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 1 1 3 729
A note on information seasonality and the disappearance of the weekend effect in the UK stock market 0 0 1 230 0 0 7 441
A shape-based decomposition of the yield adjustment term in the arbitrage-free Nelson and Siegel (AFNS) model of the yield curve 0 0 3 21 0 0 14 65
Changes in the Comovement of European Equity Markets 0 0 0 0 0 0 2 234
Differences in Perstistence in Aggregated and Disaggregated UK Stock Returns: A Reconciliation 0 0 0 0 0 0 1 30
Earnings and hindsight bias: An experimental study 0 0 2 2 0 1 6 16
Estimating time-varying risk premia in UK long-term government bonds 0 0 0 53 0 0 16 233
Exchange controls and European stock market integration 0 1 1 40 0 2 4 129
Forecasting the Term Structure when Short‐Term Rates are Near Zero 0 0 3 11 0 0 5 22
Implied volatility from the term structure: a simple analytical approximation 0 0 2 62 0 0 2 136
Information processing and the UK weekend effect: do investors cut their losses on Mondays? 1 1 1 39 1 1 4 104
Making political capital: the behaviour of the UK capital markets during Election'97 0 0 0 45 0 0 5 198
Measuring and assessing the effects and extent of international bond market integration 0 0 0 64 0 2 3 133
On the Existence of Visual Technical Patterns in the UK Stock Market 0 0 0 52 0 0 4 145
Portfolio diversification and filter rule profits 0 0 0 26 0 0 2 81
Portfolio size, non-trading frequency and portfolio return autocorrelation 0 0 3 7 1 2 19 34
Price discovery for Chinese shares cross-listed in multiple markets 0 0 0 21 0 0 2 82
Secondary market pricing behaviour around UK bond auctions 0 1 1 54 0 1 5 147
Stock Price Distributions and News: Evidence from Index Options 0 0 0 41 0 0 0 139
Testing Term Structure Estimation Methods: Evidence from the UK STRIPS Market 0 0 1 59 1 2 8 146
The Impact of Portfolio Diversification on Trading Rules Profits: Some Evidence for UK Share Portfolios 0 0 1 19 0 0 2 70
The effect of universal futures on opening and closing stock market price discovery 0 0 0 5 0 0 1 28
The effects of quantitative easing on the volatility of the gilt-edged market 0 3 12 36 2 11 41 135
The implications of cointegration in financial markets: a comment 0 0 0 66 0 0 0 141
The leverage effect in the UK stock market 0 0 2 281 0 2 8 938
The side effects of quantitative easing: Evidence from the UK bond market 1 2 14 53 5 13 52 198
The use of spline functions for forecasting in the presence of structural changes: a cautionary tale 0 0 0 45 0 0 0 118
Volatility transmission between stock and bond markets 0 0 1 125 0 0 9 271
Volatility transmission in the UK equity market 0 0 2 5 0 0 4 20
Volatility, Leverage and Firm Size: The U.K. Evidence 0 0 0 0 1 4 9 439
Total Journal Articles 2 8 50 1,462 12 42 238 5,602


Statistics updated 2017-06-02