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 1 1 5
Total Working Papers 0 0 0 0 1 1 1 5

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 2 2 4 747
A note on information seasonality and the disappearance of the weekend effect in the UK stock market 0 0 4 274 1 2 11 569
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 3 5 9 94
Changes in the Comovement of European Equity Markets 0 0 0 0 2 4 10 253
Conflicting versus reinforcing private information, information aggregation, and the time series properties of asset prices 0 0 0 1 3 6 17 22
Differences in Perstistence in Aggregated and Disaggregated UK Stock Returns: A Reconciliation 0 0 0 0 3 5 8 12
Earnings and hindsight bias: An experimental study 0 0 0 11 3 3 11 58
Estimating time-varying risk premia in UK long-term government bonds 0 0 0 54 1 1 10 249
Exchange controls and European stock market integration 0 1 1 41 3 5 11 153
Explaining turn of the year order flow imbalance 0 0 0 5 3 8 17 51
Forecasting the Term Structure when Short‐Term Rates are Near Zero 0 0 0 14 0 2 8 42
Forecasting the volatility of the Australian dollar using high‐frequency data: Does estimator accuracy improve forecast evaluation? 0 0 0 4 0 5 9 22
Implied volatility from the term structure: a simple analytical approximation 0 0 2 64 1 6 16 154
Information processing and the UK weekend effect: do investors cut their losses on Mondays? 0 0 0 44 2 4 7 129
Making political capital: the behaviour of the UK capital markets during Election'97 0 0 0 48 2 6 11 216
Measuring and assessing the effects and extent of international bond market integration 0 0 0 65 1 3 7 155
Motives for corporate cash holdings: the CEO optimism effect 0 1 1 38 0 8 19 156
On the Existence of Visual Technical Patterns in the UK Stock Market 0 0 0 31 4 8 19 73
Portfolio diversification and filter rule profits 0 0 0 26 3 4 5 93
Portfolio size, non-trading frequency and portfolio return autocorrelation 0 0 0 9 1 3 7 55
Price discovery for Chinese shares cross-listed in multiple markets 0 0 0 26 3 4 9 102
Secondary market pricing behaviour around UK bond auctions 0 0 1 66 1 2 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 3 3 10 23
Testing Term Structure Estimation Methods: Evidence from the UK STRIPS Market 0 0 0 61 3 5 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 5 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 3 7 12 67
The effects of quantitative easing on the integration of UK capital markets 0 0 0 5 1 2 10 48
The effects of quantitative easing on the volatility of the gilt-edged market 0 0 3 77 3 7 15 274
The implications of cointegration in financial markets: a comment 0 0 0 68 0 2 5 153
The leverage effect in the UK stock market 0 0 0 289 1 2 12 981
The side effects of quantitative easing: Evidence from the UK bond market 0 0 2 129 5 8 19 547
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 0 1 4 47
Volatility transmission between stock and bond markets 0 0 0 136 2 3 8 328
Volatility transmission in the UK equity market 0 1 1 6 1 2 4 35
Volatility, Leverage and Firm Size: The U.K. Evidence 0 0 0 0 3 4 7 461
Total Journal Articles 0 3 18 1,777 72 148 408 7,253

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-05-06