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 0 5 717
A note on information seasonality and the disappearance of the weekend effect in the UK stock market 2 6 14 224 3 9 31 422
A shape-based decomposition of the yield adjustment term in the arbitrage-free Nelson and Siegel (AFNS) model of the yield curve 0 1 15 15 3 4 37 37
Changes in the Comovement of European Equity Markets 0 0 0 0 0 0 0 231
Differences in Perstistence in Aggregated and Disaggregated UK Stock Returns: A Reconciliation 0 0 0 0 0 0 2 27
Estimating time-varying risk premia in UK long-term government bonds 0 0 1 53 0 1 5 198
Exchange controls and European stock market integration 0 0 0 39 0 1 2 123
Forecasting the Term Structure when Short‐Term Rates are Near Zero 1 1 3 3 1 2 6 6
Implied volatility from the term structure: a simple analytical approximation 0 0 0 60 0 0 2 132
Information processing and the UK weekend effect: do investors cut their losses on Mondays? 0 0 1 38 0 0 3 95
Making political capital: the behaviour of the UK capital markets during Election'97 0 0 0 44 0 0 5 187
Measuring and assessing the effects and extent of international bond market integration 1 1 4 63 1 1 9 124
On the Existence of Visual Technical Patterns in the UK Stock Market 0 0 1 51 0 0 1 136
Portfolio diversification and filter rule profits 0 0 0 25 0 0 0 72
Price discovery for Chinese shares cross-listed in multiple markets 1 1 4 19 1 1 12 73
Secondary market pricing behaviour around UK bond auctions 0 0 3 52 0 1 9 137
Stock Price Distributions and News: Evidence from Index Options 0 0 0 41 0 0 2 133
Testing Term Structure Estimation Methods: Evidence from the UK STRIPS Market 0 1 10 54 1 2 23 129
The Impact of Portfolio Diversification on Trading Rules Profits: Some Evidence for UK Share Portfolios 0 0 1 18 0 0 5 66
The effect of universal futures on opening and closing stock market price discovery 0 0 0 5 0 0 2 22
The implications of cointegration in financial markets: a comment 0 0 0 65 0 0 4 138
The leverage effect in the UK stock market 0 0 2 276 0 2 21 920
The use of spline functions for forecasting in the presence of structural changes: a cautionary tale 0 0 0 41 0 0 1 111
Volatility transmission between stock and bond markets 1 2 9 120 2 4 22 247
Volatility transmission in the UK equity market 0 1 1 2 1 2 2 11
Volatility, Leverage and Firm Size: The U.K. Evidence 0 0 0 0 0 3 16 408
Total Journal Articles 6 14 69 1,308 13 33 227 4,902


Statistics updated 2015-04-05