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Three essays on corporate bonds and their impacts on firms' investment decisions

Fang, Ming - 2006

Persistent link: https://www.econbiz.de/10009267326

The role of occupational pension schemes in employer reward strategies : evidence from the Uk

Taylor, Stephen - 1998

Persistent link: https://www.econbiz.de/10001489231

By accident or design? : The case of occupational pension schemes in the formation of employer reward strategy

Taylor, Stephen - 1998

Persistent link: https://www.econbiz.de/10001489233

Differential voting rights in Australia : the second board experience

Taylor, Stephen L.; Whittred, Greg - 1993

Persistent link: https://www.econbiz.de/10000878110

The information content of implied volatilities and model-free volatility expectations : evidence from options written on individual stocks

Taylor, Stephen; Yadav, Pradeep; Zhang, Yuanyuan - 2009

The volatility information content of stock options for individual firms is measured using option prices for 149 U.S. firms and the S&P 100 index. ARCH and regression models are used to compare volatility forecasts defined by historical stock returns, at-the-money implied volatilities and...

Persistent link: https://www.econbiz.de/10003857823

Cross-sectional analysis of risk-neutral skewness

Taylor, Stephen; Yadav, Pradeep; Zhang, Yuanyuan - 2009

We investigate the association of various firm-specific and market-wide factors with the riskneutral skewness (RNS) implied by the prices of individual stock options. Our analysis covers 149 U.S. firms over a four-year period. Our choice of firms is based on adequate liquidity and trading...