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Article

Chelley-steeley, Patricia L.; Kluger, Brian D. and Steeley, James M. (2015). Earnings and hindsight bias:an experimental study. Economics Letters, 134 , pp. 130-132.

Steeley, James M. (2015). The side effects of quantitative easing:evidence from the UK bond market. Journal of International Money and Finance, 51 , pp. 303-336.

Steeley, James M. and Matyushkin, Alexander (2015). The effects of quantitative easing on the volatility of the gilt-edged market. International Review of Financial Analysis, 37 , 113–128.

Chelley-Steeley, Patricia L.; Lambertides, Neophytos and Steeley, James M. (2015). Explaining turn of the year order flow imbalance. International Review of Financial Analysis, In pre ,

Chelley-Steeley, Patricia L.; Lambertides, Neophytos and Steeley, James M. (2015). The effects of non-trading on the illiquidity ratio. Journal of Empirical Finance, 34 , pp. 204-228.

Huang-Meier, Winifred; Lambertides, Neophytos and Steeley, James M. (2015). Motives for corporate cash holdings:the CEO optimism effect. Review of quantitative finance and accounting, Early ,

Chelley-Steeley, Patricia L. and Steeley, James M. (2014). Portfolio size, non-trading frequency and portfolio return autocorrelation. Journal of International Financial Markets, Institutions and Money, 33 (1), pp. 56-77.

Steeley, James M. (2014). Forecasting the term structure when short-term rates are near zero. Journal of Forecasting, 33 (5), pp. 350-363.

Steeley, James M. (2014). A shape-based decomposition of the yield adjustment term in the arbitrage-free Nelson and Siegel (AFNS) model of the yield curve. Applied Financial Economics, 24 (10), pp. 661-669.

Chelley-Steeley, Patricia L. and Steeley, James M. (2012). Price discovery for Chinese shares cross-listed in multiple markets. Applied Financial Economics, 22 (19), pp. 1587-1601.

Chelley-Steeley, Patricia L. and Steeley, James M. (2011). The effect of universal futures on opening and closing stock market price discovery. Studies in economics and finance, 28 (4), pp. 260-281.

Li, Yan and Steeley, James M. (2010). Sticky credit spreads, macroeconomic activity and equity market volatility. Journal of Current Issues in Finance, Banking and Economics, 3 (2-3), pp. 243-274.

Steeley, James M. (2008). Testing term structure estimation methods:evidence from the UK STRIPs market. Journal of Money, Credit and Banking, 40 (7), pp. 1489-1512.

Ahmad, Farooq and Steeley, James M. (2008). Secondary market pricing behaviour around UK bond auctions. Applied Financial Economics, 18 (9), pp. 691-699.

Lucey, Brian M. and Steeley, James M. (2006). Measuring and assessing the effects and extent of international bond market integration. Journal of International Financial Markets, Institutions and Money, 16 (1), pp. 1-3.

Steeley, James M. (2006). Volatility transmission between stock and bond markets. Journal of International Financial Markets, Institutions and Money, 16 (1), pp. 71-86.

Chelley-Steeley, Patricia L. and Steeley, James M. (2005). The leverage effect in the UK stock market. Applied Financial Economics, 15 (6), pp. 409-423.

Steeley, James M. (2004). Information processing and the UK weekend effect:Do investors cut their losses on Mondays? Applied Economics Letters, 11 (14), pp. 895-899.

Steeley, James M. (2004). Estimating time-varying risk premia in UK long-term government bonds. Applied Financial Economics, 14 (5), pp. 367-373.

Steeley, James M. (2003). Making political capital:the behaviour of UK financial markets during Election 97. Applied Financial Economics, 13 (2), pp. 85-95.

Dawson, Edward R. and Steeley, James M. (2003). On the existence of visual technical patterns in the UK stock market. Journal of Business Fnance and Accounting, 30 (1/2), pp. 263-293.

Steeley, James M. (2001). A note on information seasonality and the disappearance of the weekend effect in the UK stock market. Journal of Banking and Finance, 25 (10), pp. 1941-1956.

Chelley-Steeley, Patricia L. and Steeley, James M. (2000). Portfolio diversification and filter rule profits. Applied Economics Letters, 7 (3), pp. 171-175.

Chelley-Steeley, Patricia L. and Steeley, James M. (1999). Changes in the comovement of european equity markets. Economic Inquiry, 37 (3), pp. 473-488.

Chelley-Steeley, Patricia L.; Steeley, James M. and Pentecost, Eric J. (1998). Exchange controls and European stock market integration. Applied Economics, 30 (2), pp. 263-267.

Chelley-Steeley, Patricia L. and Steeley, James M. (1997). The impact of portfolio diversification on trading rule profits:some evidence for UK share portfolios. Journal of Business Fnance and Accounting, 24 (6), pp. 759-779.

Steeley, James M. (1997). A two-factor model of the U.K. yield curve. Manchester School, 65 (S), pp. 32-58.

Chelley-Steeley, Patricia L. and Steeley, James M. (1996). Volatility transmission in the UK equity market. European Journal of Finance, 2 (2), pp. 145-160.

Chelley-Steeley, Patricia L. and Steeley, James M. (1995). Conditional volatility and firm size:an empirical analysis of UK equity portfolios. Applied Financial Economics, 5 (6), pp. 433-440.

Chelley-Steeley, Patricia L. and Steeley, Jim M. Measuring and modelling the influence of investor behaviour on investment decision making. International Journal of Behavioural Accounting and Finance, 1 (2), pp. 91-94.

Steeley, James M. Stock price distributions and news:evidence from index options. Review of quantitative finance and accounting, 23 (3), pp. 229-250.

Book Section

Steeley, James (2014). Yield curve dimensionality when interest rates are near the zero lower bound. IN: Developments in macro-finance yield curve modelling. Chadha, Jagjit S.; Durré, Alain C.J.; Joyce, Michael A.S. and Sarno, Lucio (eds) Cambridge (UK): Cambridge University Press.

Li, Yan and Steeley, James M. (2010). Sticky credit spreads, macroeconomic activity and equity market volatility. IN: Finance and banking developments. Karsone, Charles V. (ed.) New York (US): Nova science.

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