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 0 1 743
A note on information seasonality and the disappearance of the weekend effect in the UK stock market 0 2 3 272 1 4 9 561
A shape-based decomposition of the yield adjustment term in the arbitrage-free Nelson and Siegel (AFNS) model of the yield curve 1 1 1 26 1 1 1 86
Changes in the Comovement of European Equity Markets 0 0 0 0 0 0 1 243
Conflicting versus reinforcing private information, information aggregation, and the time series properties of asset prices 0 0 1 1 0 2 7 7
Differences in Perstistence in Aggregated and Disaggregated UK Stock Returns: A Reconciliation 0 0 0 0 0 1 2 5
Earnings and hindsight bias: An experimental study 0 0 0 11 0 0 2 47
Estimating time-varying risk premia in UK long-term government bonds 0 0 0 54 0 0 1 239
Exchange controls and European stock market integration 0 0 0 40 0 0 0 142
Explaining turn of the year order flow imbalance 0 0 0 5 1 1 1 35
Forecasting the Term Structure when Short‐Term Rates are Near Zero 0 0 0 14 1 1 2 35
Forecasting the volatility of the Australian dollar using high‐frequency data: Does estimator accuracy improve forecast evaluation? 0 0 0 4 0 0 0 13
Implied volatility from the term structure: a simple analytical approximation 0 0 0 62 0 0 0 138
Information processing and the UK weekend effect: do investors cut their losses on Mondays? 0 0 0 44 0 0 1 122
Making political capital: the behaviour of the UK capital markets during Election'97 0 0 0 48 0 0 0 205
Measuring and assessing the effects and extent of international bond market integration 0 0 0 65 0 0 4 148
Motives for corporate cash holdings: the CEO optimism effect 0 0 1 37 3 3 6 140
On the Existence of Visual Technical Patterns in the UK Stock Market 0 0 1 31 0 0 2 54
Portfolio diversification and filter rule profits 0 0 0 26 0 0 0 88
Portfolio size, non-trading frequency and portfolio return autocorrelation 0 0 0 9 1 1 1 49
Price discovery for Chinese shares cross-listed in multiple markets 0 0 1 26 0 0 2 93
Secondary market pricing behaviour around UK bond auctions 0 0 0 65 1 1 1 175
Stock Price Distributions and News: Evidence from Index Options 0 0 0 41 0 0 0 143
Testing Term Structure Estimation Methods: Evidence from the UK STRIPS Market 0 1 1 5 0 1 1 13
Testing Term Structure Estimation Methods: Evidence from the UK STRIPS Market 0 0 0 61 0 0 1 164
The Impact of Portfolio Diversification on Trading Rules Profits: Some Evidence for UK Share Portfolios 0 0 0 5 0 0 0 21
The effect of quantitative easing on the variance and covariance of the UK and US equity markets 0 0 0 30 0 0 6 142
The effect of universal futures on opening and closing stock market price discovery 0 0 0 5 0 0 0 38
The effects of non-trading on the illiquidity ratio 0 0 1 8 0 0 2 55
The effects of quantitative easing on the integration of UK capital markets 0 0 0 5 0 0 2 38
The effects of quantitative easing on the volatility of the gilt-edged market 1 2 2 75 1 2 7 260
The implications of cointegration in financial markets: a comment 0 0 0 68 0 1 4 149
The leverage effect in the UK stock market 0 0 0 289 0 0 1 969
The side effects of quantitative easing: Evidence from the UK bond market 1 1 2 128 1 1 5 529
The use of spline functions for forecasting in the presence of structural changes: a cautionary tale 0 0 0 47 0 0 1 125
Trading Patterns and Market Integration in Overlapping Experimental Asset Markets 0 0 0 16 0 0 1 43
Volatility transmission between stock and bond markets 0 0 0 136 1 1 1 321
Volatility transmission in the UK equity market 0 0 0 5 0 1 2 31
Volatility, Leverage and Firm Size: The U.K. Evidence 0 0 0 0 0 1 1 454
Total Journal Articles 3 7 14 1,764 12 23 79 6,863

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Statistics updated 2025-07-04