Information about:
Patricia L. Chelley-Steeley

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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. [Downloadable!]

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)

2. Patrìcia 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, July. [Downloadable!] (restricted)

3. 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)

4. 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, October. [Downloadable!] (restricted)

5. 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. [Downloadable!] (restricted)

6. 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)

7. 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, September. [Downloadable!] (restricted)

8. Patricia Chelley-steeley & Antonios Siganos, 2004. "Momentum profits and macroeconomic factors," Applied Economics Letters, Taylor and Francis Journals, vol. 11(7), pages 433-436, June. [Downloadable!] (restricted)

9. 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)

10. 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. [Downloadable!] (restricted)

11. Patricia Chelley-Steeley, 2001. "Mean Reversion in the Short Horizon Returns of UK Portfolios," Journal of Business Finance & Accounting, Blackwell Publishing, vol. 28(1-2), pages 107-126. [Downloadable!] (restricted)

12. Chelley-Steeley, Patricia L & Steeley, James M, 2000. "Portfolio Diversification and Filter Rule Profits," Applied Economics Letters, Taylor and Francis Journals, vol. 7(3), pages 171-75, March. [Downloadable!] (restricted)

13. Chelley-Steeley, P L, 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 317-22, June. [Downloadable!] (restricted)

14. Chelley-Steeley, Patricia L, 2000. "Interdependence of International Equity Market Volatility," Applied Economics Letters, Taylor and Francis Journals, vol. 7(5), pages 341-45, May. [Downloadable!] (restricted)

15. 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.

16. 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)

17. 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, Blackwell Publishing, vol. 24(6), pages 759-779. [Downloadable!] (restricted)

18. 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..

19. 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)

20. 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)

1. NEP-FMK: Financial Markets (1) 2006-03-05 Author is listed

This page was last updated on 2009-11-22.