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Nick Taylor

Global rank #4246 95%

Institution: University of Bristol

Primary Field: Finance (weighted toward more recent publications)

Homepage: http://www.bristol.ac.uk/efm/people/nick-j-taylor/index.html

First Publication: 2000

Most Recent: 2024

RePEc ID: pta557 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.01 0.00 0.00 0.01
Last 10 Years 0.00 2.02 4.02 0.00 8.06
All Time 0.00 2.02 17.60 0.00 23.64

Publication Statistics

Raw Publications 14
Coauthorship-Adjusted Count 23.73

Publications (14)

Year Article Journal Tier Authors
2024 Nonstandard Errors Journal of Finance A 343
2019 Forecasting returns in the VIX futures market International Journal of Forecasting B 1
2017 Timing strategy performance in the crude oil futures market Energy Economics A 1
2017 Realised variance forecasting under Box-Cox transformations International Journal of Forecasting B 1
2014 The rise and fall of technical trading rule success Journal of Banking & Finance B 1
2012 Measuring the economic value of loan advice Economics Letters C 1
2012 Testing forecasting model versatility Economics Letters C 1
2010 The Determinants of Future U.S. Monetary Policy: High‐Frequency Evidence Journal of Money, Credit, and Banking B 1
2008 Can idiosyncratic volatility help forecast stock market volatility? International Journal of Forecasting B 1
2007 A note on the importance of overnight information in risk management models Journal of Banking & Finance B 1
2004 Trading intensity, volatility, and arbitrage activity Journal of Banking & Finance B 1
2002 The economic and statistical significance of spread forecasts: Evidence from the London Stock Exchange Journal of Banking & Finance B 1
2001 Bootstrapping prediction intervals for autoregressive models International Journal of Forecasting B 2
2000 SETS, arbitrage activity, and stock price dynamics Journal of Banking & Finance B 4