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Asset price dynamics, volatility, and prediction
Taylor, Stephen; Taylor, Stephen - 2005
Persistent link: https://www.econbiz.de/10002746484
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Expected and realised returns for Singaporean IPOs : initial and long-run analysis
Lee, Philip J. - In: Pacific-Basin finance journal 4 (1996) 2, pp. 153-180
Persistent link: https://www.econbiz.de/10001334572
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Modelling S&P 100 volatility : the information content of stock returns
Blair, Bevan J.; Poon, Ser-Huang; Taylor, Stephen - In: Journal of banking & finance 25 (2001) 9, pp. 1665-1679
Persistent link: https://www.econbiz.de/10001603579
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Stock index and price dynamics in the UK and the US : new evidence from a trading rule and statistical analysis
Taylor, Stephen - In: The European journal of finance 6 (2000) 1, pp. 39-69
Persistent link: https://www.econbiz.de/10001526033
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Fundamentals or managerial discretion? : the relationship between accrual variability and future stock return volatility
Shan, Yaowen; Taylor, Stephen L.; Walter, Terry S. - In: Abacus : a journal of accounting, finance and business … 49 (2013) 4, pp. 441-475
Persistent link: https://www.econbiz.de/10010236028
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Robust anomalies? : a close look at accrual-based trading strategy returns
Taylor, Stephen L.; Wong, Leon - In: Accounting and finance : journal of the Accounting … 52 (2012) 2, pp. 573-603
Persistent link: https://www.econbiz.de/10009690386
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A multi-horizon comparison of density forecasts for the S&P 500 using index returns and option prices
Shackleton, Mark B.; Taylor, Stephen; Yu, Peng - In: Journal of banking & finance 34 (2010) 11, pp. 2678-2693
Persistent link: https://www.econbiz.de/10008858849
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Comments on "A multi-horizon comparison of density forecasts for the S&P 500 using index returns and option prices"
Carnero, M. Angeles - In: International journal of forecasting 28 (2012) 1, pp. 36-38
Persistent link: https://www.econbiz.de/10009580803
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The role of "other information" in analysts' forecasts in understanding stock return volatility
Shan, Yaowen; Taylor, Stephen L.; Walter, Terry S. - In: Review of accounting studies 19 (2014) 4, pp. 1346-1392
Persistent link: https://www.econbiz.de/10010459687
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The relationships between sentiment, returns and volatility
Wang, Yaw-Huei; Keswani, Aneel; Taylor, Stephen - In: International journal of forecasting 22 (2006) 1, pp. 109-123
Persistent link: https://www.econbiz.de/10003283957