Access Statistics for Nick Taylor

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparison of Parametric, Semi-nonparametric, Adaptive, and Nonparametric Cointegration Tests 0 0 0 330 1 2 4 1,359
A New Econometric Model Of Index Arbitrage 0 0 0 246 0 1 7 374
A comparison of parametric, semi-nonparametric, adaptive and nonparametric tests 0 0 0 216 1 4 8 1,584
Autoregressive hidden Markov switching\\models of count data 0 0 0 342 0 4 9 694
Comparing the Bias and Misspecification in ARFIMA Models 0 0 0 0 0 4 9 23
Comparing the Bias and Misspecification in Arfima Models 0 0 0 1 0 3 11 169
Illiquidity and Volatility Spillover effects in Equity Markets during and after the Global Financial Crisis: an MEM approach 0 0 0 17 0 3 18 109
Non-Standard Errors 0 0 0 27 3 5 21 171
Non-Standard Errors 0 0 0 44 2 12 43 483
Nonstandard Errors 0 0 0 0 1 5 19 21
Nonstandard Errors 0 0 0 0 0 7 30 35
Nonstandard Errors 0 0 1 4 1 4 25 45
Nonstandard errors 0 0 1 12 2 5 34 81
On the Effects of Private Information on Volatility 0 0 0 15 1 2 12 110
On the Effects of Private Information on Volatility 0 0 0 40 0 1 9 142
SETS, Arbitrage Activity, and Stock Price Dynamics 0 0 0 310 0 1 6 1,389
The logarithmic vector multiplicative error model: an application to high frequency NYSE stock data 1 1 1 88 1 5 13 351
Total Working Papers 1 1 3 1,692 13 68 278 7,140
4 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A New Econometric Model of Index Arbitrage 0 0 1 29 0 2 7 121
A comparison of static and dynamic portfolio policies 0 0 0 11 0 2 18 69
A cross-section test of the present value model 0 0 0 53 1 2 7 350
A formula for the economic value of return predictability 0 0 0 10 0 8 16 78
A note on the importance of overnight information in risk management models 0 0 0 50 0 2 6 158
An International Perspective on Risk Management Quality 0 0 0 2 0 4 13 57
Bootstrapping prediction intervals for autoregressive models 0 0 0 88 0 2 13 255
Can idiosyncratic volatility help forecast stock market volatility? 0 0 0 39 0 3 15 125
Comparing the bias and misspecification in ARFIMA models 0 0 0 1 0 2 8 21
Competition on the London Stock Exchange 0 0 0 11 0 1 7 60
ECONOMIC FORECAST QUALITY AND PUBLICATION LAGS 0 0 0 1 0 1 4 30
Econometric Models of Company Dividends Can Be Used to Identify Underpriced Shares 0 0 0 0 0 1 4 206
Economic forecast quality: information timeliness and data vintage effects 0 0 0 16 0 0 11 72
Estimating private information usage amongst analysts: evidence from UK earnings forecasts 0 0 2 36 0 2 14 132
Evaluating interval forecasts of high-frequency financial data 0 0 1 527 0 8 16 1,417
Forecast accuracy and effort: The case of US inflation rates 0 0 0 17 0 2 9 106
Forecasting returns in the VIX futures market 0 0 0 28 0 2 9 78
Hawkes processes in finance: market structure and impact 0 0 2 10 0 0 6 22
Illiquidity and volatility spillover effects in equity markets during and after the global financial crisis: An MEM approach 0 0 0 5 0 3 18 59
Intraday and Interday Basis Dynamics: Evidence from the FTSE 100 Index Futures Market 0 0 2 284 0 2 8 857
Local versus foreign analysts' forecast accuracy: does herding matter? 0 0 0 2 0 11 17 28
Managed portfolio performance and transaction costs 0 0 0 15 0 4 10 48
Market and idiosyncratic volatility: high frequency dynamics 0 0 0 11 0 2 5 52
Measuring the economic value of loan advice 0 0 0 4 0 2 6 47
Modeling discontinuous periodic conditional volatility: Evidence from the commodity futures market 0 1 2 5 0 3 8 23
Nonstandard Errors 1 1 7 45 4 8 53 180
Optimal Variance Forecasting in a Trading Context 0 0 0 0 0 1 1 1
Order flow and volatility: An empirical investigation 0 0 1 17 1 6 20 107
Portfolio diversification and excess comovement in commodity prices 0 0 0 0 0 2 4 7
Portfolio return prediction and risk price heterogeneity 0 0 0 0 0 0 0 0
Precious metals and inflation 0 0 0 107 1 7 18 371
Realised variance forecasting under Box-Cox transformations 0 0 1 5 1 6 55 105
Realized volatility forecasting in an international context 0 0 0 21 1 5 12 65
Risk Control: Who Cares? 0 0 0 1 0 1 11 26
Robust Evaluation of Fixed-Event Forecast Rationality 0 0 0 0 0 1 7 211
Roll strategy efficiency in commodity futures markets 1 1 5 33 3 7 27 145
SETS, arbitrage activity, and stock price dynamics 0 0 0 36 0 2 10 185
THE ECONOMIC SIGNIFICANCE OF CONDITIONING INFORMATION ON PORTFOLIO EFFICIENCY IN THE PRESENCE OF COSTLY SHORT‐SELLING 0 0 0 3 0 1 2 33
Testing forecasting model versatility 0 0 0 5 1 7 11 68
The Determinants of Future U.S. Monetary Policy: High-Frequency Evidence 0 0 0 63 1 3 17 199
The Determinants of Future U.S. Monetary Policy: High‐Frequency Evidence 0 0 0 3 0 4 12 26
The Determinants of Volatility Timing Performance 0 0 1 2 1 8 25 31
The Economic Value of Volatility Forecasts: A Conditional Approach 0 0 0 11 0 2 9 64
The determinants of bank risks: Evidence from the recent financial crisis 0 0 3 60 0 3 15 185
The economic and statistical significance of spread forecasts: Evidence from the London Stock Exchange 0 0 0 41 0 0 13 159
The logarithmic vector multiplicative error model: an application to high frequency NYSE stock data 0 0 0 4 0 4 10 44
The predictive value of temporally disaggregated volatility: evidence from index futures markets 0 0 0 22 0 1 9 107
The rise and fall of technical trading rule success 0 0 1 95 1 4 19 382
Time Diversification: Empirical Tests 0 0 1 15 0 3 13 48
Time-varying price discovery in fragmented markets 0 0 1 27 0 7 12 87
Time-varying price discovery in the eighteenth century: empirical evidence from the London and Amsterdam stock markets 0 1 1 17 0 5 17 91
Timing strategy performance in the crude oil futures market 0 0 0 6 1 5 13 57
Trading intensity, volatility, and arbitrage activity 0 0 1 120 0 2 5 262
US inflation-indexed bonds in the long run: a hypothetical view 0 0 0 100 0 2 4 442
Total Journal Articles 2 4 33 2,114 17 178 679 8,159

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Testing for contagion: the impact of US structured markets on international financial markets 0 0 0 16 1 7 34 109
Total Chapters 0 0 0 16 1 7 34 109

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-07-10