Similar Search Results

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

Taylor, Stephen; Yadav, Pradeep; Zhang, Yuanyuan - In: Journal of banking & finance 34 (2010) 4, pp. 871-881

Persistent link: https://www.econbiz.de/10003966119

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

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

Bankruptcy probabilities inferred from option prices

Taylor, Stephen; Tzeng, Chi-Feng; Widdicks, Martin - In: The journal of derivatives : the official publication … 22 (2014) 2, pp. 8-31

Persistent link: https://www.econbiz.de/10011311421

Robust anomalies? : a close look at accrual-based trading strategy returns

Taylor, Stephen L.; Wong, Leon - In: Accounting and finance : journal of the Accounting … 52 (2012) 2, pp. 573-603

Persistent link: https://www.econbiz.de/10009690386

Cost of mandatory international financial reporting standards : evidence of reduced accrual reliability

Lai, Cheng Y.; Li, Yang; Shan, Yaowen; Taylor, Stephen L. - In: Australian journal of management 38 (2013) 3, pp. 491-521

Persistent link: https://www.econbiz.de/10010233219

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

Armstrong's handbook of human resource management practice

Armstrong, Michael; Taylor, Stephen - 2014 - 13. ed.

Persistent link: https://www.econbiz.de/10010339830

Investigating the information content of the model-free volatility expectation by Monte Carlo methods

Zhang, Yuanyuan; Taylor, Stephen; Wang, Lili - In: The journal of futures markets 33 (2013) 11, pp. 1071-1095

Persistent link: https://www.econbiz.de/10010255100

Overvalued equity, benchmark beating and unexpected accruals

Coulton, Jeffrey J.; Saune, Naibuka; Taylor, Stephen L. - In: Accounting and finance : journal of the Accounting … 55 (2015) 4, pp. 989-1014

Persistent link: https://www.econbiz.de/10011441367