8
H index
4
i10 index
235
Citations
Patricia L. Chelley-Steeley : Citation Profile
| RESEARCH PRODUCTION: 40 Articles 2 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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27 years (1995 - 2022). 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 (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Macroeconomic 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 |
| 2023 | The 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 |
| 2024 | Informed trading and cryptocurrencies. New evidence using tick-by-tick data. (2024). Sampath, Aravind ; Natashekara, Karthik. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612323012813. Full description at Econpapers || Download paper |
| 2023 | Who trades at the close? Implications for price discovery and liquidity. (2023). Muravyev, Dmitriy ; Bogousslavsky, Vincent. In: Journal of Financial Markets. RePEc:eee:finmar:v:66:y:2023:i:c:s1386418123000502. 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 |
| 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 | . Full description at Econpapers || Download paper |
| 2023 | Does Random Auction Ending Curb Stock Price Manipulation?. (2023). Zou, MI ; Michayluk, David ; Lin, Yiping. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:13:y:2023:i:04:n:s2010139224500010. 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 | 4 |
| 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 |
| 2008 | Market quality changes in the London Stock Market In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 26 |
| 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 |
| 1998 | Exchange controls and European stock market integration In: Applied Economics. [Full Text][Citation analysis] | article | 9 |
| 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, 3 2024. Contact: CitEc Team