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 1 108 0 0 1 493
Total Working Papers 0 0 1 108 0 0 1 497


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 1 30 0 0 3 66
Calendar effects and the pricing of risk: the UK evidence 0 0 0 8 0 0 1 33
Changes in the Comovement of European Equity Markets 0 0 0 0 0 0 0 242
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 2 45
Efficiency and the trading system: The case of SETSmm 0 0 0 24 0 0 1 124
Equity market integration in the Asia-Pacific region: A smooth transition analysis 0 0 0 79 0 0 0 181
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 33
Explaining volatility and serial correlation in opening and closing returns: A study of the FT-30 components 0 0 0 64 0 0 0 201
Illiquidity shocks and the comovement between stocks: New evidence using smooth transition 0 1 1 2 1 2 2 7
Interdependence of international equity market volatility 0 0 0 17 0 0 1 85
Intraday patterns in London listed Exchange Traded Funds 0 0 0 16 0 0 3 67
Market quality changes in the London Stock Market 0 0 0 41 0 0 0 156
Modeling equity market integration using smooth transition analysis: A study of Eastern European stock markets 0 1 5 139 0 1 5 323
Momentum profits and macroeconomic factors 0 0 0 68 0 0 1 243
Momentum profits following bull and bear markets 1 1 1 6 1 1 1 11
Momentum profits in alternative stock market structures 0 0 1 14 0 0 2 109
Noise and the Trading Mechanism: the Case of SETS 0 0 0 28 0 1 1 81
OPENING RETURNS, NOISE, AND OVERREACTION 0 0 0 1 0 0 1 9
Portfolio diversification and filter rule profits 0 0 0 26 0 0 1 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 1 1 1 41 1 2 2 215
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 0 0 2 39
The adverse selection component of exchange traded funds 0 0 2 67 0 0 2 204
The effect of security and market order flow shocks on co-movement 0 0 0 1 0 0 10 103
The effects of non-trading on the illiquidity ratio 0 0 1 7 0 0 2 53
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 0 0 968
The propensity to hedge using futures contracts: the case of potato futures contracts 0 0 0 44 0 0 1 277
The trading mechanism, cross listed stocks: a comparison of the Paris Bourse and SEAQ-International 0 0 0 38 0 0 0 137
Trading Patterns and Market Integration in Overlapping Experimental Asset Markets 0 0 0 16 0 0 1 42
Trading activity around chapter 11 filing 0 0 0 1 0 0 1 2
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 0 0 0 29
Volatility, Leverage and Firm Size: The U.K. Evidence 0 0 0 0 0 0 2 453
Total Journal Articles 2 4 13 1,280 3 8 49 5,475
1 registered items for which data could not be found


Statistics updated 2024-06-06