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James M. Steeley

Observed names: J. M. Steeley, JAMES M. STEELEY, James M Steeley, James M. Steeley *, James Michael Steeley, James Steeley, James. M. Steeley
Observed institutions: University of Stirling, Aston University, Washington University in St. Louis, University of Manchester, University of Warwick, College of Accounting, Bank of England, Keele University, Brunel University of London, University of Cincinnati, Cardiff University
ORCID: 0000-0003-0345-5089
Observed ORCID: 0000-0003-0345-5089
OpenAlex ID: A5045237336
A note on information seasonality and the disappearance of the weekend effect in the UK stock market
2001 · James M. Steeley · Journal of Banking & Finance · 163
Estimating the Gilt‐edged Term Structure: Basis Splines and Confidence Intervals
1991 · James M. Steeley · Journal of Business Finance &amp Accounting · 111
Motives for corporate cash holdings: the CEO optimism effect
2015 · Winifred Huang-Meier, Neophytos Lambertides, et al. · Review of Quantitative Finance and Accounting · 79
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Modelling the dynamics of the term structure of interest rates
1990 · James M. Steeley · Arrow@dit (Dublin Institute of Technology) · 61
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Volatility transmission between stock and bond markets
2005 · James M. Steeley · Journal of International Financial Markets Institutions and Money · 53
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The side effects of quantitative easing: Evidence from the UK bond market
2014 · James M. Steeley · Journal of International Money and Finance · 50
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On the Existence of Visual Technical Patterns in the UK Stock Market
2003 · Edward R Dawson, James M. Steeley · Journal of Business Finance &amp Accounting · 40
Changes in the Comovement of European Equity Markets
1999 · Patricia L. Chelley‐Steeley, James M. Steeley · Economic Inquiry · 27
Exchange controls and European stock market integration
1998 · Patricia L. Chelley-Steeley, James M. Steeley, et al. · Applied Economics · 21
The effects of quantitative easing on the volatility of the gilt-edged market
2014 · James M. Steeley, Alexander Matyushkin · International Review of Financial Analysis · 20
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Testing Term Structure Estimation Methods: Evidence from the UK STRIPS Market
2008 · JAMES M. STEELEY · Journal of money credit and banking · 19
The leverage effect in the UK stock market
2005 · Patricia L. Chelley-Steeley, James M. Steeley * · Applied Financial Economics · 18
Volatility, Leverage and Firm Size: the U.k. Evidence
1996 · PATRICIA L. CHELLEY‐STEELEY, JAMES M. STEELEY · Manchester School · 17
The effect of quantitative easing on the variance and covariance of the UK and US equity markets
2017 · Abiodun Shogbuyi, James M. Steeley · International Review of Financial Analysis · 14
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Forecasting the Term Structure when Short‐Term Rates are Near Zero
2014 · James M. Steeley · Journal of Forecasting · 12
Making political capital: the behaviour of the UK capital markets during Election'97
2003 · J. M. Steeley · Applied Financial Economics · 12
Conditional volatility and firm size: an empirical analysis of UK equity portfolios
1995 · Patricia L. Chelley-Steeley, James M. Steeley · Applied Financial Economics · 12
The effects of non-trading on the illiquidity ratio
2015 · Patricia L. Chelley-Steeley, Neophytos Lambertides, et al. · Journal of Empirical Finance · 11
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Stock Price Distributions and News: Evidence from Index Options
2004 · James M. Steeley · Review of Quantitative Finance and Accounting · 11
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The effects of quantitative easing on the integration of UK capital markets
2015 · James M. Steeley · European Journal of Finance · 10
Measuring and assessing the effects and extent of international bond market integration
2005 · Brian M. Lucey, James Steeley · Journal of International Financial Markets Institutions and Money · 10
A Two‐factor Model of the U.K. Yield Curve
1997 · James. M. Steeley · Manchester School · 9
Deregulation and market efficiency: evidence from the gilt-edged market
1992 · James M. Steeley · Applied Financial Economics · 9
Secondary market pricing behaviour around UK bond auctions
2008 · Farooq Ahmad, James M. Steeley · Applied Financial Economics · 8
Forecasting the volatility of the A ustralian dollar using high‐frequency data: D oes estimator accuracy improve forecast evaluation?
2019 · George Bailey, James M. Steeley · International Journal of Finance & Economics · 7
Works count: 51
Citation count: 857
H-index: 14
I10-index: 21
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