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 5 714
A note on information seasonality and the disappearance of the weekend effect in the UK stock market 3 3 10 215 5 8 40 405
A shape-based decomposition of the yield adjustment term in the arbitrage-free Nelson and Siegel (AFNS) model of the yield curve 1 7 12 12 1 16 28 28
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 5 53 0 0 14 197
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 0 0 3 185
Measuring and assessing the effects and extent of international bond market integration 1 1 5 62 2 2 13 123
On the Existence of Visual Technical Patterns in the UK Stock Market 0 0 2 50 0 0 5 135
Portfolio diversification and filter rule profits 0 0 1 25 0 0 4 72
Price discovery for Chinese shares cross-listed in multiple markets 1 1 4 16 1 2 14 65
Secondary market pricing behaviour around UK bond auctions 2 3 6 52 3 5 10 134
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 1 1 9 50 2 4 18 119
The Impact of Portfolio Diversification on Trading Rules Profits: Some Evidence for UK Share Portfolios 0 0 1 17 0 0 3 63
The effect of universal futures on opening and closing stock market price discovery 0 0 0 5 0 0 6 20
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 6 10 21 911
The use of spline functions for forecasting in the presence of structural changes: a cautionary tale 0 0 0 41 0 0 1 110
Volatility transmission between stock and bond markets 1 2 10 115 1 5 30 236
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 1 5 17 402
Total Journal Articles 10 18 74 1,276 22 58 278 4,806


Statistics updated 2014-09-03