Stephen J. Taylor - Concepedia

Author

Stephen J. Taylor

Also Known As

J. Taylor Stephen, S. J. Taylor, S. Taylor, STEPHEN J. TAYLOR, Stephen J Taylor, Stephen J. Taylor, Stephen Taylor, Taylor, Stephen J., Viktor Todorov, Xiaolu Zhao

132

Publications

9.5K

Citations

H-Index

Concepts

All Affiliations

Lancaster University Peking University University of Manchester

About

Stephen J. Taylor is an author at Lancaster University specializing in business, finance, and financial economics.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	30	44	5.2K
2	Engineering	12	16	1.7K
3	Management	7	7	240
4	Accounting	6	6	379
5	Social Sciences	2	2	238

Stephen J. Taylor

Publications

6.7K

Citations

H-Index

Page 1

	Year	Citations
Forecasting Economic Time Series Stephen J. Taylor, Clive W. J. Granger, Paul Newbold Journal of the Operational Research Society	1979	1K
Modelling Financial Time Series. Gordon Anderson, Stephen J. Taylor The Economic Journal Dynamic Economic ModelEconomicsFinancial AnalyticsFinancial EconomicsAsset Pricing	1987	615
Forecasting S&P 100 volatility: the incremental information content of implied volatilities and high-frequency index returns Bevan Blair, Ser‐Huang Poon, Stephen J. Taylor Journal of Econometrics Volatility ModelingFinancial EconomicsAsset PricingEngineeringBusiness	2001	610
The incremental volatility information in one million foreign exchange quotations Stephen J. Taylor, Xinzhong Xu Journal of Empirical Finance Volatility ModelingInternational FinanceData ScienceAsset PricingMarket Trend	1997	363
Financial returns modelled by the product of two stochastic processes-A study of the daily sugar prices 1961-75 Stephen J. Taylor Lancaster EPrints (Lancaster University) Empirical FinanceEconophysicsEconomicsFinancial EconomicsAsset Pricing	1982	342
Forecasting currency volatility: A comparison of implied volatilities and AR(FI)MA models Mark B. Shackleton, Stephen J. Taylor, Xinzhong Xu Journal of Banking & Finance EconomicsVolatility ModelingFinancial EconomicsAsset PricingMa Models	2004	287
The Euro and European financial market dependence Söhnke M. Bartram, Stephen J. Taylor, Yaw‐Huei Wang Journal of Banking & Finance EconomicsFinancial EconomicsInternational FinanceEurocurrency MarketBusiness	2007	235
The relationships between sentiment, returns and volatility Yaw‐Huei Wang, Aneel Keswani, Stephen J. Taylor International Journal of Forecasting Volatility ModelingFinancial EconomicsAsset PricingBusinessSocial Sciences	2005	212
Stock returns and volatility: An empirical study of the UK stock market Ser‐Huang Poon, Stephen J. Taylor Journal of Banking & Finance Volatility ModelingFinancial EconomicsAsset PricingEmpirical StudyUk Stock Market	1992	199
Forecasting the volatility of currency exchange rates Stephen J. Taylor International Journal of Forecasting EconomicsVolatility ModelingInternational FinanceExchange Rate MovementBusiness	1987	189

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