Chelley-Steeley, Patrìcia Lorraine (rp03987)

Publications

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Date Issued:  [2010 TO 2019]

Results 1-6 of 6 (Search time: 0.001 seconds).

Issue DateTitleAuthor(s)
1Jan-2019Sentiment, order imbalance, and co-movement: An examination of shocks to retail and institutional trading activityChelley-Steeley, Patrìcia Lorraine ; Lambertides, Neophytos ; Savva, Christos S. 
21-Dec-2016Cost of capital changes, the quality of trading information and market architectureChelley-Steeley, Patrìcia Lorraine ; Lambertides, Neophytos 
31-Jan-2016Explaining turn of the year order flow imbalanceChelley-Steeley, Patrìcia Lorraine ; Lambertides, Neophytos ; Steeley, James M. 
41-Dec-2015The effects of non-trading on the illiquidity ratioChelley-Steeley, Patrìcia Lorraine ; Lambertides, Neophytos ; Steeley, James M. 
51-Nov-2015The effect of security and market order flow shocks on co-movementChelley-Steeley, Patrìcia Lorraine ; Lambertides, Neophytos ; Savva, Christos S. 
6Sep-2013Illiquidity shocks and the comovement between stocks: New evidence using smooth transitionChelley-Steeley, Patrìcia Lorraine ; Lambertides, Neophytos ; Savva, Christos S.