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Börsenkurs
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ECONIS (ZBW)
19
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1
Asset price dynamics, volatility, and prediction
Taylor, Stephen J.
;
Taylor, Stephen
-
2005
Persistent link: https://www.econbiz.de/10002746484
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2
Modelling financial time series
Taylor, Stephen J.
-
1986
Persistent link: https://www.econbiz.de/10000692464
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3
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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4
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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5
Cojumps in stock prices : empirical evidence
Gilder, Dudley
;
Shackleton, Mark B.
;
Taylor, Stephen
- In:
Journal of banking & finance
40
(
2014
),
pp. 443-459
Persistent link: https://www.econbiz.de/10010404700
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6
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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7
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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8
Distinguishing short and long memory volatility specifications
Pong, Shiuyan
;
Shackleton, Mark B.
;
Taylor, Stephen
- In:
The econometrics journal
11
(
2008
)
3
,
pp. 617-637
Persistent link: https://www.econbiz.de/10003802446
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9
Asymmetric and crash effects in stock volatility for the S&P 100 index and its constituents
Blair, Bevan
;
Poon, Ser-Huang
;
Taylor, Stephen
- In:
Applied financial economics
12
(
2002
)
5
,
pp. 319-329
Persistent link: https://www.econbiz.de/10001688802
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10
IPO underpricing explanations : implications from investor application and allocation schedules
Lee, Philip J.
;
Taylor, Stephen L.
;
Walter, Terry S.
- In:
Journal of financial and quantitative analysis : JFQA
34
(
1999
)
4
,
pp. 425-444
Persistent link: https://www.econbiz.de/10001436374
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