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 2 3 4 401
A Test of the Expectations Hypothesis of the Term Structure Using Cross-Section Data 0 0 0 1 1 2 4 459
Analyst Optimism and the Magnitude of Earnings Growth 0 0 0 0 1 3 6 82
Does Job Matching Explain Job Satisfaction? Evidence for UK Graduates 0 0 0 1 1 1 2 1,302
Extreme downside risk and financial crises 0 0 0 50 1 1 3 64
Financial market volatility, macroeconomic fundamentals and investor sentiment 0 0 1 53 1 7 13 152
Have FSRs got news for you? Evidence from the impact of Financial Stability Reports on market activity 0 0 0 37 1 3 16 131
Inference for Unit Roots in Dynamic Panels in the Presence of Deterministic Trends 0 0 0 0 2 2 4 64
Inference for Unit Roots in Dynamic Panels with Heteroscedastic and Serially Correlated Errors 0 0 0 2 0 0 2 626
Irrational Analysts' Expectations as a Cause of Excess Volatility in Stock Prices 0 0 0 0 1 1 1 133
Panel Data Unit Roots Tests: The Role of Serial Correlation and the Time Dimension 0 0 0 3 1 1 3 18
Stock Returns Following Profit Warnings: A Test of Models of Behavioural Finance 0 2 3 529 4 8 11 843
Systematic tail risk 0 1 2 54 1 4 6 86
Tests of the Expectations Hypothesis of the Term Structure in a Model with Bayesian Learning 0 0 0 0 2 4 5 47
The Gilt-Equity Yield Ratio and the Predictability of UK and US Equity Returns 0 0 0 0 1 4 8 1,703
The dynamic Black-Litterman approach to asset allocation 0 0 1 76 2 6 13 176
Why Does the Ratio of Book to Market Value of Equity Explain Cross-Section Stock Returns? 0 0 0 0 0 5 5 165
Total Working Papers 0 3 7 930 22 55 106 6,452
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 1 2 3 139
A momentum trading strategy based on the low frequency component of the exchange rate 0 0 2 234 5 10 17 817
A simplified approach to modeling the co‐movement of asset returns 0 0 1 2 1 2 3 25
Ambiguity aversion and stock market participation: An empirical analysis 0 0 5 40 3 6 16 142
An Analysis of Contrarian Investment Strategies in the UK 1 4 4 14 3 8 9 28
Bias in the estimation of non-linear transformations of the integrated variance of returns 0 1 1 23 0 3 5 204
Can behavioral biases explain the rejections of the expectation hypothesis of the term structure of interest rates? 0 0 1 7 0 3 5 53
Comparison of the 'turn-of-the-month' and lunar new year return effects in three Chinese markets: Hong Kong, Shanghai and Shenzhen 0 1 2 50 0 2 8 209
Contrarian Investment and Macroeconomic Risk 0 5 8 30 2 10 15 56
Dynamic factor long memory volatility 0 0 0 2 0 3 3 22
Dynamic hedge fund portfolio construction 0 1 2 28 0 2 5 122
Dynamic hedge fund portfolio construction: A semi-parametric approach 0 0 2 67 4 8 12 261
Estimation of the conditional variance-covariance matrix of returns using the intraday range 0 2 3 139 1 4 7 640
Extreme downside risk and market turbulence 0 0 0 3 1 2 6 24
Financial market Volatility, macroeconomic fundamentals and investor Sentiment 0 0 2 29 1 3 16 147
Forecasting value at risk allowing for time variation in the variance and kurtosis of portfolio returns 0 1 1 184 3 7 10 388
Hedging and value at risk 0 1 2 22 3 7 8 52
Hedging and value at risk: A semi‐parametric approach 0 0 0 10 4 5 7 37
How well do theories of job matching explain variations in job satisfaction across education levels? Evidence for UK graduates 0 0 1 164 1 3 10 943
Inference for unit roots in dynamic panels where the time dimension is fixed 0 3 7 548 6 21 43 1,576
Irrational Analysts' Expectations as a Cause of Excess Volatility in Stock Prices 0 0 0 97 1 2 4 285
Linear and nonlinear dependence in Turkish equity returns and its consequences for financial risk management 0 0 0 14 0 1 1 67
Long memory conditional volatility and asset allocation 0 0 1 20 0 2 5 88
Model-based earnings forecasts vs. financial analysts' earnings forecasts 0 0 0 69 4 6 12 207
Option‐implied betas and the cross section of stock returns 0 0 0 5 0 6 7 23
Retrieving seasonally adjusted quarterly growth rates from annual growth rates that are reported quarterly 0 0 0 30 3 4 6 165
Return and Volatility Spillovers Between Large and Small Stocks in the UK 0 0 0 2 2 2 2 12
Revisiting the expectations hypothesis of the term structure of interest rates 0 0 0 50 0 4 5 183
Robust estimation of the optimal hedge ratio 0 0 0 10 4 4 7 39
Skewness in the conditional distribution of daily equity returns 0 0 0 235 8 10 11 749
Soft power and exchange rate volatility 0 1 1 9 1 2 2 39
Stock markets and development: A re-assessment 0 1 4 524 0 1 9 1,201
Systematic extreme downside risk 0 0 0 20 2 5 6 65
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 5 8 200
The Accuracy, Bias and Efficiency of Analysts’ Long Run Earnings Growth Forecasts 0 1 2 4 5 7 12 19
The Empirical Distribution of UK and US Stock Returns 1 1 1 19 6 6 11 52
The Gilt‐Equity Yield Ratio and the Predictability of UK and US Equity Returns 0 0 0 14 1 3 3 42
The Limits to Minimum‐Variance Hedging 1 2 2 3 1 3 6 15
The dynamic Black–Litterman approach to asset allocation 0 1 2 30 1 5 9 113
The empirical distribution of stock returns: evidence from an emerging European market 1 1 1 354 2 8 8 1,070
The intrinsic value of gold: An exchange rate-free price index 0 3 4 20 45 59 66 225
The rational expectations hypothesis and the cross-section of bond yields 0 0 0 58 0 0 0 249
Why does book-to-market value of equity forecast cross-section stock returns? 1 1 2 355 2 4 5 2,057
Total Journal Articles 5 31 64 3,623 128 260 413 13,050

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Statistics updated 2026-01-09