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 1 6 7 405
A Test of the Expectations Hypothesis of the Term Structure Using Cross-Section Data 0 0 0 1 2 7 10 465
Analyst Optimism and the Magnitude of Earnings Growth 0 0 0 0 0 5 10 86
Does Job Matching Explain Job Satisfaction? Evidence for UK Graduates 0 0 0 1 1 2 2 1,303
Extreme downside risk and financial crises 0 0 0 50 0 4 5 67
Financial market volatility, macroeconomic fundamentals and investor sentiment 0 0 1 53 1 6 17 157
Have FSRs got news for you? Evidence from the impact of Financial Stability Reports on market activity 0 0 0 37 0 3 17 133
Inference for Unit Roots in Dynamic Panels in the Presence of Deterministic Trends 0 0 0 0 0 6 7 68
Inference for Unit Roots in Dynamic Panels with Heteroscedastic and Serially Correlated Errors 0 0 0 2 0 4 5 630
Irrational Analysts' Expectations as a Cause of Excess Volatility in Stock Prices 0 0 0 0 0 4 4 136
Panel Data Unit Roots Tests: The Role of Serial Correlation and the Time Dimension 0 0 0 3 1 5 7 22
Stock Returns Following Profit Warnings: A Test of Models of Behavioural Finance 0 0 3 529 1 6 13 845
Systematic tail risk 0 0 2 54 2 10 15 95
Tests of the Expectations Hypothesis of the Term Structure in a Model with Bayesian Learning 0 0 0 0 0 2 4 47
The Gilt-Equity Yield Ratio and the Predictability of UK and US Equity Returns 0 0 0 0 8 12 18 1,714
The dynamic Black-Litterman approach to asset allocation 1 1 2 77 1 7 17 181
Why Does the Ratio of Book to Market Value of Equity Explain Cross-Section Stock Returns? 0 0 0 0 0 1 6 166
Total Working Papers 1 1 8 931 18 90 164 6,520
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 5 7 143
A momentum trading strategy based on the low frequency component of the exchange rate 1 2 4 236 5 18 30 830
A simplified approach to modeling the co‐movement of asset returns 0 0 1 2 0 7 9 31
Ambiguity aversion and stock market participation: An empirical analysis 0 1 4 41 4 17 28 156
An Analysis of Contrarian Investment Strategies in the UK 0 1 4 14 0 5 10 30
Bias in the estimation of non-linear transformations of the integrated variance of returns 0 0 1 23 0 4 9 208
Can behavioral biases explain the rejections of the expectation hypothesis of the term structure of interest rates? 0 0 1 7 0 2 7 55
Comparison of the 'turn-of-the-month' and lunar new year return effects in three Chinese markets: Hong Kong, Shanghai and Shenzhen 1 1 3 51 5 8 16 217
Contrarian Investment and Macroeconomic Risk 0 0 6 30 2 7 17 61
Dynamic factor long memory volatility 0 1 1 3 2 6 9 28
Dynamic hedge fund portfolio construction 0 0 1 28 1 6 9 128
Dynamic hedge fund portfolio construction: A semi-parametric approach 0 0 1 67 1 7 14 264
Estimation of the conditional variance-covariance matrix of returns using the intraday range 0 1 4 140 2 6 12 645
Extreme downside risk and market turbulence 0 0 0 3 0 2 6 25
Financial market Volatility, macroeconomic fundamentals and investor Sentiment 0 0 1 29 0 4 14 150
Forecasting value at risk allowing for time variation in the variance and kurtosis of portfolio returns 0 0 1 184 1 7 14 392
Hedging and value at risk 0 1 3 23 1 8 13 57
Hedging and value at risk: A semi‐parametric approach 0 0 0 10 2 10 12 43
How well do theories of job matching explain variations in job satisfaction across education levels? Evidence for UK graduates 0 0 1 164 0 2 9 944
Inference for unit roots in dynamic panels where the time dimension is fixed 1 1 8 549 4 19 55 1,589
Irrational Analysts' Expectations as a Cause of Excess Volatility in Stock Prices 0 0 0 97 0 2 3 286
Linear and nonlinear dependence in Turkish equity returns and its consequences for financial risk management 0 0 0 14 1 3 4 70
Long memory conditional volatility and asset allocation 0 0 1 20 1 6 10 94
Model-based earnings forecasts vs. financial analysts' earnings forecasts 0 0 0 69 2 10 17 213
Option‐implied betas and the cross section of stock returns 0 0 0 5 0 0 7 23
Retrieving seasonally adjusted quarterly growth rates from annual growth rates that are reported quarterly 0 1 1 31 0 5 6 167
Return and Volatility Spillovers Between Large and Small Stocks in the UK 0 0 0 2 0 8 8 18
Revisiting the expectations hypothesis of the term structure of interest rates 0 0 0 50 2 6 10 189
Robust estimation of the optimal hedge ratio 0 0 0 10 0 6 9 41
Skewness in the conditional distribution of daily equity returns 0 0 0 235 0 11 14 752
Soft power and exchange rate volatility 0 0 1 9 0 5 6 43
Stock markets and development: A re-assessment 0 0 3 524 2 4 12 1,205
Systematic extreme downside risk 0 0 0 20 9 16 20 79
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 0 3 9 202
The Accuracy, Bias and Efficiency of Analysts’ Long Run Earnings Growth Forecasts 0 0 2 4 4 11 17 25
The Empirical Distribution of UK and US Stock Returns 0 1 1 19 0 7 11 53
The Gilt‐Equity Yield Ratio and the Predictability of UK and US Equity Returns 0 0 0 14 0 5 7 46
The Limits to Minimum‐Variance Hedging 0 1 2 3 0 3 6 17
The dynamic Black–Litterman approach to asset allocation 0 0 2 30 2 6 13 118
The empirical distribution of stock returns: evidence from an emerging European market 0 2 2 355 4 11 17 1,079
The intrinsic value of gold: An exchange rate-free price index 0 0 3 20 2 82 100 262
The rational expectations hypothesis and the cross-section of bond yields 0 0 0 58 1 4 4 253
Why does book-to-market value of equity forecast cross-section stock returns? 0 1 1 355 0 3 5 2,058
Total Journal Articles 3 15 64 3,633 60 367 615 13,289

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Statistics updated 2026-03-04