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 2 2 6
Momentum Profits in Alternative Stock Market Structures 0 0 0 108 2 4 12 506
Total Working Papers 0 0 0 108 3 6 14 512


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 5 11 80
Calendar effects and the pricing of risk: the UK evidence 0 0 0 8 0 3 6 41
Changes in the Comovement of European Equity Markets 0 0 0 0 0 4 10 253
Conflicting versus reinforcing private information, information aggregation, and the time series properties of asset prices 0 0 0 1 1 6 16 23
Cost of capital changes, the quality of trading information and market architecture 0 0 0 2 0 1 8 14
Earnings and hindsight bias: An experimental study 0 0 0 11 0 3 11 58
Efficiency and the trading system: The case of SETSmm 0 0 0 24 0 2 11 136
Equity market integration in the Asia-Pacific region: A smooth transition analysis 0 0 0 80 0 0 8 191
Evaluating spread models with a basket security 0 0 1 9 0 3 12 50
Exchange controls and European stock market integration 0 1 1 41 1 6 12 154
Exchange controls and the transmission of equity market volatility: the case of the UK 0 0 0 17 0 2 6 96
Explaining turn of the year order flow imbalance 0 0 0 5 5 10 22 56
Explaining volatility and serial correlation in opening and closing returns: A study of the FT-30 components 0 0 0 65 0 2 9 214
Illiquidity shocks and the comovement between stocks: New evidence using smooth transition 0 0 0 2 0 4 14 24
Interdependence of international equity market volatility 0 0 0 17 0 1 3 88
Intraday patterns in London listed Exchange Traded Funds 0 0 1 20 4 8 36 118
Market quality changes in the London Stock Market 0 0 1 43 1 1 8 167
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 0 2 7 253
Momentum profits following bull and bear markets 0 0 1 7 0 6 15 30
Momentum profits in alternative stock market structures 0 0 0 14 0 2 7 116
Noise and the Trading Mechanism: the Case of SETS 0 0 0 28 0 6 14 95
OPENING RETURNS, NOISE, AND OVERREACTION 0 0 0 1 0 0 7 16
Portfolio diversification and filter rule profits 0 0 0 26 0 4 5 93
Portfolio size, non-trading frequency and portfolio return autocorrelation 0 0 0 9 0 2 7 55
Price synchronicity: The closing call auction and the London stock market 0 0 0 41 0 5 8 224
Serial correlation in the returns of UK capitalization based portfolios 0 0 0 20 1 3 7 114
Testing for market segmentation in the A and B share markets of China 0 0 0 45 1 3 7 197
The Microstructure of the Irish Stock Market 0 0 0 8 1 3 6 48
The adverse selection component of exchange traded funds 0 0 0 68 0 2 12 219
The effect of security and market order flow shocks on co-movement 0 0 0 1 2 5 6 109
The effects of non-trading on the illiquidity ratio 0 0 1 9 0 6 12 67
The effects of universal futures on opening and closing returns 0 0 0 4 0 1 4 49
The impact of the closing call auction: an examination of effects in London 0 0 0 32 0 6 15 107
The leverage effect in the UK stock market 0 0 0 289 0 2 12 981
The propensity to hedge using futures contracts: the case of potato futures contracts 0 0 0 44 0 2 13 291
The trading mechanism, cross listed stocks: a comparison of the Paris Bourse and SEAQ-International 0 0 0 39 1 1 6 145
Trading Patterns and Market Integration in Overlapping Experimental Asset Markets 0 0 0 16 1 1 5 48
Trading activity around chapter 11 filing 0 0 0 1 1 4 9 12
Volatility changes in drachma exchange rates 0 0 0 15 0 3 7 138
Volatility transmission in the UK equity market 0 0 1 6 1 2 5 36
Volatility, Leverage and Firm Size: The U.K. Evidence 0 0 0 0 0 4 7 461
Total Journal Articles 0 1 7 1,306 22 136 413 5,999
1 registered items for which data could not be found


Statistics updated 2026-06-04