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 5 715
A note on information seasonality and the disappearance of the weekend effect in the UK stock market 0 3 8 215 0 8 34 405
A shape-based decomposition of the yield adjustment term in the arbitrage-free Nelson and Siegel (AFNS) model of the yield curve 2 6 14 14 3 10 31 31
Changes in the Comovement of European Equity Markets 0 0 0 0 0 0 3 231
Differences in Perstistence in Aggregated and Disaggregated UK Stock Returns: A Reconciliation 0 0 0 0 0 0 13 27
Estimating time-varying risk premia in UK long-term government bonds 0 0 4 53 0 0 13 197
Exchange controls and European stock market integration 0 0 1 39 0 0 3 122
Implied volatility from the term structure: a simple analytical approximation 0 0 0 60 0 1 5 132
Information processing and the UK weekend effect: do investors cut their losses on Mondays? 0 0 2 38 0 0 9 95
Making political capital: the behaviour of the UK capital markets during Election'97 0 0 0 44 2 2 5 187
Measuring and assessing the effects and extent of international bond market integration 0 1 5 62 0 2 13 123
On the Existence of Visual Technical Patterns in the UK Stock Market 0 0 1 50 0 0 4 135
Portfolio diversification and filter rule profits 0 0 1 25 0 0 3 72
Price discovery for Chinese shares cross-listed in multiple markets 1 2 4 17 2 4 11 67
Secondary market pricing behaviour around UK bond auctions 0 3 5 52 0 5 9 134
Stock Price Distributions and News: Evidence from Index Options 0 0 3 41 0 0 6 133
Testing Term Structure Estimation Methods: Evidence from the UK STRIPS Market 0 1 9 50 0 4 18 119
The Impact of Portfolio Diversification on Trading Rules Profits: Some Evidence for UK Share Portfolios 0 0 1 17 1 1 4 64
The effect of universal futures on opening and closing stock market price discovery 0 0 0 5 2 2 8 22
The implications of cointegration in financial markets: a comment 0 0 0 65 0 0 4 138
The leverage effect in the UK stock market 0 0 3 275 2 11 22 913
The use of spline functions for forecasting in the presence of structural changes: a cautionary tale 0 0 0 41 1 1 2 111
Volatility transmission between stock and bond markets 2 3 12 117 3 5 32 239
Volatility transmission in the UK equity market 0 0 0 1 0 0 3 9
Volatility, Leverage and Firm Size: The U.K. Evidence 0 0 0 0 0 2 15 402
Total Journal Articles 5 19 73 1,281 17 59 275 4,823


Statistics updated 2014-10-03