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 0 494
Total Working Papers 0 0 0 108 0 0 0 498


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 1 3 5 72
Calendar effects and the pricing of risk: the UK evidence 0 0 0 8 1 1 3 36
Changes in the Comovement of European Equity Markets 0 0 0 0 2 2 3 246
Conflicting versus reinforcing private information, information aggregation, and the time series properties of asset prices 0 0 1 1 2 3 10 10
Cost of capital changes, the quality of trading information and market architecture 0 0 0 2 1 2 2 8
Earnings and hindsight bias: An experimental study 0 0 0 11 2 3 4 50
Efficiency and the trading system: The case of SETSmm 0 0 0 24 4 5 5 130
Equity market integration in the Asia-Pacific region: A smooth transition analysis 0 0 1 80 1 2 3 185
Evaluating spread models with a basket security 0 0 0 8 1 1 2 39
Exchange controls and European stock market integration 0 0 0 40 0 1 1 143
Exchange controls and the transmission of equity market volatility: the case of the UK 0 0 0 17 1 2 2 92
Explaining turn of the year order flow imbalance 0 0 0 5 1 1 3 37
Explaining volatility and serial correlation in opening and closing returns: A study of the FT-30 components 0 0 1 65 0 0 3 205
Illiquidity shocks and the comovement between stocks: New evidence using smooth transition 0 0 0 2 1 1 6 14
Interdependence of international equity market volatility 0 0 0 17 0 0 0 85
Intraday patterns in London listed Exchange Traded Funds 0 0 2 19 3 7 20 89
Market quality changes in the London Stock Market 0 0 0 42 2 3 5 162
Modeling equity market integration using smooth transition analysis: A study of Eastern European stock markets 0 0 0 139 0 2 2 327
Momentum profits and macroeconomic factors 0 0 1 69 2 4 8 251
Momentum profits following bull and bear markets 0 0 1 7 1 1 4 17
Momentum profits in alternative stock market structures 0 0 0 14 0 1 1 110
Noise and the Trading Mechanism: the Case of SETS 0 0 0 28 0 1 2 83
OPENING RETURNS, NOISE, AND OVERREACTION 0 0 0 1 1 2 2 11
Portfolio diversification and filter rule profits 0 0 0 26 1 1 1 89
Portfolio size, non-trading frequency and portfolio return autocorrelation 0 0 0 9 0 1 2 50
Price synchronicity: The closing call auction and the London stock market 0 0 0 41 2 2 2 218
Serial correlation in the returns of UK capitalization based portfolios 0 0 0 20 0 0 1 108
Testing for market segmentation in the A and B share markets of China 0 0 0 45 1 1 2 192
The Microstructure of the Irish Stock Market 0 0 0 8 0 1 5 44
The adverse selection component of exchange traded funds 0 0 0 68 2 2 2 209
The effect of security and market order flow shocks on co-movement 0 0 0 1 0 1 1 104
The effects of non-trading on the illiquidity ratio 0 1 1 9 1 2 2 57
The effects of universal futures on opening and closing returns 0 0 0 4 0 0 2 46
The impact of the closing call auction: an examination of effects in London 0 0 0 32 0 7 8 99
The leverage effect in the UK stock market 0 0 0 289 0 0 2 970
The propensity to hedge using futures contracts: the case of potato futures contracts 0 0 0 44 0 4 4 282
The trading mechanism, cross listed stocks: a comparison of the Paris Bourse and SEAQ-International 0 0 1 39 1 2 3 141
Trading Patterns and Market Integration in Overlapping Experimental Asset Markets 0 0 0 16 1 1 2 44
Trading activity around chapter 11 filing 0 0 0 1 1 1 1 4
Volatility changes in drachma exchange rates 0 0 0 15 1 1 1 132
Volatility transmission in the UK equity market 0 0 0 5 0 0 2 31
Volatility, Leverage and Firm Size: The U.K. Evidence 0 0 0 0 0 1 2 455
Total Journal Articles 0 1 9 1,301 38 76 141 5,677
1 registered items for which data could not be found


Statistics updated 2025-12-06