Stephen J. Taylor
- Finance top 0.1%
- Financial Risk and Volatility Modeling 52
- Stochastic processes and financial applications 25
- Financial Markets and Investment Strategies 23
- Credit Risk and Financial Regulations 3
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- Monetary Policy and Economic Impact 30
- Economics and Econometrics top 0.1%
- Market Dynamics and Volatility 50
- Complex Systems and Time Series Analysis 24
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- Stock Market Forecasting Methods 10
- Accounting top 5%
Stephen J. Taylor
95 papers receiving 5.4k citations
Hit Papers
Peers
Comparison fields: 5 of 117
- Finance 4.7k
- General Economics, Econometrics and Finance 1.8k
- Economics and Econometrics 4.2k
- Management Science and Operations Research 791
- Accounting 271
Countries citing papers authored by Stephen J. Taylor
This map shows the geographic impact of Stephen J. Taylor's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Stephen J. Taylor with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Stephen J. Taylor more than expected).
Fields of papers citing papers by Stephen J. Taylor
This network shows the impact of papers produced by Stephen J. Taylor. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Stephen J. Taylor. The network helps show where Stephen J. Taylor may publish in the future.
Co-authorship network
The 25 scholars most cited alongside Stephen J. Taylor, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
| # | Work | ||
|---|---|---|---|
| 1 | 2009 | 87 | |
| 2 | Modelling Financial Time Series (Second Edition) | 2008 | 2 |
| 3 | 2008 | 10 | |
| 4 | 2008 | 1 | |
| 5 | Introduction to Asset Price Dynamics, Volatility, and Prediction | 2007 | 1 |
| 6 | The Euro and European Financial Market Integration | 2004 | 22 |
| 7 | 2003 | 52 | |
| 8 | Intraday volatility forecasts using different seasonality adjustment methods | 2002 | 1 |
| 9 | 2001 | 40 | |
| 10 | 2000 | 32 | |
| 11 | 2000 | 21 | |
| 12 | Modelling S&P 100 Volatility: The Information Content of Stock Returns | 1997 | 2 |
| 13 | 1994 | 117 | |
| 14 | 1994 | 400 | |
| 15 | 1992 | 4 | |
| 16 | 1987 | 9 | |
| 17 | 1987 | 108 | |
| 18 | 1986 | 19 | |
| 19 | 1984 | 21 | |
| 20 | 1983 | 1 |
About Stephen J. Taylor
Stephen J. Taylor is a scholar working on Finance, General Economics, Econometrics and Finance and Economics and Econometrics, having authored 97 papers that have together received 5.9k indexed citations. Recurring topics across this work include Financial Risk and Volatility Modeling (52 papers), Market Dynamics and Volatility (50 papers), Monetary Policy and Economic Impact (30 papers), Stochastic processes and financial applications (25 papers), Complex Systems and Time Series Analysis (24 papers), Financial Markets and Investment Strategies (23 papers), Stock Market Forecasting Methods (10 papers) and Credit Risk and Financial Regulations (3 papers). The work is most often cited by research in Finance (4.7k citations), General Economics, Econometrics and Finance (1.8k citations) and Economics and Econometrics (4.2k citations). Stephen J. Taylor has collaborated with scholars based in United Kingdom, Taiwan and China. Frequent co-authors include Xinzhong Xu, Ser‐Huang Poon, Paul Newbold, Clive W. J. Granger, Gordon Anderson, Bevan Blair, Mark B. Shackleton, Yaw‐Huei Wang, Yuanchen Chang and Söhnke M. Bartram. Their work appears in journals such as The Journal of Finance, The Economic Journal and Journal of Econometrics.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.