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 2 9 726
A note on information seasonality and the disappearance of the weekend effect in the UK stock market 0 1 4 229 2 7 11 434
A shape-based decomposition of the yield adjustment term in the arbitrage-free Nelson and Siegel (AFNS) model of the yield curve 0 0 1 18 0 2 12 51
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 0 0 2 29
Earnings and hindsight bias: An experimental study 0 0 0 0 1 1 10 10
Estimating time-varying risk premia in UK long-term government bonds 0 0 0 53 0 6 19 217
Exchange controls and European stock market integration 0 0 0 39 0 1 2 125
Forecasting the Term Structure when Short‐Term Rates are Near Zero 0 0 4 8 0 2 9 17
Implied volatility from the term structure: a simple analytical approximation 0 0 0 60 0 1 2 134
Information processing and the UK weekend effect: do investors cut their losses on Mondays? 0 0 0 38 2 3 5 100
Making political capital: the behaviour of the UK capital markets during Election'97 0 0 1 45 2 3 6 193
Measuring and assessing the effects and extent of international bond market integration 0 1 1 64 1 4 6 130
On the Existence of Visual Technical Patterns in the UK Stock Market 0 0 1 52 1 3 5 141
Portfolio diversification and filter rule profits 0 1 1 26 1 4 7 79
Portfolio size, non-trading frequency and portfolio return autocorrelation 0 1 1 4 1 3 7 15
Price discovery for Chinese shares cross-listed in multiple markets 1 1 1 21 3 4 6 80
Secondary market pricing behaviour around UK bond auctions 0 1 1 53 0 2 5 142
Stock Price Distributions and News: Evidence from Index Options 0 0 0 41 2 3 6 139
Testing Term Structure Estimation Methods: Evidence from the UK STRIPS Market 0 1 4 58 1 4 8 138
The Impact of Portfolio Diversification on Trading Rules Profits: Some Evidence for UK Share Portfolios 0 0 0 18 1 2 2 68
The effect of universal futures on opening and closing stock market price discovery 0 0 0 5 1 2 5 27
The effects of quantitative easing on the volatility of the gilt-edged market 0 4 16 24 8 24 77 94
The implications of cointegration in financial markets: a comment 0 1 1 66 0 2 3 141
The leverage effect in the UK stock market 0 0 2 279 1 2 7 930
The side effects of quantitative easing: Evidence from the UK bond market 5 10 29 39 11 34 118 146
The use of spline functions for forecasting in the presence of structural changes: a cautionary tale 0 1 4 45 0 2 7 118
Volatility transmission between stock and bond markets 0 0 3 124 1 4 14 262
Volatility transmission in the UK equity market 0 1 1 3 0 2 5 16
Volatility, Leverage and Firm Size: The U.K. Evidence 0 0 0 0 2 3 20 430
Total Journal Articles 6 24 76 1,412 44 132 396 5,364


Statistics updated 2016-06-03