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
Momentum Profits in Alternative Stock Market Structures 0 0 0 105 0 0 9 485
Total Working Papers 0 0 0 105 0 0 9 485


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Calendar effects and the pricing of risk: the UK evidence 0 0 0 8 0 0 3 29
Changes in the Comovement of European Equity Markets 0 0 0 0 0 0 0 239
Efficiency and the trading system: The case of SETSmm 0 0 0 23 0 0 1 118
Equity market integration in the Asia-Pacific region: A smooth transition analysis 0 1 3 77 0 1 4 174
Exchange controls and European stock market integration 0 0 0 40 1 2 6 142
Exchange controls and the transmission of equity market volatility: the case of the UK 0 0 0 17 0 0 0 89
Explaining volatility and serial correlation in opening and closing returns: A study of the FT-30 components 0 0 1 64 0 0 3 199
Interdependence of international equity market volatility 0 0 0 17 0 0 1 81
Market quality changes in the London Stock Market 0 0 2 36 1 2 11 137
Modeling equity market integration using smooth transition analysis: A study of Eastern European stock markets 0 1 1 133 1 3 6 313
Momentum profits and macroeconomic factors 0 0 0 67 0 0 3 237
Momentum profits in alternative stock market structures 0 0 0 13 0 1 4 105
Noise and the Trading Mechanism: the Case of SETS 0 0 0 28 0 2 4 75
Portfolio diversification and filter rule profits 0 0 0 26 0 0 2 86
Price synchronicity: The closing call auction and the London stock market 0 0 1 38 1 3 11 205
Serial correlation in the returns of UK capitalization based portfolios 0 0 0 20 0 0 2 105
Testing for market segmentation in the A and B share markets of China 0 0 0 45 0 0 0 189
The adverse selection component of exchange traded funds 0 1 3 58 1 3 10 189
The effects of universal futures on opening and closing returns 0 0 0 4 1 2 3 41
The impact of the closing call auction: an examination of effects in London 0 0 1 31 0 0 2 88
The leverage effect in the UK stock market 0 0 0 287 0 1 3 957
The propensity to hedge using futures contracts: the case of potato futures contracts 0 0 0 42 0 1 3 271
The trading mechanism, cross listed stocks: a comparison of the Paris Bourse and SEAQ-International 0 0 0 38 0 0 3 135
Volatility changes caused by the trading system: a Markov switching application 0 0 0 28 0 0 0 153
Volatility changes in drachma exchange rates 0 0 0 15 0 0 12 128
Volatility transmission in the UK equity market 0 0 0 5 0 2 3 29
Volatility, Leverage and Firm Size: The U.K. Evidence 0 0 0 0 0 1 4 446
Total Journal Articles 0 3 12 1,160 6 24 104 4,960


Statistics updated 2021-01-03