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 1 3 10 346
A Test of the Expectations Hypothesis of the Term Structure Using Cross-Section Data 0 0 0 1 0 1 4 447
Ambiguity Aversion and Stock Market Participation: Evidence from Fund Flows 0 0 0 25 0 1 3 65
Analyst Optimism and the Magnitude of Earnings Growth 0 0 0 0 1 1 4 62
Does Job Matching Explain Job Satisfaction? Evidence for UK Graduates 0 0 0 1 0 0 4 1,286
Extreme downside risk and financial crises 0 1 1 47 0 2 5 52
Financial market volatility, macroeconomic fundamentals and investor sentiment 0 1 3 41 1 5 18 83
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 2 3 5 603
Irrational Analysts' Expectations as a Cause of Excess Volatility in Stock Prices 0 0 0 0 1 5 5 112
Panel Data Unit Roots Tests: The Role of Serial Correlation and the Time Dimension 0 0 0 0 0 0 1 1
Panel Data Unit Roots Tests: The Role of Serial Correlation and the Time Dimension 0 1 1 215 0 3 5 712
Stock Returns Following Profit Warnings: A Test of Models of Behavioural Finance 0 0 2 522 1 3 13 801
Systematic tail risk 0 1 3 49 0 4 16 63
Tests of the Expectations Hypothesis of the Term Structure in a Model with Bayesian Learning 0 0 0 0 1 1 2 36
The Gilt-Equity Yield Ratio and the Predictability of UK and US Equity Returns 0 0 0 0 2 6 16 1,642
The dynamic Black-Litterman approach to asset allocation 1 3 4 68 1 5 27 120
Why Does the Ratio of Book to Market Value of Equity Explain Cross-Section Stock Returns? 0 0 0 0 0 1 3 140
Total Working Papers 1 7 16 1,094 11 44 142 6,627


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 0 4 10 101
A momentum trading strategy based on the low frequency component of the exchange rate 1 3 6 171 1 5 26 618
A simplified approach to modeling the co‐movement of asset returns 0 0 0 0 0 0 2 13
Ambiguity aversion and stock market participation: An empirical analysis 0 2 4 10 2 6 12 38
An Analysis of Contrarian Investment Strategies in the UK 0 0 1 18 0 0 4 241
Bias in the estimation of non-linear transformations of the integrated variance of returns 0 0 0 21 0 0 1 187
Can behavioral biases explain the rejections of the expectation hypothesis of the term structure of interest rates? 0 0 0 1 2 3 7 24
Comparison of the 'turn-of-the-month' and lunar new year return effects in three Chinese markets: Hong Kong, Shanghai and Shenzhen 0 2 2 33 0 4 10 160
Contrarian Investment and Macroeconomic Risk 0 0 4 90 0 0 12 261
Dynamic factor long memory volatility 1 1 1 1 1 1 4 7
Dynamic hedge fund portfolio construction 0 0 1 22 0 0 3 92
Dynamic hedge fund portfolio construction: A semi-parametric approach 0 1 1 50 0 2 9 204
Estimation of the conditional variance-covariance matrix of returns using the intraday range 0 0 0 119 0 2 4 565
Financial market Volatility, macroeconomic fundamentals and investor Sentiment 0 0 6 6 2 5 37 37
Forecasting value at risk allowing for time variation in the variance and kurtosis of portfolio returns 1 2 4 164 2 4 10 310
Hedging and value at risk 0 0 0 5 0 0 0 21
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 2 149 2 5 15 891
Inference for unit roots in dynamic panels where the time dimension is fixed 2 8 31 373 10 32 106 944
Irrational Analysts' Expectations as a Cause of Excess Volatility in Stock Prices 0 1 2 92 0 1 3 258
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 2 16 0 0 6 67
Retrieving seasonally adjusted quarterly growth rates from annual growth rates that are reported quarterly 0 0 0 30 0 1 1 148
Return and Volatility Spillovers Between Large and Small Stocks in the UK 0 0 0 75 0 0 2 219
Revisiting the expectations hypothesis of the term structure of interest rates 0 0 1 44 1 1 8 151
Robust estimation of the optimal hedge ratio 0 0 3 3 0 0 5 9
Skewness in the conditional distribution of daily equity returns 0 0 1 231 0 0 3 705
Soft power and exchange rate volatility 0 0 2 2 0 0 9 9
Stock markets and development: A re-assessment 1 9 32 422 2 15 78 929
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 3 186
The Empirical Distribution of UK and US Stock Returns 0 0 0 65 0 1 4 172
The Expectations Hypothesis of the Term Structure and Time-Varying Risk Premia: A Panel Data Approach 1 1 1 42 2 2 4 194
The Gilt-Equity Yield Ratio and the Predictability of UK and US Equity Returns 0 0 0 39 0 0 1 195
The Gilt-Equity Yield Ratio and the Predictability of UK and US Equity Returns 0 0 0 1 1 1 4 141
The Limits to Minimum-Variance Hedging 0 0 1 19 0 0 1 76
The dynamic Black–Litterman approach to asset allocation 2 2 8 16 2 4 20 41
The empirical distribution of stock returns: evidence from an emerging European market 0 1 2 351 0 1 5 1,051
The intrinsic value of gold: An exchange rate-free price index 0 0 2 5 1 10 69 83
The rational expectations hypothesis and the cross-section of bond yields 0 0 0 58 0 1 1 239
Why does book-to-market value of equity forecast cross-section stock returns? 0 0 1 351 0 0 1 2,033
Total Journal Articles 9 33 124 3,194 31 112 503 11,696


Statistics updated 2019-07-03