Access Statistics for Patricia L. Chelley-Steeley

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Exchange Controls, Macroeconomic Integration and the Interdependence of European Equity Markets 0 0 0 0 0 0 0 4
Momentum Profits in Alternative Stock Market Structures 0 0 0 108 0 0 1 494
Total Working Papers 0 0 0 108 0 0 1 498

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bid-ask spread dynamics in foreign exchange markets 0 0 0 30 0 0 1 67
Calendar effects and the pricing of risk: the UK evidence 0 0 0 8 2 2 2 35
Changes in the Comovement of European Equity Markets 0 0 0 0 0 0 1 243
Cost of capital changes, the quality of trading information and market architecture 0 0 0 2 0 0 0 6
Earnings and hindsight bias: An experimental study 0 0 0 11 0 1 3 47
Efficiency and the trading system: The case of SETSmm 0 0 0 24 0 0 1 125
Equity market integration in the Asia-Pacific region: A smooth transition analysis 0 1 1 80 0 1 2 183
Exchange controls and European stock market integration 0 0 0 40 0 0 0 142
Exchange controls and the transmission of equity market volatility: the case of the UK 0 0 0 17 0 0 0 90
Explaining turn of the year order flow imbalance 0 0 0 5 0 0 1 34
Explaining volatility and serial correlation in opening and closing returns: A study of the FT-30 components 0 0 0 64 0 1 2 203
Illiquidity shocks and the comovement between stocks: New evidence using smooth transition 0 0 1 2 0 0 3 8
Interdependence of international equity market volatility 0 0 0 17 0 0 0 85
Intraday patterns in London listed Exchange Traded Funds 0 1 2 18 1 2 4 71
Market quality changes in the London Stock Market 0 0 1 42 0 2 3 159
Modeling equity market integration using smooth transition analysis: A study of Eastern European stock markets 0 0 1 139 0 0 3 325
Momentum profits and macroeconomic factors 0 0 0 68 2 2 2 245
Momentum profits following bull and bear markets 0 0 1 6 1 2 5 15
Momentum profits in alternative stock market structures 0 0 0 14 0 0 0 109
Noise and the Trading Mechanism: the Case of SETS 0 0 0 28 0 0 1 81
OPENING RETURNS, NOISE, AND OVERREACTION 0 0 0 1 0 0 0 9
Portfolio diversification and filter rule profits 0 0 0 26 0 0 0 88
Portfolio size, non-trading frequency and portfolio return autocorrelation 0 0 0 9 0 0 0 48
Price synchronicity: The closing call auction and the London stock market 0 0 1 41 0 0 3 216
Serial correlation in the returns of UK capitalization based portfolios 0 0 0 20 0 0 0 107
Testing for market segmentation in the A and B share markets of China 0 0 0 45 0 0 0 190
The Microstructure of the Irish Stock Market 0 0 0 8 1 2 2 41
The adverse selection component of exchange traded funds 0 0 1 68 0 0 3 207
The effect of security and market order flow shocks on co-movement 0 0 0 1 0 0 0 103
The effects of non-trading on the illiquidity ratio 0 0 1 8 0 0 2 55
The effects of universal futures on opening and closing returns 0 0 0 4 0 0 0 44
The impact of the closing call auction: an examination of effects in London 0 0 0 32 0 0 0 91
The leverage effect in the UK stock market 0 0 0 289 0 1 1 969
The propensity to hedge using futures contracts: the case of potato futures contracts 0 0 0 44 0 0 1 278
The trading mechanism, cross listed stocks: a comparison of the Paris Bourse and SEAQ-International 0 1 1 39 0 1 2 139
Trading Patterns and Market Integration in Overlapping Experimental Asset Markets 0 0 0 16 1 1 1 43
Trading activity around chapter 11 filing 0 0 0 1 0 0 1 3
Volatility changes in drachma exchange rates 0 0 0 15 0 0 0 131
Volatility transmission in the UK equity market 0 0 0 5 1 1 1 30
Volatility, Leverage and Firm Size: The U.K. Evidence 0 0 0 0 0 0 0 453
Total Journal Articles 0 3 11 1,287 9 19 51 5,518
1 registered items for which data could not be found
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Statistics updated 2025-03-03