Professor Nick Taylor
BSc(Cardiff), MSc(Warw.), PhD(London)
Current positions
Professor of Financial Economics
University of Bristol Business School
Contact
Press and media
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Research interests
Nick's research interests lie in the field of financial econometrics, with a particular interest in modeling and forecasting risk.
Publications
Recent publications
24/07/2025Portfolio return prediction and risk price heterogeneity
International Journal of Forecasting
Non-standard errors
Journal of Finance
The determinants of volatility timing performance
Journal of Financial Econometrics
Hawkes processes in finance
European Journal of Finance
Local versus foreign analysts' forecast accuracy
Accounting and Finance
