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 2 8 726
A note on information seasonality and the disappearance of the weekend effect in the UK stock market 1 1 5 230 1 4 12 435
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 1 3 10 52
Changes in the Comovement of European Equity Markets 0 0 0 0 0 0 0 232
Differences in Perstistence in Aggregated and Disaggregated UK Stock Returns: A Reconciliation 0 0 0 0 0 0 2 29
Earnings and hindsight bias: An experimental study 1 1 1 1 1 2 11 11
Estimating time-varying risk premia in UK long-term government bonds 0 0 0 53 4 8 22 221
Exchange controls and European stock market integration 0 0 0 39 0 1 2 125
Forecasting the Term Structure when Short‐Term Rates are Near Zero 0 0 3 8 0 1 8 17
Implied volatility from the term structure: a simple analytical approximation 0 0 0 60 0 1 2 134
Information processing and the UK weekend effect: do investors cut their losses on Mondays? 0 0 0 38 0 3 5 100
Making political capital: the behaviour of the UK capital markets during Election'97 0 0 1 45 0 3 5 193
Measuring and assessing the effects and extent of international bond market integration 0 1 1 64 0 3 6 130
On the Existence of Visual Technical Patterns in the UK Stock Market 0 0 0 52 1 3 4 142
Portfolio diversification and filter rule profits 0 0 1 26 0 3 6 79
Portfolio size, non-trading frequency and portfolio return autocorrelation 2 2 3 6 3 5 8 18
Price discovery for Chinese shares cross-listed in multiple markets 0 1 1 21 0 4 6 80
Secondary market pricing behaviour around UK bond auctions 0 1 1 53 0 2 4 142
Stock Price Distributions and News: Evidence from Index Options 0 0 0 41 0 3 6 139
Testing Term Structure Estimation Methods: Evidence from the UK STRIPS Market 0 0 4 58 0 2 8 138
The Impact of Portfolio Diversification on Trading Rules Profits: Some Evidence for UK Share Portfolios 1 1 1 19 1 3 3 69
The effect of universal futures on opening and closing stock market price discovery 0 0 0 5 0 2 4 27
The effects of quantitative easing on the volatility of the gilt-edged market 3 3 18 27 6 17 77 100
The implications of cointegration in financial markets: a comment 0 0 1 66 0 1 2 141
The leverage effect in the UK stock market 0 0 2 279 0 1 6 930
The side effects of quantitative easing: Evidence from the UK bond market 1 10 25 40 3 25 107 149
The use of spline functions for forecasting in the presence of structural changes: a cautionary tale 0 0 4 45 0 1 6 118
Volatility transmission between stock and bond markets 0 0 3 124 0 3 12 262
Volatility transmission in the UK equity market 0 0 1 3 0 1 4 16
Volatility, Leverage and Firm Size: The U.K. Evidence 0 0 0 0 1 3 20 431
Total Journal Articles 9 21 77 1,421 22 110 376 5,386


Statistics updated 2016-07-02