James M. Steeley

873 total citations
41 papers, 583 citations indexed

About

James M. Steeley is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, James M. Steeley has authored 41 papers receiving a total of 583 indexed citations (citations by other indexed papers that have themselves been cited), including 36 papers in Finance, 25 papers in Economics and Econometrics and 16 papers in General Economics, Econometrics and Finance. Recurrent topics in James M. Steeley's work include Financial Markets and Investment Strategies (25 papers), Monetary Policy and Economic Impact (16 papers) and Market Dynamics and Volatility (12 papers). James M. Steeley is often cited by papers focused on Financial Markets and Investment Strategies (25 papers), Monetary Policy and Economic Impact (16 papers) and Market Dynamics and Volatility (12 papers). James M. Steeley collaborates with scholars based in United Kingdom, United States and Cyprus. James M. Steeley's co-authors include Patricia Chelley‐Steeley, Neophytos Lambertides, Winifred Huang, Brian M. Lucey, Brian D. Kluger, Eric J. Pentecost, Alain Monfort, Yvan Lengwiler, M. A. H. Dempster and Morten L. Bech and has published in prestigious journals such as Journal of Banking & Finance, Journal of Financial and Quantitative Analysis and Journal of money credit and banking.

In The Last Decade

James M. Steeley

38 papers receiving 504 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
James M. Steeley United Kingdom 12 464 303 195 135 40 41 583
Laurent Barras Luxembourg 7 572 1.2× 308 1.0× 91 0.5× 309 2.3× 102 2.5× 19 643
Florian Weigert Switzerland 11 421 0.9× 291 1.0× 60 0.3× 131 1.0× 58 1.4× 29 517
Nina Boyarchenko United States 12 682 1.5× 480 1.6× 305 1.6× 120 0.9× 46 1.1× 49 877
Chung-Ying Yeh Taiwan 9 355 0.8× 230 0.8× 77 0.4× 78 0.6× 77 1.9× 16 439
Kevin Q. Wang Canada 8 349 0.8× 230 0.8× 110 0.6× 105 0.8× 46 1.1× 13 402
Chayawat Ornthanalai Canada 14 925 2.0× 373 1.2× 98 0.5× 203 1.5× 57 1.4× 32 985
Abhay Abhyankar United Kingdom 12 561 1.2× 646 2.1× 298 1.5× 144 1.1× 109 2.7× 44 862
Fousseni Chabi-Yo United States 14 635 1.4× 409 1.3× 114 0.6× 60 0.4× 64 1.6× 46 696
Sandro C. Andrade United States 11 348 0.8× 204 0.7× 81 0.4× 175 1.3× 33 0.8× 28 452
Hossein Asgharian Sweden 12 571 1.2× 667 2.2× 258 1.3× 86 0.6× 52 1.3× 50 825

Countries citing papers authored by James M. Steeley

Since Specialization
Citations

This map shows the geographic impact of James M. Steeley's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by James M. Steeley with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites James M. Steeley more than expected).

Fields of papers citing papers by James M. Steeley

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by James M. Steeley. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by James M. Steeley. The network helps show where James M. Steeley may publish in the future.

Co-authorship network of co-authors of James M. Steeley

This figure shows the co-authorship network connecting the top 25 collaborators of James M. Steeley. A scholar is included among the top collaborators of James M. Steeley based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with James M. Steeley. James M. Steeley is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Schnitzlein, Charles R., Patricia Chelley‐Steeley, & James M. Steeley. (2024). Conflicting versus reinforcing private information, information aggregation, and the time series properties of asset prices. Journal of Banking & Finance. 169. 107300–107300.
2.
Steeley, James M., et al.. (2019). Forecasting the volatility of theAustralian dollar using high‐frequency data:Does estimator accuracy improve forecast evaluation?. International Journal of Finance & Economics. 24(3). 1355–1389. 7 indexed citations
3.
Chelley‐Steeley, Patricia, Neophytos Lambertides, & James M. Steeley. (2015). Explaining turn of the year order flow imbalance. International Review of Financial Analysis. 43. 76–95. 1 indexed citations
4.
Chelley‐Steeley, Patricia, et al.. (2015). Trading Patterns and Market Integration in Overlapping Experimental Asset Markets. Journal of Financial and Quantitative Analysis. 50(6). 1473–1499. 4 indexed citations
5.
Chelley‐Steeley, Patricia, Neophytos Lambertides, & James M. Steeley. (2015). The effects of non-trading on the illiquidity ratio. Journal of Empirical Finance. 34. 204–228. 9 indexed citations
6.
Steeley, James M.. (2014). The side effects of quantitative easing: Evidence from the UK bond market. Journal of International Money and Finance. 51. 303–336. 30 indexed citations
7.
Chelley‐Steeley, Patricia & James M. Steeley. (2012). Price discovery for Chinese shares cross-listed in multiple markets. Applied Financial Economics. 22(19). 1587–1601. 3 indexed citations
8.
Chelley‐Steeley, Patricia, Neophytos Lambertides, & James M. Steeley. (2011). The Effects of Non-Trading on the Illiquidity Ratio. SSRN Electronic Journal. 2 indexed citations
9.
Steeley, James M., et al.. (2008). Secondary market pricing behaviour around UK bond auctions. Applied Financial Economics. 18(9). 691–699. 6 indexed citations
10.
Steeley, James M.. (2005). Volatility transmission between stock and bond markets. Journal of International Financial Markets Institutions and Money. 16(1). 71–86. 39 indexed citations
11.
Lucey, Brian M. & James M. Steeley. (2005). Measuring and assessing the effects and extent of international bond market integration. Journal of International Financial Markets Institutions and Money. 16(1). 1–3. 8 indexed citations
12.
Steeley, James M.. (2004). Estimating time-varying risk premia in UK long-term government bonds. Applied Financial Economics. 14(5). 367–373. 1 indexed citations
13.
Steeley, James M.. (2004). Stock Price Distributions and News: Evidence from Index Options. Review of Quantitative Finance and Accounting. 23(3). 229–250. 10 indexed citations
14.
Steeley, James M.. (2004). Information processing and the UK weekend effect: do investors cut their losses on Mondays?. Applied Economics Letters. 11(14). 895–899. 2 indexed citations
15.
Steeley, James M.. (2003). Making political capital: the behaviour of the UK capital markets during Election'97. Applied Financial Economics. 13(2). 85–95. 7 indexed citations
16.
Steeley, James M.. (1997). Implied volatility from the term structure: a simple analytical approximation. Economics Letters. 57(3). 345–352. 1 indexed citations
17.
Steeley, James M.. (1997). A Two‐factor Model of the U.K. Yield Curve. Manchester School. 65(S). 32–58. 4 indexed citations
18.
Chelley‐Steeley, Patricia & James M. Steeley. (1996). Volatility transmission in the UK equity market. European Journal of Finance. 2(2). 145–160.
19.
Steeley, James M.. (1992). Deregulation and market efficiency: evidence from the gilt-edged market. Applied Financial Economics. 2(3). 125–143. 7 indexed citations
20.
Steeley, James M.. (1990). Modelling the dynamics of the term structure of interest rates. Economic and social review. 44 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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