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Making political capital : the behaviour of the UK capital markets during Election '97
Steeley, James M. - In: Applied financial economics 13 (2003) 2, pp. 85-95
Persistent link: https://www.econbiz.de/10001725728
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The nature and implications of serial diversification
Steeley, James M. - In: Advances in investment analysis and portfolio … 4 (1997), pp. 113-152
Persistent link: https://www.econbiz.de/10001229796
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Implied volatility from the term structure : a simple analytical approximation
Steeley, James M. - In: Economics letters 57 (1997) 3, pp. 345-352
Persistent link: https://www.econbiz.de/10001231497
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Deregulation and market efficiency : evidence from the gilt-edged market
Steeley, James M. - In: Applied financial economics 2 (1992) 3, pp. 125-143
Persistent link: https://www.econbiz.de/10001136539
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A note on information seasonality and the disappearance of the weekend effect in the UK stock market
Steeley, James M. - In: Journal of banking & finance 25 (2001) 10, pp. 1941-1956
Persistent link: https://www.econbiz.de/10001608865
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Stock price distributions and news : evidence from index options
Steeley, James M. - In: Review of quantitative finance and accounting 23 (2004) 3, pp. 229-250
Persistent link: https://www.econbiz.de/10002418334
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Information processing and the UK weekend effect : do investors cut their issues on Mondays?
Steeley, James M. - In: Applied economics letters 11 (2004) 14, pp. 895-899
Persistent link: https://www.econbiz.de/10002438011
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Estimating time-varying risk premia in UK long-term government bonds
Steeley, James M. - In: Applied financial economics 14 (2004) 5, pp. 367-373
Persistent link: https://www.econbiz.de/10001939618
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Yield curve dimensionality when short rates are near the zero lower bound
Steeley, James M. - In: Developments in macro-finance Yield curve modelling, (pp. 169-199). 2014
Persistent link: https://www.econbiz.de/10010254021
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A shape-based decomposition of the yield adjustment term in the arbitrage-free Nelson and Siegel (AFNS) model of the yield curve
Steeley, James M. - In: Applied financial economics 24 (2014) 10/12, pp. 661-669
Persistent link: https://www.econbiz.de/10010402666