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.
Projects and supervisions
Thesis supervisions
Predicting volatility with Twitter sentiment
Supervisors
Essays on the Composition and Quality of Banks’ Assets
Supervisors
Three Essays on Risk and Uncertainty
Supervisors
Three Essays in Empirical Asset Pricing
Supervisors
Essays on Market Microstructure
Supervisors
Flight to Safety in Financial Modelling
Supervisors
Publications
Recent publications
01/03/2026Optimal variance forecasting in a trading context
Journal of Forecasting
Portfolio 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
Local versus foreign analysts' forecast accuracy
Accounting and Finance
