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Professor James Steeley

Professor James Steeley
Professor - Finance

Summary

I joined Brunel University Department of Economics and Finance in March 2020 as Professor of Finance. Prior to this I was Professor of Finance at Keele University. Before that I was the Lloyds Bank Chair and Professor of Finance at Aston Business School and before that I was Professor of Finance at the University of Stirling. Earlier in my career, I held academic positions at Cardiff Business School and Keele University.

During the mid- 1990s I worked for the Bank of England, where I managed a research team developing techniques to interpret financial market prices for use in monetary policy advice, and techniques to improve the pricing of UK government debt issues. I have spent prolonged periods of time as a visitor to many other universities, including the Financial Markets Group at the London School of Economics, the Isaac Newton Institute of Mathematical Sciences at Cambridge University, the Technical University of Ostrava in the Czech Republic, Washington University in St. Louis, Colorado State University in Fort Collins, Kent State University in Ohio and the University of Central Florida in Orlando.

My research has been published in leading academic journals in Finance and Economics, including the Journal of Finance, the Journal of Financial and Quantitative Analysis, the Journal of Money, Credit and Banking, the Journal of Banking and Finance and the Journal of International Money and Finance. I have made presentations of my research at leading international conferences including the American Finance Association and the Royal Economic Society. My research has won awards from the Chicago Board of Trade and INQUIRE Europe, and been funded by the Leverhulme Trust.

I am on the advisory editorial board of the academic journal Studies in Economics and Finance and on the editorial board of the International Journal of Behavioural Accounting and Finance. I am an academic affiliated member of the Chartered Institute of Securities and Investments and was on the founding editorial board of their research journal.

I am a Senior Fellow of the Higher Education Academy. Among my former students I can count a professor of finance, a professor of economics, the current Secretary of State for the Home Department, the son of a former UN Secretary General and the successor to Michael Flatley in Riverdance.

Qualifications

B.A. (1st class Honours) Economics and Econometrics, Reading University

Ph.D. Economics, Warwick University

Thesis: "The Effects of Big Bang on the Gilt-Edged Market: Term Stucture Movements and Market Efficiency" (Supervisors: Prof. S.D.Hodges & Prof. K.F.Wallis)

Newest selected publications

Bailey, G. and Steeley, JM. (2019) 'Forecasting the volatility of the Australian dollar using high-frequency data: Does estimator accuracy improve forecast evaluation?'. International Journal of Finance and Economics, 24 (3). pp. 1355 - 1389. ISSN: 1076-9307 Open Access Link

Journal article

Shogbuyi, A. and Steeley, JM. (2017) 'The effect of quantitative easing on the variance and covariance of the UK and US equity markets'. International Review of Financial Analysis, 52. pp. 281 - 291. ISSN: 1057-5219 Open Access Link

Journal article

Chelley-Steeley, P., Kluger, B., Steeley, J. and Adams, P. (2015) 'Trading Patterns and Market Integration in Overlapping Experimental Asset Markets'. Journal of Financial and Quantitative Analysis, 50 (6). pp. 1473 - 1499. ISSN: 0022-1090 Open Access Link

Journal article

Chelley-Steeley, PL., Lambertides, N. and Steeley, JM. (2015) 'The effects of non-trading on the illiquidity ratio'. Journal of Empirical Finance, 34. pp. 204 - 228. ISSN: 0927-5398 Open Access Link

Journal article

Steeley, JM. (2015) 'The effects of quantitative easing on the integration of UK capital markets'. European Journal of Finance, 23 (11). pp. 999 - 1024. ISSN: 1351-847X Open Access Link

Journal article
More publications(10)