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 2 123 2 9 16 355
A Test of the Expectations Hypothesis of the Term Structure Using Cross-Section Data 0 0 0 1 1 1 5 448
Ambiguity Aversion and Stock Market Participation: Evidence from Fund Flows 0 0 0 25 0 0 3 65
Analyst Optimism and the Magnitude of Earnings Growth 0 0 0 0 0 0 2 62
Does Job Matching Explain Job Satisfaction? Evidence for UK Graduates 0 0 0 1 1 1 2 1,287
Extreme downside risk and financial crises 1 1 2 48 1 1 6 53
Financial market volatility, macroeconomic fundamentals and investor sentiment 0 1 2 42 2 3 16 86
Inference for Unit Roots in Dynamic Panels in the Presence of Deterministic Trends 0 0 0 0 0 0 1 56
Inference for Unit Roots in Dynamic Panels with Heteroscedastic and Serially Correlated Errors 0 0 0 2 1 2 7 605
Irrational Analysts' Expectations as a Cause of Excess Volatility in Stock Prices 0 0 0 0 1 2 7 114
Panel Data Unit Roots Tests: The Role of Serial Correlation and the Time Dimension 0 0 0 0 1 1 2 2
Panel Data Unit Roots Tests: The Role of Serial Correlation and the Time Dimension 0 0 1 215 0 0 5 712
Stock Returns Following Profit Warnings: A Test of Models of Behavioural Finance 0 1 2 523 2 6 14 807
Systematic tail risk 0 0 2 49 0 1 14 64
Tests of the Expectations Hypothesis of the Term Structure in a Model with Bayesian Learning 0 0 0 0 0 0 2 36
The Gilt-Equity Yield Ratio and the Predictability of UK and US Equity Returns 0 0 0 0 3 4 17 1,646
The dynamic Black-Litterman approach to asset allocation 0 1 5 69 0 5 28 125
Why Does the Ratio of Book to Market Value of Equity Explain Cross-Section Stock Returns? 0 0 0 0 0 0 2 140
Total Working Papers 1 4 16 1,098 15 36 149 6,663


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 2 28 2 3 12 104
A momentum trading strategy based on the low frequency component of the exchange rate 1 2 8 173 2 7 26 625
A simplified approach to modeling the co‐movement of asset returns 0 0 0 0 1 1 3 14
Ambiguity aversion and stock market participation: An empirical analysis 1 1 5 11 2 2 12 40
An Analysis of Contrarian Investment Strategies in the UK 0 0 1 18 1 1 5 242
Bias in the estimation of non-linear transformations of the integrated variance of returns 0 0 0 21 1 1 1 188
Can behavioral biases explain the rejections of the expectation hypothesis of the term structure of interest rates? 0 1 1 2 1 2 8 26
Comparison of the 'turn-of-the-month' and lunar new year return effects in three Chinese markets: Hong Kong, Shanghai and Shenzhen 0 0 2 33 1 1 8 161
Contrarian Investment and Macroeconomic Risk 0 1 4 91 0 1 12 262
Dynamic factor long memory volatility 0 0 1 1 0 0 4 7
Dynamic hedge fund portfolio construction 0 0 0 22 0 0 2 92
Dynamic hedge fund portfolio construction: A semi-parametric approach 0 0 1 50 1 2 8 206
Estimation of the conditional variance-covariance matrix of returns using the intraday range 0 0 0 119 0 0 2 565
Financial market Volatility, macroeconomic fundamentals and investor Sentiment 1 1 3 7 5 11 29 48
Forecasting value at risk allowing for time variation in the variance and kurtosis of portfolio returns 0 0 4 164 1 7 16 317
Hedging and value at risk 0 0 0 5 1 1 1 22
Hedging and value at risk: A semi‐parametric approach 0 0 0 4 0 0 1 16
How well do theories of job matching explain variations in job satisfaction across education levels? Evidence for UK graduates 0 0 0 149 1 1 9 892
Inference for unit roots in dynamic panels where the time dimension is fixed 1 12 37 385 9 39 121 983
Irrational Analysts' Expectations as a Cause of Excess Volatility in Stock Prices 0 0 2 92 1 2 5 260
Linear and nonlinear dependence in Turkish equity returns and its consequences for financial risk management 0 0 1 13 0 0 2 60
Long memory conditional volatility and asset allocation 0 0 1 16 0 0 3 67
Retrieving seasonally adjusted quarterly growth rates from annual growth rates that are reported quarterly 0 0 0 30 1 1 2 149
Return and Volatility Spillovers Between Large and Small Stocks in the UK 1 1 1 76 1 1 2 220
Revisiting the expectations hypothesis of the term structure of interest rates 2 2 2 46 2 2 6 153
Robust estimation of the optimal hedge ratio 0 0 1 3 0 1 3 10
Skewness in the conditional distribution of daily equity returns 0 1 1 232 0 1 2 706
Soft power and exchange rate volatility 0 1 3 3 0 2 8 11
Stock markets and development: A re-assessment 3 4 29 426 5 12 72 941
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 1 3 187
The Empirical Distribution of UK and US Stock Returns 0 0 0 65 0 0 4 172
The Expectations Hypothesis of the Term Structure and Time-Varying Risk Premia: A Panel Data Approach 0 0 1 42 0 0 2 194
The Gilt-Equity Yield Ratio and the Predictability of UK and US Equity Returns 0 0 0 39 2 3 4 198
The Gilt-Equity Yield Ratio and the Predictability of UK and US Equity Returns 0 0 0 1 2 2 5 143
The Limits to Minimum-Variance Hedging 0 0 1 19 0 0 1 76
The dynamic Black–Litterman approach to asset allocation 0 1 7 17 0 2 18 43
The empirical distribution of stock returns: evidence from an emerging European market 0 0 2 351 0 0 5 1,051
The intrinsic value of gold: An exchange rate-free price index 2 2 4 7 2 4 70 87
The rational expectations hypothesis and the cross-section of bond yields 0 0 0 58 1 1 2 240
Why does book-to-market value of equity forecast cross-section stock returns? 0 0 1 351 0 1 2 2,034
Total Journal Articles 12 30 126 3,224 47 116 501 11,812


Statistics updated 2019-10-05