Access Statistics for Richard D. F. Harris

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Cyclical Model of Exchange Rate Volatility 0 0 0 124 0 0 1 398
A Test of the Expectations Hypothesis of the Term Structure Using Cross-Section Data 0 0 0 1 0 1 2 457
Analyst Optimism and the Magnitude of Earnings Growth 0 0 0 0 1 2 4 79
Does Job Matching Explain Job Satisfaction? Evidence for UK Graduates 0 0 0 1 0 0 1 1,301
Extreme downside risk and financial crises 0 0 0 50 0 0 2 63
Financial market volatility, macroeconomic fundamentals and investor sentiment 0 0 2 53 0 0 9 145
Have FSRs got news for you? Evidence from the impact of Financial Stability Reports on market activity 0 0 1 37 3 7 15 128
Inference for Unit Roots in Dynamic Panels in the Presence of Deterministic Trends 0 0 0 0 0 0 2 62
Inference for Unit Roots in Dynamic Panels with Heteroscedastic and Serially Correlated Errors 0 0 0 2 1 1 2 626
Irrational Analysts' Expectations as a Cause of Excess Volatility in Stock Prices 0 0 0 0 0 0 0 132
Panel Data Unit Roots Tests: The Role of Serial Correlation and the Time Dimension 0 0 0 3 0 0 2 17
Stock Returns Following Profit Warnings: A Test of Models of Behavioural Finance 1 1 1 527 2 2 3 835
Systematic tail risk 0 1 1 53 0 1 2 82
Tests of the Expectations Hypothesis of the Term Structure in a Model with Bayesian Learning 0 0 0 0 0 0 1 43
The Gilt-Equity Yield Ratio and the Predictability of UK and US Equity Returns 0 0 0 0 0 1 4 1,699
The dynamic Black-Litterman approach to asset allocation 1 1 1 76 1 4 9 170
Why Does the Ratio of Book to Market Value of Equity Explain Cross-Section Stock Returns? 0 0 0 0 0 0 0 160
Total Working Papers 2 3 6 927 8 19 59 6,397
1 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A cyclical model of exchange rate volatility 0 0 0 31 0 0 1 137
A momentum trading strategy based on the low frequency component of the exchange rate 0 0 2 234 2 3 10 807
A simplified approach to modeling the co‐movement of asset returns 0 0 1 2 0 0 1 23
Ambiguity aversion and stock market participation: An empirical analysis 1 3 5 40 1 6 12 136
An Analysis of Contrarian Investment Strategies in the UK 0 0 0 10 0 0 1 20
Bias in the estimation of non-linear transformations of the integrated variance of returns 0 0 0 22 1 1 3 201
Can behavioral biases explain the rejections of the expectation hypothesis of the term structure of interest rates? 0 0 1 7 0 1 3 50
Comparison of the 'turn-of-the-month' and lunar new year return effects in three Chinese markets: Hong Kong, Shanghai and Shenzhen 0 0 1 49 1 4 7 207
Contrarian Investment and Macroeconomic Risk 0 0 3 25 0 0 5 46
Dynamic factor long memory volatility 0 0 0 2 0 0 2 19
Dynamic hedge fund portfolio construction 0 0 1 27 0 0 3 120
Dynamic hedge fund portfolio construction: A semi-parametric approach 0 0 3 67 0 1 6 253
Estimation of the conditional variance-covariance matrix of returns using the intraday range 0 0 1 137 0 0 7 636
Extreme downside risk and market turbulence 0 0 0 3 0 2 4 22
Financial market Volatility, macroeconomic fundamentals and investor Sentiment 0 1 4 29 0 4 21 144
Forecasting value at risk allowing for time variation in the variance and kurtosis of portfolio returns 0 0 1 183 1 3 5 381
Hedging and value at risk 0 0 3 21 0 0 3 45
Hedging and value at risk: A semi‐parametric approach 0 0 0 10 0 0 2 32
How well do theories of job matching explain variations in job satisfaction across education levels? Evidence for UK graduates 1 1 2 164 1 1 10 940
Inference for unit roots in dynamic panels where the time dimension is fixed 0 0 9 545 1 6 40 1,555
Irrational Analysts' Expectations as a Cause of Excess Volatility in Stock Prices 0 0 0 97 0 0 2 283
Linear and nonlinear dependence in Turkish equity returns and its consequences for financial risk management 0 0 0 14 0 0 0 66
Long memory conditional volatility and asset allocation 0 0 1 20 0 0 5 86
Model-based earnings forecasts vs. financial analysts' earnings forecasts 0 0 0 69 0 0 8 201
Option‐implied betas and the cross section of stock returns 0 0 0 5 0 0 1 17
Retrieving seasonally adjusted quarterly growth rates from annual growth rates that are reported quarterly 0 0 0 30 0 0 2 161
Return and Volatility Spillovers Between Large and Small Stocks in the UK 0 0 1 2 0 0 3 10
Revisiting the expectations hypothesis of the term structure of interest rates 0 0 0 50 0 0 2 179
Robust estimation of the optimal hedge ratio 0 0 0 10 0 0 4 35
Skewness in the conditional distribution of daily equity returns 0 0 0 235 0 1 2 739
Soft power and exchange rate volatility 0 0 0 8 0 0 1 37
Stock markets and development: A re-assessment 0 0 6 523 0 3 15 1,200
Systematic extreme downside risk 0 0 0 20 0 1 1 60
Testing for Unit Roots in Dynamic Panels in the Presence of a Deterministic Trend: Re-examining the Unit Root Hypothesis for Real Stock Prices and Dividends 0 0 0 54 1 2 3 195
The Accuracy, Bias and Efficiency of Analysts’ Long Run Earnings Growth Forecasts 0 0 1 3 2 2 6 12
The Empirical Distribution of UK and US Stock Returns 0 0 0 18 0 1 5 46
The Gilt‐Equity Yield Ratio and the Predictability of UK and US Equity Returns 0 0 0 14 0 0 0 39
The Limits to Minimum‐Variance Hedging 0 0 0 1 0 0 5 12
The dynamic Black–Litterman approach to asset allocation 0 0 1 29 0 1 7 108
The empirical distribution of stock returns: evidence from an emerging European market 0 0 0 353 0 0 0 1,062
The intrinsic value of gold: An exchange rate-free price index 0 0 1 17 1 3 8 166
The rational expectations hypothesis and the cross-section of bond yields 0 0 0 58 0 0 0 249
Why does book-to-market value of equity forecast cross-section stock returns? 0 0 1 354 0 0 1 2,053
Total Journal Articles 2 5 49 3,592 12 46 227 12,790

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Statistics updated 2025-10-06