It is generally believed that long intervals of intense (500--1000 &ggr;) negative auroral zone bays are caused by magnetospheric substorm occurrences at a high repetition rate. Since individual substorm phases may then overlap in time and occur within limited local time sectors, it may be difficult to identify their characteristic signatures. In this paper we have examined ground and multiple-satellite recordings during an ~5-hour interval of persistent auroral zone activity in a systematic search for substorm expansion signatures. It appears that this enduring activity started as a rather weak substorm which thereafter developed into strong magnetospheric activity driven by a continuously southward interplanetary magnetic field (IMF). During this period there were no clear mid-latitude positive bays, and pulsation recordings from different local time sectors showed only one instance of weak Pi 2-like variations. The associated high-latitude equivalent ionospheric current pattern is consistent with a convection system, and we refer to this activity as the convection bay. Following the plasma sheet and ground signatures of substorm recovery early in the convection bay, there was no definite indication of substorm expansions other than this weak magnetic pulsation in any recordings during the next ~3-1/2 hours until a clear substorm emerged. This substorm onset, which was associated with a not particularly strong auroral zone bay, was accompanied by the full complement of substorm expansion signatures. At this time a minimum plasma sheet thickness of only a few tenths of an earth radius was observed in the region where a neutral line appears to form during substorms. Prior to this onset, the plasma sheet was relatively thick, and it seems that the neutral line was located well tailward of the Vela orbit (r~18 RE). This event and other similar observations suggest that continuous auroral zone activity during southward IMF, such as a geomagnetic storm period, may be driven by a steady state magnetospheric convection. The long absence of clear substorm onset signatures may indicate that the nonsteady enhancements of convection associated with localized substorm expansions then make only small contributions to the total convection pattern. Similarly, the ground magnetic disturbances may then be caused mainly by SqP currents and enhanced currents due to strong particle precipitation rather than by substorm-associated current wedges. During this quasi-steady state the tail reconnection rate appears nearly to balance the dayside merging rate, allowing most energy extracted from the solar wind to be released continuously rather than to be first stored in the tail. It seems that a large-scale substorm expansion may be triggered if this convection mode is perturbed, for instance, by a significant reduction of the imposed convection electric field.