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Gary Stephen Shea

This is information that was supplied by Gary Shea in registering through RePEc. If you are Gary Stephen Shea , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Gary
Middle Name:Stephen
Last Name:Shea
Suffix:
RePEc Short-ID:psh154
http://www.st-andrews.ac.uk/economics/staff/pages/g.shea.shtml
(in no particular order)
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  1. Gary S. Shea, 2011. "A Social Network for Trade and Inventories of Stock during the South Sea Bubble," CDMA Working Paper Series 201110, Centre for Dynamic Macroeconomic Analysis.
  2. Andrew Mays & Gary S. Shea, 2011. "East India Company and Bank of England Shareholders during the South Sea Bubble: Partitions, Components and Connectivity in a Dynamic Trading Network," CDMA Working Paper Series 201109, Centre for Dynamic Macroeconomic Analysis.
  3. Gary S. Shea, 2011. "(Re)financing the Slave Trade with the Royal African Company in the Boom Markets of 1720," CDMA Working Paper Series 201114, Centre for Dynamic Macroeconomic Analysis.
  4. Gary S. Shea, 2007. "Arbitrage and Simple Financial Market Efficiency during the South Sea Bubble: A Comparative Study of the Royal African and South Sea Companies Subscription Share Issues," CDMA Working Paper Series 200716, Centre for Dynamic Macroeconomic Analysis.
  5. Gary S. Shea, 2006. "Sir George Caswall vs. the Duke of Portland: Financial Contracts and Litigation in the wake of the South Sea Bubble," CDMA Working Paper Series 200605, Centre for Dynamic Macroeconomic Analysis.
  6. Gary S. Shea, 2005. "Financial Market Analysis Can Go Mad (in the search for irrational behaviour during the South Sea Bubble)," CDMA Working Paper Series 200508, Centre for Dynamic Macroeconomic Analysis.
  7. Gary S. Shea, 2005. "Understanding financial derivatives during the South Sea Bubble: the case of the South Sea subscription shares," CDMA Working Paper Series 200512, Centre for Dynamic Macroeconomic Analysis.
  8. Gary S. Shea, 2004. "South Sea Company Subscription Shares and Warrant Values in 1720," CRIEFF Discussion Papers 0411, Centre for Research into Industry, Enterprise, Finance and the Firm.
  9. Gary S. Shea, 2004. "Rational Pricing of Options during the South Sea Bubble," Money Macro and Finance (MMF) Research Group Conference 2004 93, Money Macro and Finance Research Group.
  10. Gary S. Shea, 2004. "Rational Pricing of Options during the South Sea Bubble: Valuing the 22 August 1720 Options," CRIEFF Discussion Papers 0410, Centre for Research into Industry, Enterprise, Finance and the Firm.
  11. Gary S Shea, 2000. "The Course of the Exchange: Measuring and Interpreting Returns Process in 18th and Early 19th Century Britain," CRIEFF Discussion Papers 0022, Centre for Research into Industry, Enterprise, Finance and the Firm.
  12. Gary S. Shea, 1985. "Long memory models of interest rates, the term structure, and variance bounds tests," International Finance Discussion Papers 258, Board of Governors of the Federal Reserve System (U.S.).
  1. Gary S. Shea, 2007. "Financial market analysis can go mad (in the search for irrational behaviour during the South Sea Bubble) -super-1," Economic History Review, Economic History Society, vol. 60(4), pages 742-765, November.
  2. Shea, Gary S, 1992. "Benchmarking the Expectations Hypothesis of the Interest-Rate Term Structure: An Analysis of Cointegration Vectors," Journal of Business & Economic Statistics, American Statistical Association, vol. 10(3), pages 347-66, July.
  3. Shea, Gary S, 1991. "Uncertainty and Implied Variance Bounds in Long-Memory Models of the Interest Rate Term Structure," Empirical Economics, Springer, vol. 16(3), pages 287-312.
  4. Shea, Gary S, 1989. "Ex-Post Rational Price Approximations and the Empirical Reliability of the Present-Value Relation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 4(2), pages 139-59, April-Jun.
  5. Shea, Gary S, 1985. " Interest Rate Term Structure Estimation with Exponential Splines: A Note," Journal of Finance, American Finance Association, vol. 40(1), pages 319-25, March.
  6. Shea, Gary S., 1984. "Pitfalls in Smoothing Interest Rate Term Structure Data: Equilibrium Models and Spline Approximations," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 19(03), pages 253-269, September.
  7. Nelson, Charles R. & Shea, Gary S., 1979. "Hypothesis testing based on goodness-of-fit in the moving average time series model," Journal of Econometrics, Elsevier, vol. 10(2), pages 221-226, June.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 10 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-HIS: Business, Economic & Financial History (9) 2005-06-14 2005-06-14 2005-08-13 2005-12-20 2006-05-06 2007-10-20 2011-08-15 2011-08-15 2011-10-22. Author is listed
  2. NEP-FIN: Finance (6) 2004-09-30 2005-06-14 2005-06-14 2005-08-13 2005-12-20 2006-05-06. Author is listed
  3. NEP-FMK: Financial Markets (5) 2005-06-14 2005-06-14 2005-08-13 2005-12-20 2006-05-06. Author is listed
  4. NEP-NET: Network Economics (2) 2011-08-15 2011-08-15
  5. NEP-AFR: Africa (1) 2011-10-22
  6. NEP-CIS: Confederation of Independent States (1) 2011-10-22
  7. NEP-HPE: History & Philosophy of Economics (1) 2006-05-06
  8. NEP-SOC: Social Norms & Social Capital (1) 2011-08-15
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