Patricia L. Chelley-Steeley : Citation Profile


Are you Patricia L. Chelley-Steeley?

8

H index

4

i10 index

231

Citations

RESEARCH PRODUCTION:

41

Articles

2

Papers

RESEARCH ACTIVITY:

   27 years (1995 - 2022). See details.
   Cites by year: 8
   Journals where Patricia L. Chelley-Steeley has often published
   Relations with other researchers
   Recent citing documents: 4.    Total self citations: 10 (4.15 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch462
   Updated: 2024-01-16    RAS profile: 2022-11-28    
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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 Patricia L. Chelley-Steeley.

Is cited by:

Baumohl, Eduard (6)

Theissen, Erik (6)

Lyócsa, Štefan (4)

lucey, brian (4)

Lau, Wee Yeap (4)

Guidi, Francesco (3)

Camilleri, Silvio (3)

De Santis, Roberto (3)

Savva, Christos (3)

Ugur, Mehmet (3)

Weber, Enzo (3)

Cites to:

Amihud, Yakov (49)

French, Kenneth (23)

Fama, Eugene (17)

Lauterbach, Beni (14)

Bollerslev, Tim (14)

Roll, Richard (12)

Madhavan, Ananth (12)

Lee, Charles (11)

Campbell, John (10)

Dimson, Elroy (9)

Engle, Robert (9)

Main data


Where Patricia L. Chelley-Steeley has published?


Journals with more than one article published# docs
International Review of Financial Analysis6
Journal of International Financial Markets, Institutions and Money5
Applied Economics Letters3
Applied Economics2
Journal of Empirical Finance2
The European Journal of Finance2

Recent works citing Patricia L. Chelley-Steeley (2024 and 2023)


YearTitle of citing document
2023Macroeconomic news and price synchronicity. (2023). Wang, Qingwei ; Eshraghi, Arman ; Cheema, Arbab K. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:390-412.

Full description at Econpapers || Download paper

2023The market quality effects of sub-second frequent batch auctions: Evidence from dark trading restrictions. (2023). Ibikunle, Gbenga ; Zhang, Zeyu. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002533.

Full description at Econpapers || Download paper

2023Network structure and risk-adjusted return approach to stock indices integration: A study on Asia-Pacific countries. (2023). Kumar, Satish ; Mohapatra, Sabyasachi ; Lucey, Brian M ; Misra, Arun Kumar ; Rahman, Molla Ramizur. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:87:y:2023:i:c:s1042443123000872.

Full description at Econpapers || Download paper

2023Insider trading regulation and shorting constraints. Evaluating the joint effects of two market interventions.. (2023). Palan, Stefan ; Stockl, Thomas ; Merl, Robert. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426622000899.

Full description at Econpapers || Download paper

Works by Patricia L. Chelley-Steeley:


YearTitleTypeCited
2005Noise and the Trading Mechanism: the Case of SETS In: European Financial Management.
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article5
2001OPENING RETURNS, NOISE, AND OVERREACTION In: Journal of Financial Research.
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article2
1996Volatility, Leverage and Firm Size: The U.K. Evidence. In: The Manchester School of Economic & Social Studies.
[Citation analysis]
article7
2015Trading Patterns and Market Integration in Overlapping Experimental Asset Markets In: Journal of Financial and Quantitative Analysis.
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article7
2016Cost of capital changes, the quality of trading information and market architecture In: The British Accounting Review.
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article2
2015Earnings and hindsight bias: An experimental study In: Economics Letters.
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article0
2013Illiquidity shocks and the comovement between stocks: New evidence using smooth transition In: Journal of Empirical Finance.
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article6
2015The effects of non-trading on the illiquidity ratio In: Journal of Empirical Finance.
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article3
2004Equity market integration in the Asia-Pacific region: A smooth transition analysis In: International Review of Financial Analysis.
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article26
2010The adverse selection component of exchange traded funds In: International Review of Financial Analysis.
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article4
2011Intraday patterns in London listed Exchange Traded Funds In: International Review of Financial Analysis.
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article8
2013Bid-ask spread dynamics in foreign exchange markets In: International Review of Financial Analysis.
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article1
2016Explaining turn of the year order flow imbalance In: International Review of Financial Analysis.
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article0
2022Trading activity around chapter 11 filing In: International Review of Financial Analysis.
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article0
2005Explaining volatility and serial correlation in opening and closing returns: A study of the FT-30 components In: Global Finance Journal.
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article4
2003The trading mechanism, cross listed stocks: a comparison of the Paris Bourse and SEAQ-International In: Journal of International Financial Markets, Institutions and Money.
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article5
2009Price synchronicity: The closing call auction and the London stock market In: Journal of International Financial Markets, Institutions and Money.
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article8
2010Efficiency and the trading system: The case of SETSmm In: Journal of International Financial Markets, Institutions and Money.
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article0
2014Portfolio size, non-trading frequency and portfolio return autocorrelation In: Journal of International Financial Markets, Institutions and Money.
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article1
2015The effect of security and market order flow shocks on co-movement In: Journal of International Financial Markets, Institutions and Money.
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article1
2008Market quality changes in the London Stock Market In: Journal of Banking & Finance.
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article24
2005Modeling equity market integration using smooth transition analysis: A study of Eastern European stock markets In: Journal of International Money and Finance.
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article63
2008Momentum profits in alternative stock market structures In: Journal of Multinational Financial Management.
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article1
2005Momentum Profits in Alternative Stock Market Structures.(2005) In: Money Macro and Finance (MMF) Research Group Conference 2005.
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This paper has nother version. Agregated cites: 1
paper
2008The effects of universal futures on opening and closing returns In: Studies in Economics and Finance.
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article0
2008The Microstructure of the Irish Stock Market In: Multinational Finance Journal.
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article0
1999Changes in the Comovement of European Equity Markets. In: Economic Inquiry.
[Citation analysis]
article11
2006Momentum profits following bull and bear markets In: Journal of Asset Management.
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article5
1996Exchange Controls, Macroeconomic Integration and the Interdependence of European Equity Markets In: Working Papers.
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paper0
2004Momentum profits and macroeconomic factors In: Applied Economics Letters.
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article4
2000Portfolio diversification and filter rule profits In: Applied Economics Letters.
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article2
2000Interdependence of international equity market volatility In: Applied Economics Letters.
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article2
2005Volatility changes caused by the trading system: a Markov switching application In: Applied Financial Economics Letters.
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article1
2000Exchange controls and the transmission of equity market volatility: the case of the UK In: Applied Financial Economics.
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article2
2004Serial correlation in the returns of UK capitalization based portfolios In: Applied Financial Economics.
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article0
2005Testing for market segmentation in the A and B share markets of China In: Applied Financial Economics.
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article2
2005The leverage effect in the UK stock market In: Applied Financial Economics.
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article9
2009Volatility changes in drachma exchange rates In: Applied Financial Economics.
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article2
2010The impact of the closing call auction: an examination of effects in London In: Applied Financial Economics.
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article4
1998Exchange controls and European stock market integration In: Applied Economics.
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article9
2005The propensity to hedge using futures contracts: the case of potato futures contracts In: Applied Economics.
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article0
1995Calendar effects and the pricing of risk: the UK evidence 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

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team