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 2 5 714
A note on information seasonality and the disappearance of the weekend effect in the UK stock market 0 2 12 212 0 6 39 397
Changes in the Comovement of European Equity Markets 0 0 0 0 0 0 3 231
Differences in Perstistence in Aggregated and Disaggregated UK Stock Returns: A Reconciliation 0 0 0 0 0 2 13 27
Estimating time-varying risk premia in UK long-term government bonds 0 1 5 53 0 4 15 197
Exchange controls and European stock market integration 0 0 1 39 0 1 3 122
Implied volatility from the term structure: a simple analytical approximation 0 0 1 60 0 1 6 131
Information processing and the UK weekend effect: do investors cut their losses on Mondays? 0 1 2 38 0 3 10 95
Making political capital: the behaviour of the UK capital markets during Election'97 0 0 0 44 0 3 3 185
Measuring and assessing the effects and extent of international bond market integration 0 2 4 61 0 6 11 121
On the Existence of Visual Technical Patterns in the UK Stock Market 0 0 2 50 0 0 5 135
Portfolio diversification and filter rule profits 0 0 2 25 0 0 5 72
Price discovery for Chinese shares cross-listed in multiple markets 0 0 3 15 0 2 16 63
Secondary market pricing behaviour around UK bond auctions 0 0 3 49 0 1 6 129
Stock Price Distributions and News: Evidence from Index Options 0 0 4 41 0 2 7 133
Testing Term Structure Estimation Methods: Evidence from the UK STRIPS Market 0 5 8 49 0 9 14 115
The Impact of Portfolio Diversification on Trading Rules Profits: Some Evidence for UK Share Portfolios 0 0 1 17 0 2 4 63
The effect of universal futures on opening and closing stock market price discovery 0 0 0 5 0 0 7 20
The implications of cointegration in financial markets: a comment 0 0 0 65 0 4 4 138
The leverage effect in the UK stock market 0 1 4 275 1 3 13 902
The use of spline functions for forecasting in the presence of structural changes: a cautionary tale 0 0 0 41 0 0 1 110
Volatility transmission between stock and bond markets 1 3 11 114 3 9 32 234
Volatility transmission in the UK equity market 0 0 0 1 0 0 6 9
Volatility, Leverage and Firm Size: The U.K. Evidence 0 0 0 0 3 8 16 400
Total Journal Articles 1 15 63 1,254 7 68 244 4,743


Statistics updated 2014-07-03