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 2 4 6 723
A note on information seasonality and the disappearance of the weekend effect in the UK stock market 1 1 5 226 1 2 9 425
A shape-based decomposition of the yield adjustment term in the arbitrage-free Nelson and Siegel (AFNS) model of the yield curve 0 0 3 18 1 2 13 47
Changes in the Comovement of European Equity Markets 0 0 0 0 0 0 1 232
Differences in Perstistence in Aggregated and Disaggregated UK Stock Returns: A Reconciliation 0 0 0 0 1 1 2 29
Earnings and hindsight bias: An experimental study 0 0 0 0 0 2 6 6
Estimating time-varying risk premia in UK long-term government bonds 0 0 0 53 3 6 10 207
Exchange controls and European stock market integration 0 0 0 39 0 1 1 124
Forecasting the Term Structure when Short‐Term Rates are Near Zero 0 2 6 8 0 3 9 14
Implied volatility from the term structure: a simple analytical approximation 0 0 0 60 1 1 1 133
Information processing and the UK weekend effect: do investors cut their losses on Mondays? 0 0 0 38 1 1 2 97
Making political capital: the behaviour of the UK capital markets during Election'97 0 1 1 45 0 2 3 190
Measuring and assessing the effects and extent of international bond market integration 0 0 1 63 0 1 2 125
On the Existence of Visual Technical Patterns in the UK Stock Market 0 0 1 52 0 0 2 138
Portfolio diversification and filter rule profits 0 0 0 25 0 1 3 75
Portfolio size, non-trading frequency and portfolio return autocorrelation 0 0 3 3 0 0 12 12
Price discovery for Chinese shares cross-listed in multiple markets 0 0 2 20 1 1 4 76
Secondary market pricing behaviour around UK bond auctions 0 0 0 52 0 1 4 140
Stock Price Distributions and News: Evidence from Index Options 0 0 0 41 2 3 3 136
Testing Term Structure Estimation Methods: Evidence from the UK STRIPS Market 0 2 4 57 0 3 7 134
The Impact of Portfolio Diversification on Trading Rules Profits: Some Evidence for UK Share Portfolios 0 0 0 18 0 0 0 66
The effect of universal futures on opening and closing stock market price discovery 0 0 0 5 0 1 3 25
The effects of quantitative easing on the volatility of the gilt-edged market 2 5 18 18 9 15 63 63
The implications of cointegration in financial markets: a comment 0 0 0 65 0 0 1 139
The leverage effect in the UK stock market 0 1 2 278 0 1 6 926
The side effects of quantitative easing: Evidence from the UK bond market 1 4 27 27 5 31 104 104
The use of spline functions for forecasting in the presence of structural changes: a cautionary tale 1 3 3 44 1 3 4 115
Volatility transmission between stock and bond markets 1 1 4 123 1 1 12 256
Volatility transmission in the UK equity market 0 0 0 2 1 1 4 14
Volatility, Leverage and Firm Size: The U.K. Evidence 0 0 0 0 3 7 20 426
Total Journal Articles 6 20 80 1,380 33 95 317 5,197


Statistics updated 2016-02-03