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James M Steeley
James M Steeley
Brunel University London
Verified email at btopenworld.com - Homepage
Title
Cited by
Cited by
Year
ESTIMATING THE GILT-EDGED TERM STRUCTURE: BASIS SPLINES AND CONFIDENCE INTERVALS.
JM Steeley
Journal of Business Finance & Accounting 18 (4), 1991
2261991
A note on information seasonality and the disappearance of the weekend effect in the UK stock market
JM Steeley
Journal of Banking & Finance 25 (10), 1941-1956, 2001
2122001
Modelling the dynamics of the term structure of interest rates
JM Steeley
Economic & Social Research Institute, 1990
1001990
Motives for corporate cash holdings: the CEO optimism effect
W Huang-Meier, N Lambertides, JM Steeley
Review of quantitative finance and accounting 47, 699-732, 2016
862016
Volatility transmission between stock and bond markets
JM Steeley
Journal of International Financial Markets, Institutions and Money 16 (1), 71-86, 2006
762006
On the existence of visual technical patterns in the UK stock market
ER Dawson, JM Steeley
Journal of Business Finance & Accounting 30 (1‐2), 263-293, 2003
652003
The side effects of quantitative easing: Evidence from the UK bond market
JM Steeley
Journal of International Money and Finance 51, 303-336, 2015
462015
Changes in the comovement of European equity markets
PL Chelley‐Steeley, JM Steeley
Economic Inquiry 37 (3), 473-488, 1999
441999
The effects of quantitative easing on the volatility of the gilt-edged market
JM Steeley, A Matyushkin
International review of financial analysis 37, 113-128, 2015
332015
Exchange controls and European stock market integration
PL Chelley-Steeley, JM Steeley, EJ Pentecost
Applied Economics 30 (2), 263-267, 1998
331998
Volatility, leverage and firm size: the UK evidence
PL CHELLEY‐STEELEY, JM Steeley
The Manchester School 64 (S1), 83-103, 1996
321996
The leverage effect in the UK stock market
PL Chelley-Steeley, JM Steeley*
Applied Financial Economics 15 (6), 409-423, 2005
292005
The effect of quantitative easing on the variance and covariance of the UK and US equity markets
A Shogbuyi, JM Steeley
International Review of Financial Analysis 52, 281-291, 2017
242017
Stock price distributions and news: Evidence from index options
JM Steeley
Review of quantitative finance and accounting 23, 229-250, 2004
242004
Testing term structure estimation methods: Evidence from the UK STRIPs market
JM Steeley
Journal of Money, Credit and Banking 40 (7), 1489-1512, 2008
222008
The effects of non-trading on the illiquidity ratio
PL Chelley-Steeley, N Lambertides, JM Steeley
Journal of Empirical Finance 34, 204-228, 2015
172015
The effects of non-trading on the illiquidity ratio
PL Chelley-Steeley, N Lambertides, JM Steeley
Journal of Empirical Finance 34, 204-228, 2015
172015
Forecasting the Term Structure when Short‐Term Rates are Near Zero
JM Steeley
Journal of Forecasting 33 (5), 350-363, 2014
172014
Making political capital: the behaviour of the UK capital markets during Election'97
JM Steeley
Applied financial economics 13 (2), 85-95, 2003
172003
Conditional volatility and firm size: an empirical analysis of UK equity portfolios
PL Chelley-Steeley, JM Steeley
Applied Financial Economics 5 (6), 433-440, 1995
171995
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