All members of the group are research active and strive to publish in leading international journals, as well as author academic textbooks and professional reports. A selection of recent publications is provided below.
De Cesari, A., 2012, “Expropriation of minority shareholders and payout policy”, forthcoming in The British Accounting Review.
Siems, M., De Cesari, A., 2012, “The law and finance of share repurchases in Europe”, forthcoming in Journal of Corporate Law Studies.
Hugh Colaco, Paul Myers, and Mindell Nitkin, “Pathways to Leadership: Board Independence, Diversity, and the Emerging Pipeline in the U.S. for Women Directors,” International Journal of Disclosure & Governance, May 2011, pp. 122-147.
De Cesari, A., Espenlaub, S., Khurshed, A., 2011, “Stock Repurchases and Treasury Share Sales: Do They Stabilize Price and Enhance Liquidity?”, Journal of Corporate Finance, Volume 17, Issue 5, 1558-1579.
Høg, Esben and Leonidas Tsiaras, 2011, “Crude-oil Density Forecasts Using Option-Implied and ARCH-type Models”, Journal of Future Markets, Vol. 31, 8, 727-754.
Chelley-Steeley, P.L., with Keebong Park,(2010) Adverse selection costs of Exchange Traded Funds, International Review of Financial Analysis.
Chelley-Steeley, P.L., with Christopher Battig (2010), “The Impact of the Closing Call Auction: An Examination of Effects in London”, Applied Financial Economics, 20 303-315.
Chelley-Steeley, P.L. (2010), “Efficiency and the Trading System: The case of SETSmm”, (with Leonid Skortsov)Journal of Financial Markets Institutions and Money, Vol 20 5 509-518.
Chelley-Steeley, P.L, (2010), “Intraday Trading Patterns in London Listed Traded Funds”, (with Keebong Park) International Review of Financial Analysis, Vol 19 1 65-76.
Steeley, J.M. and Y. Li, “Sticky Credit Spreads, Macroeconomic Activity and Equity Market Volatility, Journal of Current Issues in Finance, Business and Economics, 3 (2-3), Jan 2010, pp. 243-274.
Chelley-Steeley, P.L., (2009) Measuring and modeling the influence of investor behaviour on investment decision making (with James M. Steeley). International Journal of Behavioral Finance and Accounting 1 91-94.
Chelley-Steeley, P.L., (2009), Price synchronicity: the closing call auction and The London Stock Market, Journal ofFinancial Markets, Institutions, markets and Money vol 19 777-791.
Hugh Colaco, Chinmoy Ghosh, John Knopf, and John Teall, “IPOs, clustering, indirect learning and filing independently,” Journal of Banking and Finance, November 2009, pp. 2070-2079.
Chelley-Steeley, P.L., (2008), “Concentration of the UK Stock Market,” Journal of Business Finance and Accounting.
Chelley-Steeley, P.L., (2008 ) “Explaining Exchange Rate Volatility in Greece”, (with N. Tsorakidis), Applied Financial Economics.
Chelley-Steeley, P.L., (2008) “The Microstructure of the Irish Stock Market”, (with B. Lucey), Multinational Finance Journal 12 279-311.
Chelley-Steeley, P.L., (2008), Market Quality Changes to the London Stock Market: The Effect of a Closing Call Auction. Journal of Banking and Finance 31 2248-2253.
Chelley-Steeley, P.L., (2008), The Effect of Universal Futures on Opening and Closing Stock Market prices, Studies in Economics and Finance, 12 279-311.
Steeley, J., Testing term structure estimation methods: Evidence from the UK STRIPS market, Journal of Money, Credit and Banking, 2008. Appendix to Testing term structure estimation methods: Evidence from the UK STRIPS market
Chelley-Steeley, P.L, (2007), “Momentum profits in alternative stock market structures”, Journal of Multinational Financial Management 17 5 .
Chelley-Steeley, P.L., (2006) “Momentum in bull and bear markets”, (with Antonios Siganos), Journal of Asset Management 6(5) pp381-388 .
Joseph, N L (with Vezos, P) The sensitivity of US banks’ stock returns to interest and exchange rate changes Managerial Finance 32 (2) pp 182-199
Steeley, J.M, Volatility Transmission between Stock and Bond Markets, Journal of International Financial Markets, Institutions and Money, vol. 16 (1), 2006.
Chapters in Books
Chelley-Steeley, P L (with Siganos, A) The increasing momentum of momentum trading in the UK stock market In Almanac 2006 Harriman House