Jeffrey H. Harris : Citation Profile

Are you Jeffrey H. Harris?

American University

16

H index

18

i10 index

1239

Citations

RESEARCH PRODUCTION:

25

Articles

13

Papers

RESEARCH ACTIVITY:

   29 years (1994 - 2023). See details.
   Cites by year: 42
   Journals where Jeffrey H. Harris has often published
   Relations with other researchers
   Recent citing documents: 46.    Total self citations: 12 (0.96 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pha362
   Updated: 2024-01-16    RAS profile: 2023-09-08    
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Relations with other researchers

Works with:

Brunetti, Celso (4)

Schenk-Hoppé, Klaus (2)

Davies, Ryan (2)

PASCUAL, ROBERTO (2)

Deku, Solomon (2)

Ødegaard, Bernt (2)

Füllbrunn, Sascha (2)

Patel, Vinay (2)

Prokopczuk, Marcel (2)

Wong, Wing-Keung (2)

Schuerhoff, Norman (2)

Gehrig, Thomas (2)

LINTON, OLIVER (2)

Patton, Andrew (2)

Roy, Saurabh (2)

Smales, Lee (2)

Lajaunie, Quentin (2)

CAPELLE-BLANCARD, Gunther (2)

Horenstein, Alex (2)

Xiu, Dacheng (2)

Kearney, Fearghal (2)

Bouri, Elie (2)

Renault, Thomas (2)

Bos, Charles (2)

Taylor, Nick (2)

Schwarz, Marco (2)

Gorbenko, Arseny (2)

Chow, Nikolai Sheung-Chi (2)

Dreber, Anna (2)

Colliard, Jean-Edouard (2)

Tonks, Ian (2)

Verousis, Thanos (2)

Ranaldo, Angelo (2)

Lof, Matthijs (2)

Johannesson, Magnus (2)

Moinas, Sophie (2)

Pastor, Lubos (2)

Adrian, Tobias (2)

Reitz, Stefan (2)

Rinne, Kalle (2)

Pasquariello, Paolo (2)

Dimpfl, Thomas (2)

Sarno, Lucio (2)

Alexeev, Vitali (2)

Nielsson, Ulf (2)

Jalkh, Naji (2)

FERROUHI, EL MEHDI (2)

Hautsch, Nikolaus (2)

Dumitrescu, Ariadna (2)

Rakowski, David (2)

Vilkov, Grigory (2)

Foucault, Thierry (2)

Hurlin, Christophe (2)

Putnins, Talis (2)

Pelizzon, Loriana (2)

He, Xuezhong (Tony) (2)

Jurkatis, Simon (2)

Holzmeister, Felix (2)

Frömmel, Michael (2)

Regis, Luca (2)

Zhou, Chen (2)

Wolff, Christian (2)

Brownlees, Christian (2)

Gerritsen, Dirk (2)

Stefanova, Denitsa (2)

Scaillet, Olivier (2)

Ferrara, Gerardo (2)

Xia, Shuo (2)

Caporin, Massimiliano (2)

Talavera, Oleksandr (2)

Frijns, Bart (2)

Abudy, Menachem (2)

Menkveld, Albert (2)

Vogel, Sebastian (2)

Chernov, Mikhail (2)

Liew, Chee (2)

Hjalmarsson, Erik (2)

Palan, Stefan (2)

Mihet, Roxana (2)

Lopez-Lira, Alejandro (2)

Heath, Davidson (2)

Söderlind, Paul (2)

Walther, Thomas (2)

Theissen, Erik (2)

Bohorquez Correa, Santiago (2)

van Kervel, Vincent (2)

Park, Andreas (2)

Deev, Oleg (2)

Wilhelmsson, Anders (2)

Kassner, Bernhard (2)

Sojli, Elvira (2)

Korajczyk, Robert (2)

Ait-Sahalia, Yacine (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)

Sévi, Benoît (11)

Foucault, Thierry (11)

Mizrach, Bruce (10)

Biais, Bruno (10)

Manera, Matteo (9)

Chevallier, Julien (8)

Robe, Michel (8)

Nicolini, Marcella (8)

Zhou, Wei-Xing (7)

Siklos, Pierre (7)

Cites to:

Kilian, Lutz (17)

Brunetti, Celso (15)

Irwin, Scott (13)

Shin, Hyun Song (12)

Shleifer, Andrei (11)

Acharya, Viral (10)

Lo, Andrew (10)

Summers, Lawrence (9)

Martin, Alberto (8)

Pelizzon, Loriana (7)

Babus, Ana (7)

Main data

Where Jeffrey H. Harris has published?

Journals with more than one article published# docs
Journal of Finance6
Journal of Financial Economics4
Journal of Financial and Quantitative Analysis2
The Energy Journal2
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 (2024 and 2023)

YearTitle of citing document
2023Neural Stochastic Agent-Based Limit Order Book Simulation: A Hybrid Methodology. (2023). Cartlidge, John ; Shi, Zijian. In: Papers. RePEc:arx:papers:2303.00080.

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2023Shifting Cryptocurrency Influence: A High-Resolution Network Analysis of Market Leaders. (2023). Chava, Sudheer ; Shah, Agam ; Hiray, Arnav. In: Papers. RePEc:arx:papers:2307.16874.

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2023Risk?taking begets risk?taking: Evidence from casino openings and investor portfolios. (2023). Liao, Chi. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:1:p:143-165.

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2023Interbank money market concerns and actors’ strategies—A systematic review of 21st century literature. (2023). Dugdale, Julie ; Reaidy, Paul J ; Madies, Philippe ; Alaeddini, Morteza. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:2:p:573-654.

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2023Reasons Behind Words: OPEC Narratives and the Oil Market. (2023). Joets, Marc ; Brunetti, Celso ; Mignon, Valerie. In: EconomiX Working Papers. RePEc:drm:wpaper:2023-24.

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2023Interconnected multilayer networks: Quantifying connectedness among global stock and foreign exchange markets. (2023). Zhu, You ; Uddin, Gazi Salah ; Xie, Chi ; Feng, Yusen ; Wan, LI ; Wang, Gang-Jin. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000340.

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2023Who are the vectors of contagion? Evidence from emerging markets. (2023). Munera, Daimer J ; Agudelo, Diego A. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001151.

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2023Heterogeneously informed trading and the stock market efficiency during the COVID-19 pandemic. (2023). Zhao, Yang ; Zhang, Xuan ; Xue, Mingqi. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001242.

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2023How do investors react to overnight returns? Evidence from Korea. (2023). Yu, Jinyoung ; Webb, Robert I ; Ryu, Doojin ; Ham, Hyuna. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001526.

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2023Sharing the dividend tax credit pie: The influence of individual investors on ex-dividend day returns. (2023). Lee, Adrian D ; Ainsworth, Andrew. In: Journal of Financial Markets. RePEc:eee:finmar:v:62:y:2023:i:c:s1386418122000325.

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2023Strategic trading by insiders in the presence of institutional investors. (2023). Yang, Joey Wenling ; Wee, Marvin ; Hoang, Lai T. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s138641812200091x.

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2023Modern OTC market structure and liquidity: The tale of three tiers. (2023). van Ness, Robert ; Griffith, Todd ; Davis, Ryan. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418123000137.

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2023Sequential entry in illiquid markets. (2023). Fardeau, Vincent. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418123000162.

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2023Global systemic risk dynamic network connectedness during the COVID-19: Evidence from nonlinear Granger causality. (2023). Sha, Yezhou ; Yin, Shiqi ; Zhang, Ping. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000513.

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2023Option Returns, Risk Premiums, and Demand Pressure in Energy Markets. (2023). Li, Bingxin ; Jacobs, Kris. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002679.

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2023Sign matters: Stock-movement-based trading decisions of individual investors. (2023). Chen, Hung-Ling ; Rieger, Marc Oliver ; Muhl, Stefan ; Cao, JI. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:148:y:2023:i:c:s0378426622003193.

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2023Panic and propagation in 1873: A network analytic approach. (2023). Rousseau, Peter ; Ladley, Daniel. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:151:y:2023:i:c:s0378426623000699.

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2023The relative pricing of WTI and Brent crude oil futures: Expectations or risk premia?. (2023). Liu, Rui ; Gao, Xin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000319.

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2023Revisiting the Silver Crisis. (2023). Salvador, Enrique ; Poti, Valerio ; Bredin, Don. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000459.

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2023Financialization of commodity markets ten years later. (2023). Wang, Ningli ; Tang, KE ; Kang, Wenjin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s240585132300003x.

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2023The impact of financialization on the efficiency of commodity futures markets. (2023). Sulewski, Christoph ; Putz, Alexander ; Irwin, Scott H ; Bohl, Martin T. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s240585132300020x.

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2023Trader positions and aggregate portfolio demand. (2023). Tuzun, Tugkan ; Roberts, John S ; Onur, Esen. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494922000482.

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2023Dynamic connectedness in commodity futures markets during Covid-19 in India: New evidence from a TVP-VAR extended joint connectedness approach. (2023). Olson, Dennis ; Mishra, Aswini Kumar ; Patnaik, Debasis ; Arunachalam, Vairam. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001988.

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2023Unveiling commodities-financial markets intersections from a bibliometric perspective. (2023). lucey, brian ; Paltrinieri, Andrea ; Karim, Sitara ; Khan, Muhammad Arif ; Mbarki, Imen. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s030142072300346x.

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2023Conflict vs sustainability of global energy, agricultural and metal markets: A lesson from Ukraine-Russia war. (2023). Sana, Moniba ; Khalid, Ali Awais ; Chishti, Muhammad Zubair. In: Resources Policy. RePEc:eee:jrpoli:v:84:y:2023:i:c:s0301420723004865.

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2023Ambiguous price formation. (2023). He, Xue-Zhong ; Aliyev, Nihad. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:106:y:2023:i:c:s0304406823000356.

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2023Dealership versus continuous auction: Evidence from the JASDAQ market. (2023). Zhang, Ye Zhou ; Rhee, Ghon S ; Iwatsubo, Kentaro. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22002190.

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2023COVID caused a negative bubble. Who profited? Who lost? How stock markets changed?. (2023). Ülkü, Numan ; Kizlerli, Deniz ; Saydumarov, Saidgozi ; Ali, Fahad ; Ulku, Numan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23001105.

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2023Investor sentiment and stock market anomalies in Australia. (2023). Bissoondoyal-Bheenick, Emawtee ; Zhang, Xinyue ; Zhong, Angel. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:284-303.

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2023Institutional investor information network, analyst forecasting and stock price crash risk. (2023). Liu, Jia ; Gong, Xiao-Li. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000685.

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2023Photovoltaic Companies on the Warsaw Stock Exchange—Another Speculative Bubble or a Sign of the Times?. (2023). Ku, Agnieszka. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:2:p:692-:d:1027711.

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2023.

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2023The Negative Pricing of the May 2020 WTI Contract. (2023). Miffre, Joelle ; Fuertes, Ana-Maria ; Fernandez-Perez, Adrian. In: Post-Print. RePEc:hal:journl:hal-03933797.

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2023Machine Learning vs. Economic Restrictions: Evidence from Stock Return Predictability. (2023). Metzker, Lior ; Cheng, SI ; Avramov, Doron. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:5:p:2587-2619.

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2023Reproducibility in Management Science. (2023). Ozkes, Ali ; Huber, Christoph ; Greiner, Ben ; Fišar, Miloš ; Reproducibility, Management Science ; Katok, Elena ; Fiar, Milo. In: OSF Preprints. RePEc:osf:osfxxx:mydzv.

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2023Man versus Machine Learning: The Term Structure of Earnings Expectations and Conditional Biases. (2023). Lopez-Lira, Alejandro ; Han, Xiao ; van Binsbergen, Jules H. In: Review of Financial Studies. RePEc:oup:rfinst:v:36:y:2023:i:6:p:2361-2396..

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2023Dynamic effects of social influence on asset prices. (2023). Wang, Juanxi ; Zhang, Yang ; Huang, Jia-Ping. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:18:y:2023:i:3:d:10.1007_s11403-023-00382-z.

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2023The “Perpetually†Efficient Stock Market Nonsense: The Gaslighting Effects. (2023). Patan, Michele ; Anelli, Michele. In: Journal of Finance and Investment Analysis. RePEc:spt:fininv:v:12:y:2023:i:2:f:12_2_1.

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2023Election-Day Market Reactions to Tax Proposals: Evidence from a Close Vote. (2023). Orihara, Masanori. In: Working Papers. RePEc:wap:wpaper:2219.

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2023Reproducibility in Management Science. (2023). Ozkes, Ali ; Huber, Christoph ; Reproducibility, Management Science ; Katok, Elena ; Greiner, Ben ; Fiar, Milo. In: Department for Strategy and Innovation Working Paper Series. RePEc:wiw:wus055:57814527.

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2023.

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2023The asymmetric impact of oil price uncertainty on emerging market financial stress: A quantile regression approach. (2023). Dutta, Anupam ; Das, Debojyoti ; Ghosh, Indranil ; Jana, Rabin K. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:4:p:4299-4323.

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2023Commodity tail risks. (2023). Prokopczuk, Marcel ; Wursig, Christoph Matthias ; Moerke, Mathis ; Ammann, Manuel. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:2:p:168-197.

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2023A tale of two premiums revisited. (2023). Marechal, Loic. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:5:p:580-614.

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Works by Jeffrey H. Harris:

YearTitleTypeCited
2011Do Speculators Drive Crude Oil Futures Prices? In: The Energy Journal.
[Full Text][Citation analysis]		article182
2013Herding and Speculation in the Crude Oil Market In: The Energy Journal.
[Full Text][Citation analysis]		article8
2015Speculators, Prices and Market Volatility In: Staff Working Papers.
[Full Text][Citation analysis]		paper87
2016Speculators, Prices, and Market Volatility.(2016) In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 87		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]		article156
1999Effects of Market Reform on the Trading Costs and Depths of Nasdaq Stocks In: Journal of Finance.
[Full Text][Citation analysis]		article83
2002Nasdaq Trading Halts: The Impact of Market Mechanisms on Prices, Trading Activity, and Execution Costs In: Journal of Finance.
[Full Text][Citation analysis]		article47
2003The Dynamics of Institutional and Individual Trading In: Journal of Finance.
[Full Text][Citation analysis]		article190
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]		article35
2011Who Drove and Burst the Tech Bubble? In: Journal of Finance.
[Citation analysis]		article99
2017CoMargin In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article0
2017CoMargin.(2017) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2015CoMargin.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother 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]		paper16
2022The urgency to borrow in the interbank market In: Economics Letters.
[Full Text][Citation analysis]		article0
2022Sidedness in the interbank market In: Journal of Financial Markets.
[Full Text][Citation analysis]		article1
2023Networks, interconnectedness, and interbank information asymmetry In: Journal of Financial Stability.
[Full Text][Citation analysis]		article0
2019Interconnectedness in the interbank market In: Journal of Financial Economics.
[Full Text][Citation analysis]		article65
2015Interconnectedness in the Interbank Market.(2015) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 65		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]		article37
2007Why are IPO investors net buyers through lead underwriters? In: Journal of Financial Economics.
[Full Text][Citation analysis]		article23
2018An update on speculation and financialization in commodity markets In: Journal of Commodity Markets.
[Full Text][Citation analysis]		article29
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]		article29
2021Non-Standard Errors In: Working Paper Series, Social and Economic Sciences.
[Full Text][Citation analysis]		paper4
2021Non-Standard Errors.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		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 nother 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]		article74
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]		article9
2016The Prevalence, Sources, and Effects of Herding In: Journal of Futures Markets.
[Full Text][Citation analysis]		article7
2003Investor Behavior over the Rise and Fall of Nasdaq In: Yale School of Management Working Papers.
[Full Text][Citation analysis]		paper10

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