Access Statistics for Jeffrey H. 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
Bank Holdings and Systemic Risk 0 0 0 66 1 1 6 100
Clearing house, margin requirements, and systemic risk 0 0 0 0 0 0 2 42
Clearing house, margin requirements, and systemic risk 0 0 0 0 2 2 4 60
CoMargin 0 0 0 159 5 5 16 463
CoMargin 0 0 0 0 1 3 13 17
From Pink Slips to Pink Sheets: Liquidity and Shareholder Wealth Consequences of Nasdaq Delistings 0 0 0 99 2 3 11 429
Interconnectedness in the Interbank Market 0 0 2 55 2 4 12 181
Investor Behavior over the Rise and Fall of Nasdaq 0 0 0 152 0 3 10 513
Liquidity Networks, Interconnectedness, and Interbank Information Asymmetry 0 0 2 9 5 7 18 36
Non-Standard Errors 0 0 0 44 5 10 38 476
Non-Standard Errors 0 0 0 27 2 5 23 168
Nonstandard Errors 0 0 0 0 4 9 32 32
Nonstandard Errors 0 0 2 4 2 5 24 43
Nonstandard Errors 0 0 0 0 3 4 19 19
Nonstandard errors 0 0 1 12 3 10 35 79
Off but Not Gone: A Study of Nasdaq Delistings 0 0 1 95 5 9 32 360
Speculators, Prices and Market Volatility 0 0 1 54 0 9 32 167
Total Working Papers 0 0 9 776 42 89 327 3,185
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
An update on speculation and financialization in commodity markets 0 0 2 46 4 10 25 145
CoMargin 0 0 0 15 2 2 7 122
Crude Oil Price Movements and Institutional Traders 0 0 0 0 0 8 18 21
Do Speculators Drive Crude Oil Futures Prices? 0 0 2 3 5 9 19 22
Effects of Central Bank Intervention on the Interbank Market During the Subprime Crisis 0 0 1 88 2 2 12 328
Effects of Market Reform on the Trading Costs and Depths of Nasdaq Stocks 0 0 0 117 3 5 10 379
Herding and Speculation in the Crude Oil Market 0 0 1 1 1 1 20 21
Informed Trading and Market Structure 0 0 0 6 1 2 10 31
Interconnectedness in the interbank market 0 0 3 39 4 9 28 244
Nasdaq Trading Halts: The Impact of Market Mechanisms on Prices, Trading Activity, and Execution Costs 0 0 1 62 5 7 17 274
Networks, interconnectedness, and interbank information asymmetry 0 0 1 6 4 4 19 32
Nonstandard Errors 0 2 8 44 4 15 58 176
Sidedness in the interbank market 0 0 0 3 3 3 9 17
Speculators, Prices, and Market Volatility 0 0 0 23 3 6 19 100
The Behavior of Bid‐Ask Spreads and Volume in Options Markets during the Competition for Listings in 1999 0 0 1 1 1 3 12 20
The Dynamics of Institutional and Individual Trading 0 0 0 152 4 6 15 468
The Initial Listing Decisions of Firms that Go Public 0 0 0 0 2 5 10 267
The Prevalence, Sources, and Effects of Herding 0 0 0 8 4 4 13 40
The Sound of Silence 0 0 0 8 3 4 9 44
The importance of firm quotes and rapid executions: Evidence from the January 1994 SOES rules change 0 0 0 29 0 0 5 147
The trading profits of SOES bandits 0 0 2 26 2 7 20 178
The urgency to borrow in the interbank market 0 0 0 2 3 3 7 14
Trading networks 1 1 2 16 2 2 14 80
Who Drove and Burst the Tech Bubble? 0 0 0 0 4 7 27 471
Why Did NASDAQ Market Makers Stop Avoiding Odd-Eighth Quotes? 0 1 2 202 5 8 24 734
Why are IPO investors net buyers through lead underwriters? 1 1 1 44 4 5 12 183
Why do expiring futures and cash prices diverge for grain markets? 0 0 0 26 3 4 11 65
Total Journal Articles 2 5 27 967 78 141 450 4,623
2 registered items for which data could not be found

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Correction to: The Palgrave Handbook of Sovereign Wealth Funds 0 0 0 0 5 5 5 8
The SWF Portfolio: Next-Generation Challenges and Opportunities 0 0 0 0 2 2 9 14
Total Chapters 0 0 0 0 7 7 14 22

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Statistics updated 2026-05-06