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 11 409
A Test of the Expectations Hypothesis of the Term Structure Using Cross-Section Data 0 0 0 1 1 1 11 468
Analyst Optimism and the Magnitude of Earnings Growth 0 0 0 0 0 0 11 90
Does Job Matching Explain Job Satisfaction? Evidence for UK Graduates 0 0 0 1 0 1 9 1,310
Extreme downside risk and financial crises 0 0 0 50 0 0 6 69
Financial market volatility, macroeconomic fundamentals and investor sentiment 0 0 1 54 0 1 21 166
Have FSRs got news for you? Evidence from the impact of Financial Stability Reports on market activity 0 0 0 37 0 0 9 137
Inference for Unit Roots in Dynamic Panels in the Presence of Deterministic Trends 0 0 0 0 0 0 10 72
Inference for Unit Roots in Dynamic Panels with Heteroscedastic and Serially Correlated Errors 0 0 0 2 0 0 5 631
Irrational Analysts' Expectations as a Cause of Excess Volatility in Stock Prices 0 0 0 0 0 2 8 140
Panel Data Unit Roots Tests: The Role of Serial Correlation and the Time Dimension 0 0 0 3 0 0 7 24
Stock Returns Following Profit Warnings: A Test of Models of Behavioural Finance 0 0 3 530 1 1 13 848
Systematic tail risk 0 0 1 54 0 1 20 102
Tests of the Expectations Hypothesis of the Term Structure in a Model with Bayesian Learning 0 0 0 0 1 2 8 51
The Gilt-Equity Yield Ratio and the Predictability of UK and US Equity Returns 0 0 0 0 0 2 19 1,718
The dynamic Black-Litterman approach to asset allocation 0 0 1 77 1 3 24 194
Why Does the Ratio of Book to Market Value of Equity Explain Cross-Section Stock Returns? 0 0 0 0 0 1 10 170
Total Working Papers 0 0 6 933 4 15 202 6,599
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 4 11 148
A momentum trading strategy based on the low frequency component of the exchange rate 1 2 8 242 4 9 42 849
A simplified approach to modeling the co‐movement of asset returns 0 1 1 3 1 2 18 41
Ambiguity aversion and stock market participation: An empirical analysis 0 0 1 41 2 3 31 167
An Analysis of Contrarian Investment Strategies in the UK 0 0 4 14 0 2 16 36
Bias in the estimation of non-linear transformations of the integrated variance of returns 0 0 1 23 0 0 14 215
Can behavioral biases explain the rejections of the expectation hypothesis of the term structure of interest rates? 0 0 0 7 0 1 10 60
Comparison of the 'turn-of-the-month' and lunar new year return effects in three Chinese markets: Hong Kong, Shanghai and Shenzhen 0 0 3 52 0 4 37 244
Contrarian Investment and Macroeconomic Risk 0 0 5 30 0 3 21 67
Dynamic factor long memory volatility 0 0 1 3 0 0 14 33
Dynamic hedge fund portfolio construction 0 0 2 29 0 1 14 134
Dynamic hedge fund portfolio construction: A semi-parametric approach 0 0 0 67 0 0 12 265
Estimation of the conditional variance-covariance matrix of returns using the intraday range 0 0 3 140 0 1 15 651
Extreme downside risk and market turbulence 0 0 0 3 0 2 7 29
Financial market Volatility, macroeconomic fundamentals and investor Sentiment 0 0 0 29 0 3 12 156
Forecasting value at risk allowing for time variation in the variance and kurtosis of portfolio returns 0 0 1 184 0 0 14 395
Hedging and value at risk 0 0 2 23 0 1 15 60
Hedging and value at risk: A semi‐parametric approach 0 0 1 11 0 1 19 51
How well do theories of job matching explain variations in job satisfaction across education levels? Evidence for UK graduates 0 0 3 167 0 2 12 952
Inference for unit roots in dynamic panels where the time dimension is fixed 0 1 7 552 3 7 61 1,616
Irrational Analysts' Expectations as a Cause of Excess Volatility in Stock Prices 0 1 2 99 0 2 8 291
Linear and nonlinear dependence in Turkish equity returns and its consequences for financial risk management 0 0 0 14 0 1 6 72
Long memory conditional volatility and asset allocation 0 0 0 20 0 0 10 96
Model-based earnings forecasts vs. financial analysts' earnings forecasts 0 0 0 69 2 4 19 220
Option‐implied betas and the cross section of stock returns 0 0 0 5 5 5 19 36
Retrieving seasonally adjusted quarterly growth rates from annual growth rates that are reported quarterly 0 0 1 31 0 1 10 171
Return and Volatility Spillovers Between Large and Small Stocks in the UK 0 0 0 2 0 0 9 19
Revisiting the expectations hypothesis of the term structure of interest rates 0 0 0 50 0 2 14 193
Robust estimation of the optimal hedge ratio 0 0 0 10 0 2 13 48
Skewness in the conditional distribution of daily equity returns 1 1 1 236 1 1 17 756
Soft power and exchange rate volatility 0 0 2 10 1 2 11 48
Stock markets and development: A re-assessment 0 0 1 524 0 1 10 1,210
Systematic extreme downside risk 0 0 0 20 0 2 30 90
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 0 8 203
The Accuracy, Bias and Efficiency of Analysts’ Long Run Earnings Growth Forecasts 0 0 1 4 1 3 29 41
The Empirical Distribution of UK and US Stock Returns 0 1 2 20 0 2 13 59
The Gilt‐Equity Yield Ratio and the Predictability of UK and US Equity Returns 0 0 0 14 0 2 10 49
The Limits to Minimum‐Variance Hedging 0 0 2 3 0 0 9 21
The dynamic Black–Litterman approach to asset allocation 0 2 4 33 1 6 24 132
The empirical distribution of stock returns: evidence from an emerging European market 0 1 3 356 0 2 25 1,087
The intrinsic value of gold: An exchange rate-free price index 0 1 5 22 0 2 103 269
The rational expectations hypothesis and the cross-section of bond yields 0 0 0 58 0 2 10 259
Why does book-to-market value of equity forecast cross-section stock returns? 0 0 1 355 0 0 6 2,059
Total Journal Articles 2 11 68 3,660 21 88 808 13,598

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Statistics updated 2026-10-11