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 3 9 727
A note on information seasonality and the disappearance of the weekend effect in the UK stock market 0 1 5 230 2 5 14 437
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 18 3 4 13 55
Changes in the Comovement of European Equity Markets 0 0 0 0 1 1 1 233
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 1 1 2 4 13 13
Estimating time-varying risk premia in UK long-term government bonds 0 0 0 53 3 7 24 224
Exchange controls and European stock market integration 0 0 0 39 0 0 2 125
Forecasting the Term Structure when Short‐Term Rates are Near Zero 0 0 3 8 0 0 7 17
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 2 5 100
Making political capital: the behaviour of the UK capital markets during Election'97 0 0 1 45 4 6 9 197
Measuring and assessing the effects and extent of international bond market integration 0 0 1 64 0 1 6 130
On the Existence of Visual Technical Patterns in the UK Stock Market 0 0 0 52 0 2 4 142
Portfolio diversification and filter rule profits 0 0 1 26 0 1 6 79
Portfolio size, non-trading frequency and portfolio return autocorrelation 0 2 3 6 2 6 10 20
Price discovery for Chinese shares cross-listed in multiple markets 0 1 1 21 2 5 8 82
Secondary market pricing behaviour around UK bond auctions 0 0 1 53 2 2 5 144
Stock Price Distributions and News: Evidence from Index Options 0 0 0 41 0 2 6 139
Testing Term Structure Estimation Methods: Evidence from the UK STRIPS Market 0 0 4 58 1 2 9 139
The Impact of Portfolio Diversification on Trading Rules Profits: Some Evidence for UK Share Portfolios 0 1 1 19 0 2 3 69
The effect of universal futures on opening and closing stock market price discovery 0 0 0 5 0 1 3 27
The effects of quantitative easing on the volatility of the gilt-edged market 0 3 17 27 5 19 76 105
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 7 931
The side effects of quantitative easing: Evidence from the UK bond market 0 6 24 40 1 15 102 150
The use of spline functions for forecasting in the presence of structural changes: a cautionary tale 0 0 4 45 0 0 6 118
Volatility transmission between stock and bond markets 0 0 2 124 3 4 11 265
Volatility transmission in the UK equity market 0 0 1 3 1 1 5 17
Volatility, Leverage and Firm Size: The U.K. Evidence 0 0 0 0 1 4 17 432
Total Journal Articles 0 15 74 1,421 35 101 386 5,421


Statistics updated 2016-08-02