Stephen J. Taylor

9.6k total citations · 2 hit papers
97 papers, 5.9k citations indexed

About

Stephen J. Taylor is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Stephen J. Taylor has authored 97 papers receiving a total of 5.9k indexed citations (citations by other indexed papers that have themselves been cited), including 66 papers in Finance, 64 papers in Economics and Econometrics and 30 papers in General Economics, Econometrics and Finance. Recurrent topics in Stephen J. Taylor's work include Financial Risk and Volatility Modeling (52 papers), Market Dynamics and Volatility (50 papers) and Monetary Policy and Economic Impact (30 papers). Stephen J. Taylor is often cited by papers focused on Financial Risk and Volatility Modeling (52 papers), Market Dynamics and Volatility (50 papers) and Monetary Policy and Economic Impact (30 papers). Stephen J. Taylor collaborates with scholars based in United Kingdom, Taiwan and China. Stephen J. Taylor's 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 and has published in prestigious journals such as The Journal of Finance, The Economic Journal and Journal of Econometrics.

In The Last Decade

Stephen J. Taylor

95 papers receiving 5.4k citations

Hit Papers

Forecasting Economic Time Series 1979 2026 1994 2010 1979 2007 200 400 600

Peers

Stephen J. Taylor
Comparison fields: 5 of 117
  • Finance 4.7k
  • Economics and Econometrics 4.2k
  • General Economics, Econometrics and Finance 1.8k
  • Management Science and Operations Research 791
  • Accounting 271
Replace Dick van Dijk with:
Dick van Dijk Netherlands
Robert B. Litterman United States
Asger Lunde Denmark
Peter Christoffersen Canada
Ray Yeutien Chou Taiwan
Paul Labys United States
Kenneth F. Kroner United States
Andrew J. Patton United States
Stephen J. Leybourne United Kingdom
Carol Alexander United Kingdom
Dick van Dijk Netherlands View profile →
Citations per field, relative to Stephen J. Taylor
Stephen J. Taylor · 1×
Citations per year, relative to Stephen J. Taylor
Stephen J. Taylor · 1×

Countries citing papers authored by Stephen J. Taylor

Since Specialization
Citations

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

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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 of co-authors of Stephen J. Taylor

This figure shows the co-authorship network connecting the top 25 collaborators of Stephen J. Taylor. A scholar is included among the top collaborators of Stephen J. Taylor based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Stephen J. Taylor. Stephen J. Taylor is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
# Work Indexed citations
1 87
2
Modelling Financial Time Series (Second Edition)
2
3 10
4 1
5
Introduction to Asset Price Dynamics, Volatility, and Prediction
1
6
The Euro and European Financial Market Integration
22
7 52
8
Intraday volatility forecasts using different seasonality adjustment methods
1
9 40
10 32
11 21
12
Modelling S&P 100 Volatility: The Information Content of Stock Returns
2
13 117
14 400
15 4
16 9
17 108
18 19
19 21
20 1

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.

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