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Profit or Prophet? A Case Stud...
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Volatility
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Taylor, Stephen
52
Taylor, Stephen L.
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Shan, Yaowen
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Walter, Terry S.
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Xu, Xinzhong
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Cui, Zhenyu
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Poon, Ser-Huang
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Proceedings of the first annual European Futures Research Symposium
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Research-technology management : RTM
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Review of accounting studies
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Selected papers from the Seventh Annual PACAP Finance Conference held in Manila, Philippines
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ECONIS (ZBW)
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1
Profit or prophet? : a case study of the reporting of non-GAAP earnings by Australian banks
Sek, Julie
;
Taylor, Stephen L.
- In:
Australian accounting review
21
(
2011
)
4
,
pp. 327-339
Persistent link: https://www.econbiz.de/10009424919
Saved in:
2
Capital markets regulation : how can accounting research contribute?
Taylor, Stephen L.
- In:
Australian accounting review
19
(
2009
)
4
,
pp. 319-325
Persistent link: https://www.econbiz.de/10003930817
Saved in:
3
The behaviour of futures prices over time
Taylor, Stephen
- In:
Applied economics
17
(
1985
)
4
,
pp. 713-734
Persistent link: https://www.econbiz.de/10001047756
Saved in:
4
The relationships between sentiment, returns and volatility
Wang, Yaw-Huei
;
Keswani, Aneel
;
Taylor, Stephen
- In:
International journal of forecasting
22
(
2006
)
1
,
pp. 109-123
Persistent link: https://www.econbiz.de/10003283957
Saved in:
5
Cross-sectional analysis of risk-neutral skewness
Taylor, Stephen
;
Yadav, Pradeep
;
Zhang, Yuanyuan
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
4
,
pp. 38-52
Persistent link: https://www.econbiz.de/10003862759
Saved in:
6
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
Saved in:
7
The Euro and European financial market dependence
Bartram, Söhnke M.
;
Taylor, Stephen
;
Wang, Yaw-Huei
- In:
Journal of banking & finance
31
(
2007
)
5
,
pp. 1461-1481
Persistent link: https://www.econbiz.de/10003461173
Saved in:
8
Closed-form transformations from risk-neutral to real-world distributions
Liu, Xiaoquan
;
Shackleton, Mark B.
;
Taylor, Stephen
; …
- In:
Journal of banking & finance
31
(
2007
)
5
,
pp. 1501-1520
Persistent link: https://www.econbiz.de/10003461175
Saved in:
9
A multi-horizon comparison of density forecasts for the S&P 500 using index returns and option prices
Shackleton, Mark B.
;
Taylor, Stephen
;
Yu, Peng
- In:
Journal of banking & finance
34
(
2010
)
11
,
pp. 2678-2693
Persistent link: https://www.econbiz.de/10008858849
Saved in:
10
A novel reduction of the simple Asian option and lie-group invariant solutions
Taylor, Stephen
;
Glasgow, Scott
- In:
International journal of theoretical and applied finance
12
(
2009
)
8
,
pp. 1197-1212
Persistent link: https://www.econbiz.de/10003946588
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