Similar Search Results - EconBiz

Asset price dynamics, volatility, and prediction

Taylor, Stephen J.; Taylor, Stephen - 2005

Persistent link: https://www.econbiz.de/10002746484

Immediate and Subsequent Market Responses to Earnings Announcements

Zhao, Yan (contributor); Fang, Ming (contributor) - 2020

This paper studies the relation between immediate market response to corporate earnings announcements and subsequent stock price movement. By adapting an information signal model from Holthausen and Verrecchia (1988), we develop a new measure — the immediate earnings response coefficient...

Persistent link: https://www.econbiz.de/10012830392

Modelling financial time series

Taylor, Stephen J. - 1986

Persistent link: https://www.econbiz.de/10000692464

How efficient are the most liquid futures contracts? : a study of treasury bond futures

Taylor, Stephen

Persistent link: https://www.econbiz.de/10001273586

Stock returns and volatility : an empirical study of the UK stock market

Poon, Ser-Huang - In: Journal of banking & finance 16 (1992) 1, pp. 37-59

Persistent link: https://www.econbiz.de/10001330028

Put-call parity : evidence from the Australian options market

Taylor, Stephen L. - In: Australian journal of management 15 (1990) 1, pp. 203-216

Persistent link: https://www.econbiz.de/10001119093

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

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

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

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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