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James M. Steeley

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First Name:James
Middle Name:M.
Last Name:Steeley
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RePEc Short-ID:pst205
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Location: Birmingham, United Kingdom
Homepage: http://www.abs.aston.ac.uk/
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Postal: Aston Triangle, Birmingham B4 7ET
Handle: RePEc:edi:bsastuk (more details at EDIRC)
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  1. Steeley, James M. & Matyushkin, Alexander, 2015. "The effects of quantitative easing on the volatility of the gilt-edged market," International Review of Financial Analysis, Elsevier, vol. 37(C), pages 113-128.
  2. Steeley, James M., 2015. "The side effects of quantitative easing: Evidence from the UK bond market," Journal of International Money and Finance, Elsevier, vol. 51(C), pages 303-336.
  3. James M. Steeley, 2014. "Forecasting the Term Structure when Short‐Term Rates are Near Zero," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 33(5), pages 350-363, 08.
  4. James M. Steeley, 2014. "A shape-based decomposition of the yield adjustment term in the arbitrage-free Nelson and Siegel (AFNS) model of the yield curve," Applied Financial Economics, Taylor & Francis Journals, vol. 24(10), pages 661-669, May.
  5. Chelley-Steeley, Patricia L. & Steeley, James M., 2014. "Portfolio size, non-trading frequency and portfolio return autocorrelation," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 33(C), pages 56-77.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. 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.
  12. 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.
  13. 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.
  14. 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.
  15. 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.
  16. 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.
  17. 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.
  18. 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.
  19. Patricia Chelley-Steeley & James Steeley, 2000. "Portfolio diversification and filter rule profits," Applied Economics Letters, Taylor & Francis Journals, vol. 7(3), pages 171-175.
  20. 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.
  21. 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.
  22. 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.
  23. James Steeley, 1997. "The implications of cointegration in financial markets: a comment," Applied Economics Letters, Taylor & Francis Journals, vol. 4(3), pages 141-143.
  24. 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.
  25. Steeley, James M., 1997. "Implied volatility from the term structure: a simple analytical approximation," Economics Letters, Elsevier, vol. 57(3), pages 345-352, December.
  26. 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.
  27. 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.
  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. 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.
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