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 4 11 409
A Test of the Expectations Hypothesis of the Term Structure Using Cross-Section Data 0 0 0 1 0 2 12 467
Analyst Optimism and the Magnitude of Earnings Growth 0 0 0 0 0 2 11 88
Does Job Matching Explain Job Satisfaction? Evidence for UK Graduates 0 0 0 1 2 6 8 1,309
Extreme downside risk and financial crises 0 0 0 50 0 1 5 68
Financial market volatility, macroeconomic fundamentals and investor sentiment 0 1 1 54 1 8 20 165
Have FSRs got news for you? Evidence from the impact of Financial Stability Reports on market activity 0 0 0 37 1 4 17 137
Inference for Unit Roots in Dynamic Panels in the Presence of Deterministic Trends 0 0 0 0 0 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 0 2 6 138
Panel Data Unit Roots Tests: The Role of Serial Correlation and the Time Dimension 0 0 0 3 0 1 6 23
Stock Returns Following Profit Warnings: A Test of Models of Behavioural Finance 0 1 4 530 0 2 14 847
Systematic tail risk 0 0 2 54 2 6 21 101
Tests of the Expectations Hypothesis of the Term Structure in a Model with Bayesian Learning 0 0 0 0 0 2 6 49
The Gilt-Equity Yield Ratio and the Predictability of UK and US Equity Returns 0 0 0 0 0 2 18 1,716
The dynamic Black-Litterman approach to asset allocation 0 0 2 77 5 9 24 190
Why Does the Ratio of Book to Market Value of Equity Explain Cross-Section Stock Returns? 0 0 0 0 1 3 9 169
Total Working Papers 0 2 9 933 12 59 204 6,579
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 7 144
A momentum trading strategy based on the low frequency component of the exchange rate 2 4 6 240 2 9 36 839
A simplified approach to modeling the co‐movement of asset returns 0 0 0 2 1 6 14 37
Ambiguity aversion and stock market participation: An empirical analysis 0 0 4 41 1 8 34 164
An Analysis of Contrarian Investment Strategies in the UK 0 0 4 14 1 4 14 34
Bias in the estimation of non-linear transformations of the integrated variance of returns 0 0 1 23 2 6 14 214
Can behavioral biases explain the rejections of the expectation hypothesis of the term structure of interest rates? 0 0 0 7 1 4 10 59
Comparison of the 'turn-of-the-month' and lunar new year return effects in three Chinese markets: Hong Kong, Shanghai and Shenzhen 1 1 3 52 3 21 35 238
Contrarian Investment and Macroeconomic Risk 0 0 5 30 1 2 17 63
Dynamic factor long memory volatility 0 0 1 3 0 5 14 33
Dynamic hedge fund portfolio construction 0 0 1 28 1 4 13 132
Dynamic hedge fund portfolio construction: A semi-parametric approach 0 0 0 67 0 1 13 265
Estimation of the conditional variance-covariance matrix of returns using the intraday range 0 0 3 140 1 5 14 650
Extreme downside risk and market turbulence 0 0 0 3 1 2 7 27
Financial market Volatility, macroeconomic fundamentals and investor Sentiment 0 0 1 29 0 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 16 394
Hedging and value at risk 0 0 2 23 0 2 14 59
Hedging and value at risk: A semi‐parametric approach 1 1 1 11 1 6 17 49
How well do theories of job matching explain variations in job satisfaction across education levels? Evidence for UK graduates 1 2 3 166 2 5 10 949
Inference for unit roots in dynamic panels where the time dimension is fixed 0 1 7 550 6 11 54 1,600
Irrational Analysts' Expectations as a Cause of Excess Volatility in Stock Prices 0 0 0 97 0 2 5 288
Linear and nonlinear dependence in Turkish equity returns and its consequences for financial risk management 0 0 0 14 0 1 5 71
Long memory conditional volatility and asset allocation 0 0 1 20 1 2 12 96
Model-based earnings forecasts vs. financial analysts' earnings forecasts 0 0 0 69 1 3 16 216
Option‐implied betas and the cross section of stock returns 0 0 0 5 2 7 14 30
Retrieving seasonally adjusted quarterly growth rates from annual growth rates that are reported quarterly 0 0 1 31 0 3 9 170
Return and Volatility Spillovers Between Large and Small Stocks in the UK 0 0 0 2 0 1 9 19
Revisiting the expectations hypothesis of the term structure of interest rates 0 0 0 50 0 2 12 191
Robust estimation of the optimal hedge ratio 0 0 0 10 0 4 11 45
Skewness in the conditional distribution of daily equity returns 0 0 0 235 1 3 17 755
Soft power and exchange rate volatility 0 0 1 9 0 2 8 45
Stock markets and development: A re-assessment 0 0 1 524 2 4 12 1,209
Systematic extreme downside risk 0 0 0 20 2 8 28 87
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 3 12 27 37
The Empirical Distribution of UK and US Stock Returns 0 0 1 19 1 4 12 57
The Gilt‐Equity Yield Ratio and the Predictability of UK and US Equity Returns 0 0 0 14 0 1 8 47
The Limits to Minimum‐Variance Hedging 0 0 2 3 1 4 9 21
The dynamic Black–Litterman approach to asset allocation 0 0 1 30 1 7 19 125
The empirical distribution of stock returns: evidence from an emerging European market 0 0 2 355 0 5 22 1,084
The intrinsic value of gold: An exchange rate-free price index 0 0 3 20 0 4 104 266
The rational expectations hypothesis and the cross-section of bond yields 0 0 0 58 0 4 8 257
Why does book-to-market value of equity forecast cross-section stock returns? 0 0 1 355 0 1 6 2,059
Total Journal Articles 5 9 58 3,642 40 191 749 13,480

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Statistics updated 2026-06-04