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 0 0 4
Total Working Papers 0 0 0 0 0 0 0 4

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 2 745
A note on information seasonality and the disappearance of the weekend effect in the UK stock market 0 1 4 274 0 5 11 567
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 26 0 3 4 89
Changes in the Comovement of European Equity Markets 0 0 0 0 0 3 6 249
Conflicting versus reinforcing private information, information aggregation, and the time series properties of asset prices 0 0 1 1 1 7 14 17
Differences in Perstistence in Aggregated and Disaggregated UK Stock Returns: A Reconciliation 0 0 0 0 0 1 3 7
Earnings and hindsight bias: An experimental study 0 0 0 11 0 5 8 55
Estimating time-varying risk premia in UK long-term government bonds 0 0 0 54 0 7 9 248
Exchange controls and European stock market integration 0 0 0 40 0 5 6 148
Explaining turn of the year order flow imbalance 0 0 0 5 3 9 12 46
Forecasting the Term Structure when Short‐Term Rates are Near Zero 0 0 0 14 1 2 7 41
Forecasting the volatility of the Australian dollar using high‐frequency data: Does estimator accuracy improve forecast evaluation? 0 0 0 4 3 6 7 20
Implied volatility from the term structure: a simple analytical approximation 0 0 2 64 4 9 14 152
Information processing and the UK weekend effect: do investors cut their losses on Mondays? 0 0 0 44 1 3 4 126
Making political capital: the behaviour of the UK capital markets during Election'97 0 0 0 48 3 8 8 213
Measuring and assessing the effects and extent of international bond market integration 0 0 0 65 1 5 5 153
Motives for corporate cash holdings: the CEO optimism effect 0 0 1 37 4 8 16 152
On the Existence of Visual Technical Patterns in the UK Stock Market 0 0 0 31 3 9 15 68
Portfolio diversification and filter rule profits 0 0 0 26 0 0 1 89
Portfolio size, non-trading frequency and portfolio return autocorrelation 0 0 0 9 1 3 5 53
Price discovery for Chinese shares cross-listed in multiple markets 0 0 0 26 1 3 6 99
Secondary market pricing behaviour around UK bond auctions 0 1 1 66 1 5 10 184
Stock Price Distributions and News: Evidence from Index Options 0 0 0 41 0 10 10 153
Testing Term Structure Estimation Methods: Evidence from the UK STRIPS Market 0 0 0 61 1 3 6 170
Testing Term Structure Estimation Methods: Evidence from the UK STRIPS Market 0 0 1 5 0 6 8 20
The Impact of Portfolio Diversification on Trading Rules Profits: Some Evidence for UK Share Portfolios 0 0 0 5 0 2 3 24
The effect of quantitative easing on the variance and covariance of the UK and US equity markets 0 1 1 31 0 30 34 174
The effect of universal futures on opening and closing stock market price discovery 0 0 0 5 0 4 4 42
The effects of non-trading on the illiquidity ratio 0 0 1 9 1 4 6 61
The effects of quantitative easing on the integration of UK capital markets 0 0 0 5 1 8 9 47
The effects of quantitative easing on the volatility of the gilt-edged market 0 0 4 77 1 5 11 268
The implications of cointegration in financial markets: a comment 0 0 0 68 2 4 5 153
The leverage effect in the UK stock market 0 0 0 289 0 9 10 979
The side effects of quantitative easing: Evidence from the UK bond market 0 0 2 129 1 7 13 540
The use of spline functions for forecasting in the presence of structural changes: a cautionary tale 0 0 0 47 0 1 1 126
Trading Patterns and Market Integration in Overlapping Experimental Asset Markets 0 0 0 16 1 3 4 47
Volatility transmission between stock and bond markets 0 0 0 136 1 3 6 326
Volatility transmission in the UK equity market 1 1 1 6 1 3 4 34
Volatility, Leverage and Firm Size: The U.K. Evidence 0 0 0 0 0 2 4 457
Total Journal Articles 1 4 20 1,775 37 212 311 7,142

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Statistics updated 2026-03-04