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 4 718
A note on information seasonality and the disappearance of the weekend effect in the UK stock market 0 1 13 225 0 1 26 423
A shape-based decomposition of the yield adjustment term in the arbitrage-free Nelson and Siegel (AFNS) model of the yield curve 0 2 9 17 3 5 21 42
Changes in the Comovement of European Equity Markets 0 0 0 0 1 1 1 232
Differences in Perstistence in Aggregated and Disaggregated UK Stock Returns: A Reconciliation 0 0 0 0 0 0 0 27
Estimating time-varying risk premia in UK long-term government bonds 0 0 0 53 1 1 2 199
Exchange controls and European stock market integration 0 0 0 39 0 0 1 123
Forecasting the Term Structure when Short‐Term Rates are Near Zero 1 2 5 5 1 3 9 9
Implied volatility from the term structure: a simple analytical approximation 0 0 0 60 0 0 1 132
Information processing and the UK weekend effect: do investors cut their losses on Mondays? 0 0 0 38 0 0 0 95
Making political capital: the behaviour of the UK capital markets during Election'97 0 0 0 44 1 1 3 188
Measuring and assessing the effects and extent of international bond market integration 0 0 2 63 0 0 3 124
On the Existence of Visual Technical Patterns in the UK Stock Market 1 1 2 52 2 2 3 138
Portfolio diversification and filter rule profits 0 0 0 25 1 1 1 73
Portfolio size, non-trading frequency and portfolio return autocorrelation 0 3 3 3 2 8 10 10
Price discovery for Chinese shares cross-listed in multiple markets 0 1 5 20 0 1 11 74
Secondary market pricing behaviour around UK bond auctions 0 0 3 52 1 1 9 138
Stock Price Distributions and News: Evidence from Index Options 0 0 0 41 0 0 0 133
Testing Term Structure Estimation Methods: Evidence from the UK STRIPS Market 0 0 5 54 0 1 15 130
The Impact of Portfolio Diversification on Trading Rules Profits: Some Evidence for UK Share Portfolios 0 0 1 18 0 0 3 66
The effect of universal futures on opening and closing stock market price discovery 0 0 0 5 1 1 3 23
The effects of quantitative easing on the volatility of the gilt-edged market 1 5 9 9 6 14 23 23
The implications of cointegration in financial markets: a comment 0 0 0 65 1 1 1 139
The leverage effect in the UK stock market 0 1 2 277 1 4 22 924
The side effects of quantitative easing: Evidence from the UK bond market 5 10 15 15 14 29 42 42
The use of spline functions for forecasting in the presence of structural changes: a cautionary tale 0 0 0 41 1 1 2 112
Volatility transmission between stock and bond markets 0 1 7 121 2 3 16 250
Volatility transmission in the UK equity market 0 0 1 2 1 1 3 12
Volatility, Leverage and Firm Size: The U.K. Evidence 0 0 0 0 1 3 11 411
Total Journal Articles 8 27 82 1,344 42 84 246 5,010


Statistics updated 2015-07-02