Stephen Taylor
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Economist
Stephen Taylor 's AcademicInfluence.com Rankings
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Economics
Stephen Taylor 's Degrees
- Bachelors Economics Stanford University
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Why Is Stephen Taylor Influential?
(Suggest an Edit or Addition)According to Wikipedia, Stephen John Taylor is an emeritus professor of Finance at Lancaster University Management School, an authority on stochastic volatility models and option prices, a researcher in the areas of financial econometrics and mathematical finance, and an author who has published academic books and influential learned papers in Mathematical Finance, the Journal of Financial and Quantitative Analysis, the Journal of Econometrics and several other academic journals
Stephen Taylor 's Published Works
Published Works
- Auditor brand name reputations and industry specializations (1995) (1495)
- Modelling Financial Time Series (1987) (1426)
- MODELING STOCHASTIC VOLATILITY: A REVIEW AND COMPARATIVE STUDY (1994) (627)
- DISCRETIONARY DISCLOSURE OF RESERVES BY OIL AND GAS COMPANIES: AN ECONOMIC ANALYSIS (1992) (356)
- The incremental volatility information in one million foreign exchange quotations (1997) (354)
- Forecasting Currency Volatility: A Comparison of Implied Volatilities and AR(FI)MA Models (2003) (310)
- Australian IPO pricing in the short and long run (1996) (299)
- Stock returns and volatility: An empirical study of the UK stock market (1992) (222)
- The rise and rise of IFRS: An examination of IFRS diffusion (2008) (206)
- Forecasting the volatility of currency exchange rates (1987) (203)
- Corporate governance, insider ownership and operating performance of Australian initial public offerings (2004) (138)
- Conditional volatility and the informational efficiency of the PHLX currency options market (1995) (134)
- The Information Content of Implied Volatilities and Model-Free Volatility Expectations: Evidence from Options Written on Individual Stocks (2006) (128)
- A Comparison of Seasonal Adjustment Methods When Forecasting Intraday Volatility (2002) (127)
- Non-Audit Services and Earnings Conservatism: Is Auditor Independence Impaired? (2002) (124)
- The Impact of Statutory Sanctions on the Level and Information Content of Voluntary Corporate Disclosure (1999) (116)
- The association between audit quality, accounting disclosures and firm-specific risk: Evidence from initial public offerings (2003) (111)
- Trading futures using a channel rule: A study of the predictive power of technical analysis with currency examples (1994) (108)
- IPO Underpricing Explanations: Implications from Investor Application and Allocation Schedules (1999) (104)
- Audit Partner Rotation, Earnings Quality and Earnings Conservatism (2005) (102)
- Ownership structure and corporate performance: Australian evidence (1997) (86)
- Rewards Available to Currency Futures Speculators: Compensation for Risk or Evidence of Inefficient Pricing? (1992) (84)
- Does CEO Pay Reflect Performance? Some Australian Evidence (1998) (82)
- Expected and realised returns for Singaporean IPOs: Initial and long-run analysis (1996) (79)
- The magnitude of implied volatility smiles: theory and empirical evidence for exchange rates (1994) (78)
- The Effect of Compensation Design and Corporate Governance on the Transparency of CEO Compensation Disclosures (2001) (77)
- Conjectured models for trends in financial prices, tests and forecasts (1980) (75)
- Is 'Benchmark Beating' by Australian Firms Evidence of Earnings Management? (2005) (68)
- Tests of the Random Walk Hypothesis Against a Price-Trend Hypothesis (1982) (64)
- Security design and the allocation of voting rights: Evidence from the Australian IPO market (1998) (64)
- Modelling S&P 100 Volatility: The Information Content of Stock Returns (2001) (58)
- Testing the Random Walk Hypothesis (2007) (58)
- Prospectus Earnings Forecasts: Evidence And Explanations (1993) (57)
- Accounting Losses and Earnings Conservatism: Evidence from Australian Generally Accepted Accounting Principles (2007) (57)
- Directors’ Recommendations on Takeover Bids and the Management of Earnings: Evidence from Australian Takeovers (1999) (46)
- The Euro and European Financial Market Integration (2004) (46)
- International Accounting Standards: An Alternative Rationale (1987) (45)
- Option Awards for Australian CEOs: The Who, What and Why (2008) (43)
- A Reappraisal of the Efficiency of Financial Markets (Nato ASI Series (closed) / Nato ASI Subseries F (2012) (43)
- Cross-Sectional Analysis of Risk-Neutral Skewness (2009) (37)
- Costs of mandatory international financial reporting standards: Evidence of reduced accrual reliability (2013) (30)
- WHAT MOTIVATES GOING PRIVATE?: AN ANALYSIS OF AUSTRALIAN FIRMS (1996) (29)
- Identifying Earnings Overstatements: A Practical Test (2007) (26)
- Australian policy uncertainty and corporate investment (2020) (25)
- Agency Theory and “Management Research” A Comment (1993) (22)
- Audit Quality, Accounting Attributes and the Cost of Equity Capital (2009) (20)
- Directors' Duties and Corporate Governance: Have We Gone Too Far? (2004) (20)
- Unit Initial Public Offerings: Staged Equity or Signaling Mechanism? (2000) (20)
- What do Australian Annual Reports Say About Future Earnings (2000) (18)
- Empirical pricing kernels obtained from the UK index options market (2009) (18)
- Audit Fees, Non-Audit Services and Auditor-Client Economic Bonding (2007) (17)
- Non‐GAAP Earnings and the Earnings Quality Trade‐Off (2018) (17)
- The role of “other information” in analysts’ forecasts in understanding stock return volatility (2013) (17)
- Robust Anomalies? A Close Look at Accrual‐Based Trading Strategy Returns (2012) (16)
- Matching between revenues and expenses and the adoption of International Financial Reporting Standards (2015) (14)
- Economic Policy Uncertainty and Momentum (2019) (14)
- Non-stationarity in Sugar Prices (1978) (13)
- The Association between Audit Quality, Accounting Disclosures and Firm-Specific Risk: Evidence from the Australian IPO Market (1999) (13)
- Audit Quality and Properties of Analysts’ Information Environment (2018) (12)
- Investigating the information content of the model-free volatility expectation by Monte Carlo methods (2013) (12)
- Accounting for Executive Stock Options: A Case Study in Avoiding Tough Decisions (2008) (12)
- Executive Share Options: An Economic Framework (1994) (11)
- Earnings Management or Measurement Error? The Effect of External Financing on Unexpected Accruals (2013) (11)
- Further Evidence Against the Efficiency of Futures Markets (1989) (11)
- Overvalued Equity, Benchmark Beating and Unexpected Accruals (2014) (11)
- EXPLAINING INTRAPERIOD ACCOUNTING CHOICES: THE REPORTING OF CURRENCY TRANSLATION GAINS AND LOSSES (1990) (10)
- Simulating Financial Prices (1989) (10)
- Put-Call Parity: Evidence From the Australian Options Market (1990) (10)
- Bankruptcy Probabilities Inferred from Option Prices (2014) (10)
- Unit Initial Public Offerings: Staged Equity or Signaling Mechanism (2003) (10)
- Capital Markets Regulation: How Can Accounting Research Contribute? (2009) (9)
- Errors in estimating unexpected accruals in the presence of large changes in net external financing (2009) (9)
- Executive Compensation and Financial Performance Measures: Evidence from Significant Financial Institutions (2020) (8)
- The Informativeness of Dividends and Associated Tax Credits (2014) (7)
- A Review of the Proposals for Reform of Independence of Australian Company Auditors (2002) (7)
- Forecasting market prices (1988) (7)
- Takeover Markets and Corporate Board Composition: Some further evidence (1995) (6)
- Audit quality, earnings quality and the cost of equity capital (2009) (6)
- Density forecast comparisons for stock prices, obtained from high‐frequency returns and daily option prices (2018) (5)
- Audit fees and accounting quality: inferences from single-periodversus multi-period perspectives (2012) (5)
- The NATO Advanced Research Workshop on “A Reappraisal of the Efficiency of Financial Markets” (1989) (5)
- Intraday volatility forecasts using different seasonality adjustment methods (2002) (5)
- The Time Series Properties of Australian Accounting Data (1988) (5)
- Fundamentals or Managerial Discretion? The Relationship between Accrual Variability and Future Stock Return Volatility (2013) (5)
- Security Design and the Allocation of Voting Rights: Evidence from the IPO Market (1998) (5)
- THE ROLE OF TIME SERIES ANALYSIS IN STUDIES OF ACCOUNTING POLICY CHOICE: A COMMENT (1992) (5)
- USES OF FLOW‐OF‐FUNDS ACCOUNTS IN THE FEDERAL RESERVE SYSTEM* (1963) (5)
- The Impact Of The Enhanced Disclosure Regime On Corporate Disclosure Policies (1996) (4)
- Financial Accounting: Incentive Effects and Economic Consequences (2000) (4)
- Information about price and volatility jumps inferred from options prices (2018) (4)
- Comments on Shan and Walter: ‘Towards a Set of Design Principles for Executive Compensation Contracts’ (2016) (4)
- Abnormal Audit Fees and Accounting Quality (2016) (4)
- Predicting the Volatility of Stock Prices Using ARCH Models, with UK Examples (1994) (4)
- Empirical evidence for trends in capital markets (1979) (4)
- Costs of Mandatory IFRS: Evidence of Reduced Accrual Reliability (2013) (3)
- The Effect Of The Enhanced Disclosure Regime On The Efficiency Of The Australian Share Market (1996) (3)
- Rise and rise of non-GAAP disclosure (2016) (3)
- ANALYSING FINANCIAL STATEMENTS : HOW MANY VARIABLES SHOULD WE LOOK AT ? by (2014) (2)
- Enhanced Statutory Disclosure: Problems and Prospects (1996) (2)
- THE EFFICIENCY OF THE INTERNATIONAL MONEY MARKETS: A COMMENT (1984) (2)
- A Descriptive Study of High-Frequency Trade and Quote Option Data* (2021) (1)
- How Efficient Is the Market for Australian Firms’ Earnings Information? (2019) (1)
- The Accrual Anomaly in Australia: A Closer Look at Trading Strategy Returns (2010) (1)
- PRICE TRENDS IN WOOL PRICES WHEN SYDNEY FUTURES ARE ACTIVELY TRADED (1983) (1)
- Are Analysts’ Cash Flow Forecasts Associated with Improved Earnings Quality? Australian Evidence (2018) (1)
- Executive Stock Options: An Accounting Dilemma (2008) (1)
- The Uncertainty of Non-Accounting Information in Analysts' Forecasts and Stock Return Volatility (2006) (1)
- Audit Quality and Properties of Analysts' Information Environment (2014) (1)
- The role of “other information” in analysts’ forecasts in understanding stock return volatility (2013) (1)
- Commodity models for forecasting and policy analysis: Walter C. Labys and Peter K. Pollak, (Croom Helm, London and Nichols, New York, 1984) [UK pound]19.95/$38.50, pp. 209 (1986) (0)
- The Role of Non-Accounting Information in Understanding Stock Return Volatility (2008) (0)
- An Investigation of The Statutory Enhanced Disclosure System (1996) (0)
- Predictive Power of Option-Implied Densities from High-Frequency Data (2016) (0)
- Are analysts' cash flow forecasts associated with improved earnings quality? Australian evidence (2022) (0)
- Crash and Bankruptcy Information Inferred from Options Data (2012) (0)
- How Important Are Semi-Annual Earnings Announcements? An Information Event Perspective (2021) (0)
- Parameter variability in the single factor market model: An empirical comparison of tests and estimation procedures using data from the Helsinki stock exchange: Johan Knif, (The Finnish Society of Sciences and Letters, Helsinki, 1989), pp. 167, ISBN 951-653-196-2, ISSN 0355-256X (1990) (0)
- Forecasting Standard Deviations (2007) (0)
- Evidence Against the Efficiency of Futures Markets (2007) (0)
- Do High-Quality Auditors Improve Non-GAAP Reporting? (2022) (0)
- Forecasting Trends in Prices (2007) (0)
- Comment: “An Autoregressive Forecast of the World Sugar Future Option Market” (1977) (0)
- The Informativeness of Dividends and Franking Credits (2012) (0)
- Modelling Price Volatility (2007) (0)
- How Test Power Impacts Research Relevance: The Case of Earnings Management Research (2017) (0)
- Corporate Governance, Standards and Enforcement (2011) (0)
- Microstructure Noise Components of the S&P 500 Index: Variation, Persistence and Distributions (2016) (0)
- Asymmetric Timeliness in Earnings: Insights from Earnings Disaggregation (2020) (0)
- Accounting & audit quality surveillance: a working solution for regulators & exchanges (2006) (0)
- Features of Financial Returns (2007) (0)
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