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Estimation
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ECONIS (ZBW)
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The effect of universal futures on opening and closing stock market price discovery
Chelley-Steeley, Patricia L.
;
Steeley, James M.
- In:
Studies in economics and finance
28
(
2011
)
4
,
pp. 260-281
Persistent link: https://www.econbiz.de/10009388610
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2
Portfolio size, non-trading frequency and portfolio return autocorrelation
Chelley-Steeley, Patricia L.
;
Steeley, James M.
- In:
Journal of international financial markets, …
33
(
2014
),
pp. 56-77
Persistent link: https://www.econbiz.de/10011299869
Saved in:
3
Illiquidity shocks and the comovement between stocks : new evidence using smooth transition
Chelley-Steeley, Patricia L.
;
Lambertides, Neophytos
; …
- In:
Journal of empirical finance
23
(
2013
),
pp. 1-15
Persistent link: https://www.econbiz.de/10010221801
Saved in:
4
The effect of security and market order flow shocks on co-movement
Chelley-Steeley, Patricia L.
;
Lambertides, Neophytos
; …
- In:
Journal of international financial markets, …
39
(
2015
),
pp. 136-155
Persistent link: https://www.econbiz.de/10011475705
Saved in:
5
Stock price distributions and news : evidence from index options
Steeley, James M.
- In:
Review of quantitative finance and accounting
23
(
2004
)
3
,
pp. 229-250
Persistent link: https://www.econbiz.de/10002418334
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6
Estimating time-varying risk premia in UK long-term government bonds
Steeley, James M.
- In:
Applied financial economics
14
(
2004
)
5
,
pp. 367-373
Persistent link: https://www.econbiz.de/10001939618
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7
Currency substitution and exchange rate policy within the European Union
Pentecost, Eric J.
- In:
Exchange rate policy in Europe
,
(pp. 110-131)
.
1997
Persistent link: https://www.econbiz.de/10001298339
Saved in:
8
A quarter of a century of real GDP and growth rate convergence and divergence in the EU
Pentecost, Eric J.
- In:
Convergence issues in the European Union
,
(pp. 23-39)
.
2002
Persistent link: https://www.econbiz.de/10001747799
Saved in:
9
The determinants of technology diffusion : evidence from the UK financial sector
Gourlay, Adrian R.
;
Pentecost, Eric J.
-
2000
Persistent link: https://www.econbiz.de/10001502885
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10
A new test of international financial integration with application to the European Union
Holmes, Mark J.
;
Pentecost, Eric J.
- In:
Journal of economic integration
14
(
1999
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10001366307
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