ESTIMATING THE GILT-EDGED TERM STRUCTURE: BASIS SPLINES AND CONFIDENCE INTERVALS. JM Steeley Journal of Business Finance & Accounting 18 (4), 1991 | 227 | 1991 |
A note on information seasonality and the disappearance of the weekend effect in the UK stock market JM Steeley Journal of Banking & Finance 25 (10), 1941-1956, 2001 | 213 | 2001 |
Modelling the dynamics of the term structure of interest rates JM Steeley Economic & Social Research Institute, 1990 | 100 | 1990 |
Motives for corporate cash holdings: the CEO optimism effect W Huang-Meier, N Lambertides, JM Steeley Review of quantitative finance and accounting 47, 699-732, 2016 | 86 | 2016 |
Volatility transmission between stock and bond markets JM Steeley Journal of International Financial Markets, Institutions and Money 16 (1), 71-86, 2006 | 76 | 2006 |
On the existence of visual technical patterns in the UK stock market ER Dawson, JM Steeley Journal of Business Finance & Accounting 30 (1‐2), 263-293, 2003 | 65 | 2003 |
The side effects of quantitative easing: Evidence from the UK bond market JM Steeley Journal of International Money and Finance 51, 303-336, 2015 | 46 | 2015 |
Changes in the comovement of European equity markets PL Chelley‐Steeley, JM Steeley Economic Inquiry 37 (3), 473-488, 1999 | 44 | 1999 |
The effects of quantitative easing on the volatility of the gilt-edged market JM Steeley, A Matyushkin International review of financial analysis 37, 113-128, 2015 | 33 | 2015 |
Exchange controls and European stock market integration PL Chelley-Steeley, JM Steeley, EJ Pentecost Applied Economics 30 (2), 263-267, 1998 | 33 | 1998 |
Volatility, leverage and firm size: the UK evidence PL CHELLEY‐STEELEY, JM Steeley The Manchester School 64 (S1), 83-103, 1996 | 32 | 1996 |
The leverage effect in the UK stock market PL Chelley-Steeley, JM Steeley* Applied Financial Economics 15 (6), 409-423, 2005 | 29 | 2005 |
The effect of quantitative easing on the variance and covariance of the UK and US equity markets A Shogbuyi, JM Steeley International Review of Financial Analysis 52, 281-291, 2017 | 24 | 2017 |
Stock price distributions and news: Evidence from index options JM Steeley Review of quantitative finance and accounting 23, 229-250, 2004 | 24 | 2004 |
Testing term structure estimation methods: Evidence from the UK STRIPs market JM Steeley Journal of Money, Credit and Banking 40 (7), 1489-1512, 2008 | 22 | 2008 |
The effects of non-trading on the illiquidity ratio PL Chelley-Steeley, N Lambertides, JM Steeley Journal of Empirical Finance 34, 204-228, 2015 | 17 | 2015 |
Forecasting the Term Structure when Short‐Term Rates are Near Zero JM Steeley Journal of Forecasting 33 (5), 350-363, 2014 | 17 | 2014 |
Making political capital: the behaviour of the UK capital markets during Election'97 JM Steeley Applied financial economics 13 (2), 85-95, 2003 | 17 | 2003 |
Conditional volatility and firm size: an empirical analysis of UK equity portfolios PL Chelley-Steeley, JM Steeley Applied Financial Economics 5 (6), 433-440, 1995 | 17 | 1995 |
The effects of safe-haven status on the gilt-edged market JM Steeley, F Ahmad Journal of Bond Trading and Management 1 (2), 605-617, 2002 | 16 | 2002 |