James M. Steeley - Publications, H-index & Citations

James M. Steeley

brunel university

14H指数

52论文数

873被引数

收录论文 9

发表时间

Motive and Opportunity: Order Choice in a Limit Order Book With Dispersed Information 动机与机会：分散信息下限价订单簿中的订单选择

INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS

IF2.8

2026-03-01

OAAI

Steeley, James; Schnitzlein, Charles; Chelley-steeley, Patricia

Conflicting versus reinforcing private information, information aggregation, and the time series properties of asset prices

JOURNAL OF BANKING & FINANCE

IF3.8

2024-12-01

OAAI

Schnitzlein, Charles; Chelley-Steeley, Patricia; Steeley, James M.

The effect of quantitative easing on the variance and covariance of the UK and US equity markets

INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS

IF9.8

2017-07-01

OAAI

Shogbuyi, Abiodun; Steeley, James M.

Trading Patterns and Market Integration in Overlapping Experimental Asset Markets

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS

IF2.8

2016-02-24

OAAI

Chelley-Steeley, Patricia; Kluger, Brian; Steeley, James; Adams, Paul

Explaining turn of the year order flow imbalance

INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS

IF9.8

2016-01-01

OAAI

Chelley-Steeley, Patricia L.; Lambertides, Neophytos; Steeley, James M.

The effects of quantitative easing on the volatility of the gilt-edged market

INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS

IF9.8

2015-01-01

OAAI

Steeley, James M.; Matyushkin, Alexander

Portfolio size, non-trading frequency and portfolio return autocorrelation

JOURNAL OF INTERNATIONAL FINANCIAL MARKETS INSTITUTIONS & MONEY

IF6.1

2014-11-01

OAAI

Chelley-Steeley, Patricia L.; Steeley, James M.

Forecasting the Term Structure when Short-Term Rates are Near Zero

JOURNAL OF FORECASTING

IF2.7

2014-05-09

PREAI

Steeley, James M.

A note on information seasonality and the disappearance of the weekend effect in the UK stock market

JOURNAL OF BANKING & FINANCE

IF3.8

2001-10-01

PREAI

Steeley, JM

研究方向