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 1 66 0 1 3 90
Clearing house, margin requirements, and systemic risk 0 0 0 0 0 0 0 38
Clearing house, margin requirements, and systemic risk 0 0 0 0 0 0 4 51
CoMargin 0 1 1 159 0 1 3 447
CoMargin 0 0 0 0 0 0 1 4
From Pink Slips to Pink Sheets: Liquidity and Shareholder Wealth Consequences of Nasdaq Delistings 0 2 3 99 0 2 5 417
Interconnectedness in the Interbank Market 0 0 0 53 0 0 6 165
Investor Behavior over the Rise and Fall of Nasdaq 0 0 1 152 0 2 7 502
Liquidity Networks, Interconnectedness, and Interbank Information Asymmetry 0 0 1 7 1 1 6 18
Non-Standard Errors 1 1 3 24 48 55 65 117
Non-Standard Errors 0 1 7 40 4 9 68 321
Non-Standard Errors 0 0 1 41 6 16 80 392
Off but Not Gone: A Study of Nasdaq Delistings 0 1 1 90 1 5 11 318
Speculators, Prices and Market Volatility 0 1 3 51 0 2 5 127
Total Working Papers 1 7 22 782 60 94 264 3,007


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 1 2 6 37 3 4 16 102
CoMargin 0 0 0 15 0 0 7 114
Crude Oil Price Movements and Institutional Traders 0 0 0 0 0 0 0 0
Do Speculators Drive Crude Oil Futures Prices? 0 0 10 165 1 1 21 583
Effects of Central Bank Intervention on the Interbank Market During the Subprime Crisis 0 2 6 85 0 2 8 304
Effects of Market Reform on the Trading Costs and Depths of Nasdaq Stocks 0 0 1 116 1 1 5 366
Herding and Speculation in the Crude Oil Market 0 1 2 46 0 3 6 136
Informed Trading and Market Structure 0 0 1 5 0 0 4 19
Interconnectedness in the interbank market 0 0 1 31 1 4 20 205
Nasdaq Trading Halts: The Impact of Market Mechanisms on Prices, Trading Activity, and Execution Costs 0 1 2 60 0 2 4 253
Networks, interconnectedness, and interbank information asymmetry 0 1 1 1 0 2 6 6
Sidedness in the interbank market 0 1 2 3 0 2 5 8
Speculators, Prices, and Market Volatility 0 0 1 20 0 1 3 70
The Behavior of Bid‐Ask Spreads and Volume in Options Markets during the Competition for Listings in 1999 0 0 0 0 0 0 0 7
The Dynamics of Institutional and Individual Trading 0 1 5 148 1 4 15 440
The Initial Listing Decisions of Firms that Go Public 0 0 0 0 1 1 1 257
The Prevalence, Sources, and Effects of Herding 0 0 0 8 0 0 0 26
The Sound of Silence 0 0 0 7 0 0 1 30
The importance of firm quotes and rapid executions: Evidence from the January 1994 SOES rules change 0 0 0 28 0 0 0 138
The trading profits of SOES bandits 0 0 2 24 0 1 5 158
The urgency to borrow in the interbank market 0 0 2 2 0 0 2 4
Trading networks 0 0 1 11 0 2 6 60
Who Drove and Burst the Tech Bubble? 0 0 0 0 1 5 19 431
Why Did NASDAQ Market Makers Stop Avoiding Odd-Eighth Quotes? 0 2 3 197 0 2 7 698
Why are IPO investors net buyers through lead underwriters? 0 0 1 42 0 0 1 170
Why do expiring futures and cash prices diverge for grain markets? 0 0 2 24 1 1 3 46
Total Journal Articles 1 11 49 1,075 10 38 165 4,631


Statistics updated 2024-06-06