Browsing by Author Steeley, JM

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Showing results 1 to 12 of 12
Issue DateTitleAuthor(s)
7-Sep-2024Conflicting versus reinforcing private information, information aggregation, and the time series properties of asset pricesSchnitzlein, C; Chelley-Steeley, P; Steeley, JM
1-Sep-2015Earnings and hindsight bias: An experimental studyChelley-Steeley, PL; Kluger, BD; Steeley, JM
8-Jul-2017The effect of quantitative easing on the variance and covariance of the UK and US equity marketsShogbuyi, A; Steeley, JM
1-Dec-2015The effects of non-trading on the illiquidity ratioChelley-Steeley, PL; Lambertides, N; Steeley, JM
24-Aug-2015The effects of quantitative easing on the integration of UK capital marketsSteeley, JM
Jan-2015The effects of quantitative easing on the volatility of the gilt-edged marketSteeley, JM; Matyushkin, A
5-Jun-2015Explaining turn of the year order flow imbalanceChelley-Steeley, PL; Lambertides, N; Steeley, JM
3-Apr-2019Forecasting the volatility of the Australian dollar using high-frequency data: Does estimator accuracy improve forecast evaluation?Bailey, G; Steeley, JM
17-May-2015Motives for corporate cash holdings: the CEO optimism effectHuang-Meier, W; Lambertides, N; Steeley, JM
1-Nov-2014Portfolio size, non-trading frequency and portfolio return autocorrelationChelley-Steeley, PL; Steeley, JM
19-Mar-2014A shape-based decomposition of the yield adjustment term in the arbitrage-free Nelson and Siegel (AFNS) model of the yield curveSteeley, JM
Mar-2015The side effects of quantitative easing: Evidence from the UK bond marketSteeley, JM