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 28 641
A note on information seasonality and the disappearance of the weekend effect in the UK stock market 1 12 41 105 3 18 70 180
Changes in the Comovement of European Equity Markets 0 0 0 0 2 2 16 205
Conditional Volatility and Firm Size: An Empirical Analysis of UK Equity Portfolios 1 1 2 19 1 1 3 44
Deregulation and Market Efficiency: Evidence from the Gilt-Edged Market 1 1 8 21 2 2 19 65
Differences in Perstistence in Aggregated and Disaggregated UK Stock Returns: A Reconciliation 0 0 0 0 0 0 2 7
Estimating time-varying risk premia in UK long-term government bonds 2 2 4 41 2 3 18 150
Exchange Controls and European Stock Market Integration 1 1 5 32 1 1 9 101
Implied volatility from the term structure: a simple analytical approximation 2 2 6 50 2 3 10 102
Information processing and the UK weekend effect: do investors cut their losses on Mondays? 2 2 5 25 2 2 12 55
Making political capital: the behaviour of the UK capital markets during Election'97 1 1 5 34 1 1 11 159
Measuring and assessing the effects and extent of international bond market integration 0 0 6 46 0 1 11 88
On the Existence of Visual Technical Patterns in the UK Stock Market 1 4 14 19 1 6 31 54
Portfolio Diversification and Filter Rule Profits 0 0 0 20 0 0 2 51
Secondary market pricing behaviour around UK bond auctions 2 3 17 30 4 9 57 89
Stock Price Distributions and News: Evidence from Index Options 3 4 8 34 5 7 24 116
Testing Term Structure Estimation Methods: Evidence from the UK STRIPS Market 0 3 14 14 1 4 37 41
The Impact of Portfolio Diversification on Trading Rules Profits: Some Evidence for UK Share Portfolios 0 0 4 6 0 2 11 18
The Implications of Cointegration in Financial Markets: A Comment 0 1 4 52 0 2 12 106
The Use of Spline Functions for Forecasting in the Presence of Structural Changes: A Cautionary Tale 0 0 4 28 1 1 7 81
The leverage effect in the UK stock market 0 3 30 193 3 16 105 679
Volatility transmission between stock and bond markets 1 5 12 55 2 8 24 102
Volatility, Leverage and Firm Size: The U.K. Evidence 0 0 0 0 2 11 50 282
Total Journal Articles 18 45 189 824 36 103 569 3,416

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Statistics updated 2009-11-04