Stephen Taylor

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MODELING STOCHASTIC VOLATILITY: A REVIEW AND COMPARATIVE STUDY

Stephen L Taylor, Stephen Taylor, 1994 .

Option prices and risk-neutral densities for currency cross-rates

Stephen Taylor, Yaw-Huei Wang, 2004 .

The magnitude of implied volatility smiles: theory and empirical evidence for exchange rates

Stephen L Taylor, Stephen Taylor, Guandong Xu, 1994 .

Trading futures using a channel rule: A study of the predictive power of technical analysis with currency examples

Stephen L Taylor, Stephen Taylor, Stephen Taylor, 1994 .

A Multi-Horizon Comparison of Density Forecasts for the S&P 500 Using Index Returns and Option Prices

Stephen Taylor, Stephen J. Taylor, M. Shackleton, 2010 .

Forecasting the volatility of currency exchange rates

Stephen L Taylor, Stephen Taylor, 1987 .

Conditional volatility and the informational efficiency of the PHLX currency options market

Stephen L Taylor, Stephen Taylor, Xinzhong Xu, 1995 .

The incremental volatility information in one million foreign exchange quotations

Stephen L Taylor, Stephen Taylor, Xinzhong Xu, 1997 .

Forecasting S&P 100 Volatility: The Incremental Information Content of Implied Volatilities and High Frequency Index Returns

Stephen Taylor, S. Poon, Stephen J. Taylor, 2000 .

Modelling Financial Time Series

Stephen L Taylor, Stephen Taylor, 1987 .

IPO Underpricing Explanations: Implications from Investor Application and Allocation Schedules

Stephen L Taylor, Stephen Taylor, T. Walter, 1999, Journal of Financial and Quantitative Analysis.

Auditor brand name reputations and industry specializations

Stephen L Taylor, Jere R. Francis, Stephen Taylor, 1995 .

Stock returns and volatility: An empirical study of the UK stock market

Stephen L Taylor, Ser-Huang Poon, Stephen Taylor, 1992 .

The Effect of Audit Market Deregulation on the Pricing of Brand Name Reputation

Jere R. Francis, Stephen Taylor, A. Craswell, 1997 .

Simulating Financial Prices

Stephen L Taylor, Stephen Taylor, Stephen Taylor, 1989 .

WHAT MOTIVATES GOING PRIVATE?: AN ANALYSIS OF AUSTRALIAN FIRMS

Stephen Taylor, P. Eddey, K. Lee, 1996 .

Graph theoretical representations of equity indices and their centrality measures

Stephen Taylor, L. D. Di Cerbo, Stephen Taylor, 2019, Quantitative Finance.

Directors’ Recommendations on Takeover Bids and the Management of Earnings: Evidence from Australian Takeovers

Stephen Taylor, P. Eddey, 1999 .

A Review of the Proposals for Reform of Independence of Australian Company Auditors

Stephen L Taylor, Stephen Taylor, J. Culvenor, 2002 .

International Accounting Standards: An Alternative Rationale

Stephen L Taylor, Stephen Taylor, 1987 .