Keele Research Repository

Article

Steeley, JM ORCID: https://orcid.org/0000-0003-0345-5089 and Bailey, G (2019) Forecasting the volatility of the Australian Dollar using high frequency data: Does estimator accuracy improve forecast evaluation? International Journal of Finance and Economics, 24 (3). pp. 1355-1389.

Steeley, JM (2017) The effects of quantitative easing on the integration of UK capital markets. European Journal of Finance, 23 (11). pp. 999-1024.

Shogbuyi, A and Steeley, JM ORCID: https://orcid.org/0000-0003-0345-5089 (2017) The effect of quantitative easing on the variance and covariance of the UK and US equity markets. International Review of Financial Analysis, 52. pp. 281-291.

Steeley, JM ORCID: https://orcid.org/0000-0003-0345-5089, Chelley-Steeley, P, Kluger, B and Adams, P (2016) Trading Patterns and Market Integration in Overlapping Experimental Asset Markets. Journal of Financial and Quantitative Analysis, 50 (6). pp. 1473-1499.

Chelley-Steely, Patricia, Lambertides, N and Steeley, JM (2016) Order flow imbalances at the turn of the year. International Review of Financial Analysis, 43. pp. 76-95.

Chelley-Steeley, P, Lambertides, N and Steeley, JM (2015) The effects of non-trading on the illiquidity ratio. Journal of Empirical Finance, 34. 204 -228.

Huang-Meier, W, Lambertides, N and Steeley, JM (2015) Motives for coporate cash holdings: The CEO optimism effect. Review of Quantitative Finance and Accounting, 47 (3). pp. 699-732.

Steeley, JM ORCID: https://orcid.org/0000-0003-0345-5089 (2014) The side-effects of Quantitative Easing: Evidence from the UK Bond Market. Journal of International Money and Finance: theoretical and empirical research in international economics and finance, 51. 303 - 336.

Steeley, JM ORCID: https://orcid.org/0000-0003-0345-5089 and Matyushkin, A (2014) The effects of quantitative easing on the volatility of the gilt-edged market. International Review of Financial Analysis, 37. 113 - 128.

Chelley-Steeley, P and Steeley, JM ORCID: https://orcid.org/0000-0003-0345-5089 (2014) Porfolio size, non-trading frequency and portfolio return autocorrelation. Journal of International Financial Markets, Institutions and Money, 33. 56 - 77.