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The economic and statistical significance of spread forecasts : evidence from the London Stock Exchange

Taylor, Nicholas - In: Journal of banking & finance 26 (2002) 4, pp. 795-818

Persistent link: https://www.econbiz.de/10001656950

Competition on the London Stock Exchange

Taylor, Nicholas - In: European financial management : the journal of the … 8 (2002) 4, pp. 399-419

Persistent link: https://www.econbiz.de/10001861032

The village in the city

Taylor, Nicholas - 1973

Persistent link: https://www.econbiz.de/10004707251

Time-varying price discovery in the 18th century

Bell, Adrian R.; Brooks, Chris; Taylor, Nicholas - 2011

Persistent link: https://www.econbiz.de/10009375420

SETS, arbitrage activity, and stock price dynamics

Taylor, Nicholas; Dijk, Dick van; Franses, Philip Hans; … - 1999

This paper provides an empirical description of the relationshipbetween the trading system operated by a stockexchange and the transaction costs faced by heterogeneous investors who use the exchange. Therecent introduction ofSETS in the London Stock Exchange provides an excellent opportunity...

Persistent link: https://www.econbiz.de/10011300557

Time-varying price discovery in the eighteenth century : empirical evidence from the London and Amsterdam stock markets

Bell, Adrian R.; Brooks, Chris; Taylor, Nicholas - In: Cliometrica : journal of historical economics and … 10 (2016) 1, pp. 5-30

Persistent link: https://www.econbiz.de/10011492239

SETS, arbitrage activity, and stock price dynamics

Taylor, Nicholas (contributor) - In: Journal of banking & finance 24 (2000) 8, pp. 1289-1306

Persistent link: https://www.econbiz.de/10001491422

Intraday and interday basis dynamics : evidence from the FTSE 100 index futures market

Garrett, Ian (contributor); Taylor, Nicholas (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 5 (2001) 2, pp. 133-152

Persistent link: https://www.econbiz.de/10001769747