8
H index
5
i10 index
239
Citations
Patricia L. Chelley-Steeley : Citation Profile
| RESEARCH PRODUCTION: 42 Articles 2 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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29 years (1995 - 2024). 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:
| Cites to:
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Main data
Where Patricia L. Chelley-Steeley has published?
Recent works citing Patricia L. Chelley-Steeley (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2025 | Exploring the dynamic impact of transaction taxes on market quality in HFT and non-HFT environments: An agent-based modeling approach. (2025). Zhu, Hongliang ; Wang, Liming ; Sun, Xuchu ; Li, Tangrong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002857. Full description at Econpapers || Download paper |
| 2024 | Informed trading and cryptocurrencies. New evidence using tick-by-tick data. (2024). Natashekara, Karthik ; Sampath, Aravind. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612323012813. Full description at Econpapers || Download paper |
| 2024 | Modeling transitions in nation brand equity: An empirical assessment of the nation equity power grid. (2024). Juusola, Katariina ; Lahrech, Abdelmounaim. In: Australian Journal of Management. RePEc:sae:ausman:v:49:y:2024:i:2:p:249-271. Full description at Econpapers || Download paper |
| 2024 | Predicting ETF liquidity. (2024). Pham, Son D ; Visaltanachoti, Nuttawat ; Nguyen, Nhut H ; Marshall, Ben R. In: Australian Journal of Management. RePEc:sae:ausman:v:49:y:2024:i:3:p:478-508. Full description at Econpapers || Download paper |
| 2024 | Frequent Auctions for Intraday Electricity Markets. (2024). Kuppelwieser, Thomas ; Wozabal, David ; Graf, Christoph. In: The Energy Journal. RePEc:sae:enejou:v:45:y:2024:i:1:p:231-256. Full description at Econpapers || Download paper |
Works by Patricia L. Chelley-Steeley:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2005 | Noise and the Trading Mechanism: the Case of SETS In: European Financial Management. [Full Text][Citation analysis] | article | 5 |
| 2001 | OPENING RETURNS, NOISE, AND OVERREACTION In: Journal of Financial Research. [Full Text][Citation analysis] | article | 2 |
| 1996 | Volatility, Leverage and Firm Size: The U.K. Evidence. In: The Manchester School of Economic & Social Studies. [Citation analysis] | article | 7 |
| 2015 | Trading Patterns and Market Integration in Overlapping Experimental Asset Markets In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 7 |
| 2016 | Cost of capital changes, the quality of trading information and market architecture In: The British Accounting Review. [Full Text][Citation analysis] | article | 2 |
| 2015 | Earnings and hindsight bias: An experimental study In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2013 | Illiquidity shocks and the comovement between stocks: New evidence using smooth transition In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 6 |
| 2015 | The effects of non-trading on the illiquidity ratio In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 3 |
| 2004 | Equity market integration in the Asia-Pacific region: A smooth transition analysis In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 26 |
| 2010 | The adverse selection component of exchange traded funds In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 5 |
| 2011 | Intraday patterns in London listed Exchange Traded Funds In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 8 |
| 2013 | Bid-ask spread dynamics in foreign exchange markets In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 1 |
| 2016 | Explaining turn of the year order flow imbalance In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 0 |
| 2022 | Trading activity around chapter 11 filing In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 1 |
| 2005 | Explaining volatility and serial correlation in opening and closing returns: A study of the FT-30 components In: Global Finance Journal. [Full Text][Citation analysis] | article | 4 |
| 2003 | The trading mechanism, cross listed stocks: a comparison of the Paris Bourse and SEAQ-International In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 5 |
| 2009 | Price synchronicity: The closing call auction and the London stock market In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 9 |
| 2010 | Efficiency and the trading system: The case of SETSmm In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 0 |
| 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 |
| 2015 | The effect of security and market order flow shocks on co-movement In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 1 |
| 2024 | Conflicting versus reinforcing private information, information aggregation, and the time series properties of asset prices In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 0 |
| 2008 | Market quality changes in the London Stock Market In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 28 |
| 2005 | Modeling equity market integration using smooth transition analysis: A study of Eastern European stock markets In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 64 |
| 2008 | Momentum profits in alternative stock market structures In: Journal of Multinational Financial Management. [Full Text][Citation analysis] | article | 1 |
| 2005 | Momentum Profits in Alternative Stock Market Structures.(2005) In: Money Macro and Finance (MMF) Research Group Conference 2005. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2008 | The effects of universal futures on opening and closing returns In: Studies in Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 2008 | The Microstructure of the Irish Stock Market In: Multinational Finance Journal. [Full Text][Citation analysis] | article | 0 |
| 1999 | Changes in the Comovement of European Equity Markets. In: Economic Inquiry. [Citation analysis] | article | 11 |
| 2006 | Momentum profits following bull and bear markets In: Journal of Asset Management. [Full Text][Citation analysis] | article | 5 |
| 1996 | Exchange Controls, Macroeconomic Integration and the Interdependence of European Equity Markets In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Momentum profits and macroeconomic factors In: Applied Economics Letters. [Full Text][Citation analysis] | article | 4 |
| 2000 | Portfolio diversification and filter rule profits In: Applied Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2000 | Interdependence of international equity market volatility In: Applied Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2000 | Exchange controls and the transmission of equity market volatility: the case of the UK In: Applied Financial Economics. [Full Text][Citation analysis] | article | 2 |
| 2004 | Serial correlation in the returns of UK capitalization based portfolios In: Applied Financial Economics. [Full Text][Citation analysis] | article | 0 |
| 2005 | Testing for market segmentation in the A and B share markets of China In: Applied Financial Economics. [Full Text][Citation analysis] | article | 2 |
| 2005 | The leverage effect in the UK stock market In: Applied Financial Economics. [Full Text][Citation analysis] | article | 9 |
| 2009 | Volatility changes in drachma exchange rates In: Applied Financial Economics. [Full Text][Citation analysis] | article | 2 |
| 2010 | The impact of the closing call auction: an examination of effects in London In: Applied Financial Economics. [Full Text][Citation analysis] | article | 4 |
| 2012 | Evaluating spread models with a basket security 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 | 10 |
| 2005 | The propensity to hedge using futures contracts: the case of potato futures contracts In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 1995 | Calendar effects and the pricing of risk: the UK evidence In: The European Journal of Finance. [Full Text][Citation analysis] | article | 0 |
| 1996 | Volatility transmission in the UK equity market In: The European Journal of Finance. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team