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Current Postgraduate Research Students

Stephen Taylor supervises 4 postgraduate research students. Some of the students have produced research profiles, these are listed below:

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Professor Stephen Taylor


Stephen Taylor

The Management School

Lancaster University


Lancaster LA1 4YX

United Kingdom

Tel: +44 1524 593624


Research overview

My research interests are in Financial Econometrics, particularly theoretical and empirical research related to (1) high-frequency price observations and (2) the prices of options. I work on asset price dynamics, volatility models and forecasts, risk-neutral and real-world density estimation.

PhD supervision

Interested in supervising within the area of financial econometrics.

Current Research

Properties of one-minute stock index returns. Jumps in asset prices. Model-free measures of volatility. Forward-looking information revealed by option prices.

For a complete list of publications, please see the CV at my personal website http://www.lancs.ac.uk/staff/afasjt/.

To download my papers at www.ssrn.com, or to see my 7,000+ Google Scholar citations, please also go via my personal website.

My Role

Professor of Finance since 1993.

Career Details

Please see the CV at my personal website http://www.lancs.ac.uk/staff/afasjt/.

Current Teaching

Postgraduate: AcF 609/629 Financial Econometrics.


BA Cambridge, MA, PhD Lancaster

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