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 5 11 409
A Test of the Expectations Hypothesis of the Term Structure Using Cross-Section Data 0 0 0 1 1 4 12 467
Analyst Optimism and the Magnitude of Earnings Growth 0 0 0 0 2 2 11 88
Does Job Matching Explain Job Satisfaction? Evidence for UK Graduates 0 0 0 1 4 5 6 1,307
Extreme downside risk and financial crises 0 0 0 50 1 1 5 68
Financial market volatility, macroeconomic fundamentals and investor sentiment 0 1 2 54 4 8 21 164
Have FSRs got news for you? Evidence from the impact of Financial Stability Reports on market activity 0 0 0 37 2 3 19 136
Inference for Unit Roots in Dynamic Panels in the Presence of Deterministic Trends 0 0 0 0 4 4 10 72
Inference for Unit Roots in Dynamic Panels with Heteroscedastic and Serially Correlated Errors 0 0 0 2 0 1 6 631
Irrational Analysts' Expectations as a Cause of Excess Volatility in Stock Prices 0 0 0 0 1 2 6 138
Panel Data Unit Roots Tests: The Role of Serial Correlation and the Time Dimension 0 0 0 3 0 2 7 23
Stock Returns Following Profit Warnings: A Test of Models of Behavioural Finance 1 1 4 530 2 3 14 847
Systematic tail risk 0 0 2 54 2 6 19 99
Tests of the Expectations Hypothesis of the Term Structure in a Model with Bayesian Learning 0 0 0 0 1 2 6 49
The Gilt-Equity Yield Ratio and the Predictability of UK and US Equity Returns 0 0 0 0 1 10 18 1,716
The dynamic Black-Litterman approach to asset allocation 0 1 2 77 2 5 20 185
Why Does the Ratio of Book to Market Value of Equity Explain Cross-Section Stock Returns? 0 0 0 0 2 2 8 168
Total Working Papers 1 3 10 933 31 65 199 6,567
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 1 8 144
A momentum trading strategy based on the low frequency component of the exchange rate 0 3 6 238 3 12 37 837
A simplified approach to modeling the co‐movement of asset returns 0 0 0 2 5 5 13 36
Ambiguity aversion and stock market participation: An empirical analysis 0 0 4 41 4 11 34 163
An Analysis of Contrarian Investment Strategies in the UK 0 0 4 14 1 3 13 33
Bias in the estimation of non-linear transformations of the integrated variance of returns 0 0 1 23 2 4 13 212
Can behavioral biases explain the rejections of the expectation hypothesis of the term structure of interest rates? 0 0 0 7 3 3 9 58
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 51 5 23 32 235
Contrarian Investment and Macroeconomic Risk 0 0 5 30 1 3 16 62
Dynamic factor long memory volatility 0 0 1 3 3 7 14 33
Dynamic hedge fund portfolio construction 0 0 1 28 3 4 12 131
Dynamic hedge fund portfolio construction: A semi-parametric approach 0 0 0 67 1 2 14 265
Estimation of the conditional variance-covariance matrix of returns using the intraday range 0 0 4 140 2 6 16 649
Extreme downside risk and market turbulence 0 0 0 3 1 1 6 26
Financial market Volatility, macroeconomic fundamentals and investor Sentiment 0 0 1 29 2 2 13 152
Forecasting value at risk allowing for time variation in the variance and kurtosis of portfolio returns 0 0 1 184 1 2 15 393
Hedging and value at risk 0 0 3 23 1 3 15 59
Hedging and value at risk: A semi‐parametric approach 0 0 0 10 5 7 16 48
How well do theories of job matching explain variations in job satisfaction across education levels? Evidence for UK graduates 0 1 2 165 2 3 10 947
Inference for unit roots in dynamic panels where the time dimension is fixed 0 2 7 550 3 9 52 1,594
Irrational Analysts' Expectations as a Cause of Excess Volatility in Stock Prices 0 0 0 97 2 2 5 288
Linear and nonlinear dependence in Turkish equity returns and its consequences for financial risk management 0 0 0 14 1 2 5 71
Long memory conditional volatility and asset allocation 0 0 1 20 1 2 11 95
Model-based earnings forecasts vs. financial analysts' earnings forecasts 0 0 0 69 1 4 18 215
Option‐implied betas and the cross section of stock returns 0 0 0 5 4 5 12 28
Retrieving seasonally adjusted quarterly growth rates from annual growth rates that are reported quarterly 0 0 1 31 3 3 9 170
Return and Volatility Spillovers Between Large and Small Stocks in the UK 0 0 0 2 1 1 9 19
Revisiting the expectations hypothesis of the term structure of interest rates 0 0 0 50 2 4 12 191
Robust estimation of the optimal hedge ratio 0 0 0 10 4 4 11 45
Skewness in the conditional distribution of daily equity returns 0 0 0 235 2 2 16 754
Soft power and exchange rate volatility 0 0 1 9 2 2 8 45
Stock markets and development: A re-assessment 0 0 2 524 1 4 12 1,207
Systematic extreme downside risk 0 0 0 20 2 15 26 85
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 1 10 203
The Accuracy, Bias and Efficiency of Analysts’ Long Run Earnings Growth Forecasts 0 0 1 4 5 13 24 34
The Empirical Distribution of UK and US Stock Returns 0 0 1 19 3 3 11 56
The Gilt‐Equity Yield Ratio and the Predictability of UK and US Equity Returns 0 0 0 14 1 1 8 47
The Limits to Minimum‐Variance Hedging 0 0 2 3 3 3 8 20
The dynamic Black–Litterman approach to asset allocation 0 0 2 30 5 8 19 124
The empirical distribution of stock returns: evidence from an emerging European market 0 0 2 355 2 9 22 1,084
The intrinsic value of gold: An exchange rate-free price index 0 0 3 20 2 6 104 266
The rational expectations hypothesis and the cross-section of bond yields 0 0 0 58 4 5 8 257
Why does book-to-market value of equity forecast cross-section stock returns? 0 0 1 355 1 1 6 2,059
Total Journal Articles 0 7 59 3,637 101 211 732 13,440

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Statistics updated 2026-05-06