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 1 3 712
A note on information seasonality and the disappearance of the weekend effect in the UK stock market 1 1 16 210 5 8 48 391
Changes in the Comovement of European Equity Markets 0 0 0 0 1 1 3 231
Differences in Perstistence in Aggregated and Disaggregated UK Stock Returns: A Reconciliation 0 0 0 0 3 7 11 25
Estimating time-varying risk premia in UK long-term government bonds 0 0 4 52 3 4 15 193
Exchange controls and European stock market integration 0 0 1 39 0 1 3 121
Implied volatility from the term structure: a simple analytical approximation 0 0 1 60 0 1 5 130
Information processing and the UK weekend effect: do investors cut their losses on Mondays? 1 1 1 37 1 5 13 92
Making political capital: the behaviour of the UK capital markets during Election'97 0 0 0 44 0 0 0 182
Measuring and assessing the effects and extent of international bond market integration 0 1 2 59 0 1 8 115
On the Existence of Visual Technical Patterns in the UK Stock Market 0 0 2 50 1 1 7 135
Portfolio diversification and filter rule profits 0 0 2 25 1 1 5 72
Price discovery for Chinese shares cross-listed in multiple markets 0 0 5 15 0 0 23 61
Secondary market pricing behaviour around UK bond auctions 0 0 3 49 0 1 5 128
Stock Price Distributions and News: Evidence from Index Options 0 0 4 41 1 1 5 131
Testing Term Structure Estimation Methods: Evidence from the UK STRIPS Market 2 2 4 44 3 4 11 106
The Impact of Portfolio Diversification on Trading Rules Profits: Some Evidence for UK Share Portfolios 0 0 1 17 0 0 2 61
The effect of universal futures on opening and closing stock market price discovery 0 0 0 5 0 1 10 20
The implications of cointegration in financial markets: a comment 0 0 0 65 0 0 0 134
The leverage effect in the UK stock market 0 0 3 274 1 4 16 899
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 11 111 5 8 29 225
Volatility transmission in the UK equity market 0 0 1 1 0 1 7 9
Volatility, Leverage and Firm Size: The U.K. Evidence 0 0 0 0 1 4 19 392
Total Journal Articles 5 7 61 1,239 26 55 249 4,675


Statistics updated 2014-04-04