James M. Steeley : Citation Profile


Are you James M. Steeley?

University of Keele

7

H index

2

i10 index

121

Citations

RESEARCH PRODUCTION:

36

Articles

RESEARCH ACTIVITY:

   22 years (1995 - 2017). See details.
   Cites by year: 5
   Journals where James M. Steeley has often published
   Relations with other researchers
   Recent citing documents: 28.    Total self citations: 5 (3.97 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pst205
   Updated: 2018-07-14    RAS profile: 2018-03-10    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with James M. Steeley.

Is cited by:

Breedon, Francis (5)

LINTON, OLIVER (4)

Weber, Enzo (3)

Rulliere, Didier (3)

Stefanescu, Razvan (3)

Panagiotidis, Theodore (3)

Fountas, Stilianos (3)

Bampinas, Georgios (3)

DUMITRIU, Ramona (3)

Krippner, Leo (3)

Conrad, Christian (3)

Cites to:

Breedon, Francis (11)

Bollerslev, Tim (11)

Engle, Robert (10)

Martin, Christopher (9)

Waters, Alex (9)

Milas, Costas (9)

Chadha, Jagjit (9)

Fama, Eugene (7)

Stevens, Ibrahim (7)

French, Kenneth (7)

Tong, Matthew (7)

Main data


Where James M. Steeley has published?


Journals with more than one article published# docs
Applied Financial Economics6
Applied Economics Letters4
Journal of International Financial Markets, Institutions and Money3
Journal of Business Finance & Accounting3
International Review of Financial Analysis3
The European Journal of Finance2
The Manchester School of Economic & Social Studies2
Review of Quantitative Finance and Accounting2
Economics Letters2

Recent works citing James M. Steeley (2018 and 2017)


YearTitle of citing document
2017Term Structure Analysis with Big Data. (2017). Rudebusch, Glenn ; Andreasen, Martin M. In: CREATES Research Papers. RePEc:aah:create:2017-31.

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2017The CSPP at work: yield heterogeneity and the portfolio rebalancing channel. (2017). Zaghini, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1157_17.

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2017Modeling the spillovers between stock market and money market in Nigeria. (2017). Salisu, Afees ; Isah, Kazeem. In: Working Papers. RePEc:cui:wpaper:0023.

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2017The Interrelationship between Crude Oil Price Volatility and Money Market Rate Volatility in a Developing, Oil-Producing Economy. (2017). Kalu O., Emenike. In: Eastern European Business and Economics Journal. RePEc:eeb:articl:v:3:y:2017:n:1:p:28-47.

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2018Future directions in international financial integration research - A crowdsourced perspective. (2018). Zaghini, Andrea ; Fernandez, Viviana ; Gonzalez-Urteaga, Ana ; Vu, Anh N ; Marin, Matej ; Gogolin, Fabian ; Versteeg, Roald ; Ly, Kim Cuong ; Urquhart, Andrew ; Lonarski, Igor ; Dimic, Nebojsa ; Stafylas, Dimitrios ; Lindblad, Annika ; Carchano, Oscar ; Sheng, Xin ; Larkin, Charles J ; Brzeszczynski, Janusz ; Sevic, Aleksandar ; Laing, Elaine ; Barbopoulos, Leonidas ; Piljak, Vanja ; Kearney, Fearghal ; Ballester, Laura ; Ohagan-Luff, Martha ; Ichev, Riste ; Vigne, Samuel A ; Yarovaya, Larisa ; Neville, Conor ; Helbing, Pia ; Lucey, Brian M ; Wolfe, Simon ; McGroarty, Frank ; Goodell, John W ; McGee, Richard J. In: International Review of Financial Analysis. RePEc:eee:finana:v:
2017Investor sentiment, flight-to-quality, and corporate bond comovement. (2017). Bethke, Sebastian ; Kempf, Alexander ; Gehde-Trapp, Monika . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:82:y:2017:i:c:p:112-132.

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2018On the transactions costs of UK quantitative easing. (2018). Breedon, Francis. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:88:y:2018:i:c:p:347-356.

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2018Who drives the Monday effect?. (2018). Ulku, Numan ; Rogers, Madeline. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:148:y:2018:i:c:p:46-65.

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2017Research in finance: A review of influential publications and a research agenda. (2017). Linnenluecke, Martina K ; Zhu, Yushu ; Smith, Tom ; Ling, Xin ; Chen, Xiaoyan . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:43:y:2017:i:c:p:188-199.

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2017A literature review of technical analysis on stock markets. (2017). Kimura, Herbert ; Sobreiro, Vinicius Amorim ; Lima, Jessica ; Farias, Rodolfo Toribio . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:66:y:2017:i:c:p:115-126.

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2017Intraday analysis of macroeconomic news surprises and asymmetries in mini-futures markets. (2017). Vortelinos, Dimitrios I ; Tsagkanos, Athanasios ; Koulakiotis, Athanasios . In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pa:p:150-168.

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2017Forecasting realized volatility: HAR against Principal Components Combining, neural networks and GARCH. (2017). Vortelinos, Dimitrios I. In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pb:p:824-839.

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2017Economic information transmissions and liquidity between shipping markets: New evidence from freight derivatives. (2017). VISVIKIS, ILIAS ; Alexandridis, G ; Sahoo, S. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:98:y:2017:i:c:p:82-104.

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2017A dynamic Nelson-Siegel model with forward-looking indicators for the yield curve in the US. (2017). Fernandes, Marcelo ; Chague, Fernando ; Araujo, Fausto Jose . In: Textos para discussão. RePEc:fgv:eesptd:445.

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2017Term Structure Analysis with Big Data. (2017). Rudebusch, Glenn ; Christensen, Jens ; Andreasen, Martin. In: Working Paper Series. RePEc:fip:fedfwp:2017-21.

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2017A coupled component GARCH model for intraday and overnight volatility. (2017). LINTON, OLIVER ; Wu, Jianbin . In: CeMMAP working papers. RePEc:ifs:cemmap:05/17.

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2017The joint determinants of cash holdings and debt maturity: the case for financial constraints. (2017). Brick, Ivan E ; Liao, Rose C. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:48:y:2017:i:3:d:10.1007_s11156-016-0567-z.

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2017Directors’ education and corporate liquidity: evidence from boards in Taiwan. (2017). Wang, Ma-Ju ; Chen, Yan-Shing ; Su, Xuan-Qi. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:49:y:2017:i:2:d:10.1007_s11156-016-0597-6.

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2017Tradeoff on corporate cash holdings: a theoretical and empirical analysis. (2017). Lin, Hsuan-Chu ; Chiu, She-Chih . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:49:y:2017:i:3:d:10.1007_s11156-016-0606-9.

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2017Value creation and the probability of success in merger and acquisition transactions. (2017). Alhenawi, Yasser ; Stilwell, Martha. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:49:y:2017:i:4:d:10.1007_s11156-017-0616-2.

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2017What’s in the news? The ambiguity of the information content of index reconstitutions in Germany. (2017). Mama, Houdou Basse ; Pape, Ulrich ; Mueller, Stefan . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:49:y:2017:i:4:d:10.1007_s11156-017-0617-1.

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2018Corporate responses to the repatriation incentives and domestic production activities deduction. (2018). Kinney, Michael ; Liu, Harrison. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:50:y:2018:i:2:d:10.1007_s11156-017-0640-2.

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2018Time-varying managerial overconfidence and pecking order preference. (2018). Vivian, Andrew ; Xu, Bin. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:50:y:2018:i:3:d:10.1007_s11156-017-0647-8.

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2017Volatility ‘Strangeness’ of Bonds - How to Define and What Does it Bring?. (2017). Stadnik, Bohumil ; Arek, Vaclav . In: Prague Economic Papers. RePEc:prg:jnlpep:v:2017:y:2017:i:5:id:636:p:602-629.

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2018On the Transactions Costs of UK Quantitative Easing. (2018). Breedon, Francis. In: Working Papers. RePEc:qmw:qmwecw:848.

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2017Stock market anomalies: the day of the week effects, evidence from Borsa Istanbul. (2017). Cengiz, Hulya ; Damgaci, Gulizar ; Bilen, omer ; Buyuklu, Ali Hakan . In: Journal of Global Entrepreneurship Research. RePEc:spr:jglont:v:7:y:2017:i:1:d:10.1186_s40497-017-0062-6.

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2017When central banks buy corporate bonds: : Target selection and impact of the European Corporate Sector Purchase Program. (2017). Lugo, Stefano ; Galema, R J. In: Working Papers. RePEc:use:tkiwps:1716.

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2017Lead–Lag Relationship Between Returns and Implied Moments: Evidence from KOSPI 200 Intraday Options Data. (2017). Kim, Sol ; Lee, Geul . In: Review of Pacific Basin Financial Markets and Policies (RPBFMP). RePEc:wsi:rpbfmp:v:20:y:2017:i:03:n:s0219091517500175.

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Works by James M. Steeley:


YearTitleTypeCited
1997The Impact of Portfolio Diversification on Trading Rules Profits: Some Evidence for UK Share Portfolios In: Journal of Business Finance & Accounting.
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article1
1998Differences in Perstistence in Aggregated and Disaggregated UK Stock Returns: A Reconciliation In: Journal of Business Finance & Accounting.
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article0
2003On the Existence of Visual Technical Patterns in the UK Stock Market In: Journal of Business Finance & Accounting.
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article4
1996Volatility, Leverage and Firm Size: The U.K. Evidence. In: The Manchester School of Economic & Social Studies.
[Citation analysis]
article4
1997A Two-Factor Model of the U.K. Yield Curve. In: The Manchester School of Economic & Social Studies.
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article4
2015Trading Patterns and Market Integration in Overlapping Experimental Asset Markets In: Journal of Financial and Quantitative Analysis.
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article1
2015Earnings and hindsight bias: An experimental study In: Economics Letters.
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article0
1997Implied volatility from the term structure: a simple analytical approximation In: Economics Letters.
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article1
2015The effects of non-trading on the illiquidity ratio In: Journal of Empirical Finance.
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article1
2015The effects of quantitative easing on the volatility of the gilt-edged market In: International Review of Financial Analysis.
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article2
2016Explaining turn of the year order flow imbalance In: International Review of Financial Analysis.
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article0
2017The effect of quantitative easing on the variance and covariance of the UK and US equity markets In: International Review of Financial Analysis.
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article0
2006Measuring and assessing the effects and extent of international bond market integration In: Journal of International Financial Markets, Institutions and Money.
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article4
2006Volatility transmission between stock and bond markets In: Journal of International Financial Markets, Institutions and Money.
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article17
2014Portfolio size, non-trading frequency and portfolio return autocorrelation In: Journal of International Financial Markets, Institutions and Money.
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article1
2001A note on information seasonality and the disappearance of the weekend effect in the UK stock market In: Journal of Banking & Finance.
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article27
2015The side effects of quantitative easing: Evidence from the UK bond market In: Journal of International Money and Finance.
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article2
2011The effect of universal futures on opening and closing stock market price discovery In: Studies in Economics and Finance.
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article0
2004Stock Price Distributions and News: Evidence from Index Options In: Review of Quantitative Finance and Accounting.
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article2
2016Motives for corporate cash holdings: the CEO optimism effect In: Review of Quantitative Finance and Accounting.
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article7
2008Testing Term Structure Estimation Methods: Evidence from the UK STRIPS Market In: Journal of Money, Credit and Banking.
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article8
1999Changes in the Comovement of European Equity Markets. In: Economic Inquiry.
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article7
2004Information processing and the UK weekend effect: do investors cut their losses on Mondays? In: Applied Economics Letters.
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article0
1995The use of spline functions for forecasting in the presence of structural changes: a cautionary tale In: Applied Economics Letters.
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1997The implications of cointegration in financial markets: a comment In: Applied Economics Letters.
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article0
2000Portfolio diversification and filter rule profits In: Applied Economics Letters.
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article0
2003Making political capital: the behaviour of the UK capital markets during Election97 In: Applied Financial Economics.
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article2
2004Estimating time-varying risk premia in UK long-term government bonds In: Applied Financial Economics.
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article4
2005The leverage effect in the UK stock market In: Applied Financial Economics.
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article5
2008Secondary market pricing behaviour around UK bond auctions In: Applied Financial Economics.
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article7
2012Price discovery for Chinese shares cross-listed in multiple markets In: Applied Financial Economics.
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article1
2014A shape-based decomposition of the yield adjustment term in the arbitrage-free Nelson and Siegel (AFNS) model of the yield curve In: Applied Financial Economics.
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article0
1998Exchange controls and European stock market integration In: Applied Economics.
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article7
2017The effects of quantitative easing on the integration of UK capital markets In: The European Journal of Finance.
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article0
1996Volatility transmission in the UK equity market In: The European Journal of Finance.
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article0
2014Forecasting the Term Structure when Short‐Term Rates are Near Zero In: Journal of Forecasting.
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article2

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 2th 2018. Contact: CitEc Team