Access Statistics for Gary Stephen Shea

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Arbitrage and Simple Financial Market Efficiency during the South Sea Bubble: A Comparative Study of the Royal African and South Sea Companies Subscription Share Issues 3 5 19 69 15 28 96 244
Financial Market Analysis Can Go Mad (in the search for irrational behaviour during the South Sea Bubble) 4 6 27 214 11 29 103 686
Long memory models of interest rates, the term structure, and variance bounds tests 0 1 4 4 0 1 11 193
Rational Pricing of Options during the South Sea Bubble 1 1 1 28 1 1 4 104
Rational Pricing of Options during the South Sea Bubble: Valuing the 22 August 1720 Options 1 1 4 66 2 4 20 185
Sir George Caswall vs. the Duke of Portland: Financial Contracts and Litigation in the wake of the South Sea Bubble 2 4 16 67 6 14 58 284
South Sea Company Subscription Shares and Warrant Values in 1720 2 4 15 98 9 19 75 395
The Course of the Exchange: Measuring and Interpreting Returns Process in 18th and Early 19th Century Britain 0 3 16 35 1 6 33 503
Understanding financial derivatives during the South Sea Bubble: the case of the South Sea subscription shares 5 6 36 202 13 33 167 838
Total Working Papers 18 31 138 783 58 135 567 3,432


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Benchmarking the Expectations Hypothesis of the Interest-Rate Term Structure: An Analysis of Cointegration Vectors 0 0 0 0 6 10 120 522
Ex-Post Rational Price Approximations and the Empirical Reliability of the Present-Value Relation 0 0 3 25 1 2 21 152
Financial market analysis can go mad (in the search for irrational behaviour during the South Sea Bubble) -super-1 1 2 3 10 1 3 7 21
Hypothesis testing based on goodness-of-fit in the moving average time series model 0 0 2 10 4 8 34 89
Interest Rate Term Structure Estimation with Exponential Splines: A Note 3 6 43 171 5 14 81 374
Uncertainty and Implied Variance Bounds in Long-Memory Models of the Interest Rate Term Structure 0 0 0 0 0 1 20 131
Total Journal Articles 4 8 51 216 17 38 283 1,289


Statistics updated 2009-11-04