Similar Search Results

Intraday effects of foreign exchange intervention by the Bank of Japan

Chang, Yuanchen - In: Journal of international money and finance 17 (1998) 1, pp. 191-210

Persistent link: https://www.econbiz.de/10001338365

The term structure of volatility implied by foreign exchange options

Xu, Xinzhong - In: Journal of financial and quantitative analysis : JFQA 29 (1994) 1, pp. 57-74

Persistent link: https://www.econbiz.de/10001166027

Trading futures using a channel rule : a study of the predictive power of technical analysis with currency examples

Taylor, Stephen - In: The journal of futures markets 14 (1994) 2, pp. 215-235

Persistent link: https://www.econbiz.de/10001169801

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

Unbiased weighted variance and skewness estimators for overlapping returns

Taylor, Stephen; Fang, Ming - In: Swiss journal of economics and statistics 154 (2018) 1, pp. 2-8

This article develops unbiased weighted variance and skewness estimators for overlapping return distributions. These estimators extend the variance estimation methods constructed in Bod et. al. (Applied Financial Economics 12:155-158, 2002) and Lo and MacKinlay (Review of Financial Studies...

Persistent link: https://www.econbiz.de/10011962867

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

Empirical pricing kernels obtained from the UK index options market

Liu, Xiaoquan; Shackleton, Mark B.; Taylor, Stephen; … - In: Applied economics letters 16 (2009) 10/12, pp. 989-993

Persistent link: https://www.econbiz.de/10003886597

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

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