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 7 724
A note on information seasonality and the disappearance of the weekend effect in the UK stock market 0 3 5 229 1 7 10 432
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 2 4 14 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 0 3 9 9
Estimating time-varying risk premia in UK long-term government bonds 0 0 0 53 4 10 19 217
Exchange controls and European stock market integration 0 0 0 39 1 1 2 125
Forecasting the Term Structure when Short‐Term Rates are Near Zero 0 0 5 8 1 3 10 17
Implied volatility from the term structure: a simple analytical approximation 0 0 0 60 1 1 2 134
Information processing and the UK weekend effect: do investors cut their losses on Mondays? 0 0 0 38 1 1 3 98
Making political capital: the behaviour of the UK capital markets during Election'97 0 0 1 45 1 1 4 191
Measuring and assessing the effects and extent of international bond market integration 1 1 1 64 2 4 5 129
On the Existence of Visual Technical Patterns in the UK Stock Market 0 0 1 52 1 2 4 140
Portfolio diversification and filter rule profits 0 1 1 26 2 3 6 78
Portfolio size, non-trading frequency and portfolio return autocorrelation 0 1 2 4 1 2 8 14
Price discovery for Chinese shares cross-listed in multiple markets 0 0 1 20 1 1 4 77
Secondary market pricing behaviour around UK bond auctions 1 1 1 53 2 2 5 142
Stock Price Distributions and News: Evidence from Index Options 0 0 0 41 1 1 4 137
Testing Term Structure Estimation Methods: Evidence from the UK STRIPS Market 0 1 4 58 1 3 8 137
The Impact of Portfolio Diversification on Trading Rules Profits: Some Evidence for UK Share Portfolios 0 0 0 18 1 1 1 67
The effect of universal futures on opening and closing stock market price discovery 0 0 0 5 1 1 4 26
The effects of quantitative easing on the volatility of the gilt-edged market 0 6 18 24 3 23 75 86
The implications of cointegration in financial markets: a comment 0 1 1 66 1 2 3 141
The leverage effect in the UK stock market 0 1 2 279 0 3 7 929
The side effects of quantitative easing: Evidence from the UK bond market 4 7 27 34 11 31 119 135
The use of spline functions for forecasting in the presence of structural changes: a cautionary tale 0 1 4 45 1 3 7 118
Volatility transmission between stock and bond markets 0 1 3 124 2 5 13 261
Volatility transmission in the UK equity market 0 1 1 3 1 2 5 16
Volatility, Leverage and Firm Size: The U.K. Evidence 0 0 0 0 0 2 19 428
Total Journal Articles 6 26 81 1,406 44 123 380 5,320


Statistics updated 2016-05-03