9
H index
8
i10 index
276
Citations
James M. Steeley : Citation Profile
Brunel University London | RESEARCH PRODUCTION: 39 Articles 1 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 James M. Steeley. | Is cited by:
| Cites to:
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Main data
Where James M. Steeley has published?
Recent works citing James M. Steeley (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | CEO narcissism and firms cash conversion cycle: The moderating role of CEOs gender. (2024). Zaher, Heba F ; Illescas, Gilberto Marquez. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:1:p:783-810. Full description at Econpapers || Download paper |
| 2025 | CALENDAR EFFECTS IN IRAQ STOCK EXCHANGE SECTOR RETURNS. (2025). Faez, Hasan Mohammed. In: Revista Economica. RePEc:blg:reveco:v:77:y:2025:i:2:p:7-34. Full description at Econpapers || Download paper |
| 2025 | Day-of-the-week effect: a meta-analysis. (2025). Grebe, Leonard ; Schiereck, Dirk. In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL). RePEc:dar:wpaper:154180. Full description at Econpapers || Download paper |
| 2024 | Portfolio balance effect of the U.S. QE between commodities and financial assets in commodity-exporting countries. (2024). Lau, Wee Yeap ; Brooks, Robert ; Yip, Pick Schen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001505. Full description at Econpapers || Download paper |
| 2024 | Green bond and green stock in China: The role of economic and climate policy uncertainty. (2024). Cheung, Adrian (Wai-Kong) ; Wang, YU ; Yan, Wanlin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001530. Full description at Econpapers || Download paper |
| 2025 | Kuwait Stock Exchange: A re-examination of seasonal anomalies. (2025). Alsabah, Humoud. In: Emerging Markets Review. RePEc:eee:ememar:v:68:y:2025:i:c:s1566014125000664. Full description at Econpapers || Download paper |
| 2024 | CEO media coverage and cash holdings. (2024). Kumar, Satish ; Gupta, Prashant ; Bamel, Nisha ; Ahmed, Mohamed Shaker. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005574. Full description at Econpapers || Download paper |
| 2024 | Liquidity in the German corporate bond market: Has the CSPP made a difference?. (2024). Boneva, Lena ; Islami, Mevlud ; Schlepper, Kathi. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:147:y:2024:i:c:s0261560624001347. Full description at Econpapers || Download paper |
| 2024 | How Do Elite-Educated CEOs Choose the M&A Payment Method? Evidence from Taiwan. (2024). Su, Xuan-Qi ; Ke, Dun-Yao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:88:y:2024:i:c:s0927538x24002877. Full description at Econpapers || Download paper |
| 2024 | Do the dynamics of macroeconomic attention drive the yen/dollar exchange market volatility?. (2024). Luo, Tao ; Zhang, Lixia ; Bai, Jiancheng ; Sun, Huaping. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:597-611. Full description at Econpapers || Download paper |
| 2025 | Forecasting Asset Returns Using Nelson–Siegel Factors Estimated from the US Yield Curve. (2025). Guidolin, Massimo ; Ionta, Serena. In: Econometrics. RePEc:gam:jecnmx:v:13:y:2025:i:2:p:17-:d:1632780. Full description at Econpapers || Download paper |
| 2024 | Stock Market Response to Quantitative Easing: Evidence from the Novel Rolling Windows Nonparametric Causality-in-Quantiles Approach. (2024). Ozkan, Oktay ; Olanipekun, Ifedola ; Olasehinde-Williams, Godwin. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:2:d:10.1007_s10614-023-10450-y. Full description at Econpapers || Download paper |
| 2025 | Calendar anomalies and dividend announcements effects on the stock markets returns. (2025). Al-Najjar, Basil ; Hasan, Fakhrul. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:64:y:2025:i:2:d:10.1007_s11156-024-01321-0. Full description at Econpapers || Download paper |
| 2025 | Non-standard monetary policy measures and bank systemic risk in the Eurozone. (2025). Vu, Anh Nguyet ; Katsiampa, Paraskevi. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:64:y:2025:i:4:d:10.1007_s11156-024-01339-4. Full description at Econpapers || Download paper |
| 2024 | Day-of-the-week effect: a meta-analysis. (2024). Schiereck, Dirk ; Grebe, Leonard. In: Eurasian Economic Review. RePEc:spr:eurase:v:14:y:2024:i:4:d:10.1007_s40822-024-00293-9. Full description at Econpapers || Download paper |
| 2025 | The role of technical chart patterns in the early Bitcoin market: intraday evidence from the Mt.Gox transaction dataset. (2025). Rink, Kevin. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-025-00763-2. 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 | 8 |
| 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 | 8 |
| 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 | 10 |
| 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 | 6 |
| 2006 | Volatility transmission between stock and bond markets In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 28 |
| 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 |
| 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 |
| 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 | 58 |
| 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 | 19 |
| 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 | 32 |
| 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 | 10 |
| 2017 | The effects of quantitative easing on the integration of UK capital markets In: The European Journal of Finance. [Full Text][Citation analysis] | article | 3 |
| 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 | 5 |
| 2014 | Forecasting the Term Structure when Short‐Term Rates are Near Zero In: Journal of Forecasting. [Full Text][Citation analysis] | article | 7 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team