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Professor James Steeley
Professor - Finance

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Bailey, G. and Steeley, JM. (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. ISSN: 1076-9307 Open Access Link

Journal article

Chelley-Steeley, P., Kluger, B., Steeley, J. and Adams, P. (2015) 'Trading Patterns and Market Integration in Overlapping Experimental Asset Markets'. Journal of Financial and Quantitative Analysis, 50 (6). pp. 1473 - 1499. ISSN: 0022-1090 Open Access Link

Journal article

Chelley-Steeley, PL., Lambertides, N. and Steeley, JM. (2015) 'The effects of non-trading on the illiquidity ratio'. Journal of Empirical Finance, 34. pp. 204 - 228. ISSN: 0927-5398 Open Access Link

Journal article

Steeley, JM. (2015) 'The effects of quantitative easing on the integration of UK capital markets'. European Journal of Finance, 23 (11). pp. 999 - 1024. ISSN: 1351-847X Open Access Link

Journal article

Huang-Meier, W., Lambertides, N. and Steeley, JM. (2015) 'Motives for corporate cash holdings: the CEO optimism effect'. Review of Quantitative Finance and Accounting, 47 (3). pp. 699 - 732. ISSN: 0924-865X Open Access Link

Journal article

Steeley, JM. (2015) 'The side effects of quantitative easing: Evidence from the UK bond market'. Journal of International Money and Finance, 51. pp. 303 - 336. ISSN: 0261-5606 Open Access Link

Journal article

Steeley, JM. and Matyushkin, A. (2015) 'The effects of quantitative easing on the volatility of the gilt-edged market'. International Review of Financial Analysis, 37. pp. 113 - 128. ISSN: 1057-5219 Open Access Link

Journal article

Steeley, JM. (2014) 'Forecasting the term structure when short-term rates are near zero'. Journal of Forecasting, 33 (5). pp. 350 - 363. ISSN: 0277-6693

Journal article

Steeley, JM. (2008) 'Testing term structure estimation methods: Evidence from the UK STRIPS market'. Journal of Money, Credit and Banking, 40 (7). pp. 1489 - 1512. ISSN: 0022-2879

Journal article

Ahmad, F. and Steeley, JM. (2008) 'Secondary market pricing behaviour around UK bond auctions'. Applied Financial Economics, 18 (9). pp. 691 - 699. ISSN: 0960-3107

Journal article

Steeley, JM. (2004) 'Stock price distributions and news: Evidence from index options'. Review of Quantitative Finance and Accounting, 23 (3). pp. 229 - 250. ISSN: 0924-865X

Journal article

Steeley, JM. (2003) 'Making political capital: The behaviour of the UK capital markets during Election '97'. Applied Financial Economics, 13 (2). pp. 85 - 95. ISSN: 0960-3107

Journal article

Dawson, ER. and Steeley, JM. (2003) 'On the existence of visual technical patterns in the UK stock market'. Wiley. pp. 263 - 293. ISSN: 0306-686X

Conference paper

Steeley, JM. (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. ISSN: 0378-4266

Journal article

Steeley, JM. (1997) 'Implied volatility from the term structure: A simple analytical approximation'. Economics Letters, 57 (3). pp. 345 - 352. ISSN: 0165-1765

Journal article

Steeley, JM. (1992) 'Deregulation and market efficiency: Evidence from the gilt-edged market'. Applied Financial Economics, 2 (3). pp. 125 - 143. ISSN: 0960-3107

Journal article

Steeley, JM. (1991) 'ESTIMATING THE GILT‐EDGED TERM STRUCTURE: BASIS SPLINES AND CONFIDENCE INTERVALS'. Journal of Business Finance & Accounting, 18 (4). pp. 513 - 529. ISSN: 0306-686X

Journal article

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