Advanced Search
MyIDEAS: Login

James M. Steeley

Contents:

This is information that was supplied by James Steeley in registering through RePEc. If you are James M. 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: James
Middle Name: M.
Last Name: Steeley
Suffix:

RePEc Short-ID: pst205

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 (more details at EDIRC)

Works

as in new window

Articles

  1. Patricia Lorraine Chelley-Steeley & James M. Steeley, 2012. "Price discovery for Chinese shares cross-listed in multiple markets," Applied Financial Economics, Taylor & Francis Journals, vol. 22(19), pages 1587-1601, October.
  2. Patricia L. Chelley-Steeley & James M. Steeley, 2011. "The effect of universal futures on opening and closing stock market price discovery," Studies in Economics and Finance, Emerald Group Publishing, vol. 28(4), pages 260-281, October.
  3. James M. Steeley, 2008. "Testing Term Structure Estimation Methods: Evidence from the UK STRIPS Market," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(7), pages 1489-1512, October.
  4. Farooq Ahmad & James Steeley, 2008. "Secondary market pricing behaviour around UK bond auctions," Applied Financial Economics, Taylor & Francis Journals, vol. 18(9), pages 691-699.
  5. 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.
  6. 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.
  7. Patricia Chelley-Steeley & James Steeley, 2005. "The leverage effect in the UK stock market," Applied Financial Economics, Taylor & Francis Journals, vol. 15(6), pages 409-423.
  8. 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.
  9. James Steeley, 2004. "Information processing and the UK weekend effect: do investors cut their losses on Mondays?," Applied Economics Letters, Taylor & Francis Journals, vol. 11(14), pages 895-899.
  10. James Steeley, 2004. "Estimating time-varying risk premia in UK long-term government bonds," Applied Financial Economics, Taylor & Francis Journals, vol. 14(5), pages 367-373.
  11. J. M. Steeley, 2003. "Making political capital: the behaviour of the UK capital markets during Election'97," Applied Financial Economics, Taylor & Francis Journals, vol. 13(2), pages 85-95.
  12. Edward R Dawson & James M. Steeley, 2003. "On the Existence of Visual Technical Patterns in the UK Stock Market," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 30(1-2), pages 263-293.
  13. 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.
  14. Patricia Chelley-Steeley & James Steeley, 2000. "Portfolio diversification and filter rule profits," Applied Economics Letters, Taylor & Francis Journals, vol. 7(3), pages 171-175.
  15. 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.
  16. James M. Steeley, 1998. "Differences in Perstistence in Aggregated and Disaggregated UK Stock Returns: A Reconciliation," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 25(3&4), pages 387-399.
  17. Patricia L. Chelley-Steeley & James M. Steeley & Eric J. Pentecost, 1998. "Exchange controls and European stock market integration," Applied Economics, Taylor & Francis Journals, vol. 30(2), pages 263-267, February.
  18. James Steeley, 1997. "The implications of cointegration in financial markets: a comment," Applied Economics Letters, Taylor & Francis Journals, vol. 4(3), pages 141-143.
  19. Steeley, James M., 1997. "Implied volatility from the term structure: a simple analytical approximation," Economics Letters, Elsevier, vol. 57(3), pages 345-352, December.
  20. Steeley, James M, 1997. "A Two-Factor Model of the U.K. Yield Curve," The Manchester School of Economic & Social Studies, University of Manchester, vol. 65(0), pages 32-58, Supplemen.
  21. 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.
  22. 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..
  23. Patricia Chelley-Steeley & James Steeley, 1996. "Volatility transmission in the UK equity market," The European Journal of Finance, Taylor & Francis Journals, vol. 2(2), pages 145-160.
  24. J. M. Steeley, 1995. "The use of spline functions for forecasting in the presence of structural changes: a cautionary tale," Applied Economics Letters, Taylor & Francis Journals, vol. 2(10), pages 409-411.

Statistics

This author is among the top 5% authors according to these criteria:
  1. Strength of students

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

Corrections

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, James 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.