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Ktisis Cyprus University of Technology
Research Outputs
Browsing by Authors
Chelley-Steeley, Patrìcia Lorraine
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Showing results 2 to 7 of 7
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Issue Date
Title
Author(s)
1-Nov-2015
The effect of security and market order flow shocks on co-movement
Chelley-Steeley, Patrìcia Lorraine
; Lambertides, Neophytos
; Savva, Christos S.
1-Dec-2015
The effects of non-trading on the illiquidity ratio
Chelley-Steeley, Patrìcia Lorraine
; Lambertides, Neophytos
; Steeley, James M.
1-Jan-2016
Explaining turn of the year order flow imbalance
Chelley-Steeley, Patrìcia Lorraine
; Lambertides, Neophytos
; Steeley, James M.
Sep-2013
Illiquidity shocks and the comovement between stocks: New evidence using smooth transition
Chelley-Steeley, Patrìcia Lorraine
; Lambertides, Neophytos
; Savva, Christos S.
Jan-2019
Sentiment, order imbalance, and co-movement: An examination of shocks to retail and institutional trading activity
Chelley-Steeley, Patrìcia Lorraine
; Lambertides, Neophytos
; Savva, Christos S.
1-Jul-2022
Trading activity around chapter 11 filing
Chelley-Steeley, Patrìcia Lorraine
; Lambertides, Neophytos
