Patricia Chelley-Steeley

Aston University - Aston Business School

Aston Triangle

Birmingham, B47ET

United Kingdom

SCHOLARLY PAPERS

6

DOWNLOADS

496

SSRN CITATIONS

2

CROSSREF CITATIONS

4

Scholarly Papers (6)

1.
Downloads 307 (126,730)
Citation 1

The Microstructure of the Irish Stock Market

Number of pages: 38 Posted: 12 Apr 2005
Patricia Chelley-Steeley and Brian M. Lucey
Aston University - Aston Business School and Trinity Business School, Trinity College Dublin
Downloads 285 (136,389)
Citation 1

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ICSS, Ireland, microstructure, trading system

The Microstructure of the Irish Stock Market

Multinational Finance Journal, Vol. 12, No. 3/4, p. 279-311, 2008
Number of pages: 33 Posted: 26 Jun 2015
Patricia Chelley-Steeley and Brian M. Lucey
Aston University - Aston Business School and Trinity Business School, Trinity College Dublin
Downloads 22 (655,199)

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trading systems; adjustment speed; cross listing; microstructure

2.

Evaluating Spread Decomposition Models with a Basket Security

Paris December 2007 Finance International Meeting AFFI-EUROFIDAI Paper
Number of pages: 46 Posted: 12 Dec 2007
Patricia Chelley-Steeley and Keebong Park
Aston University - Aston Business School and Department of International Business
Downloads 169 (224,229)

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spread decomposition, market microstructure, Exchange traded-funds, adverse selection cost

3.

Noise and the Trading Mechanism: The Case of Sets

European Financial Management, Vol. 11, No. 3, pp. 387-424, June 2005
Number of pages: 25 Posted: 24 Jun 2005
Patricia Chelley-Steeley
Aston University - Aston Business School
Downloads 13 (701,293)
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4.

Concentration of the UK Stock Market

Journal of Business Finance & Accounting, Vol. 35, Issue 3-4, pp. 541-562, April/May 2008
Number of pages: 22 Posted: 22 Apr 2008
Patricia Chelley-Steeley
Aston University - Aston Business School
Downloads 6 (756,662)
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5.

The Role of Pre‐Existing Liquidity in Determining Pricing Efficiency and Liquidity Gains Following the Introduction of SETSmm

European Financial Management, Vol. 21, Issue 2, pp. 360-376, 2015
Number of pages: 17 Posted: 13 Mar 2015
Patricia Chelley-Steeley
Aston University - Aston Business School
Downloads 1 (800,893)
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microstructure, pricing efficiency, trading system, liquidity

6.

Opening Returns, Noise and Overreaction

Posted: 28 Dec 2000
Patricia Chelley-Steeley
Aston University - Aston Business School

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