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 1 398
A Test of the Expectations Hypothesis of the Term Structure Using Cross-Section Data 0 0 0 1 1 2 2 457
Analyst Optimism and the Magnitude of Earnings Growth 0 0 0 0 1 1 3 78
Does Job Matching Explain Job Satisfaction? Evidence for UK Graduates 0 0 0 1 0 0 1 1,301
Extreme downside risk and financial crises 0 0 0 50 0 0 2 63
Financial market volatility, macroeconomic fundamentals and investor sentiment 0 1 2 53 0 2 11 145
Have FSRs got news for you? Evidence from the impact of Financial Stability Reports on market activity 0 0 2 37 3 7 13 124
Inference for Unit Roots in Dynamic Panels in the Presence of Deterministic Trends 0 0 0 0 0 0 2 62
Inference for Unit Roots in Dynamic Panels with Heteroscedastic and Serially Correlated Errors 0 0 0 2 0 0 1 625
Irrational Analysts' Expectations as a Cause of Excess Volatility in Stock Prices 0 0 0 0 0 0 0 132
Panel Data Unit Roots Tests: The Role of Serial Correlation and the Time Dimension 0 0 0 3 0 1 2 17
Stock Returns Following Profit Warnings: A Test of Models of Behavioural Finance 0 0 0 526 0 0 1 833
Systematic tail risk 0 0 0 52 0 1 1 81
Tests of the Expectations Hypothesis of the Term Structure in a Model with Bayesian Learning 0 0 0 0 0 0 1 43
The Gilt-Equity Yield Ratio and the Predictability of UK and US Equity Returns 0 0 0 0 0 0 3 1,698
The dynamic Black-Litterman approach to asset allocation 0 0 0 75 2 3 8 168
Why Does the Ratio of Book to Market Value of Equity Explain Cross-Section Stock Returns? 0 0 0 0 0 0 0 160
Total Working Papers 0 1 4 924 7 17 52 6,385
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 1 1 137
A momentum trading strategy based on the low frequency component of the exchange rate 0 2 4 234 0 4 12 804
A simplified approach to modeling the co‐movement of asset returns 0 0 1 2 0 0 1 23
Ambiguity aversion and stock market participation: An empirical analysis 0 0 3 37 1 2 8 131
An Analysis of Contrarian Investment Strategies in the UK 0 0 0 10 0 0 2 20
Bias in the estimation of non-linear transformations of the integrated variance of returns 0 0 0 22 0 1 2 200
Can behavioral biases explain the rejections of the expectation hypothesis of the term structure of interest rates? 0 0 1 7 0 0 2 49
Comparison of the 'turn-of-the-month' and lunar new year return effects in three Chinese markets: Hong Kong, Shanghai and Shenzhen 0 0 1 49 1 1 4 204
Contrarian Investment and Macroeconomic Risk 0 0 4 25 0 0 6 46
Dynamic factor long memory volatility 0 0 0 2 0 0 2 19
Dynamic hedge fund portfolio construction 0 0 1 27 0 1 3 120
Dynamic hedge fund portfolio construction: A semi-parametric approach 0 0 4 67 0 1 6 252
Estimation of the conditional variance-covariance matrix of returns using the intraday range 0 1 1 137 0 3 8 636
Extreme downside risk and market turbulence 0 0 0 3 1 1 3 21
Financial market Volatility, macroeconomic fundamentals and investor Sentiment 1 1 6 29 2 3 23 142
Forecasting value at risk allowing for time variation in the variance and kurtosis of portfolio returns 0 0 2 183 0 0 3 378
Hedging and value at risk 0 1 3 21 0 1 3 45
Hedging and value at risk: A semi‐parametric approach 0 0 0 10 0 0 2 32
How well do theories of job matching explain variations in job satisfaction across education levels? Evidence for UK graduates 0 0 1 163 0 2 9 939
Inference for unit roots in dynamic panels where the time dimension is fixed 0 2 12 545 2 9 43 1,551
Irrational Analysts' Expectations as a Cause of Excess Volatility in Stock Prices 0 0 0 97 0 0 3 283
Linear and nonlinear dependence in Turkish equity returns and its consequences for financial risk management 0 0 0 14 0 0 0 66
Long memory conditional volatility and asset allocation 0 1 1 20 0 2 5 86
Model-based earnings forecasts vs. financial analysts' earnings forecasts 0 0 0 69 0 4 8 201
Option‐implied betas and the cross section of stock returns 0 0 0 5 0 1 1 17
Retrieving seasonally adjusted quarterly growth rates from annual growth rates that are reported quarterly 0 0 0 30 0 0 2 161
Return and Volatility Spillovers Between Large and Small Stocks in the UK 0 0 1 2 0 0 3 10
Revisiting the expectations hypothesis of the term structure of interest rates 0 0 1 50 0 0 3 179
Robust estimation of the optimal hedge ratio 0 0 0 10 0 1 4 35
Skewness in the conditional distribution of daily equity returns 0 0 0 235 0 0 1 738
Soft power and exchange rate volatility 0 0 0 8 0 0 1 37
Stock markets and development: A re-assessment 0 1 6 523 2 4 15 1,199
Systematic extreme downside risk 0 0 0 20 1 1 2 60
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 2 194
The Accuracy, Bias and Efficiency of Analysts’ Long Run Earnings Growth Forecasts 0 0 1 3 0 0 4 10
The Empirical Distribution of UK and US Stock Returns 0 0 1 18 0 0 5 45
The Gilt‐Equity Yield Ratio and the Predictability of UK and US Equity Returns 0 0 0 14 0 0 0 39
The Limits to Minimum‐Variance Hedging 0 0 0 1 0 0 6 12
The dynamic Black–Litterman approach to asset allocation 0 1 1 29 1 3 8 108
The empirical distribution of stock returns: evidence from an emerging European market 0 0 0 353 0 0 0 1,062
The intrinsic value of gold: An exchange rate-free price index 0 0 2 17 1 2 7 164
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? 0 0 1 354 0 0 1 2,053
Total Journal Articles 1 10 59 3,588 13 49 224 12,757

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Statistics updated 2025-08-05