Nick Taylor : Citation Profile

University of Bristol

12

H index

16

i10 index

465

Citations

RESEARCH PRODUCTION:

51

Articles

14

Papers

1

Chapters

RESEARCH ACTIVITY:

   28 years (1995 - 2023). See details.
   Cites by year: 16
   Journals where Nick Taylor has often published
   Relations with other researchers
   Recent citing documents: 38.    Total self citations: 12 (2.52 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pta557
   Updated: 2025-07-05    RAS profile: 2024-04-06    
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Relations with other researchers

Works with:

Frömmel, Michael (3)

Roy, Saurabh (3)

Bohorquez Correa, Santiago (3)

Sarno, Lucio (3)

Hurlin, Christophe (3)

Ait-Sahalia, Yacine (3)

Lof, Matthijs (3)

Park, Andreas (3)

Gerritsen, Dirk (3)

Mihet, Roxana (3)

Verousis, Thanos (3)

Voigt, Stefan (3)

Ødegaard, Bernt (3)

Johannesson, Magnus (3)

FERROUHI, EL MEHDI (3)

Schwarz, Marco (3)

Nielsson, Ulf (3)

Jurkatis, Simon (3)

Jalkh, Naji (3)

Gehrig, Thomas (3)

Palan, Stefan (3)

Zhang, S. Sarah (3)

Tonks, Ian (3)

Deev, Oleg (3)

Degryse, Hans (3)

Pasquariello, Paolo (3)

Harris, Jeffrey (3)

Dimpfl, Thomas (3)

Hautsch, Nikolaus (3)

Davies, Ryan (3)

Xiu, Dacheng (3)

Wolff, Christian (3)

LINTON, OLIVER (3)

Schuerhoff, Norman (3)

Walther, Thomas (3)

CAPELLE-BLANCARD, Gunther (3)

Caporin, Massimiliano (3)

Reitz, Stefan (3)

Stefanova, Denitsa (3)

Colliard, Jean-Edouard (3)

Füllbrunn, Sascha (3)

Menkveld, Albert (3)

Scaillet, Olivier (3)

Brownlees, Christian (3)

Foucault, Thierry (3)

Shachar, Or (3)

Horenstein, Alex (3)

Pastor, Lubos (3)

Holzmeister, Felix (3)

Smales, Lee (3)

Vilkov, Grigory (3)

Deku, Solomon (3)

Bos, Charles (3)

Korajczyk, Robert (3)

Schenk-Hoppé, Klaus (3)

Wilhelmsson, Anders (3)

Ranaldo, Angelo (3)

Ferrara, Gerardo (3)

Talavera, Oleksandr (3)

Xia, Shuo (3)

Frijns, Bart (3)

Alexeev, Vitali (3)

Renault, Thomas (3)

Huang, Wenqian (3)

Chernov, Mikhail (3)

Dreber, Anna (3)

Sojli, Elvira (3)

Liew, Chee (3)

Rinne, Kalle (3)

Abudy, Menachem (2)

Wong, Wing-Keung (2)

Aloosh, Arash (2)

Vogel, Sebastian (2)

Lajaunie, Quentin (2)

Rakowski, David (2)

Adrian, Tobias (2)

Dumitrescu, Ariadna (2)

Kearney, Fearghal (2)

Putnins, Talis (2)

Gorbenko, Arseny (2)

van Kervel, Vincent (2)

Koetter, Michael (2)

Roy, Saurabh (2)

PASCUAL, ROBERTO (2)

Kassner, Bernhard (2)

Patel, Vinay (2)

Prokopczuk, Marcel (2)

Söderlind, Paul (2)

Bouri, Elie (2)

Chow, Nikolai Sheung-Chi (2)

Theissen, Erik (2)

Bjønnes, Geir (2)

Eugster, Nicolas (2)

Güçbilmez, Ufuk (2)

Moinas, Sophie (2)

Zhou, Chen (2)

Heath, Davidson (2)

Neszveda, Gabor (2)

Regis, Luca (2)

Pelizzon, Loriana (2)

Lopez-Lira, Alejandro (2)

Hjalmarsson, Erik (2)

He, Xuezhong (Tony) (2)

Patton, Andrew (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Nick Taylor.

Is cited by:

lucey, brian (8)

Xu, Yongdeng (7)

Weron, Rafał (7)

Oxley, Les (6)

Huber, Christoph (6)

Nowotarski, Jakub (6)

Clements, Adam (5)

O'Connor, Fergal (5)

HU, YANG (5)

Kim, Jae (5)

Knüppel, Malte (5)

Cites to:

Bollerslev, Tim (41)

Diebold, Francis (39)

Engle, Robert (39)

Andersen, Torben (24)

Campbell, John (18)

Shephard, Neil (16)

Lucas, Andre (13)

Roll, Richard (13)

Stulz, René (13)

French, Kenneth (13)

merton, robert (11)

Main data

Where Nick Taylor has published?

Journals with more than one article published# docs
Journal of Banking & Finance5
Journal of Forecasting4
International Journal of Forecasting4
European Financial Management4
Applied Financial Economics4
International Review of Financial Analysis2
Manchester School2
Journal of Empirical Finance2
Economics Letters2
Journal of Financial Econometrics2
The European Journal of Finance2
Applied Economics Letters2

Working Papers Series with more than one paper published# docs
Tinbergen Institute Discussion Papers / Tinbergen Institute3
Cardiff Economics Working Papers / Cardiff University, Cardiff Business School, Economics Section2

Recent works citing Nick Taylor (2025 and 2024)

YearTitle of citing document
2025Self and mutually exciting point process embedding flexible residuals and intensity with discretely Markovian dynamics. (2025). Lee, Kyungsub. In: Papers. RePEc:arx:papers:2401.13890.

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2024HARd to Beat: The Overlooked Impact of Rolling Windows in the Era of Machine Learning. (2024). Chassot, Jonathan ; Audrino, Francesco. In: Papers. RePEc:arx:papers:2406.08041.

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2024A GCN-LSTM Approach for ES-mini and VX Futures Forecasting. (2024). Howison, Sam ; Michael, Nikolas ; Cucuringu, Mihai. In: Papers. RePEc:arx:papers:2408.05659.

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2024Model-based and empirical analyses of stochastic fluctuations in economy and finance. (2024). Zadourian, Rubina. In: Papers. RePEc:arx:papers:2408.16010.

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2025Forecasting U.S. equity market volatility with attention and sentiment to the economy. (2025). Ly, Vstefan ; Halouskov, Martina. In: Papers. RePEc:arx:papers:2503.19767.

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2024Water risk and financial analysts information environment: Empirical evidence from China. (2024). Zhou, Ziting ; Su, Kun ; Liu, KE ; An, Hui. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:2:p:1265-1304.

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2024Investors’ Reactions to Alliance‐Engendered Acquisition Ambiguity: Evidence from U.S. Technology Deals. (2024). Phelps, Corey C ; Goossen, Martin C ; Desyllas, Panos. In: Journal of Management Studies. RePEc:bla:jomstd:v:61:y:2024:i:4:p:1618-1653.

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2024Extended multivariate EGARCH model: A model for zero€ return and negative spillovers. (2024). Xu, Yongdeng. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2024/24.

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2024A Vector Multiplicative Error Model with Spillover Effects and Co-movements. (2024). Otranto, E. In: Working Paper CRENoS. RePEc:cns:cnscwp:202404.

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2025Predicting cryptocurrency volatility: The power of model clustering. (2025). Qu, Shaoguang ; Qiu, Yue ; Xie, Tian ; Shi, Zhentao. In: Economic Modelling. RePEc:eee:ecmode:v:144:y:2025:i:c:s0264999324003432.

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2024Non-standard errors in asset pricing: Mind your sorts. (2024). Verwijmeren, Patrick ; van Vliet, Bart ; Soebhag, Amar. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000525.

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2024Asymmetric volatility spillover between crude oil and other asset markets. (2024). Xu, Yongdeng ; Guan, Bo ; Mazouz, Khelifa. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988324000136.

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2024Forecasting of clean energy market volatility: The role of oil and the technology sector. (2024). Lyócsa, Štefan ; Lyocsa, Tefan ; Todorova, Neda. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001592.

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2024Macroeconomic shocks and volatility spillovers between stock, bond, gold and crude oil markets. (2024). Xu, Yongdeng ; Lu, Wenna ; Heravi, Saeed ; Guan, BO. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004584.

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2024What drives the uranium sector risk? The role of attention, economic and geopolitical uncertainty. (2024). Todorova, Neda ; Lycsa, Tefan. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324006881.

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2025Modelling time-varying volatility spillovers across crises: Evidence from major commodity futures and the US stock market. (2025). faff, robert ; Yew, Rand Kwong ; Ramesh, Shietal. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000489.

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2024Non-standard errors in the cryptocurrency world. (2024). Poddig, Thorsten ; Gunther, Steffen ; Fieberg, Christian ; Zaremba, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000383.

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2024Outlier-robust methods for forecasting realized covariance matrices. (2024). Clements, Adam ; Li, Dan ; Drovandi, Christopher. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:392-408.

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2024Forecasting the equity premium with frequency-decomposed technical indicators. (2024). Stein, Tobias. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:6-28.

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2025Efficiency of poll-based multi-period forecasting systems for German state elections. (2025). Schnurbus, Joachim ; Haupt, Harry ; Fritsch, Markus. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:2:p:670-688.

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2024Behavioral risk profiling: Measuring loss aversion of individual investors. (2024). van Dolder, Dennie ; Vandenbroucke, Jurgen. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:168:y:2024:i:c:s0378426624002073.

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2024The role of G7 and BRICS country risks on critical metals: Evidence from time- and frequency-domain approach. (2024). Gao, Wang ; Yang, Shixiong ; Zhang, Hongwei. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723009686.

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2024Retail investors’ escaping from the bottom and clustering at the top of the trend in China. (2024). Wu, Xiang ; Zhang, Bing. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pb:p:875-904.

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2025Volatility forecasting and volatility-timing strategies: A machine learning approach. (2025). Ryu, Doojin ; Cho, Hoon ; Chun, Dohyun. In: Research in International Business and Finance. RePEc:eee:riibaf:v:75:y:2025:i:c:s0275531924005166.

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2024Reproducibility in Management Science. (2024). Ozkes, Ali ; Merkle, Christoph ; Huber, Christoph ; Greiner, Ben ; Fišar, Miloš ; Fiar, Milo ; Katok, Elena. In: Post-Print. RePEc:hal:journl:hal-04370984.

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2024Experimenting with Financial Professionals. (2024). Marini, Matteo M. ; Huber, Christoph ; Konig-Kersting, Christian. In: Working Papers. RePEc:inn:wpaper:2022-07.

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2025The Sources of Researcher Variation in Economics. (2025). Huntington-Klein, Nick ; Gallegos, Sebastian ; Portner, Claus C. In: IZA Discussion Papers. RePEc:iza:izadps:dp17744.

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2024Forecasting Trading-Session Return Volatility in Taiwan Futures Market: A Periodic Regime Switching with Jump Approach. (2024). Chang, Yu-Ching ; Lai, Yi-Hao ; Wang, Yi-Chiuan. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:31:y:2024:i:2:d:10.1007_s10690-023-09415-w.

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2024Predicting ETF liquidity. (2024). Pham, Son D ; Visaltanachoti, Nuttawat ; Nguyen, Nhut H ; Marshall, Ben R. In: Australian Journal of Management. RePEc:sae:ausman:v:49:y:2024:i:3:p:478-508.

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2025The risk–return trade-off of Bitcoin: Evidence from regime-switching analysis. (2025). Tsuji, Chikashi. In: Future Business Journal. RePEc:spr:futbus:v:11:y:2025:i:1:d:10.1186_s43093-025-00551-5.

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2025Editorial A Tribute to Professor Geoffrey Alan Hawkes (19 September 1938–9 November 2023). (2025). Chen, Jing. In: Journal of Agricultural, Biological and Environmental Statistics. RePEc:spr:jagbes:v:30:y:2025:i:1:d:10.1007_s13253-024-00661-7.

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2025Self and Mutually Exciting Point Process Embedding Flexible Residuals and Intensity with Discretely Markovian Dynamics. (2025). Lee, Kyungsub. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:27:y:2025:i:2:d:10.1007_s11009-025-10159-5.

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2024Forecasting EUA futures volatility with geopolitical risk: evidence from GARCH-MIDAS models. (2024). Gao, Qiujin ; Xiao, Ling ; Lu, Hengzhen ; Dhesi, Gurjeet. In: Review of Managerial Science. RePEc:spr:rvmgts:v:18:y:2024:i:7:d:10.1007_s11846-023-00722-0.

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2025Extended Multivariate EGARCH Model: A Model for Zero‐Return and Negative Spillovers. (2025). Xu, Yongdeng. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:4:p:1266-1279.

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2025Trading VIX on Volatility Forecasts: Another Volatility Puzzle?. (2025). Filis, George ; Degiannakis, Stavros ; Delis, Panagiotis ; Giannopoulos, George. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:4:p:1602-1618.

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2024Heterogeneity in Effect Size Estimates: Empirical Evidence and Practical Implications. (2024). Johannesson, Magnus ; Holzmeister, Felix ; Dreber, Anna ; Böhm, Robert ; Bohm, Robert ; Kirchler, Michael ; Huber, Jurgen. In: I4R Discussion Paper Series. RePEc:zbw:i4rdps:102.

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2025The Sources of Researcher Variation in Economics. (2025). Williams, Kevin ; Ward, Zachary ; Tagat, Anirudh ; Szczygielski, Krzysztof ; Spantig, Lisa ; Salamanca, Nicolas ; Samahita, Margaret ; Roy, Jayjit ; Reuter, Anna ; Reimão, Maira ; Rayamajhee, Veeshan ; Pugatch, Todd ; Putman, Daniel ; Pörtner, Claus ; Porcher, Simon ; McCarthy, Ian ; Marcus, Jan ; Long, Dede ; LaFave, Daniel ; Klotzbücher, Valentin ; Kim, Sie Won ; Huntington-Klein, Nick ; Holzmeister, Felix ; Henningsen, Arne ; Henderson, Daniel ; Gay, Victor ; Gallegos, Sebastian ; Gamino, Aaron ; Fumarco, Luca ; Fitzpatrick, Anne ; Feld, Jan ; de Gendre, Alexandra ; Crawfurd, Lee ; Buisson, Florent ; Brehm, Margaret ; Bhai, Moiz ; Bech-Wysocka, Katarzyna ; Berniell, Inés ; Avdeev, Stanislav ; Angenendt, David ; Antón, José Ignacio ; Akbulut-Yuksel, Mevlude ; Deer, Lachlan ; Najam, Rafiuddin ; Wang, Yue ; Prtner, Claus C ; Ropovik, Ivan ; Baker, Bradley J ; Fradkin, Andrey ; Andresen, Martin Eckhoff ; Pitknen, Visa ; Smith, Brock ; Cullinan, John ; Ozer, Gorkem Turgut ; Hill, Andrew J ; Waters, Tom ; Adamkovic, Matus ; Gazeaud, Jules ; Mogge, Lukas ; Bandara, Imesh Nuwan ; Kronenberg, Christoph ; Naumann, Elias ; Sorensen, Lucy C ; Petroulakis, Filippos ; Herns, Ystein ; Weber, Ellerie ; Acharya, Yubraj ; Gayaker, Savas ; Merkus, Erik ; Bansal, Avijit ; Fiala, Nathan ; Klotzbcher, Valentin ; Miller, Klaus M ; Brun, Martn ; Paudel, Jayash ; Herman, Clment ; Weinberg, Stephen E ; Collins, Matthew ; Ahmad, Imtiaz ; Meinzen-Dick, Laura ; Bartram, David ; Feyman, Yevgeniy ; Huysmans, Martijn ; Burli, Pralhad ; Peukert, Christian ; Henry, Junita ; Weissmller, Kristina S ; Clement, Jeffrey ; Adema, Joop ; Gauriot, Romain ; Samudra, Aparna ; Karney, Daniel H ; Camp, Andrew M ; Prakash, Manab ; Westheide, Christian ; Reimao, Maira Emy ; Chen, Weiwei ; Mari, Gabriele ; Sanogo, Vassiki ; Bennett, Christopher Troy ; Farquharson, Christine ; Kameshwara, Kalyan Kumar ; Berha, Andu ; Tastan, Huseyin ; Cerutti, Nicola ; Heller, Blake H ; Arenas, Andreu ; Galrraga, Julio ; Sariyev, Orkhan ; Falken, Grace ; Kaire, Jos ; Agasa, Lameck Ondieki ; Trombetta, Martin ; Harris, Mark N ; Ricks, Michael David ; Antn, Jos-Ignacio ; Schaak, Henning ; Bhattacharya, Shreya ; Fages, Diego Marino ; Jakobsson, Niklas ; Venkatesan, Madhavi ; Goldhaber, Dan ; Rios-Avila, Fernando ; Aslim, Erkmen Giray ; Ligey, Maxime ; Segel, Joel E ; Duquette, Nicolas J ; Jain, Anil K ; Vernet, Antoine ; Girardi, Daniele ; Zahid, Muhammad Umer ; Rodriguez, Abel ; Lee, Ryan ; Wagner, Gary A ; Sievertsen, Hans Henrik ; Bjoerkheim, Markus ; Dorsey-Palmateer, Reid ; Nmadu, Job Nda ; Imtiaz, Saad M ; Volkov, Eden ; Woahid, S M ; Gilpin, Gregory ; Zanoli, Raffaele ; Roeckert, Julian ; Bacher-Hicks, Andrew ; French, Evaewero ; Lang, David ; Smet, Mike ; Bloem, Jeffrey R. In: I4R Discussion Paper Series. RePEc:zbw:i4rdps:209.

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2024A note on the use of syndicated loan data. (2024). Tonzer, Lena ; Muller, Isabella ; Noth, Felix. In: IWH Discussion Papers. RePEc:zbw:iwhdps:172022.

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Works by Nick Taylor:

YearTitleTypeCited
2012On the Effects of Private Information on Volatility In: CREATES Research Papers.
[Full Text][Citation analysis]		paper1
2011On the Effects of Private Information on Volatility.(2011) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2016Time-varying price discovery in the eighteenth century: empirical evidence from the London and Amsterdam stock markets In: Cliometrica, Journal of Historical Economics and Econometric History.
[Full Text][Citation analysis]		article4
1995Comparing the Bias and Misspecification in ARFIMA Models In: Economic Research Papers.
[Full Text][Citation analysis]		paper27
1997Comparing the bias and misspecification in ARFIMA models.(1997) In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 27		article
1995Comparing the Bias and Misspecification in Arfima Models.(1995) In: The Warwick Economics Research Paper Series (TWERPS).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 27		paper
2022Local versus foreign analysts forecast accuracy: does herding matter? In: Accounting and Finance.
[Full Text][Citation analysis]		article2
2007A New Econometric Model of Index Arbitrage In: European Financial Management.
[Full Text][Citation analysis]		article5
2004A New Econometric Model Of Index Arbitrage.(2004) In: Royal Economic Society Annual Conference 2004.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2013An International Perspective on Risk Management Quality In: European Financial Management.
[Full Text][Citation analysis]		article0
2017Risk Control: Who Cares? In: European Financial Management.
[Full Text][Citation analysis]		article0
2002Competition on the London Stock Exchange In: European Financial Management.
[Full Text][Citation analysis]		article8
2001Time Diversification: Empirical Tests In: Journal of Business Finance & Accounting.
[Full Text][Citation analysis]		article7
2012THE ECONOMIC SIGNIFICANCE OF CONDITIONING INFORMATION ON PORTFOLIO EFFICIENCY IN THE PRESENCE OF COSTLY SHORT‐SELLING In: Journal of Financial Research.
[Full Text][Citation analysis]		article1
1995Econometric Models of Company Dividends Can Be Used to Identify Underpriced Shares. In: The Manchester School of Economic & Social Studies.
[Citation analysis]		article0
2001Portfolio diversification and excess comovement in commodity prices In: Manchester School.
[Full Text][Citation analysis]		article2
2013ECONOMIC FORECAST QUALITY AND PUBLICATION LAGS In: Manchester School.
[Full Text][Citation analysis]		article0
2001Intraday and Interday Basis Dynamics: Evidence from the FTSE 100 Index Futures Market In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article3
2013The logarithmic vector multiplicative error model: an application to high frequency NYSE stock data In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper12
2017The logarithmic vector multiplicative error model: an application to high frequency NYSE stock data.(2017) In: Quantitative Finance.
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This paper has nother version. Agregated cites: 12		article
2018Illiquidity and Volatility Spillover effects in Equity Markets during and after the Global Financial Crisis: an MEM approach In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper11
2018Illiquidity and volatility spillover effects in equity markets during and after the global financial crisis: An MEM approach.(2018) In: International Review of Financial Analysis.
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This paper has nother version. Agregated cites: 11		article
2002Autoregressive hidden Markov switching\\models of count data In: Royal Economic Society Annual Conference 2002.
[Full Text][Citation analysis]		paper0
2012Measuring the economic value of loan advice In: Economics Letters.
[Full Text][Citation analysis]		article1
2012Testing forecasting model versatility In: Economics Letters.
[Full Text][Citation analysis]		article0
2014Order flow and volatility: An empirical investigation In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article14
1996A cross-section test of the present value model In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article8
2017Timing strategy performance in the crude oil futures market In: Energy Economics.
[Full Text][Citation analysis]		article0
2018A comparison of static and dynamic portfolio policies In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article0
2015The determinants of bank risks: Evidence from the recent financial crisis In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article15
2001Bootstrapping prediction intervals for autoregressive models In: International Journal of Forecasting.
[Full Text][Citation analysis]		article44
2008Can idiosyncratic volatility help forecast stock market volatility? In: International Journal of Forecasting.
[Full Text][Citation analysis]		article3
2017Realised variance forecasting under Box-Cox transformations In: International Journal of Forecasting.
[Full Text][Citation analysis]		article13
2019Forecasting returns in the VIX futures market In: International Journal of Forecasting.
[Full Text][Citation analysis]		article8
2000SETS, arbitrage activity, and stock price dynamics In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article31
1999SETS, Arbitrage Activity, and Stock Price Dynamics.(1999) In: Tinbergen Institute Discussion Papers.
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This paper has nother version. Agregated cites: 31		paper
2002The economic and statistical significance of spread forecasts: Evidence from the London Stock Exchange In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article5
2004Trading intensity, volatility, and arbitrage activity In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article10
2007A note on the importance of overnight information in risk management models In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article26
2014The rise and fall of technical trading rule success In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article40
2016Roll strategy efficiency in commodity futures markets In: Journal of Commodity Markets.
[Full Text][Citation analysis]		article0
2013Testing for contagion: the impact of US structured markets on international financial markets In: Chapters.
[Full Text][Citation analysis]		chapter1
2021Non-Standard Errors In: Working Paper Series, Social and Economic Sciences.
[Full Text][Citation analysis]		paper5
2021Non-Standard Errors In: Working Papers.
[Full Text][Citation analysis]		paper14
2021Non-Standard Errors.(2021) In: Working Papers.
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This paper has nother version. Agregated cites: 14		paper
2003Evaluating interval forecasts of high-frequency financial data In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article29
2001Robust Evaluation of Fixed-Event Forecast Rationality. In: Journal of Forecasting.
[Citation analysis]		article9
2008The predictive value of temporally disaggregated volatility: evidence from index futures markets In: Journal of Forecasting.
[Full Text][Citation analysis]		article3
2011Forecast accuracy and effort: The case of US inflation rates In: Journal of Forecasting.
[Full Text][Citation analysis]		article2
2011Estimating private information usage amongst analysts: evidence from UK earnings forecasts In: Journal of Forecasting.
[Full Text][Citation analysis]		article1
2010The Determinants of Future U.S. Monetary Policy: High-Frequency Evidence In: Journal of Money, Credit and Banking.
[Citation analysis]		article12
2010The Determinants of Future U.S. Monetary Policy: High‐Frequency Evidence.(2010) In: Journal of Money, Credit and Banking.
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This paper has nother version. Agregated cites: 12		article
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