| The rise and fall of technical trading rule success N Taylor Journal of Banking & Finance 40, 286-302, 2014 | 123 | 2014 |
| SETS, arbitrage activity, and stock price dynamics N Taylor, D Van Dijk, PH Franses, A Lucas Journal of Banking & Finance 24 (8), 1289-1306, 2000 | 100 | 2000 |
| Bootstrapping prediction intervals for autoregressive models MP Clements, N Taylor International Journal of Forecasting 17 (2), 247-267, 2001 | 90 | 2001 |
| Precious metals and inflation NJ Taylor Applied Financial Economics 8 (2), 201-210, 1998 | 90 | 1998 |
| Comparing the bias and misspecification in ARFIMA models J Smith, N Taylor, S Yadav Journal of Time Series Analysis 18 (5), 507-527, 1997 | 90 | 1997 |
| Evaluating interval forecasts of high‐frequency financial data MP Clements, N Taylor Journal of Applied Econometrics 18 (4), 445-456, 2003 | 86* | 2003 |
| A note on the importance of overnight information in risk management models N Taylor Journal of Banking & Finance 31 (1), 161-180, 2007 | 77 | 2007 |
| The determinants of bank risks: Evidence from the recent financial crisis WS Leung, N Taylor, KP Evans Journal of International Financial Markets, Institutions and Money 34, 277-293, 2015 | 62 | 2015 |
| Trading intensity, volatility, and arbitrage activity N Taylor Journal of Banking & Finance 28 (5), 1137-1162, 2004 | 46 | 2004 |
| Time diversification: empirical tests N Strong, N Taylor Journal of Business Finance & Accounting 28 (3‐4), 263-302, 2001 | 43 | 2001 |
| Modeling discontinuous periodic conditional volatility: Evidence from the commodity futures market N Taylor Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2004 | 40 | 2004 |
| Intraday and interday basis dynamics: Evidence from the FTSE 100 index futures market I Garrett, N Taylor Studies in Nonlinear Dynamics and Econometrics 5 (2), 133-152, 2001 | 39 | 2001 |
| Realised variance forecasting under Box-Cox transformations N Taylor International Journal of Forecasting 33 (4), 770-785, 2017 | 31 | 2017 |
| Order flow and volatility: An empirical investigation A Opschoor, N Taylor, M van der Wel, D van Dijk Journal of Empirical Finance 28, 185-201, 2014 | 28 | 2014 |
| Illiquidity and volatility spillover effects in equity markets during and after the global financial crisis: An MEM approach Y Xu, N Taylor, W Lu International Review of Financial Analysis 56, 208-220, 2018 | 27 | 2018 |
| Time-varying price discovery in fragmented markets N Taylor Applied Financial Economics 21 (10), 717-734, 2011 | 25 | 2011 |
| The determinants of future US monetary policy: high‐frequency evidence N Taylor Journal of Money, credit and Banking 42 (2‐3), 399-420, 2010 | 24 | 2010 |
| A new econometric model of index arbitrage N Taylor European Financial Management 13 (1), 159-183, 2007 | 24 | 2007 |
| Robust evaluation of fixed‐event forecast rationality MP Clements, N Taylor Journal of Forecasting 20 (4), 285-295, 2001 | 23 | 2001 |
| The logarithmic vector multiplicative error model: an application to high frequency NYSE stock data N Taylor, Y Xu Quantitative Finance 17 (7), 1021-1035, 2017 | 22 | 2017 |
