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 0 4 728
A note on information seasonality and the disappearance of the weekend effect in the UK stock market 0 0 1 230 0 1 10 441
A shape-based decomposition of the yield adjustment term in the arbitrage-free Nelson and Siegel (AFNS) model of the yield curve 0 2 3 21 0 7 16 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 1 1 7 16
Estimating time-varying risk premia in UK long-term government bonds 0 0 0 53 0 1 20 233
Exchange controls and European stock market integration 1 1 1 40 2 3 5 129
Forecasting the Term Structure when Short‐Term Rates are Near Zero 0 1 3 11 0 1 6 22
Implied volatility from the term structure: a simple analytical approximation 0 2 2 62 0 2 3 136
Information processing and the UK weekend effect: do investors cut their losses on Mondays? 0 0 0 38 0 0 6 103
Making political capital: the behaviour of the UK capital markets during Election'97 0 0 0 45 0 1 8 198
Measuring and assessing the effects and extent of international bond market integration 0 0 1 64 2 3 6 133
On the Existence of Visual Technical Patterns in the UK Stock Market 0 0 0 52 0 0 6 145
Portfolio diversification and filter rule profits 0 0 0 26 0 0 5 81
Portfolio size, non-trading frequency and portfolio return autocorrelation 0 0 3 7 0 2 19 32
Price discovery for Chinese shares cross-listed in multiple markets 0 0 1 21 0 0 6 82
Secondary market pricing behaviour around UK bond auctions 0 0 1 53 0 0 6 146
Stock Price Distributions and News: Evidence from Index Options 0 0 0 41 0 0 3 139
Testing Term Structure Estimation Methods: Evidence from the UK STRIPS Market 0 0 1 59 0 0 8 144
The Impact of Portfolio Diversification on Trading Rules Profits: Some Evidence for UK Share Portfolios 0 0 1 19 0 0 4 70
The effect of universal futures on opening and closing stock market price discovery 0 0 0 5 0 1 3 28
The effects of quantitative easing on the volatility of the gilt-edged market 2 2 11 35 5 7 46 129
The implications of cointegration in financial markets: a comment 0 0 0 66 0 0 1 141
The leverage effect in the UK stock market 0 2 2 281 2 6 9 938
The side effects of quantitative easing: Evidence from the UK bond market 0 2 21 51 6 15 67 191
The use of spline functions for forecasting in the presence of structural changes: a cautionary tale 0 0 0 45 0 0 1 118
Volatility transmission between stock and bond markets 0 0 1 125 0 2 12 271
Volatility transmission in the UK equity market 0 0 2 5 0 0 5 20
Volatility, Leverage and Firm Size: The U.K. Evidence 0 0 0 0 3 3 10 438
Total Journal Articles 3 12 57 1,457 21 56 305 5,581


Statistics updated 2017-04-03