Professor James Steeley
Professor - Finance
Marie Jahoda 241
- Email: james.steeley@brunel.ac.uk
- Tel: +44 (0)1895 267753
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
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
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
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
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
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
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
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
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
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
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
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
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
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
Steeley, JM. (1997) 'Implied volatility from the term structure: A simple analytical approximation'. Economics Letters, 57 (3). pp. 345 - 352. ISSN: 0165-1765
Steeley, JM. (1992) 'Deregulation and market efficiency: Evidence from the gilt-edged market'. Applied Financial Economics, 2 (3). pp. 125 - 143. ISSN: 0960-3107
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