Items where Author is "Taylor, Stephen"

Journal Article

Hong, Seok Young and Nolte, Ingmar and Taylor, Stephen and Zhao, Vera (2023) Volatility Estimation and Forecasts Based on Price Durations. Journal of Financial Econometrics, 21 (1). pp. 106-144. ISSN 1479-8409

Taylor, Stephen and Simpson, Jane and Hardy, Claire (2022) The Use of Humor in Employee-to-Employee Workplace Communication : A Systematic Review With Thematic Synthesis. International Journal of Business Communication. ISSN 2329-4884

Andersen, Torben and Archakov, Ilya and Grund, Leon and Hautsch, Nikolaus and Li, Yifan and Nasekin, Sergey and Nolte, Ingmar and Pham, Manh and Taylor, Stephen and Todorov, Viktor (2021) A descriptive study of high-frequency trade and quote option data. Journal of Financial Econometrics, 19 (1). pp. 128-177. ISSN 1479-8409

Scott, Matthew and Taylor, Stephen and Chesterton, Paul and Vogt, Stefan Reinhold and Eaves, Daniel (2018) Motor imagery during action observation increases eccentric hamstring force : an acute non-physical intervention. Disability and Rehabilitation, 40 (12). pp. 1443-1451. ISSN 0963-8288

Shackleton, Mark and Liu, Helena and Taylor, Stephen and Xu, Gary (2009) Empirical pricing kernels obtained from the UK index options market. Applied Economics Letters, 16 (10). pp. 989-993. ISSN 1350-4851

Thesis

Zhang, Jackie and Taylor, Stephen (2017) Empirical essays on inferring information from options and other financial derivatives. PhD thesis, Lancaster University.

Linke, Tristan and Taylor, Stephen (2017) Essays in volatility research. PhD thesis, Lancaster University.

Zhao, Xiaolu and Taylor, Stephen and Nolte, Ingmar (2017) Essays on financial econometrics : variance and covariance estimation using price durations. PhD thesis, Lancaster University.

Fan, Rui and Taylor, Stephen (2016) Essays on financial econometrics : cojump detection and density forecasting. PhD thesis, Lancaster University.