Access Statistics for James M. Steeley

Author contact details at EconPapers.

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Two-Factor Model of the U.K. Yield Curve 0 0 0 0 0 1 9 728
A note on information seasonality and the disappearance of the weekend effect in the UK stock market 0 0 5 230 2 3 17 440
A shape-based decomposition of the yield adjustment term in the arbitrage-free Nelson and Siegel (AFNS) model of the yield curve 0 0 1 19 0 0 12 58
Changes in the Comovement of European Equity Markets 0 0 0 0 1 1 2 234
Differences in Perstistence in Aggregated and Disaggregated UK Stock Returns: A Reconciliation 0 0 0 0 0 0 1 29
Earnings and hindsight bias: An experimental study 0 1 2 2 0 1 11 15
Estimating time-varying risk premia in UK long-term government bonds 0 0 0 53 4 5 30 231
Exchange controls and European stock market integration 0 0 0 39 1 1 3 126
Forecasting the Term Structure when Short‐Term Rates are Near Zero 0 1 2 10 0 2 7 20
Implied volatility from the term structure: a simple analytical approximation 0 0 0 60 0 0 2 134
Information processing and the UK weekend effect: do investors cut their losses on Mondays? 0 0 0 38 0 3 7 103
Making political capital: the behaviour of the UK capital markets during Election'97 0 0 1 45 0 0 9 197
Measuring and assessing the effects and extent of international bond market integration 0 0 1 64 0 0 5 130
On the Existence of Visual Technical Patterns in the UK Stock Market 0 0 0 52 2 3 7 145
Portfolio diversification and filter rule profits 0 0 1 26 0 1 6 80
Portfolio size, non-trading frequency and portfolio return autocorrelation 1 1 4 7 4 9 17 29
Price discovery for Chinese shares cross-listed in multiple markets 0 0 1 21 0 0 7 82
Secondary market pricing behaviour around UK bond auctions 0 0 1 53 0 2 6 146
Stock Price Distributions and News: Evidence from Index Options 0 0 0 41 0 0 5 139
Testing Term Structure Estimation Methods: Evidence from the UK STRIPS Market 0 0 4 59 1 3 13 144
The Impact of Portfolio Diversification on Trading Rules Profits: Some Evidence for UK Share Portfolios 0 0 1 19 0 0 3 69
The effect of universal futures on opening and closing stock market price discovery 0 0 0 5 1 1 4 28
The effects of quantitative easing on the volatility of the gilt-edged market 2 5 19 33 6 12 72 123
The implications of cointegration in financial markets: a comment 0 0 1 66 0 0 2 141
The leverage effect in the UK stock market 0 0 2 279 1 2 8 933
The side effects of quantitative easing: Evidence from the UK bond market 1 6 23 48 5 19 86 172
The use of spline functions for forecasting in the presence of structural changes: a cautionary tale 0 0 2 45 0 0 4 118
Volatility transmission between stock and bond markets 0 1 3 125 2 3 14 269
Volatility transmission in the UK equity market 0 2 3 5 0 2 7 20
Volatility, Leverage and Firm Size: The U.K. Evidence 0 0 0 0 1 2 17 436
Total Journal Articles 4 17 77 1,444 31 76 393 5,519


Statistics updated 2016-12-03