Jeffrey H. Harris : Citation Profile

Are you Jeffrey H. Harris?

American University

16

H index

18

i10 index

1097

Citations

RESEARCH PRODUCTION:

22

Articles

13

Papers

RESEARCH ACTIVITY:

   27 years (1994 - 2021). See details.
   Cites by year: 40
   Journals where Jeffrey H. Harris has often published
   Relations with other researchers
   Recent citing documents: 164.    Total self citations: 9 (0.81 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pha362
   Updated: 2022-06-22    RAS profile: 2022-03-15    
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Relations with other researchers

Works with:

Hurlin, Christophe (4)

Brunetti, Celso (4)

Wong, Wing-Keung (2)

Wilhelmsson, Anders (2)

Deev, Oleg (2)

Palan, Stefan (2)

Bohorquez Correa, Santiago (2)

Nielsson, Ulf (2)

Gehrig, Thomas (2)

Moinas, Sophie (2)

Ferrara, Gerardo (2)

Perignon, Christophe (2)

van Kervel, Vincent (2)

Jalkh, Naji (2)

Bouri, Elie (2)

Lopez-Lira, Alejandro (2)

Chow, Nikolai Sheung-Chi (2)

Tonks, Ian (2)

Dreber, Anna (2)

Foucault, Thierry (2)

Rakowski, David (2)

Park, Andreas (2)

Vilkov, Grigory (2)

CAPELLE-BLANCARD, Gunther (2)

Xiu, Dacheng (2)

Bos, Charles (2)

Regis, Luca (2)

Wolff, Christian (2)

Pelizzon, Loriana (2)

Caporin, Massimiliano (2)

Lof, Matthijs (2)

Liew, Chee (2)

Schwarz, Marco (2)

Talavera, Oleksandr (2)

Frijns, Bart (2)

Zhou, Chen (2)

Xia, Shuo (2)

Ranaldo, Angelo (2)

Stefanova, Denitsa (2)

Reitz, Stefan (2)

Kassner, Bernhard (2)

FERROUHI, EL MEHDI (2)

PASCUAL, ROBERTO (2)

Theissen, Erik (2)

Taylor, Nick (2)

Pastor, Lubos (2)

Hautsch, Nikolaus (2)

Davies, Ryan (2)

Sarno, Lucio (2)

Johannesson, Magnus (2)

Dumitrescu, Ariadna (2)

Ait-Sahalia, Yacine (2)

Adrian, Tobias (2)

Menkveld, Albert (2)

Patton, Andrew (2)

Alexeev, Vitali (2)

Abudy, Menachem (2)

Colliard, Jean-Edouard (2)

Roy, Saurabh (2)

Brownlees, Christian (2)

Holzmeister, Felix (2)

Putnins, Talis (2)

Schenk-Hoppé, Klaus (2)

Smales, Lee (2)

Verousis, Thanos (2)

LINTON, OLIVER (2)

Pasquariello, Paolo (2)

Patel, Vinay (2)

Lajaunie, Quentin (2)

Jurkatis, Simon (2)

Heath, Davidson (2)

Dimpfl, Thomas (2)

Rinne, Kalle (2)

Gerritsen, Dirk (2)

Horenstein, Alex (2)

Gorbenko, Arseny (2)

Scaillet, Olivier (2)

Walther, Thomas (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Jeffrey H. Harris.

Is cited by:

Joëts, Marc (13)

Foucault, Thierry (11)

Sévi, Benoît (11)

Mizrach, Bruce (10)

Biais, Bruno (10)

Manera, Matteo (9)

Garcia-de-Andoain, Carlos (8)

Chevallier, Julien (8)

Nicolini, Marcella (8)

Blau, Benjamin (7)

Robe, Michel (7)

Cites to:

Kilian, Lutz (15)

Irwin, Scott (13)

Shleifer, Andrei (11)

Acharya, Viral (9)

Shin, Hyun Song (7)

Hamilton, James (7)

Brunetti, Celso (7)

Babus, Ana (7)

Summers, Lawrence (7)

Lo, Andrew (6)

Ritter, Jay (6)

Main data

Where Jeffrey H. Harris has published?

Journals with more than one article published# docs
Journal of Finance6
Journal of Financial Economics4
The Energy Journal2
Journal of Financial and Quantitative Analysis2
Journal of Futures Markets2

Working Papers Series with more than one paper published# docs
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)3
Post-Print / HAL3
Working Paper Series / Ohio State University, Charles A. Dice Center for Research in Financial Economics2

Recent works citing Jeffrey H. Harris (2021 and 2020)

YearTitle of citing document
2021.

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2020ARE SMALL STOCKS ILLIQUID? AN EXAMINATION OF LIQUIDITY-IMPROVING EVENTS. (2020). Al-Haji, Ahmad. In: Review of Socio - Economic Perspectives. RePEc:aly:journl:202068.

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2020Decision-Making, Sub-Additive Recursive Matching Noise And Biases In Risk-Weighted Stock/Bond Index Calculation Methods In Incomplete Markets With Partially Observable Multi-Attribute Preferences. (2020). Nwogugu, Michael C. In: Papers. RePEc:arx:papers:2005.01708.

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2020Contingent Convertible Bonds in Financial Networks. (2020). Tantari, Daniele ; Sala, Carlo ; Calice, Giovanni . In: Papers. RePEc:arx:papers:2009.00062.

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2021How the Massachusetts Assault Weapons Ban Enforcement Notice Changed Firearm Sales. (2021). Balakrishna, Meenakshi ; Wilbur, Kenneth C. In: Papers. RePEc:arx:papers:2102.02884.

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2021Modeling Price Clustering in High-Frequency Prices. (2021). Tomanov, Petra ; Hol, Vladim'Ir. In: Papers. RePEc:arx:papers:2102.12112.

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2021Using four different online media sources to forecast the crude oil price. (2021). Battistoni, E ; Colladon, Fronzetti A ; Elshendy, M ; Gloor, P A. In: Papers. RePEc:arx:papers:2105.09154.

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2021Hierarchical contagions in the interdependent financial network. (2021). Zhou, Wei-Xing ; Xu, Hai-Chuan ; Wang, Xue ; Barnett, William A. In: Papers. RePEc:arx:papers:2106.14168.

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2021Do Firearm Markets Comply with Firearm Restrictions? How the Massachusetts Assault Weapons Ban Enforcement Notice Changed Firearm Sales. (2021). Wilbur, Kenneth C ; Balakrishna, Meenakshi. In: Papers. RePEc:arx:papers:2111.05272.

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2022Score Driven Generalized Fitness Model for Sparse and Weighted Temporal Networks. (2022). di Gangi, Domenico ; Lillo, Fabrizio ; Bormetti, Giacomo. In: Papers. RePEc:arx:papers:2202.09854.

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2021Structural Estimation of Time-Varying Spillovers: An Application to International Credit Risk Transmission. (2021). Arthur, Stalla-Bourdillon ; Lukas, Boeckelmann. In: Working papers. RePEc:bfr:banfra:798.

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2020Comovement of dairy product futures and firm value: returns and volatility. (2020). Leung, Henry ; Furfaro, Frank. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:64:y:2020:i:3:p:632-654.

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2021Can “Concerted” Macroprudential Policies Mitigate Cross?border Contagion of Financial Risks? Evidence from China and Its Financially Connected Economies. (2021). Chen, Xiaoli ; Liu, Xiaoyu. In: China & World Economy. RePEc:bla:chinae:v:29:y:2021:i:3:p:26-54.

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2021The effects of exchange listing on market quality: Evidence from over?the?counter uplistings. (2021). Roseman, Brian ; Griffith, Todd ; Davis, Ryan ; Yildiz, Serhat. In: The Financial Review. RePEc:bla:finrev:v:56:y:2021:i:4:p:645-669.

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2021Rights issues: Retail shareholders and their participation decisions. (2021). Brown, Christine ; Au Yong, Hue Hwa ; Ho, Choy Yeing ; Shekhar, Chander. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:3:p:917-944.

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2021Credit rating, post?earnings?announcement drift, and arbitrage from transient institutions. (2021). He, Guanming. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:48:y:2021:i:7-8:p:1434-1467.

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2021FINANCIALIZATION OF COMMODITIES BEFORE AND AFTER THE GREAT FINANCIAL CRISIS. (2021). Natoli, Filippo. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:35:y:2021:i:2:p:488-511.

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2020Is Bitcoin Really Untethered?. (2020). Shams, Amin ; Griffin, John M. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:4:p:1913-1964.

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2020What Matters to Individual Investors? Evidence from the Horses Mouth. (2020). Choi, James ; Robertson, Adriana Z. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:4:p:1965-2020.

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2021Sentiment Trading and Hedge Fund Returns. (2021). han, bing ; Chen, Yong ; Pan, Jing. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:4:p:2001-2033.

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2021ISO order imbalances and individual stock returns. (2021). Cox, Justin. In: Journal of Financial Research. RePEc:bla:jfnres:v:44:y:2021:i:1:p:5-23.

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2021Comments on “Network Structure and Its Impact on Commodity Markets”. (2021). Tompaidis, Stathis. In: Production and Operations Management. RePEc:bla:popmgt:v:30:y:2021:i:12:p:4577-4578.

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2021Fast & furious: Do psychological and legal factors affect commodity price volatility?. (2021). Algieri, Bernardina. In: The World Economy. RePEc:bla:worlde:v:44:y:2021:i:4:p:980-1017.

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2021Connectedness between the Crude Oil Futures and Equity Markets during the Pre- and Post-Financialisation Eras. (2021). Gronwald, Marc ; Durand, Robert D ; Wadud, Sania. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9202.

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2021Modeling ex-ante risk premia in the oil market. (2021). Uctum, Remzi ; Prat, Georges. In: EconomiX Working Papers. RePEc:drm:wpaper:2021-31.

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2020Does mood affect institutional herding?. (2020). Ozturkkal, Belma ; Kallinterakis, Vasileios ; Gavriilidis, Konstantinos. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:26:y:2020:i:c:s2214635019303119.

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2021The COVID-19 pandemic and speculation in energy, precious metals, and agricultural futures. (2021). Ghafoor, Abdul ; Sifat, Imtiaz ; Ah, Abdollah. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000423.

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2021Individual investors’ trading behavior in Moscow Exchange and the COVID-19 crisis. (2021). Ulku, Numan ; Djalilov, Abdulaziz. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:31:y:2021:i:c:s2214635021000939.

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2020The rise and fall of portfolio pumping among U.S. mutual funds. (2020). Duong, Truong X ; Meschke, Felix. In: Journal of Corporate Finance. RePEc:eee:corfin:v:60:y:2020:i:c:s0929119919301798.

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2020Do institutional investors play hide-and-sell in the IPO aftermarket?. (2020). Pratobevera, Giuseppe ; Nefedova, Tamara. In: Journal of Corporate Finance. RePEc:eee:corfin:v:64:y:2020:i:c:s0929119920300717.

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2021What do insiders know? Evidence from insider trading around share repurchases and SEOs. (2021). michaely, roni ; Cziraki, Peter ; Lyandres, Evgeny. In: Journal of Corporate Finance. RePEc:eee:corfin:v:66:y:2021:i:c:s0929119918308824.

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2021Institutional trading in firms rumored to be takeover targets. (2021). Khadivar, Hamed ; Davis, Frederick ; Walker, Thomas J. In: Journal of Corporate Finance. RePEc:eee:corfin:v:66:y:2021:i:c:s0929119920302418.

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2021COVID-19 pandemic effect on trading and returns: Evidence from the Chinese stock market. (2021). Ma, Hongkun ; Bing, Tao. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:71:y:2021:i:c:p:384-396.

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2021Market instability and technical trading at high frequency: Evidence from NASDAQ stocks. (2021). Vargas, Nicolas ; Petitjean, Mikael ; Erdemlioglu, Deniz. In: Economic Modelling. RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001814.

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2020The effect of risk-taking behavior on profitability: Evidence from futures market. (2020). Lin, Chao Hsien ; Lee, Chun I ; Cheng, Teng Yuan. In: Economic Modelling. RePEc:eee:ecmode:v:86:y:2020:i:c:p:19-38.

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2020The economic and financial properties of crude oil: A review. (2020). Auer, Benjamin R ; Lang, Korbinian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940818302559.

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2020Spillovers and diversification potential of bank equity returns from developed and emerging America. (2020). Yoon, Seong-Min ; Hussain, Syed Jawad ; Kang, Sang Hoon ; Hernandez, Jose Arreola. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301169.

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2020On the different impacts of fixed versus floating bid-ask spreads on an automated intraday stock trading. (2020). Heywood, Malcolm ; Loginov, Alexander. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301443.

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2021Short-term institutions’ information advantage and overvaluation. (2021). Vianna, Andre ; Serrano, Alejandro ; Du, Brian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820301893.

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2021Predicting stock prices based on informed traders’ activities using deep neural networks. (2021). Kim, Soonho ; Na, Haejung. In: Economics Letters. RePEc:eee:ecolet:v:204:y:2021:i:c:s0165176521001944.

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2021Bitcoin: Bubble that bursts or Gold that glitters?. (2021). Morone, Andrea ; Caferra, Rocco ; Tedeschi, Gabriele. In: Economics Letters. RePEc:eee:ecolet:v:205:y:2021:i:c:s0165176521002196.

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2020Do banks change their liquidity ratios based on network characteristics?. (2020). TARAZI, Amine ; Ardekani, Aref Mahdavi ; Distinguin, Isabelle. In: European Journal of Operational Research. RePEc:eee:ejores:v:285:y:2020:i:2:p:789-803.

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2021Addressing systemic risk using contingent convertible debt – A network analysis. (2021). Lu, Yueliang ; Wang, Runzu ; Gupta, Aparna. In: European Journal of Operational Research. RePEc:eee:ejores:v:290:y:2021:i:1:p:263-277.

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2021The valuation effect of stock dividends or splits: Evidence from a catering perspective. (2021). Xu, Xin ; Liu, Yu-Jane ; Hu, Conghui. In: Journal of Empirical Finance. RePEc:eee:empfin:v:61:y:2021:i:c:p:163-179.

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2021Do leveraged warrants prompt individuals to speculate on stock price reversals?. (2021). Farkas, Miklos ; Varadi, Kata. In: Journal of Empirical Finance. RePEc:eee:empfin:v:63:y:2021:i:c:p:164-176.

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2021Volatility timing, sentiment, and the short-term profitability of VIX-based cross-sectional trading strategies. (2021). Wang, Qingwei ; Mazouz, Khelifa ; Ding, Wenjie. In: Journal of Empirical Finance. RePEc:eee:empfin:v:63:y:2021:i:c:p:42-56.

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2021The price discovery role of day traders in futures market: Evidence from different types of day traders. (2021). Tsai, Shih-Chuan ; Fung, Scott. In: Journal of Empirical Finance. RePEc:eee:empfin:v:64:y:2021:i:c:p:53-77.

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2021Forecasting WTI crude oil futures returns: Does the term structure help?. (2021). O'Sullivan, Conall ; Bredin, Don ; Spencer, Simon. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s0140988321002565.

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2021The challenges of oil investing: Contango and the financialization of commodities. (2021). Moneta, Fabio ; Chincarini, Ludwig B. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003315.

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2020Mild explosivity in recent crude oil prices. (2020). Paraskevopoulos, Ioannis ; McCrorie, Roderick J ; Figuerola-Ferretti, Isabel. In: Energy Economics. RePEc:eee:eneeco:v:87:y:2020:i:c:s0140988319301471.

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2020Global factors, uncertainty, weather conditions and energy prices: On the drivers of the duration of commodity price cycle phases. (2020). Sousa, Ricardo ; Hammoudeh, Shawkat ; Castro, Vitor ; Agnello, Luca. In: Energy Economics. RePEc:eee:eneeco:v:90:y:2020:i:c:s0140988320302024.

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2020Multiscale lead-lag relationships in oil and refined product return dynamics: A symbolic wavelet transfer entropy approach. (2020). Singh, Abhay Kumar ; de Mello, Lurion ; DeMello, Lurion ; Storhas, Dominik P. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s014098832030267x.

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2021The relation between petroleum product prices and crude oil prices. (2021). Linn, Scott ; Zhang, Huiming ; Lee, Thomas K ; Fernando, Chitru S ; Ederington, Louis H. In: Energy Economics. RePEc:eee:eneeco:v:94:y:2021:i:c:s0140988320304199.

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2021Chasing the ‘green bandwagon’ in times of uncertainty. (2021). Dragomirescu-Gaina, Catalin ; Philippas, Dionisis ; Galariotis, Emilios. In: Energy Policy. RePEc:eee:enepol:v:151:y:2021:i:c:s0301421521000598.

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2022Macroeconomic uncertainty, speculation, and energy futures returns: Evidence from a quantile regression. (2022). Wang, Yudong ; Xiao, Jihong. In: Energy. RePEc:eee:energy:v:241:y:2022:i:c:s0360544221027663.

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2020Does proprietary day trading provide liquidity at a cost to investors?. (2020). Lim, Kian-Ping ; Goh, Kim-Leng ; Liew, Ping-Xin. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521919304764.

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2020Is herding spurious or intentional? Evidence from analyst recommendation revisions and sentiment. (2020). Holmes, Phil ; Guo, Jiaqi ; Altanlar, Ali. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301836.

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2020Research on Chinas financial systemic risk contagion under jump and heavy-tailed risk. (2020). Liu, Xi-Hua ; Gong, Xiao-Li ; Zhang, Wei ; Xiong, Xiong. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302283.

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2021The global financial crisis and stock market migrations: An analysis of family and non-family firms in Germany. (2021). Vendrasco, Marco ; Rapp, Marc Steffen ; Beyenbach, Johannes ; Bessler, Wolfgang. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000351.

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2021Investor sentiment in the equity market and investments in corporate-bond funds. (2021). Islam, Mohd Anisul. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002246.

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2022Short-run disequilibrium adjustment and long-run equilibrium in the international stock markets: A network-based approach. (2022). Li, Youwei ; Stanley, Eugene H ; Pantelous, Athanasios A ; Chen, Yanhua. In: International Review of Financial Analysis. RePEc:eee:finana:v:79:y:2022:i:c:s1057521921003161.

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2020Foreign investors’ trading behaviors around merger and acquisition announcements: Evidence from Korea. (2020). Segara, Reuben ; Yang, Jin Young. In: Finance Research Letters. RePEc:eee:finlet:v:37:y:2020:i:c:s1544612319304404.

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2021Time domain and frequency domain Granger causality networks: Application to China’s financial institutions. (2021). Chevallier, Julien ; Xie, Chi ; Chen, Yang-Yang ; Si, Hui-Bin ; Wang, Gang-Jin. In: Finance Research Letters. RePEc:eee:finlet:v:39:y:2021:i:c:s1544612319311419.

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2021Herding behavior in the commodity markets of the Asia-Pacific region. (2021). Badhani, K N ; Kumar, Ashish ; Saeed, Tareq ; Bouri, Elie. In: Finance Research Letters. RePEc:eee:finlet:v:41:y:2021:i:c:s1544612320316275.

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2020Price discovery in the small and in the large: Momentum and reversal, bubbles, and crashes. (2020). Kedar-Levy, Haim. In: Journal of Financial Markets. RePEc:eee:finmar:v:48:y:2020:i:c:s1386418118302428.

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2020Microstructure invariance in U.S. stock market trades. (2020). Tuzun, Tugkan ; Obizhaeva, Anna A ; Kyle, Albert S. In: Journal of Financial Markets. RePEc:eee:finmar:v:49:y:2020:i:c:s1386418116303123.

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2020Self-fulfilling arbitrages necessitate crash risk. (2020). Kim, Soohun ; Ahn, Dong-Hyun ; Seo, Kyoungwon. In: Journal of Financial Markets. RePEc:eee:finmar:v:51:y:2020:i:c:s1386418120300161.

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2021Local investor horizon clientele and IPO underpricing. (2021). Zhang, Lei ; Massa, Massimo. In: Journal of Financial Markets. RePEc:eee:finmar:v:54:y:2021:i:c:s1386418120300562.

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2022The Eurozone banking sector in the time of COVID-19: Measuring volatility connectedness. (2022). Angelini, Eliana ; Addi, Abdelhamid ; Foglia, Matteo. In: Global Finance Journal. RePEc:eee:glofin:v:51:y:2022:i:c:s1044028321000752.

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2021On the predictive power of network statistics for financial risk indicators. (2021). , Mike ; Zhang, Zhepei ; Song, Jianhua. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121001347.

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2022Forecasting realized volatility of agricultural commodity futures with infinite Hidden Markov HAR models. (2022). Hou, Chenghan ; Ji, Qiang ; Klein, Tony ; Luo, Jiawen. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:1:p:51-73.

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2020On Becoming an O-SII (“Other Systemically Important Institution”). (2020). Sprincean, Nicu ; Andrieș, Alin Marius ; Ongena, Steven ; Nistor, Simona. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:111:y:2020:i:c:s0378426619302961.

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2021Listing of classical options and the pricing of discount certificates. (2021). Schertler, Andrea. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:123:y:2021:i:c:s0378426620302727.

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2021Norwegian interbank markets response to changes in liquidity policy. (2021). Findreng, Jon H ; Akram, Farooq Q. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:125:y:2021:i:c:s0378426621000364.

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2021Bank systemic risk around COVID-19: A cross-country analysis. (2021). Li, Haoran ; Guedhami, Omrane ; el Ghoul, Sadok ; Duan, Yuejiao. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:133:y:2021:i:c:s037842662100251x.

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2021Complexity, interconnectedness and stability: New perspectives applied to the European banking system. (2021). Bertrand, Jean-Louis ; Chabot, Miia. In: Journal of Business Research. RePEc:eee:jbrese:v:129:y:2021:i:c:p:784-800.

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2021Regulatory mood-congruence and herding: Evidence from cannabis stocks. (2021). Gebka, Bartosz ; Kallinterakis, Vasileios ; Andrikopoulos, Panagiotis. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:185:y:2021:i:c:p:842-864.

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2021Rational quantitative trading in efficient markets. (2021). Tinn, Katrin ; Rossi, Stefano. In: Journal of Economic Theory. RePEc:eee:jetheo:v:191:y:2021:i:c:s0022053120301204.

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2020Institutional allocations in the primary market for corporate bonds. (2020). Wu, Juan ; Wang, Li Ying ; Nikolova, Stanislava. In: Journal of Financial Economics. RePEc:eee:jfinec:v:137:y:2020:i:2:p:470-490.

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2020Sophisticated investors and market efficiency: Evidence from a natural experiment. (2020). Kelly, Bryan ; Chen, Yong ; Wu, Wei. In: Journal of Financial Economics. RePEc:eee:jfinec:v:138:y:2020:i:2:p:316-341.

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2021Why are firms with more managerial ownership worth less?. (2021). Taillard, Jerome P ; Stulz, Rene M ; Fahlenbrach, Rudiger ; Fabisik, Kornelia. In: Journal of Financial Economics. RePEc:eee:jfinec:v:140:y:2021:i:3:p:699-725.

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2021Speculation and informational efficiency in commodity futures markets. (2021). Bonnier, Jean-Baptiste. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:117:y:2021:i:c:s026156062100108x.

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2020Trilogy for troubleshooting convergence: Manipulation, structural imbalance, and storage rates. (2020). Irwin, Scott H. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:17:y:2020:i:c:s2405851318301053.

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2020Price discovery in agricultural commodity markets: Do speculators contribute?. (2020). Wellenreuther, Claudia ; Stefan, Martin ; Siklos, Pierre L ; Bohl, Martin T. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:18:y:2020:i:c:s2405851318300941.

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2021The impact of speculation on commodity prices: A Meta-Granger analysis. (2021). Rathgeber, Andreas ; Schmid, Florian ; Hutter, Marie ; Geyer-Klingeberg, Jerome ; Wimmer, Thomas. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:22:y:2021:i:c:s2405851320300258.

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2021Commodity index risk premium. (2021). Schwartz, Eduardo S ; Rojas, Maximiliano ; Ortega, Hector ; Cortazar, Gonzalo. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:22:y:2021:i:c:s2405851320300337.

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2021The impact of the change in USDA announcement release procedures on agricultural commodity futures. (2021). Tse, Yiuman ; Martinez, Valeria ; Indriawan, Ivan. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:23:y:2021:i:c:s240585132030026x.

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2021Speculation and the informational efficiency of commodity futures markets. (2021). Sulewski, Christoph ; Putz, Alexander ; Bohl, Martin T. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:23:y:2021:i:c:s2405851320300362.

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2020Financialisation of natural resources & instability caused by risk transfer in commodity markets. (2020). Nasir, Muhammad ; Burggraf, Tobias ; Duc, Toan Luu. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420720300696.

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2020Fundamentals versus speculation in oil market: The role of asymmetries in price adjustment?. (2020). Akdoan, Kurma . In: Resources Policy. RePEc:eee:jrpoli:v:67:y:2020:i:c:s0301420719310244.

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2020When US sneezes, clichés spread: How do the commodity index funds react then?. (2020). Phani, B V ; Rahman, Abdul ; Ahmad, Wasim ; Awasthi, Kritika. In: Resources Policy. RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420720308898.

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2021Uncovering the complex asymmetric relationship between trading activity and commodity futures price: Evidenced from QNARDL study. (2021). Tiwari, Aviral ; Roubaud, David ; Lahiani, Amine ; Jena, Sangram Keshari. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721002889.

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2022Contagion in networks: Stability and efficiency. (2022). Bougheas, Spiros. In: Mathematical Social Sciences. RePEc:eee:matsoc:v:115:y:2022:i:c:p:64-77.

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2021Stock price manipulation, short-sale constraints, and breadth-return relationship. (2021). Sun, Zhenzhen ; Lv, Dayong ; Cao, Zhiqi. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:67:y:2021:i:c:s0927538x21000639.

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2021Mutual fund herding and return comovement in Chinese equities. (2021). Xue, Wenjun ; Hu, YU ; Caglayan, Mustafa Onur. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x21001062.

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2022Confucianism and IPO underpricing. (2022). Chiang, Yao-Min ; Liu, Haiming. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:71:y:2022:i:c:s0927538x21002080.

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2020Do sharp movements in oil prices matter for stock markets?. (2020). Huang, Paoyu ; Day, Min-Yuh ; Wu, Manhwa ; Ni, Yensen. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:539:y:2020:i:c:s0378437119316280.

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2020Connectedness of financial institutions in Europe: A network approach across quantiles. (2020). Lyócsa, Štefan ; Deev, Oleg ; Lyocsa, Tefan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:550:y:2020:i:c:s0378437119322320.

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2020Transfer entropy calculation for short time sequences with application to stock markets. (2020). Yang, Huijie ; Qiu, LU. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:559:y:2020:i:c:s0378437120305860.

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2021Markets as networks evolving step by step: Relational Event Models for the interbank market. (2021). Vu, Duy Q ; Zappa, Paola . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:565:y:2021:i:c:s0378437120308554.

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2021Who knows more and makes more? A perspective of order submission decisions across investor types. (2021). Chen, Hung-Ju ; Hung, Pi-Hsia ; Lien, Donald. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:79:y:2021:i:c:p:381-398.

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More than 100 citations found, this list is not complete...

Works by Jeffrey H. Harris:

YearTitleTypeCited
2011Do Speculators Drive Crude Oil Futures Prices? In: The Energy Journal.
[Full Text][Citation analysis]		article166
2013Herding and Speculation in the Crude Oil Market In: The Energy Journal.
[Full Text][Citation analysis]		article6
2015Speculators, Prices and Market Volatility In: Staff Working Papers.
[Full Text][Citation analysis]		paper67
2016Speculators, Prices, and Market Volatility.(2016) In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 67		article
2015Informed Trading and Market Structure In: European Financial Management.
[Full Text][Citation analysis]		article0
2014The Sound of Silence In: The Financial Review.
[Full Text][Citation analysis]		article5
1994 Why Did NASDAQ Market Makers Stop Avoiding Odd-Eighth Quotes? In: Journal of Finance.
[Full Text][Citation analysis]		article148
1999Effects of Market Reform on the Trading Costs and Depths of Nasdaq Stocks In: Journal of Finance.
[Full Text][Citation analysis]		article81
2002Nasdaq Trading Halts: The Impact of Market Mechanisms on Prices, Trading Activity, and Execution Costs In: Journal of Finance.
[Full Text][Citation analysis]		article44
2003The Dynamics of Institutional and Individual Trading In: Journal of Finance.
[Full Text][Citation analysis]		article174
2003The Behavior of Bid?Ask Spreads and Volume in Options Markets during the Competition for Listings in 1999 In: Journal of Finance.
[Full Text][Citation analysis]		article30
2011Who Drove and Burst the Tech Bubble? In: Journal of Finance.
[Citation analysis]		article85
2017CoMargin In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article0
2017CoMargin.(2017) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 0		paper
2015CoMargin.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2004From Pink Slips to Pink Sheets: Liquidity and Shareholder Wealth Consequences of Nasdaq Delistings In: Working Paper Series.
[Full Text][Citation analysis]		paper2
2008Off but Not Gone: A Study of Nasdaq Delistings In: Working Paper Series.
[Full Text][Citation analysis]		paper14
2019Interconnectedness in the interbank market In: Journal of Financial Economics.
[Full Text][Citation analysis]		article42
2015Interconnectedness in the Interbank Market.(2015) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 42		paper
1997The importance of firm quotes and rapid executions: Evidence from the January 1994 SOES rules change In: Journal of Financial Economics.
[Full Text][Citation analysis]		article17
1998The trading profits of SOES bandits In: Journal of Financial Economics.
[Full Text][Citation analysis]		article36
2007Why are IPO investors net buyers through lead underwriters? In: Journal of Financial Economics.
[Full Text][Citation analysis]		article22
2018An update on speculation and financialization in commodity markets In: Journal of Commodity Markets.
[Full Text][Citation analysis]		article17
2018Bank Holdings and Systemic Risk In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper1
2021Liquidity Networks, Interconnectedness, and Interbank Information Asymmetry In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper0
2001The Initial Listing Decisions of Firms that Go Public In: Financial Management.
[Citation analysis]		article28
2021Non-Standard Errors In: Working Paper Series, Social and Economic Sciences.
[Full Text][Citation analysis]		paper0
2021Non-Standard Errors.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2011Clearing house, margin requirements, and systemic risk In: Post-Print.
[Citation analysis]		paper6
2011Clearing house, margin requirements, and systemic risk.(2011) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 6		paper
2011Effects of Central Bank Intervention on the Interbank Market During the Subprime Crisis In: Review of Financial Studies.
[Full Text][Citation analysis]		article68
2017Trading networks In: Econometrics Journal.
[Full Text][Citation analysis]		article17
2011Why do expiring futures and cash prices diverge for grain markets? In: Journal of Futures Markets.
[Full Text][Citation analysis]		article7
2016The Prevalence, Sources, and Effects of Herding In: Journal of Futures Markets.
[Full Text][Citation analysis]		article3
2003Investor Behavior over the Rise and Fall of Nasdaq In: Yale School of Management Working Papers.
[Full Text][Citation analysis]		paper11

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