP Fields

1 paper by this author was announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-FMK: Financial Markets (1) 2006-03-05. Author is listed

Statistics

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

Corrections

To update listings or check citations waiting for approval, Patricia Chelley-Steeley should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.