Items where Author is "Taylor, S. J."

Journal Article

Gilder, Dudley and Shackleton, Mark and Taylor, S. J. (2014) Cojumps in stock prices : empirical evidence. Journal of Banking and Finance, 40. pp. 443-459. ISSN 0378-4266

Zhang, Yuanyuan and Taylor, S. J. and Wang, Lili (2013) Investigating the information content of the model-free volatility expectation by Monte Carlo methods. Journal of Futures Markets, 33 (11). pp. 1071-1095. ISSN 0270-7314

Taylor, S. J. and Yadav, P. K. and Zhang, Yuanyuan (2010) The information content of implied volatilities and model-free volatility expectations: evidence from options written on individual stocks. Journal of Banking and Finance, 34. pp. 871-881. ISSN 0378-4266

Taylor, S. J. and Yadav, P. K. and Zhang, Yuanyuan (2009) Cross-sectional analysis of risk-neutral skewness. Journal of Derivatives, 16 (4). pp. 38-52. ISSN 1074-1240