James M. Steeley : Citation Profile


Are you James M. Steeley?

Brunel University London

9

H index

6

i10 index

249

Citations

RESEARCH PRODUCTION:

36

Articles

1

Papers

RESEARCH ACTIVITY:

   22 years (1995 - 2017). See details.
   Cites by year: 11
   Journals where James M. Steeley has often published
   Relations with other researchers
   Recent citing documents: 17.    Total self citations: 7 (2.73 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pst205
   Updated: 2024-11-04    RAS profile: 2022-03-29    
   Missing citations? Add them    Incorrect content? Let us know

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:

Otranto, Edoardo (7)

LINTON, OLIVER (7)

Zaghini, Andrea (7)

lucey, brian (6)

Breedon, Francis (6)

Gallo, Giampiero (6)

Papadamou, Stephanos (5)

Panagiotidis, Theodore (4)

Fountas, Stilianos (4)

Krippner, Leo (3)

Conrad, Christian (3)

Cites to:

Engle, Robert (15)

Breedon, Francis (14)

Chadha, Jagjit (13)

Bollerslev, Tim (11)

Waters, Alex (9)

Martin, Christopher (9)

Milas, Costas (9)

Fama, Eugene (8)

French, Kenneth (8)

Campbell, John (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
International Review of Financial Analysis3
Journal of Business Finance & Accounting3
Journal of International Financial Markets, Institutions and Money3
Review of Quantitative Finance and Accounting2
The Manchester School of Economic & Social Studies2
Economics Letters2
The European Journal of Finance2

Recent works citing James M. Steeley (2024 and 2023)


YearTitle of citing document
2024CEO narcissism and firms cash conversion cycle: The moderating role of CEOs gender. (2024). Marquezillescas, Gilberto ; Zaher, Heba F. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:1:p:783-810.

Full description at Econpapers || Download paper

2023A 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

2023U.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

2023Precautionary motive or private benefit motive for holding cash: Evidence from CEO ownership. (2023). Zeng, Yeqin ; Yin, Chao ; Sun, Wenyi. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003368.

Full description at Econpapers || Download paper

2023Time-varying bond market integration and the impact of financial crises. (2023). Hyde, Stuart ; Cho, Sungjun ; Qin, Weiping. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004258.

Full description at Econpapers || Download paper

2024CEO media coverage and cash holdings. (2024). Gupta, Prashant ; Kumar, Satish ; Ahmed, Mohamed Shaker ; Bamel, Nisha. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005574.

Full description at Econpapers || Download paper

2023The effects of quantitative easing on Bitcoin prices. (2023). Zhang, Maojun ; Zhao, Yang ; Nan, Jiangxia ; Pei, Ziting. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323006049.

Full description at Econpapers || Download paper

2023Determinants 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

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

2023Managerial 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

2023The 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

2023Is There Still a Day-of-the-Week Effect in the Real Estate Sector?. (2023). Grebe, Leonard ; Reis, Julius Marcus ; Hennig, Kerstin ; Schiereck, Dirk. In: Oblik i finansi. RePEc:iaf:journl:y:2023:i:3:p:84-97.

Full description at Econpapers || Download paper

2023Are optimistic CEOs and pessimistic CFOs the best partners? Evidence from corporate cash holdings. (2023). Zheng, Limin ; Zeng, Huixiang ; Chen, Linrong ; Zhang, Yutong ; Li, Xiaoyu. In: Palgrave Communications. RePEc:pal:palcom:v:10:y:2023:i:1:d:10.1057_s41599-023-02469-1.

Full description at Econpapers || Download paper

2023Managerial 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:


YearTitleTypeCited
1997The Impact of Portfolio Diversification on Trading Rules Profits: Some Evidence for UK Share Portfolios In: Journal of Business Finance & Accounting.
[Full Text][Citation analysis]
article1
1998Differences in Perstistence in Aggregated and Disaggregated UK Stock Returns: A Reconciliation In: Journal of Business Finance & Accounting.
[Full Text][Citation analysis]
article0
2003On the Existence of Visual Technical Patterns in the UK Stock Market In: Journal of Business Finance & Accounting.
[Full Text][Citation analysis]
article7
1996Volatility, Leverage and Firm Size: The U.K. Evidence. In: The Manchester School of Economic & Social Studies.
[Citation analysis]
article6
1997A Two-Factor Model of the U.K. Yield Curve. In: The Manchester School of Economic & Social Studies.
[Citation analysis]
article5
2015Trading Patterns and Market Integration in Overlapping Experimental Asset Markets In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
article7
2015Earnings and hindsight bias: An experimental study In: Economics Letters.
[Full Text][Citation analysis]
article0
1997Implied volatility from the term structure: a simple analytical approximation In: Economics Letters.
[Full Text][Citation analysis]
article1
2015The effects of non-trading on the illiquidity ratio In: Journal of Empirical Finance.
[Full Text][Citation analysis]
article3
2015The effects of quantitative easing on the volatility of the gilt-edged market In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article8
2016Explaining turn of the year order flow imbalance In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article0
2017The 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]
article9
2006Measuring and assessing the effects and extent of international bond market integration In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article6
2006Volatility transmission between stock and bond markets In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article26
2014Portfolio size, non-trading frequency and portfolio return autocorrelation In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article1
2001A 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]
article52
2015The side effects of quantitative easing: Evidence from the UK bond market In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article18
2011The effect of universal futures on opening and closing stock market price discovery In: Studies in Economics and Finance.
[Full Text][Citation analysis]
article0
2004Stock Price Distributions and News: Evidence from Index Options In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]
article7
2016Motives for corporate cash holdings: the CEO optimism effect In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]
article30
2008Testing Term Structure Estimation Methods: Evidence from the UK STRIPS Market In: Journal of Money, Credit and Banking.
[Citation analysis]
article10
2008Testing 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
1999Changes in the Comovement of European Equity Markets. In: Economic Inquiry.
[Citation analysis]
article10
1996Exchange Controls, Macroeconomic Integration and the Interdependence of European Equity Markets In: Working Papers.
[Full Text][Citation analysis]
paper0
2004Information processing and the UK weekend effect: do investors cut their losses on Mondays? In: Applied Economics Letters.
[Full Text][Citation analysis]
article1
1995The use of spline functions for forecasting in the presence of structural changes: a cautionary tale In: Applied Economics Letters.
[Full Text][Citation analysis]
article0
1997The implications of cointegration in financial markets: a comment In: Applied Economics Letters.
[Full Text][Citation analysis]
article0
2000Portfolio diversification and filter rule profits In: Applied Economics Letters.
[Full Text][Citation analysis]
article1
2003Making political capital: the behaviour of the UK capital markets during Election97 In: Applied Financial Economics.
[Full Text][Citation analysis]
article4
2004Estimating time-varying risk premia in UK long-term government bonds In: Applied Financial Economics.
[Full Text][Citation analysis]
article5
2005The leverage effect in the UK stock market In: Applied Financial Economics.
[Full Text][Citation analysis]
article9
2008Secondary market pricing behaviour around UK bond auctions In: Applied Financial Economics.
[Full Text][Citation analysis]
article9
2012Price discovery for Chinese shares cross-listed in multiple markets In: Applied Financial Economics.
[Full Text][Citation analysis]
article2
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.
[Full Text][Citation analysis]
article0
1998Exchange controls and European stock market integration In: Applied Economics.
[Full Text][Citation analysis]
article9
2017The effects of quantitative easing on the integration of UK capital markets In: The European Journal of Finance.
[Full Text][Citation analysis]
article2
1996Volatility transmission in the UK equity market In: The European Journal of Finance.
[Full Text][Citation analysis]
article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team