Stephen Taylor
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Currently Professor of Finance
United KingdomResearch Interests
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About
Stephen Taylor is currently a Professor of Finance at Lancaster University, UK. His research areas encompass volatility estimation and forecasting techniques, as well as the analysis of high-frequency trading and option data. Through his recent articles, he contributes valuable insights into the dynamics of financial markets.
Recent Grants
Grant: Close
Bilateral Austria: Order Book Foundations of Price Risks and Liquidity: An Integrated Equity and Derivatives Markets Perspective
Open Date: 2017-03-31
Close Date: 2020-03-30
Articles (3)
Year:
2023
Year:
2021
Year:
2021
Collaborators (4)
Ilya Archakov
Assistant Professor
York University
Yifan Li
The University of Manchester
Manh Cuong Pham
University of Lancaster
Ingmar Nolte
University of Lancaster
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