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 5 717
A note on information seasonality and the disappearance of the weekend effect in the UK stock market 1 4 13 222 3 9 33 419
A shape-based decomposition of the yield adjustment term in the arbitrage-free Nelson and Siegel (AFNS) model of the yield curve 0 1 15 15 0 1 34 34
Changes in the Comovement of European Equity Markets 0 0 0 0 0 0 1 231
Differences in Perstistence in Aggregated and Disaggregated UK Stock Returns: A Reconciliation 0 0 0 0 0 0 5 27
Estimating time-varying risk premia in UK long-term government bonds 0 0 1 53 1 1 8 198
Exchange controls and European stock market integration 0 0 0 39 0 1 2 123
Forecasting the Term Structure when Short‐Term Rates are Near Zero 0 1 2 2 0 2 5 5
Implied volatility from the term structure: a simple analytical approximation 0 0 0 60 0 0 2 132
Information processing and the UK weekend effect: do investors cut their losses on Mondays? 0 0 2 38 0 0 4 95
Making political capital: the behaviour of the UK capital markets during Election'97 0 0 0 44 0 0 5 187
Measuring and assessing the effects and extent of international bond market integration 0 0 3 62 0 0 8 123
On the Existence of Visual Technical Patterns in the UK Stock Market 0 0 1 51 0 0 2 136
Portfolio diversification and filter rule profits 0 0 0 25 0 0 1 72
Price discovery for Chinese shares cross-listed in multiple markets 0 0 3 18 0 2 11 72
Secondary market pricing behaviour around UK bond auctions 0 0 3 52 1 2 9 137
Stock Price Distributions and News: Evidence from Index Options 0 0 0 41 0 0 3 133
Testing Term Structure Estimation Methods: Evidence from the UK STRIPS Market 1 3 12 54 1 5 25 128
The Impact of Portfolio Diversification on Trading Rules Profits: Some Evidence for UK Share Portfolios 0 0 1 18 0 0 5 66
The effect of universal futures on opening and closing stock market price discovery 0 0 0 5 0 0 2 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 2 276 0 3 22 920
The use of spline functions for forecasting in the presence of structural changes: a cautionary tale 0 0 0 41 0 0 1 111
Volatility transmission between stock and bond markets 0 1 9 119 1 3 25 245
Volatility transmission in the UK equity market 0 1 1 2 0 1 1 10
Volatility, Leverage and Firm Size: The U.K. Evidence 0 0 0 0 2 3 17 408
Total Journal Articles 2 11 68 1,302 9 33 240 4,889


Statistics updated 2015-03-02