Access Statistics for James M. Steeley

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Exchange Controls, Macroeconomic Integration and the Interdependence of European Equity Markets 0 0 0 0 0 1 2 6
Total Working Papers 0 0 0 0 0 1 2 6

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 4 747
A note on information seasonality and the disappearance of the weekend effect in the UK stock market 0 0 2 274 1 3 11 572
A shape-based decomposition of the yield adjustment term in the arbitrage-free Nelson and Siegel (AFNS) model of the yield curve 0 0 0 26 0 0 8 94
Changes in the Comovement of European Equity Markets 0 0 0 0 0 1 11 254
Conflicting versus reinforcing private information, information aggregation, and the time series properties of asset prices 0 0 0 1 0 2 17 24
Differences in Perstistence in Aggregated and Disaggregated UK Stock Returns: A Reconciliation 0 0 0 0 0 0 7 12
Earnings and hindsight bias: An experimental study 0 0 0 11 0 7 18 65
Estimating time-varying risk premia in UK long-term government bonds 0 0 0 54 1 1 11 250
Exchange controls and European stock market integration 0 0 1 41 1 2 13 155
Explaining turn of the year order flow imbalance 0 0 0 5 1 6 21 57
Forecasting the Term Structure when Short‐Term Rates are Near Zero 0 0 0 14 0 0 6 42
Forecasting the volatility of the Australian dollar using high‐frequency data: Does estimator accuracy improve forecast evaluation? 0 0 0 4 2 2 11 24
Implied volatility from the term structure: a simple analytical approximation 0 0 2 64 1 1 16 155
Information processing and the UK weekend effect: do investors cut their losses on Mondays? 0 0 0 44 1 1 8 130
Making political capital: the behaviour of the UK capital markets during Election'97 0 0 0 48 0 0 11 216
Measuring and assessing the effects and extent of international bond market integration 0 0 0 65 1 1 8 156
Motives for corporate cash holdings: the CEO optimism effect 0 1 2 39 2 3 19 159
On the Existence of Visual Technical Patterns in the UK Stock Market 0 0 0 31 0 2 21 75
Portfolio diversification and filter rule profits 0 0 0 26 0 0 5 93
Portfolio size, non-trading frequency and portfolio return autocorrelation 0 0 0 9 1 1 7 56
Price discovery for Chinese shares cross-listed in multiple markets 0 0 0 26 1 1 9 103
Secondary market pricing behaviour around UK bond auctions 0 0 1 66 1 1 11 186
Stock Price Distributions and News: Evidence from Index Options 0 0 0 41 0 0 10 153
Testing Term Structure Estimation Methods: Evidence from the UK STRIPS Market 0 0 0 5 1 1 11 24
Testing Term Structure Estimation Methods: Evidence from the UK STRIPS Market 0 0 0 61 0 1 11 175
The Impact of Portfolio Diversification on Trading Rules Profits: Some Evidence for UK Share Portfolios 0 0 0 5 0 0 3 24
The effect of quantitative easing on the variance and covariance of the UK and US equity markets 0 0 1 31 0 0 37 179
The effect of universal futures on opening and closing stock market price discovery 0 0 0 5 1 1 6 44
The effects of non-trading on the illiquidity ratio 0 0 1 9 1 1 13 68
The effects of quantitative easing on the integration of UK capital markets 0 0 0 5 0 1 11 49
The effects of quantitative easing on the volatility of the gilt-edged market 0 1 2 78 0 1 13 275
The implications of cointegration in financial markets: a comment 0 0 0 68 0 1 5 154
The leverage effect in the UK stock market 0 0 0 289 0 1 12 982
The side effects of quantitative easing: Evidence from the UK bond market 0 0 1 129 2 6 24 553
The use of spline functions for forecasting in the presence of structural changes: a cautionary tale 0 0 0 47 0 0 1 126
Trading Patterns and Market Integration in Overlapping Experimental Asset Markets 0 0 0 16 1 2 6 49
Volatility transmission between stock and bond markets 0 0 0 136 0 0 7 328
Volatility transmission in the UK equity market 0 0 1 6 0 1 5 36
Volatility, Leverage and Firm Size: The U.K. Evidence 0 0 0 0 0 0 7 461
Total Journal Articles 0 2 14 1,779 20 52 435 7,305

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Statistics updated 2026-08-07