Information about:
James M. Steeley

Other registered authors

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

Affiliation

• Aston Business School
  Aston University

  Location: Birmingham, United Kingdom
  Homepage: http://www.abs.aston.ac.uk/
  Email:
  Phone:
  Fax:
  Postal: Aston Triangle, Birmingham B4 7ET
  Handle: RePEc:edi:bsastuk (registered authors at this institution)

Articles

1. Lucey, Brian M. & Steeley, James, 2006. "Measuring and assessing the effects and extent of international bond market integration," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 16(1), pages 1-3, February. [Downloadable!] (restricted)

2. Steeley, James M., 2006. "Volatility transmission between stock and bond markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 16(1), pages 71-86, February. [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. James M. Steeley, 2004. "Information processing and the UK weekend effect: do investors cut their losses on Mondays?," Applied Economics Letters, Taylor and Francis Journals, vol. 11(14), pages 895-899, November. [Downloadable!] (restricted)

5. James M. Steeley, 2004. "Stock Price Distributions and News: Evidence from Index Options," Review of Quantitative Finance and Accounting, Springer, vol. 23(3), pages 229-250, November. [Downloadable!]

6. James M. Steeley, 2004. "Estimating time-varying risk premia in UK long-term government bonds," Applied Financial Economics, Taylor and Francis Journals, vol. 14(5), pages 367-373, March. [Downloadable!] (restricted)

7. Edward R Dawson & James M. Steeley, 2003. "On the Existence of Visual Technical Patterns in the UK Stock Market," Journal of Business Finance & Accounting, Blackwell Publishing, vol. 30(1-2), pages 263-293. [Downloadable!] (restricted)

8. J. M. Steeley, 2003. "Making political capital: the behaviour of the UK capital markets during Election'97," Applied Financial Economics, Taylor and Francis Journals, vol. 13(2), pages 85-95, January. [Downloadable!] (restricted)

9. Steeley, James M., 2001. "A note on information seasonality and the disappearance of the weekend effect in the UK stock market," Journal of Banking & Finance, Elsevier, vol. 25(10), pages 1941-1956, October. [Downloadable!] (restricted)

10. 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)

11. 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.

12. James M. Steeley, 1998. "Differences in Perstistence in Aggregated and Disaggregated UK Stock Returns: A Reconciliation," Journal of Business Finance & Accounting, Blackwell Publishing, vol. 25(3&4), pages 387-399. [Downloadable!] (restricted)

13. 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)

14. Steeley, James M, 1997. "A Two-Factor Model of the U.K. Yield Curve," The Manchester School of Economic & Social Studies, Blackwell Publishing, vol. 65(0), pages 32-58, Supplemen.

15. Steeley, James M, 1997. "The Implications of Cointegration in Financial Markets: A Comment," Applied Economics Letters, Taylor and Francis Journals, vol. 4(3), pages 141-43, March. [Downloadable!] (restricted)

16. Steeley, James M., 1997. "Implied volatility from the term structure: a simple analytical approximation," Economics Letters, Elsevier, vol. 57(3), pages 345-352, December. [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. Steeley, J M, 1995. "The Use of Spline Functions for Forecasting in the Presence of Structural Changes: A Cautionary Tale," Applied Economics Letters, Taylor and Francis Journals, vol. 2(10), pages 409-11, October. [Downloadable!] (restricted)

20. 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)

21. Steeley, James M, 1992. "Deregulation and Market Efficiency: Evidence from the Gilt-Edged Market," Applied Financial Economics, Taylor and Francis Journals, vol. 2(3), pages 125-43, September. [Downloadable!] (restricted)

This page was last updated on 2008-8-29.