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 4 718
A note on information seasonality and the disappearance of the weekend effect in the UK stock market 0 0 10 225 0 0 18 423
A shape-based decomposition of the yield adjustment term in the arbitrage-free Nelson and Siegel (AFNS) model of the yield curve 0 0 5 17 0 3 14 42
Changes in the Comovement of European Equity Markets 0 0 0 0 0 1 1 232
Differences in Perstistence in Aggregated and Disaggregated UK Stock Returns: A Reconciliation 0 0 0 0 0 1 1 28
Estimating time-varying risk premia in UK long-term government bonds 0 0 0 53 1 3 4 201
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 0 1 5 5 0 2 10 10
Implied volatility from the term structure: a simple analytical approximation 0 0 0 60 0 0 0 132
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 0 1 3 188
Measuring and assessing the effects and extent of international bond market integration 0 0 1 63 0 0 1 124
On the Existence of Visual Technical Patterns in the UK Stock Market 0 1 2 52 0 2 3 138
Portfolio diversification and filter rule profits 0 0 0 25 0 1 1 73
Portfolio size, non-trading frequency and portfolio return autocorrelation 0 0 3 3 1 3 11 11
Price discovery for Chinese shares cross-listed in multiple markets 0 0 4 20 1 1 10 75
Secondary market pricing behaviour around UK bond auctions 0 0 0 52 0 2 5 139
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 4 54 0 0 11 130
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 0 2 4 24
The effects of quantitative easing on the volatility of the gilt-edged market 1 3 11 11 5 17 34 34
The implications of cointegration in financial markets: a comment 0 0 0 65 0 1 1 139
The leverage effect in the UK stock market 0 0 2 277 1 2 14 925
The side effects of quantitative easing: Evidence from the UK bond market 0 6 16 16 2 22 50 50
The use of spline functions for forecasting in the presence of structural changes: a cautionary tale 0 0 0 41 0 1 2 112
Volatility transmission between stock and bond markets 0 1 7 122 0 6 18 254
Volatility transmission in the UK equity market 0 0 1 2 0 1 3 12
Volatility, Leverage and Firm Size: The U.K. Evidence 0 0 0 0 2 7 15 417
Total Journal Articles 1 12 72 1,348 13 80 242 5,048


Statistics updated 2015-09-02