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 1 2 2 6
Total Working Papers 0 0 0 0 1 2 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 2 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 10 570
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 5 9 94
Changes in the Comovement of European Equity Markets 0 0 0 0 0 4 10 253
Conflicting versus reinforcing private information, information aggregation, and the time series properties of asset prices 0 0 0 1 1 6 16 23
Differences in Perstistence in Aggregated and Disaggregated UK Stock Returns: A Reconciliation 0 0 0 0 0 5 7 12
Earnings and hindsight bias: An experimental study 0 0 0 11 0 3 11 58
Estimating time-varying risk premia in UK long-term government bonds 0 0 0 54 0 1 10 249
Exchange controls and European stock market integration 0 1 1 41 1 6 12 154
Explaining turn of the year order flow imbalance 0 0 0 5 5 10 22 56
Forecasting the Term Structure when Short‐Term Rates are Near Zero 0 0 0 14 0 1 8 42
Forecasting the volatility of the Australian dollar using high‐frequency data: Does estimator accuracy improve forecast evaluation? 0 0 0 4 0 2 9 22
Implied volatility from the term structure: a simple analytical approximation 0 0 2 64 0 2 16 154
Information processing and the UK weekend effect: do investors cut their losses on Mondays? 0 0 0 44 0 3 7 129
Making political capital: the behaviour of the UK capital markets during Election'97 0 0 0 48 0 3 11 216
Measuring and assessing the effects and extent of international bond market integration 0 0 0 65 0 2 7 155
Motives for corporate cash holdings: the CEO optimism effect 0 1 1 38 0 4 19 156
On the Existence of Visual Technical Patterns in the UK Stock Market 0 0 0 31 1 6 20 74
Portfolio diversification and filter rule profits 0 0 0 26 0 4 5 93
Portfolio size, non-trading frequency and portfolio return autocorrelation 0 0 0 9 0 2 7 55
Price discovery for Chinese shares cross-listed in multiple markets 0 0 0 26 0 3 9 102
Secondary market pricing behaviour around UK bond auctions 0 0 1 66 0 1 11 185
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 0 3 10 23
Testing Term Structure Estimation Methods: Evidence from the UK STRIPS Market 0 0 0 61 0 4 10 174
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 5 37 179
The effect of universal futures on opening and closing stock market price discovery 0 0 0 5 0 1 5 43
The effects of non-trading on the illiquidity ratio 0 0 1 9 0 6 12 67
The effects of quantitative easing on the integration of UK capital markets 0 0 0 5 1 2 11 49
The effects of quantitative easing on the volatility of the gilt-edged market 1 1 4 78 1 7 16 275
The implications of cointegration in financial markets: a comment 0 0 0 68 1 1 5 154
The leverage effect in the UK stock market 0 0 0 289 0 2 12 981
The side effects of quantitative easing: Evidence from the UK bond market 0 0 2 129 3 10 22 550
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 1 5 48
Volatility transmission between stock and bond markets 0 0 0 136 0 2 8 328
Volatility transmission in the UK equity market 0 0 1 6 1 2 5 36
Volatility, Leverage and Firm Size: The U.K. Evidence 0 0 0 0 0 4 7 461
Total Journal Articles 1 3 17 1,778 17 128 419 7,270

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Statistics updated 2026-06-04