9
H index
6
i10 index
249
Citations
James M. Steeley : Citation Profile
Brunel University | RESEARCH PRODUCTION: 38 Articles 1 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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24 years (1995 - 2019). 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:
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Main data
Where James M. Steeley has published?
Recent works citing James M. Steeley (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | How do firms learn? Evidence from corporate cash holdings during the COVID?19 pandemic. (2023). Simpson, Thuy ; Bc, Bishal. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:1:p:77-108. Full description at Econpapers || Download paper |
| 2023 | On illiquidity of an emerging sovereign bond market. (2023). Soykok, Emre ; Karahan, Cenk C. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:2:s093936252300002x. Full description at Econpapers || Download paper |
| 2023 | A global monetary policy factor in sovereign bond yields. (2023). Migiakis, Petros ; Malliaropulos, Dimitris. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:445-465. Full description at Econpapers || Download paper |
| 2023 | U.S. leveraged loan and debt markets: Implications for optimal portfolio and hedging. (2023). Lee, Chien-Chiang ; Tiwari, Aviral Kumar ; Nasreen, Samia ; Aikins, Emmanuel Joel. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000303. Full description at Econpapers || Download paper |
| 2023 | Determinants of financial stability and risk transmission in dual financial system: Evidence from the COVID pandemic. (2023). Elsayed, Ahmed ; Helmi, Mohamad Husam ; Ahmed, Habib. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000525. Full description at Econpapers || Download paper |
| 2023 | Network 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 |
| 2023 | Insider 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 |
| 2023 | Managerial overconfidence and corporate cash holdings: Evidence from primary and secondary data. (2023). Hudson, Robert ; Guney, Yilmaz ; Tuyet, Nhung Thi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000697. Full description at Econpapers || Download paper |
| 2023 | The effect of quantitative easing and quantitative tightening on U.S. equity REIT returns. (2023). Song, Han-Suck ; Axelsson, Birger. In: Working Paper Series. RePEc:hhs:kthrec:2023_009. Full description at Econpapers || Download paper |
| 2023 | Is There Still a Day-of-the-Week Effect in the Real Estate Sector?. (2023). Hennig, Kerstin ; Schiereck, Dirk ; Grebe, Leonard ; Reis, Julius Marcus. In: Oblik i finansi. RePEc:iaf:journl:y:2023:i:3:p:84-97. Full description at Econpapers || Download paper |
| 2023 | Managerial overconfidence: promoter of or obstacle to organizational resilience?. (2023). Sonnenholzner, Lara ; Kunz, Jennifer. In: Review of Managerial Science. RePEc:spr:rvmgts:v:17:y:2023:i:1:d:10.1007_s11846-022-00530-y. Full description at Econpapers || Download paper |
Works by James M. Steeley:
| Year | Title | Type | Cited |
|---|---|---|---|
| 1997 | The Impact of Portfolio Diversification on Trading Rules Profits: Some Evidence for UK Share Portfolios In: Journal of Business Finance & Accounting. [Full Text][Citation analysis] | article | 1 |
| 1998 | Differences in Perstistence in Aggregated and Disaggregated UK Stock Returns: A Reconciliation In: Journal of Business Finance & Accounting. [Full Text][Citation analysis] | article | 0 |
| 2003 | On the Existence of Visual Technical Patterns in the UK Stock Market In: Journal of Business Finance & Accounting. [Full Text][Citation analysis] | article | 7 |
| 1996 | Volatility, Leverage and Firm Size: The U.K. Evidence. In: The Manchester School of Economic & Social Studies. [Citation analysis] | article | 6 |
| 1997 | A Two-Factor Model of the U.K. Yield Curve. In: The Manchester School of Economic & Social Studies. [Citation analysis] | article | 5 |
| 2015 | Trading Patterns and Market Integration in Overlapping Experimental Asset Markets In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 7 |
| 2015 | Earnings and hindsight bias: An experimental study In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 1997 | Implied volatility from the term structure: a simple analytical approximation In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2015 | The effects of non-trading on the illiquidity ratio In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 3 |
| 2015 | The effects of quantitative easing on the volatility of the gilt-edged market In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 7 |
| 2016 | Explaining turn of the year order flow imbalance In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 0 |
| 2017 | The effect of quantitative easing on the variance and covariance of the UK and US equity markets In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 8 |
| 2006 | Measuring and assessing the effects and extent of international bond market integration In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 5 |
| 2006 | Volatility transmission between stock and bond markets In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 26 |
| 2014 | Portfolio size, non-trading frequency and portfolio return autocorrelation In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 1 |
| 2001 | A note on information seasonality and the disappearance of the weekend effect in the UK stock market In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 50 |
| 2015 | The side effects of quantitative easing: Evidence from the UK bond market In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 18 |
| 2011 | The effect of universal futures on opening and closing stock market price discovery In: Studies in Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 2004 | Stock Price Distributions and News: Evidence from Index Options In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 7 |
| 2016 | Motives for corporate cash holdings: the CEO optimism effect In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 26 |
| 2008 | Testing Term Structure Estimation Methods: Evidence from the UK STRIPS Market In: Journal of Money, Credit and Banking. [Citation analysis] | article | 10 |
| 2008 | Testing Term Structure Estimation Methods: Evidence from the UK STRIPS Market.(2008) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | article | |
| 1999 | Changes in the Comovement of European Equity Markets. In: Economic Inquiry. [Citation analysis] | article | 10 |
| 1996 | Exchange Controls, Macroeconomic Integration and the Interdependence of European Equity Markets In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Information processing and the UK weekend effect: do investors cut their losses on Mondays? In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 1995 | The use of spline functions for forecasting in the presence of structural changes: a cautionary tale In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 1997 | The implications of cointegration in financial markets: a comment In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2000 | Portfolio diversification and filter rule profits In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2003 | Making political capital: the behaviour of the UK capital markets during Election97 In: Applied Financial Economics. [Full Text][Citation analysis] | article | 4 |
| 2004 | Estimating time-varying risk premia in UK long-term government bonds In: Applied Financial Economics. [Full Text][Citation analysis] | article | 5 |
| 2005 | The leverage effect in the UK stock market In: Applied Financial Economics. [Full Text][Citation analysis] | article | 9 |
| 2008 | Secondary market pricing behaviour around UK bond auctions In: Applied Financial Economics. [Full Text][Citation analysis] | article | 9 |
| 2012 | Price discovery for Chinese shares cross-listed in multiple markets In: Applied Financial Economics. [Full Text][Citation analysis] | article | 2 |
| 2014 | A 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. [Full Text][Citation analysis] | article | 0 |
| 1998 | Exchange controls and European stock market integration In: Applied Economics. [Full Text][Citation analysis] | article | 9 |
| 2017 | The effects of quantitative easing on the integration of UK capital markets In: The European Journal of Finance. [Full Text][Citation analysis] | article | 2 |
| 1996 | Volatility transmission in the UK equity market In: The European Journal of Finance. [Full Text][Citation analysis] | article | 0 |
| 2019 | Forecasting the volatility of the Australian dollar using high?frequency data: Does estimator accuracy improve forecast evaluation? In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 4 |
| 2014 | Forecasting the Term Structure when Short?Term Rates are Near Zero In: Journal of Forecasting. [Full Text][Citation analysis] | article | 5 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team