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 1 1 1 5
Momentum Profits in Alternative Stock Market Structures 0 0 0 108 0 4 10 504
Total Working Papers 0 0 0 108 1 5 11 509


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 4 4 12 79
Calendar effects and the pricing of risk: the UK evidence 0 0 0 8 3 4 6 41
Changes in the Comovement of European Equity Markets 0 0 0 0 2 4 10 253
Conflicting versus reinforcing private information, information aggregation, and the time series properties of asset prices 0 0 0 1 3 6 17 22
Cost of capital changes, the quality of trading information and market architecture 0 0 0 2 1 2 8 14
Earnings and hindsight bias: An experimental study 0 0 0 11 3 3 11 58
Efficiency and the trading system: The case of SETSmm 0 0 0 24 2 4 11 136
Equity market integration in the Asia-Pacific region: A smooth transition analysis 0 0 0 80 0 3 8 191
Evaluating spread models with a basket security 0 1 1 9 3 8 12 50
Exchange controls and European stock market integration 0 1 1 41 3 5 11 153
Exchange controls and the transmission of equity market volatility: the case of the UK 0 0 0 17 2 3 6 96
Explaining turn of the year order flow imbalance 0 0 0 5 3 8 17 51
Explaining volatility and serial correlation in opening and closing returns: A study of the FT-30 components 0 0 1 65 2 3 10 214
Illiquidity shocks and the comovement between stocks: New evidence using smooth transition 0 0 0 2 4 5 15 24
Interdependence of international equity market volatility 0 0 0 17 1 1 3 88
Intraday patterns in London listed Exchange Traded Funds 0 1 1 20 1 18 33 114
Market quality changes in the London Stock Market 0 0 1 43 0 0 7 166
Modeling equity market integration using smooth transition analysis: A study of Eastern European stock markets 0 0 0 139 0 0 7 332
Momentum profits and macroeconomic factors 0 0 0 69 2 2 7 253
Momentum profits following bull and bear markets 0 0 1 7 5 7 15 30
Momentum profits in alternative stock market structures 0 0 0 14 1 2 7 116
Noise and the Trading Mechanism: the Case of SETS 0 0 0 28 5 6 14 95
OPENING RETURNS, NOISE, AND OVERREACTION 0 0 0 1 0 1 7 16
Portfolio diversification and filter rule profits 0 0 0 26 3 4 5 93
Portfolio size, non-trading frequency and portfolio return autocorrelation 0 0 0 9 1 3 7 55
Price synchronicity: The closing call auction and the London stock market 0 0 0 41 4 5 8 224
Serial correlation in the returns of UK capitalization based portfolios 0 0 0 20 2 3 6 113
Testing for market segmentation in the A and B share markets of China 0 0 0 45 1 2 6 196
The Microstructure of the Irish Stock Market 0 0 0 8 2 2 5 47
The adverse selection component of exchange traded funds 0 0 0 68 2 4 12 219
The effect of security and market order flow shocks on co-movement 0 0 0 1 2 3 4 107
The effects of non-trading on the illiquidity ratio 0 0 1 9 3 7 12 67
The effects of universal futures on opening and closing returns 0 0 0 4 0 2 5 49
The impact of the closing call auction: an examination of effects in London 0 0 0 32 6 6 15 107
The leverage effect in the UK stock market 0 0 0 289 1 2 12 981
The propensity to hedge using futures contracts: the case of potato futures contracts 0 0 0 44 1 4 13 291
The trading mechanism, cross listed stocks: a comparison of the Paris Bourse and SEAQ-International 0 0 0 39 0 0 5 144
Trading Patterns and Market Integration in Overlapping Experimental Asset Markets 0 0 0 16 0 1 4 47
Trading activity around chapter 11 filing 0 0 0 1 2 3 8 11
Volatility changes in drachma exchange rates 0 0 0 15 3 3 7 138
Volatility transmission in the UK equity market 0 1 1 6 1 2 4 35
Volatility, Leverage and Firm Size: The U.K. Evidence 0 0 0 0 3 4 7 461
Total Journal Articles 0 4 8 1,306 87 159 399 5,977
1 registered items for which data could not be found


Statistics updated 2026-05-06