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 6 6 6 500
Total Working Papers 0 0 0 108 6 6 6 504


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 2 4 8 75
Calendar effects and the pricing of risk: the UK evidence 0 0 0 8 0 2 4 37
Changes in the Comovement of European Equity Markets 0 0 0 0 2 5 6 249
Conflicting versus reinforcing private information, information aggregation, and the time series properties of asset prices 0 0 1 1 2 8 15 16
Cost of capital changes, the quality of trading information and market architecture 0 0 0 2 1 5 6 12
Earnings and hindsight bias: An experimental study 0 0 0 11 2 7 8 55
Efficiency and the trading system: The case of SETSmm 0 0 0 24 2 6 7 132
Equity market integration in the Asia-Pacific region: A smooth transition analysis 0 0 0 80 3 4 5 188
Evaluating spread models with a basket security 0 0 0 8 3 4 5 42
Exchange controls and European stock market integration 0 0 0 40 3 5 6 148
Exchange controls and the transmission of equity market volatility: the case of the UK 0 0 0 17 1 2 3 93
Explaining turn of the year order flow imbalance 0 0 0 5 3 7 9 43
Explaining volatility and serial correlation in opening and closing returns: A study of the FT-30 components 0 0 1 65 6 6 8 211
Illiquidity shocks and the comovement between stocks: New evidence using smooth transition 0 0 0 2 4 6 11 19
Interdependence of international equity market volatility 0 0 0 17 2 2 2 87
Intraday patterns in London listed Exchange Traded Funds 0 0 1 19 3 10 26 96
Market quality changes in the London Stock Market 1 1 1 43 3 6 7 166
Modeling equity market integration using smooth transition analysis: A study of Eastern European stock markets 0 0 0 139 3 5 7 332
Momentum profits and macroeconomic factors 0 0 1 69 0 2 8 251
Momentum profits following bull and bear markets 0 0 1 7 2 7 9 23
Momentum profits in alternative stock market structures 0 0 0 14 4 4 5 114
Noise and the Trading Mechanism: the Case of SETS 0 0 0 28 4 6 8 89
OPENING RETURNS, NOISE, AND OVERREACTION 0 0 0 1 4 5 6 15
Portfolio diversification and filter rule profits 0 0 0 26 0 1 1 89
Portfolio size, non-trading frequency and portfolio return autocorrelation 0 0 0 9 2 2 4 52
Price synchronicity: The closing call auction and the London stock market 0 0 0 41 0 3 3 219
Serial correlation in the returns of UK capitalization based portfolios 0 0 0 20 1 2 3 110
Testing for market segmentation in the A and B share markets of China 0 0 0 45 1 3 4 194
The Microstructure of the Irish Stock Market 0 0 0 8 1 1 5 45
The adverse selection component of exchange traded funds 0 0 0 68 3 8 8 215
The effect of security and market order flow shocks on co-movement 0 0 0 1 0 0 1 104
The effects of non-trading on the illiquidity ratio 0 0 1 9 3 4 5 60
The effects of universal futures on opening and closing returns 0 0 0 4 0 1 3 47
The impact of the closing call auction: an examination of effects in London 0 0 0 32 1 2 10 101
The leverage effect in the UK stock market 0 0 0 289 8 9 10 979
The propensity to hedge using futures contracts: the case of potato futures contracts 0 0 0 44 2 5 9 287
The trading mechanism, cross listed stocks: a comparison of the Paris Bourse and SEAQ-International 0 0 0 39 3 4 5 144
Trading Patterns and Market Integration in Overlapping Experimental Asset Markets 0 0 0 16 2 3 4 46
Trading activity around chapter 11 filing 0 0 0 1 3 5 5 8
Volatility changes in drachma exchange rates 0 0 0 15 2 4 4 135
Volatility transmission in the UK equity market 0 0 0 5 1 2 4 33
Volatility, Leverage and Firm Size: The U.K. Evidence 0 0 0 0 2 2 4 457
Total Journal Articles 1 1 7 1,302 94 179 271 5,818
1 registered items for which data could not be found


Statistics updated 2026-02-12