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 2 729
A note on information seasonality and the disappearance of the weekend effect in the UK stock market 1 2 2 232 1 4 8 445
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 21 0 0 10 65
Changes in the Comovement of European Equity Markets 0 0 0 0 0 0 1 234
Differences in Perstistence in Aggregated and Disaggregated UK Stock Returns: A Reconciliation 0 0 0 0 0 0 1 30
Earnings and hindsight bias: An experimental study 0 1 2 3 0 1 4 17
Estimating time-varying risk premia in UK long-term government bonds 0 0 0 53 1 1 10 234
Exchange controls and European stock market integration 0 0 1 40 0 1 5 130
Forecasting the Term Structure when Short‐Term Rates are Near Zero 0 0 3 11 0 0 5 22
Implied volatility from the term structure: a simple analytical approximation 0 0 2 62 0 0 2 136
Information processing and the UK weekend effect: do investors cut their losses on Mondays? 0 1 1 39 0 1 4 104
Making political capital: the behaviour of the UK capital markets during Election'97 0 0 0 45 0 0 1 198
Measuring and assessing the effects and extent of international bond market integration 1 1 1 65 1 1 4 134
On the Existence of Visual Technical Patterns in the UK Stock Market 0 0 0 52 0 0 3 145
Portfolio diversification and filter rule profits 0 0 0 26 1 1 3 82
Portfolio size, non-trading frequency and portfolio return autocorrelation 0 0 1 7 0 1 14 34
Price discovery for Chinese shares cross-listed in multiple markets 0 0 0 21 0 0 0 82
Secondary market pricing behaviour around UK bond auctions 0 0 1 54 0 0 3 147
Stock Price Distributions and News: Evidence from Index Options 0 0 0 41 0 0 0 139
Testing Term Structure Estimation Methods: Evidence from the UK STRIPS Market 0 0 1 59 0 1 7 146
The Impact of Portfolio Diversification on Trading Rules Profits: Some Evidence for UK Share Portfolios 0 0 0 19 0 0 1 70
The effect of universal futures on opening and closing stock market price discovery 0 0 0 5 0 0 1 28
The effects of quantitative easing on the volatility of the gilt-edged market 1 5 14 41 2 10 38 143
The implications of cointegration in financial markets: a comment 1 2 2 68 1 2 2 143
The leverage effect in the UK stock market 1 1 3 282 1 1 8 939
The side effects of quantitative easing: Evidence from the UK bond market 0 2 14 54 0 7 50 200
The use of spline functions for forecasting in the presence of structural changes: a cautionary tale 0 0 0 45 0 0 0 118
Volatility transmission between stock and bond markets 0 0 1 125 0 0 6 271
Volatility transmission in the UK equity market 0 0 2 5 0 0 3 20
Volatility, Leverage and Firm Size: The U.K. Evidence 0 0 0 0 1 2 8 440
Total Journal Articles 5 15 54 1,475 9 35 204 5,625


Statistics updated 2017-08-03