Richard D. F. Harris : Citation Profile


Are you Richard D. F. Harris?

University of Bristol

11

H index

14

i10 index

806

Citations

RESEARCH PRODUCTION:

51

Articles

19

Papers

RESEARCH ACTIVITY:

   23 years (1996 - 2019). See details.
   Cites by year: 35
   Journals where Richard D. F. Harris has often published
   Relations with other researchers
   Recent citing documents: 119.    Total self citations: 11 (1.35 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pha750
   Updated: 2020-04-04    RAS profile: 2020-02-23    
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Relations with other researchers


Works with:

Stoja, Evarist (3)

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

Is cited by:

Bande, Roberto (11)

Karanassou, Marika (10)

Tzavalis, Elias (10)

Allen, David (10)

Apergis, Nicholas (9)

McAleer, Michael (9)

Baharumshah, Ahmad Zubaidi (9)

Karavias, Yiannis (9)

Kool, Clemens (8)

HALKOS, GEORGE (8)

Westerlund, Joakim (8)

Cites to:

Campbell, John (30)

Engle, Robert (29)

Bollerslev, Tim (24)

Shiller, Robert (17)

Diebold, Francis (14)

Andersen, Torben (12)

Mankiw, N. Gregory (11)

Newey, Whitney (9)

West, Kenneth (9)

Bekaert, Geert (8)

Summers, Lawrence (8)

Main data


Where Richard D. F. Harris has published?


Journals with more than one article published# docs
Journal of Business Finance & Accounting14
Journal of Banking & Finance7
Journal of Futures Markets5
European Journal of Operational Research3
Applied Financial Economics3
International Journal of Forecasting3
International Review of Financial Analysis2
Quantitative Finance2

Working Papers Series with more than one paper published# docs
Discussion Papers / University of Exeter, Department of Economics9

Recent works citing Richard D. F. Harris (2019 and 2018)


YearTitle of citing document
2019The Mobile Phone, Information Sharing and Financial Sector Development in Africa: A Quantile Regressions Approach. (2019). Odhiambo, Nicholas ; Asongu, Simplice. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/016.

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2019Market timing under public and private information. (2019). Rud, Olga ; Sharifova, Manizha ; Horowitz, John ; Chernulich, Aleksei ; Rabanal, Jean Paul. In: Working Papers. RePEc:apc:wpaper:151.

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2018Combined Mutiplicative-Heston Model for Stochastic Volatility. (2018). Serota, R A ; Moghaddam, Dashti M. In: Papers. RePEc:arx:papers:1807.10793.

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2018An Empirical Evidence of Over Reaction Hypothesis on Karachi Stock Exchange (KSE). (2018). Chhapra, Imran ; Ahmed, Farhan ; Saad, Sanyah ; Kashif, Muhammad. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2018:p:449-465.

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2019Capital Structure and Financial Efficiency: Evidence from Ho Chi Minh Stock Exchange of Vietnam. (2019). Cuc, Thi Thu ; Hoang, Van Hoa ; Tran, Manh Dung. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2019:p:1255-1265.

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2019Stock Market Cycle and Business Cycle in China: Evidence from a Bootstrap Rolling Window Approach. (2019). Bai, LU ; Li, Yi-Na. In: Review of Economics & Finance. RePEc:bap:journl:190303.

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2018Has International Aid Promoted Economic Growth in Africa?. (2018). Cai, Jinyang ; Shao, Qianqian ; Pray, Carl E ; Hu, Ruifa ; Zheng, Zuting. In: African Development Review. RePEc:bla:afrdev:v:30:y:2018:i:3:p:239-251.

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2018Economic Reform and Corruption: Evidence from Panel Data. (2018). Kamal, Mustafa ; Rana, Ebney Ayaj. In: Australian Economic Papers. RePEc:bla:ausecp:v:57:y:2018:i:1:p:92-106.

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2017A CLOSER LOOK AT VALUE PREMIUM: LITERATURE REVIEW AND SYNTHESIS. (2017). Pätäri, Eero ; Leivo, Timo ; Patari, Eero. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:31:y:2017:i:1:p:79-168.

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2018Estimating a Bilateral J‐curve between the UK and the Euro Area. (2018). Michail, Nektarios A. In: Manchester School. RePEc:bla:manchs:v:86:y:2018:i:6:p:757-769.

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2018Stock market undervaluation of resource redeployability. (2018). Sakhartov, Arkadiy V. In: Strategic Management Journal. RePEc:bla:stratm:v:39:y:2018:i:4:p:1059-1082.

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2018The Effect of Exchange Rates on Chinese Trade: A Dual Margin Approach. (2018). Reed, W. ; Das, Kuntal ; Qiu, Bin. In: Working Papers in Economics. RePEc:cbt:econwp:18/14.

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2020Credit Rationing and Pass-Through in Supply Chains: Theory and Evidence from Bangladesh. (2020). Uddin, Helal ; Shilpi, Forhad ; Mookherjee, Dilip ; Emran, Shahe . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14272.

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2019Consumption response to minimum wages: evidence from Chinese households. (2019). Hau, Harald ; Dautovic, Ernest ; Huang, YI. In: Working Paper Series. RePEc:ecb:ecbwps:20192333.

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2018Linkages of Global Financial Crisis and Trade Direction in an Oil Based Economy. (2018). Al-Shammari, Nayef ; Al-Obaid, Shaha. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2018-03-31.

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2018Profit Persistence in Energy Industry: A Comparison Between Listed and Unlisted Companies. (2018). Iskenderoglu, Omer ; Haykir, Ozkan. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-04-36.

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2020Relationship Between Oil Revenues and Education in Gulf Cooperation Council Countries. (2020). Gedikli, Ayfer ; Ar, Durmu ; Erdoan, Seyfettin. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-01-29.

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2019Kýrýlgan Beþli Ülkelerde Hisse Senedi Piyasasý Geliþimi ve Ekonomik Büyüme Ýliþkisi. (2019). Helhel, Yeim. In: Isletme ve Iktisat Calismalari Dergisi. RePEc:eco:journ4:2019-01-2.

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2018Determinants of holiday effects in mainland Chinese and Hong-Kong markets. (2018). Casalin, Fabrizio. In: China Economic Review. RePEc:eee:chieco:v:49:y:2018:i:c:p:45-67.

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2019Improving forecasts with the co-range dynamic conditional correlation model. (2019). Fiszeder, Piotr ; Fadziski, Marcin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:108:y:2019:i:c:s0165188919301356.

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2019Value-at-risk methodologies for effective energy portfolio risk management. (2019). HALKOS, GEORGE ; Tsirivis, Apostolos S. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:62:y:2019:i:c:p:197-212.

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2018Stock market development and economic growth: Empirical evidence from China. (2018). Pan, Lei ; Mishra, Vinod. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:661-673.

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2018Can private domestic investment lead Chinese technological progress?. (2018). Chen, Hong ; Singh, Baljeet ; Wang, XI. In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:186-193.

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2018Modelling stock price–exchange rate nexus in OECD countries: A new perspective. (2018). Salisu, Afees ; Ndako, Umar. In: Economic Modelling. RePEc:eee:ecmode:v:74:y:2018:i:c:p:105-123.

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2018Long run effect of public grants and tax credits on R&D investment: A non-stationary panel data approach. (2018). Álvarez, Inmaculada ; Romero-Jordan, Desiderio ; Kao, Chihwa ; Alvarez-Ayuso, Inmaculada C. In: Economic Modelling. RePEc:eee:ecmode:v:75:y:2018:i:c:p:93-104.

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2019The comovement and causality between stock market cycle and business cycle in China: Evidence from a wavelet analysis. (2019). Kong, Xianli ; Liu, Xi-Hua ; Si, Deng-Kui. In: Economic Modelling. RePEc:eee:ecmode:v:83:y:2019:i:c:p:17-30.

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2019Has the Feldstein-Horioka puzzle waned? Evidence from time series and dynamic panel data analysis. (2019). Dash, Santosh Kumar. In: Economic Modelling. RePEc:eee:ecmode:v:83:y:2019:i:c:p:256-269.

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2018The Distributional and Multi-Sectoral Impacts of Rainfall Shocks: Evidence From Computable General Equilibrium Modelling for the Awash Basin, Ethiopia. (2018). Borgomeo, Edoardo ; Walker, Oliver ; Kebede, Seifu ; Charles, Katrina J ; Tamru, Seneshaw ; Alamirew, Tena ; Woldeyes, Firew B ; Vadheim, Bryan . In: Ecological Economics. RePEc:eee:ecolec:v:146:y:2018:i:c:p:621-632.

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2019Black–Litterman model for continuous distributions. (2019). Palczewski, Andrzej. In: European Journal of Operational Research. RePEc:eee:ejores:v:273:y:2019:i:2:p:708-720.

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2017Multiple risk measures for multivariate dynamic heavy–tailed models. (2017). Bernardi, Mauro ; Petrella, Lea ; Maruotti, Antonello. In: Journal of Empirical Finance. RePEc:eee:empfin:v:43:y:2017:i:c:p:1-32.

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2017Profitability of insider trading in Europe: A performance evaluation approach. (2017). Korczak, Adriana ; Gebka, Bartosz ; Traczykowski, Jdrzej ; Gbka, Bartosz . In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:66-90.

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2018Energy price, energy efficiency, and capital productivity: Empirical investigations and policy implications. (2018). Olani, Adugna ; Gamtessa, Samuel. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:650-666.

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2019Does energy price affect energy efficiency? Cross-country panel evidence. (2019). Fontini, Fulvio ; Antonietti, Roberto. In: Energy Policy. RePEc:eee:enepol:v:129:y:2019:i:c:p:896-906.

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2019Renewable and non-renewable electricity consumption, environmental degradation and economic development: Evidence from Mediterranean countries. (2019). Zrelli, Maha Harbaoui ; Belaid, Fateh. In: Energy Policy. RePEc:eee:enepol:v:133:y:2019:i:c:s0301421519305166.

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2018Hedge fund performance attribution under various market conditions. (2018). Stafylas, Dimitrios ; Uddin, Moshfique ; Anderson, Keith. In: International Review of Financial Analysis. RePEc:eee:finana:v:56:y:2018:i:c:p:221-237.

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2018Chinese Lunar New Year effect, investor sentiment, and market deregulation. (2018). Teng, Chia-Chen ; Yang, Jimmy J. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:175-184.

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2018On an adaptive Black–Litterman investment strategy using conditional fundamentalist information: A Brazilian case study. (2018). Fernandes, Betina ; Vallado, Davi ; Street, Alexandre. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:201-207.

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2019United we stand, divided we fall: A PANICCA test evidence for stock exchanges in OECD. (2019). Salisu, Afees. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:343-347.

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2018A firm-level analysis of the upstream-downstream dichotomy in the oil-stock nexus. (2018). Salisu, Afees ; Swaray, Raymond. In: Global Finance Journal. RePEc:eee:glofin:v:37:y:2018:i:c:p:199-218.

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2019Does international reserve accumulation crowd out domestic private investment?. (2019). Mahraddika, Wishnu. In: International Economics. RePEc:eee:inteco:v:158:y:2019:i:c:p:39-50.

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2018Asset pricing and ambiguity: Empirical evidence⁎. (2018). Brenner, Menachem ; Izhakian, Yehuda. In: Journal of Financial Economics. RePEc:eee:jfinec:v:130:y:2018:i:3:p:503-531.

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2020Financial development and innovation-led growth: Is too much finance better?. (2020). Kim, Jaebeom ; Asimakopoulos, Stylianos ; Zhu, Xiaoyang. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:100:y:2020:i:c:s0261560618307587.

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2018Factors of the term structure of sovereign yield spreads. (2018). Trueck, Stefan ; Truck, Stefan ; Wellmann, Dennis. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:81:y:2018:i:c:p:56-75.

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2019The relationship between international trade and capital flow: A network perspective. (2019). Ding, Haoyuan ; Xie, Wenjing ; Liu, Ziyuan ; Jin, Yuying. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:91:y:2019:i:c:p:1-11.

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2019Predicting exchange rate with commodity prices: New evidence from Westerlund and Narayan (2015) estimator with structural breaks and asymmetries. (2019). Salisu, Afees ; Emmanuel, Zachariah ; Alimi, Wasiu A ; Adekunle, Wasiu. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:33-56.

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2019The threshold effect of market sentiment and inflation expectations on gold price. (2019). Xu, Xiangyun ; Jia, Fei ; Huang, Xiaoyong ; Shi, YU. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:77-83.

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2019Job satisfaction and self-selection into the public or private sector: Evidence from a natural experiment. (2019). Danzer, Natalia. In: Labour Economics. RePEc:eee:labeco:v:57:y:2019:i:c:p:46-62.

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2019The income elasticity of housing demand in New South Wales, Australia. (2019). Liu, Xiangling. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:75:y:2019:i:c:p:70-84.

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2019Competition or complementarity ? The hydropower and thermal power nexus in China. (2019). Zhang, Qian ; Zhuang, Shangwen ; Yan, Weilong ; Wang, Yongpei. In: Renewable Energy. RePEc:eee:renene:v:138:y:2019:i:c:p:531-541.

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2018What is better for mitigating carbon emissions – Renewable energy or nuclear energy? A panel data analysis. (2018). Jin, Taeyoung ; Kim, Jinsoo. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:91:y:2018:i:c:p:464-471.

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2019Learning to live within your (water) budget: Evidence from allocation-based rates. (2019). Baerenklau, Kenneth A ; Perez-Urdiales, Maria. In: Resource and Energy Economics. RePEc:eee:resene:v:57:y:2019:i:c:p:205-221.

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2018Skewness, basis risk, and optimal futures demand. (2018). Barbi, Massimiliano ; Romagnoli, Silvia. In: International Review of Economics & Finance. RePEc:eee:reveco:v:58:y:2018:i:c:p:14-29.

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2018Dynamic hedging performance and downside risk: Evidence from Nikkei index futures. (2018). Ubukata, Masato. In: International Review of Economics & Finance. RePEc:eee:reveco:v:58:y:2018:i:c:p:270-281.

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2019The information content of realized volatility of sector indices in China’s stock market. (2019). Lung, Peter ; Zhang, Lili ; Liu, Dehong ; Lin, Tiantian. In: International Review of Economics & Finance. RePEc:eee:reveco:v:64:y:2019:i:c:p:625-640.

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2019Stock return predictability: Using the cyclical component of the price ratio. (2019). McMillan, David G. In: Research in International Business and Finance. RePEc:eee:riibaf:v:48:y:2019:i:c:p:228-242.

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2019Economic freedom and asymmetric crisis effects on FDI inflows: The case of four South European economies. (2019). Economou, Fotini. In: Research in International Business and Finance. RePEc:eee:riibaf:v:49:y:2019:i:c:p:114-126.

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2019Collaborative patents and the mobility of knowledge workers. (2019). Miguelez, Ernest. In: Technovation. RePEc:eee:techno:v:86-87:y:2019:i::p:62-74.

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2018The State, Determinants, and Consequences of Skills Mismatch in the Ethiopian Labour Market. (2018). Tekleselassie, Tsegay ; Beyene, Berhe Mekonnen. In: Working Papers. RePEc:etd:wpaper:021.

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2018Supply response of smallholder households in Ethiopia. (2018). Bachewe, Fantu Nisrane ; Taffesse, Alemayehu Seyoum. In: IFPRI book chapters. RePEc:fpr:ifpric:9780896292833_08.

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2019Energy Commodities: A Review of Optimal Hedging Strategies. (2019). HALKOS, GEORGE ; Tsirivis, Apostolos S. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:20:p:3979-:d:278200.

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2018Does Credit Composition have Asymmetric Effects on Income Inequality? New Evidence from Panel Data. (2018). Seven, Ünal ; coskun, yener ; Kilinc, Dilara. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:6:y:2018:i:4:p:82-:d:171938.

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2019What Factors Affect Income Inequality and Economic Growth in Middle-Income Countries?. (2019). Vo, Duc ; Nguyen, Thang ; Tran, Ngoc Phu. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:1:p:40-:d:212308.

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2019Carry Cost Rate Regimes and Futures Hedge Ratio Variation. (2019). Chen, Ren-Raw ; Leistikow, Dean. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:78-:d:227989.

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2018Effect of Deposit Mobilization on the Financial Sustainability of Rural Saving and Credit Cooperatives: Evidence from Ethiopia. (2018). Duguma, Girma Jirata ; Han, Jiqin . In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:10:p:3387-:d:171390.

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2018Coal Consumption and Economic Growth: Panel Cointegration and Causality Evidence from OECD and Non-OECD Countries. (2018). Jin, Taeyoung ; Kim, Jinsoo. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:3:p:660-:d:134134.

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2018Sustainable Development of China’s Industrial Economy: An Empirical Study of the Period 2001–2011. (2018). Osei, Edward ; Yu, Mark ; Zhang, Jianhua ; Li, Huijun . In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:3:p:764-:d:135699.

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2018Measurement of Investor Sentiment and Its Bi-Directional Contemporaneous and Lead–Lag Relationship with Returns: Evidence from Pakistan. (2018). Khan, Mehwish Aziz ; Ahmad, Eatzaz. In: Sustainability. RePEc:gam:jsusta:v:11:y:2018:i:1:p:94-:d:192967.

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2019The Impact of Financial Development on Carbon Emissions: A Global Perspective. (2019). Ma, Xiaoxin ; Jiang, Chun. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:19:p:5241-:d:270376.

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2019Sustainable Business Practices and Firm’s Financial Performance in Islamic Banking: Under the Moderating Role of Islamic Corporate Governance. (2019). , Mehreen ; Hassan, Rohail ; Marimuthu, Maran ; Jan, Amin. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:23:p:6606-:d:289955.

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2019Does the Level of Environmental Uncertainty Matter in the Effect of Returnee CEO on Innovation? Evidence from Panel Threshold Analysis. (2019). Chen, Xuemeng ; Ma, Guangqi ; Huang, Weili . In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:9:p:2645-:d:229415.

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2020Impact of Environmental Regulations on Environmental Quality and Public Health in China: Empirical Analysis with Panel Data Approach. (2020). Jia, Pinrong ; Li, KE ; tang, liwei . In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:2:p:623-:d:308849.

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2018The Causality between Stock Market Development and Economic Growth: Econometric Evidence from Bangladesh. (2018). Masrurul, MD ; Hoque, Nazamul ; ALI, Mohammad Hasmat ; Mamun, Abdullahil ; BASHER, SHAHANARA . In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:10:y:2018:i:5:p:212-220.

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2019A TEST OF THE EFFICIENCY OF THE FOREIGN EXCHANGE MARKET IN INDONESIA. (2019). Iyke, Bernard Njindan. In: Bulletin of Monetary Economics and Banking. RePEc:idn:journl:v:1:y:2019:i:sp1:p:1-26.

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2019“Has the ECB’s Monetary Policy Prompted Companies to Invest or Pay Dividends?”. (2019). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Cohen, Lior ; Gomez-Puig, Marta. In: IREA Working Papers. RePEc:ira:wpaper:201901.

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2019“Re-examining the debt-growth nexus: A grouped fixed-effect approach”. (2019). Sosvilla-Rivero, Simon ; Martínez-Zarzoso, Inmaculada ; Gómez-Puig, Marta ; Gomez-Puig, Marta ; Martinez-Zarzoso, Inmaculada. In: IREA Working Papers. RePEc:ira:wpaper:201911.

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2019Climbing the Ladders of Job Satisfaction and Employees Organizational Commitment: A Semi-Nonparametric Approach. (2019). Vieira, José ; Cabral, Jose Antonio. In: IZA Discussion Papers. RePEc:iza:izadps:dp12787.

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2019Weather, Climate and Total Factor Productivity. (2019). Tol, Richard ; Letta, Marco. In: Environmental & Resource Economics. RePEc:kap:enreec:v:73:y:2019:i:1:d:10.1007_s10640-018-0262-8.

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2019Health care expenditures and GDP in Latin American and OECD countries: a comparison using a panel cointegration approach. (2019). Valdes, Nieves M ; Rodriguez, Alejandro F. In: International Journal of Health Economics and Management. RePEc:kap:ijhcfe:v:19:y:2019:i:2:d:10.1007_s10754-018-9250-3.

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2020Health expenditure and gross domestic product: causality analysis by income level. (2020). Gow, Jeff ; Alam, Khorshed ; Rana, Rezwanul Hasan. In: International Journal of Health Economics and Management. RePEc:kap:ijhcfe:v:20:y:2020:i:1:d:10.1007_s10754-019-09270-1.

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2018Horizontal and Vertical Firm Networks, Corporate Performance and Product Market Competition. (2018). Bischoff, Oliver ; Buchwald, Achim. In: Journal of Industry, Competition and Trade. RePEc:kap:jincot:v:18:y:2018:i:1:d:10.1007_s10842-017-0250-7.

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2018Dynamic hedging with futures: a copula-based GARCH model with high-frequency data. (2018). Lai, Yu-Sheng . In: Review of Derivatives Research. RePEc:kap:revdev:v:21:y:2018:i:3:d:10.1007_s11147-018-9142-1.

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2017Surprises, sentiments, and the expectations hypothesis of the term structure of interest rates. (2017). Chen, Cathy Yi-Hsuan ; Chiang, Thomas C. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:49:y:2017:i:1:d:10.1007_s11156-016-0584-y.

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2019It Pays to Study for the Right Job: Exploring the Causes and Consequences of Education-Occupation Job Mismatch. (2019). Rios-Avila, Fernando ; Caballero, Fabiola Saavedra. In: Economics Working Paper Archive. RePEc:lev:wrkpap:wp_922.

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2018Does financial market volatility influence the real economy?. (2018). de Backer, B. In: Economic Review. RePEc:nbb:ecrart:y:2018:m:december:i:iv:p:107-124.

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2020Credit Rationing and Pass-Through in Supply Chains: Theory and Evidence from Bangladesh. (2020). Shilpi, Forhad ; Mookherjee, Dilip ; Emran, M. Shahe ; Uddin, Helal M. In: NBER Working Papers. RePEc:nbr:nberwo:26615.

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2018Welfare Implications of Mitigating Investment Uncertainty. (2018). Sakamoto, Jun ; Ogawa, Takayuki . In: Discussion Papers in Economics and Business. RePEc:osk:wpaper:1833r.

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2018Equity/bond yield correlation and the FED model: evidence of switching behaviour from the G7 markets. (2018). Humpe, Andreas ; McMillan, David G. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:6:d:10.1057_s41260-018-0091-x.

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2018What is the Point of (the Hundreds of Thousands of Billions of) Stock Transactions?. (2018). CAPELLE-BLANCARD, Gunther. In: Comparative Economic Studies. RePEc:pal:compes:v:60:y:2018:i:1:d:10.1057_s41294-017-0049-x.

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2019The relationship between insurance and banking sectors: does financial structure matter?. (2019). Lee, Chien-Chiang ; Liu, Guan-Chun . In: The Geneva Papers on Risk and Insurance - Issues and Practice. RePEc:pal:gpprii:v:44:y:2019:i:4:d:10.1057_s41288-019-00135-9.

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2018Testing alternative versions of the Fama–French five-factor model in the UK. (2018). Foye, James. In: Risk Management. RePEc:pal:risman:v:20:y:2018:i:2:d:10.1057_s41283-018-0034-3.

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2019Does international reserve accumulation crowd out domestic private investment?. (2019). Mahraddika, Wishnu. In: Departmental Working Papers. RePEc:pas:papers:2019-02.

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2018A further look at Modified ML estimation of the panel AR(1) model with fixed effects and arbitrary initial conditions.. (2018). Kruiniger, Hugo . In: MPRA Paper. RePEc:pra:mprapa:88623.

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2018Determinants of Economic Growth in Hong Kong: The Role of Stock Market Development. (2018). Ho, Sin-Yu. In: MPRA Paper. RePEc:pra:mprapa:88788.

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2019The Mobile Phone, Information Sharing and Financial Sector Development in Africa: A Quantile Regressions Approach. (2019). Odhiambo, Nicholas ; Asongu, Simplice. In: MPRA Paper. RePEc:pra:mprapa:94011.

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2019Mengukur Perkembangan Sektor Keuangan di Indonesia dan Faktor – Faktor yang Mempengaruhi. (2019). Nizar, Muhammad ; Mansur, Alfan. In: MPRA Paper. RePEc:pra:mprapa:96265.

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2019Trade Liberalization Policies and Renewable Energy Transition in Low and Middle-Income Countries? An Instrumental Variable Approach. (2019). Murshed, Muntasir. In: MPRA Paper. RePEc:pra:mprapa:97075.

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2019How Forward-Looking Are Local Governments? Evidence from Indonesia. (2019). Cassidy, Traviss. In: MPRA Paper. RePEc:pra:mprapa:97776.

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2019Sharia Banking Dynamics and the Macroeconomic Responses: Evidence from Indonesia. (2019). Mansur, Alfan. In: MPRA Paper. RePEc:pra:mprapa:97883.

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2019Co-Movement and Volatility Transmission between Islamic and Conventional Equity Index in Bangladesh. (2019). Hasan, Md Abu. In: Islamic Economic Studies. RePEc:ris:isecst:0176.

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2019VALIDITY OF FAMA AND FRENCH MODEL ON RTS INDEX. (2019). Ozornov, S. In: Вестник исследований бизнеса и экономики // Review of Business and Economics Studies. RePEc:scn:00rbes:y:2015:i:4:p:22-43.

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

Works by Richard D. F. Harris:


YearTitleTypeCited
2017Soft power and exchange rate volatility In: International Finance.
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article0
1999The Accuracy, Bias and Efficiency of Analysts’ Long Run Earnings Growth Forecasts In: Journal of Business Finance & Accounting.
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article1
2000The Gilt-Equity Yield Ratio and the Predictability of UK and US Equity Returns In: Journal of Business Finance & Accounting.
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2000The Gilt-Equity Yield Ratio and the Predictability of UK and US Equity Returns.(2000) In: Journal of Business Finance & Accounting.
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This paper has another version. Agregated cites: 7
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1998The Gilt-Equity Yield Ratio and the Predictability of UK and US Equity Returns..(1998) In: Discussion Papers.
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This paper has another version. Agregated cites: 7
paper
2000The Gilt‐Equity Yield Ratio and the Predictability of UK and US Equity Returns In: Journal of Business Finance & Accounting.
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2001The Empirical Distribution of UK and US Stock Returns In: Journal of Business Finance & Accounting.
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article10
2001An Analysis of Contrarian Investment Strategies in the UK In: Journal of Business Finance & Accounting.
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article28
2001The Empirical Distribution of UK and US Stock Returns In: Journal of Business Finance & Accounting.
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2001An Analysis of Contrarian Investment Strategies in the UK In: Journal of Business Finance & Accounting.
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article5
2003Contrarian Investment and Macroeconomic Risk In: Journal of Business Finance & Accounting.
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article11
2003Contrarian Investment and Macroeconomic Risk In: Journal of Business Finance & Accounting.
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article1
2006Return and Volatility Spillovers Between Large and Small Stocks in the UK In: Journal of Business Finance & Accounting.
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article14
2006Return and Volatility Spillovers Between Large and Small Stocks in the UK In: Journal of Business Finance & Accounting.
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article0
2010The Limits to Minimum-Variance Hedging In: Journal of Business Finance & Accounting.
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article7
2010The Limits to Minimum‐Variance Hedging In: Journal of Business Finance & Accounting.
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article0
2001 The Expectations Hypothesis of the Term Structure and Time-Varying Risk Premia: A Panel Data Approach. In: Oxford Bulletin of Economics and Statistics.
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article9
2015Extreme downside risk and financial crises In: Bank of England working papers.
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paper2
2016The dynamic Black-Litterman approach to asset allocation In: Bank of England working papers.
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paper2
2017The dynamic Black–Litterman approach to asset allocation.(2017) In: European Journal of Operational Research.
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This paper has another version. Agregated cites: 2
article
2016Financial market volatility, macroeconomic fundamentals and investor sentiment In: Bank of England working papers.
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paper4
2018Financial market Volatility, macroeconomic fundamentals and investor Sentiment.(2018) In: Journal of Banking & Finance.
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This paper has another version. Agregated cites: 4
article
2016Systematic tail risk In: Bank of England working papers.
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paper0
2019Have FSRs got news for you? Evidence from the impact of Financial Stability Reports on market activity In: Bank of England working papers.
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paper0
2010A Cyclical Model of Exchange Rate Volatility In: Bristol Economics Discussion Papers.
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paper4
2011A cyclical model of exchange rate volatility.(2011) In: Journal of Banking & Finance.
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This paper has another version. Agregated cites: 4
article
2002Stock Returns Following Profit Warnings: A Test of Models of Behavioural Finance. In: Royal Economic Society Annual Conference 2002.
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paper2
1997Irrational Analysts Expectations as a Cause of Excess Volatility in Stock Prices. In: Economic Journal.
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article16
1996Irrational Analysts Expectations as a Cause of Excess Volatility in Stock Prices.(1996) In: Discussion Papers.
[Citation analysis]
This paper has another version. Agregated cites: 16
paper
2019Model-based earnings forecasts vs. financial analysts earnings forecasts In: The British Accounting Review.
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article0
1999Inference for unit roots in dynamic panels where the time dimension is fixed In: Journal of Econometrics.
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article394
1997Stock markets and development: A re-assessment In: European Economic Review.
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article85
2001Linear and nonlinear dependence in Turkish equity returns and its consequences for financial risk management In: European Journal of Operational Research.
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article1
2008Retrieving seasonally adjusted quarterly growth rates from annual growth rates that are reported quarterly In: European Journal of Operational Research.
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article1
2004Why does book-to-market value of equity forecast cross-section stock returns? In: International Review of Financial Analysis.
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article3
2010Dynamic hedge fund portfolio construction In: International Review of Financial Analysis.
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article3
2019Systematic extreme downside risk In: Journal of International Financial Markets, Institutions and Money.
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article0
2002Forecasting value at risk allowing for time variation in the variance and kurtosis of portfolio returns In: International Journal of Forecasting.
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article21
2010Estimation of the conditional variance-covariance matrix of returns using the intraday range In: International Journal of Forecasting.
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article3
2013Long memory conditional volatility and asset allocation In: International Journal of Forecasting.
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article3
2009A momentum trading strategy based on the low frequency component of the exchange rate In: Journal of Banking & Finance.
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article24
2011Revisiting the expectations hypothesis of the term structure of interest rates In: Journal of Banking & Finance.
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article7
2013Dynamic hedge fund portfolio construction: A semi-parametric approach In: Journal of Banking & Finance.
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article10
2015Can behavioral biases explain the rejections of the expectation hypothesis of the term structure of interest rates? In: Journal of Banking & Finance.
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article2
2015Ambiguity aversion and stock market participation: An empirical analysis In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article9
2017The intrinsic value of gold: An exchange rate-free price index In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article2
1996Why Does the Ratio of Book to Market Value of Equity Explain Cross-Section Stock Returns? In: Discussion Papers.
[Citation analysis]
paper1
1997Inference for Unit Roots in Dynamic Panels in the Presence of Deterministic Trends In: Discussion Papers.
[Citation analysis]
paper0
1997Tests of the Expectations Hypothesis of the Term Structure in a Model with Bayesian Learning In: Discussion Papers.
[Citation analysis]
paper0
1997Analyst Optimism and the Magnitude of Earnings Growth In: Discussion Papers.
[Citation analysis]
paper1
1998Inference for Unit Roots in Dynamic Panels with Heteroscedastic and Serially Correlated Errors. In: Discussion Papers.
[Citation analysis]
paper0
1998A Test of the Expectations Hypothesis of the Term Structure Using Cross-Section Data. In: Discussion Papers.
[Citation analysis]
paper3
1999Does Job Matching Explain Job Satisfaction? Evidence for UK Graduates. In: Discussion Papers.
[Citation analysis]
paper0
2006Bias in the estimation of non-linear transformations of the integrated variance of returns In: Journal of Forecasting.
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article0
2005Panel Data Unit Roots Tests: The Role of Serial Correlation and the Time Dimension In: Working Papers.
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paper0
2005Panel Data Unit Roots Tests: The Role of Serial Correlation and the Time Dimension.(2005) In: Working Papers.
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This paper has another version. Agregated cites: 0
paper
2001The empirical distribution of stock returns: evidence from an emerging European market In: Applied Economics Letters.
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article6
2004The rational expectations hypothesis and the cross-section of bond yields In: Applied Financial Economics.
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article2
2004Skewness in the conditional distribution of daily equity returns In: Applied Financial Economics.
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article12
2011Comparison of the turn-of-the-month and lunar new year return effects in three Chinese markets: Hong Kong, Shanghai and Shenzhen In: Applied Financial Economics.
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article4
2002How well do theories of job matching explain variations in job satisfaction across education levels? Evidence for UK graduates In: Applied Economics.
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article40
2004Testing 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 In: Econometric Reviews.
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article4
2017Dynamic factor long memory volatility In: Quantitative Finance.
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article0
2019Extreme downside risk and market turbulence In: Quantitative Finance.
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article0
2013Ambiguity Aversion and Stock Market Participation: Evidence from Fund Flows In: Working Papers.
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paper0
2003Robust estimation of the optimal hedge ratio In: Journal of Futures Markets.
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article8
2006Hedging and value at risk In: Journal of Futures Markets.
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article12
2007A simplified approach to modeling the co‐movement of asset returns In: Journal of Futures Markets.
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article16
2010Hedging and value at risk: A semi‐parametric approach In: Journal of Futures Markets.
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article6
2019Option‐implied betas and the cross section of stock returns In: Journal of Futures Markets.
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