Jeffrey H. Harris : Citation Profile

Are you Jeffrey H. Harris?

American University

16

H index

18

i10 index

1224

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: 108.    Total self citations: 11 (0.89 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pha362
   Updated: 2023-11-04    RAS profile: 2023-09-08    
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Relations with other researchers

Works with:

Brunetti, Celso (5)

Sarno, Lucio (2)

Deev, Oleg (2)

Reitz, Stefan (2)

Wolff, Christian (2)

Pastor, Lubos (2)

Ferrara, Gerardo (2)

van Kervel, Vincent (2)

Verousis, Thanos (2)

Liew, Chee (2)

Sojli, Elvira (2)

Lof, Matthijs (2)

Ranaldo, Angelo (2)

Lajaunie, Quentin (2)

Holzmeister, Felix (2)

Dimpfl, Thomas (2)

FERROUHI, EL MEHDI (2)

He, Xuezhong (Tony) (2)

Hautsch, Nikolaus (2)

Putnins, Talis (2)

Nielsson, Ulf (2)

Vilkov, Grigory (2)

Colliard, Jean-Edouard (2)

Caporin, Massimiliano (2)

Hurlin, Christophe (2)

PASCUAL, ROBERTO (2)

Brownlees, Christian (2)

Xiu, Dacheng (2)

Renault, Thomas (2)

Bos, Charles (2)

Foucault, Thierry (2)

Frijns, Bart (2)

Dumitrescu, Ariadna (2)

Palan, Stefan (2)

LINTON, OLIVER (2)

Zhou, Chen (2)

Jurkatis, Simon (2)

Rakowski, David (2)

Xia, Shuo (2)

Chernov, Mikhail (2)

Mihet, Roxana (2)

Tonks, Ian (2)

Kassner, Bernhard (2)

Park, Andreas (2)

Rinne, Kalle (2)

Pelizzon, Loriana (2)

Taylor, Nick (2)

Smales, Lee (2)

Patton, Andrew (2)

Horenstein, Alex (2)

Ødegaard, Bernt (2)

Theissen, Erik (2)

Moinas, Sophie (2)

Bohorquez Correa, Santiago (2)

Abudy, Menachem (2)

Gerritsen, Dirk (2)

Lopez-Lira, Alejandro (2)

Prokopczuk, Marcel (2)

Gorbenko, Arseny (2)

Heath, Davidson (2)

Wong, Wing-Keung (2)

Hjalmarsson, Erik (2)

Ait-Sahalia, Yacine (2)

Schuerhoff, Norman (2)

Scaillet, Olivier (2)

Menkveld, Albert (2)

Bouri, Elie (2)

Walther, Thomas (2)

Dreber, Anna (2)

Patel, Vinay (2)

Regis, Luca (2)

Adrian, Tobias (2)

Pasquariello, Paolo (2)

Talavera, Oleksandr (2)

Deku, Solomon (2)

Alexeev, Vitali (2)

Jalkh, Naji (2)

CAPELLE-BLANCARD, Gunther (2)

Schenk-Hoppé, Klaus (2)

Gehrig, Thomas (2)

Johannesson, Magnus (2)

Vogel, Sebastian (2)

Roy, Saurabh (2)

Schwarz, Marco (2)

Chow, Nikolai Sheung-Chi (2)

Kearney, Fearghal (2)

Wilhelmsson, Anders (2)

Korajczyk, Robert (2)

Davies, Ryan (2)

Stefanova, Denitsa (2)

Frömmel, Michael (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)

Chevallier, Julien (8)

Nicolini, Marcella (8)

Robe, Michel (8)

Siklos, Pierre (7)

Zhou, Wei-Xing (7)

Cites to:

Kilian, Lutz (17)

Irwin, Scott (13)

Brunetti, Celso (11)

Shleifer, Andrei (11)

Acharya, Viral (9)

Summers, Lawrence (9)

Shin, Hyun Song (9)

Hamilton, James (7)

Lo, Andrew (7)

Babus, Ana (7)

Pelizzon, Loriana (6)

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
Journal of Futures Markets2
The Energy Journal2

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

Recent works citing Jeffrey H. Harris (2023 and 2022)

YearTitle of citing document
2022.

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2022Hierarchical 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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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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2022Cooperation between Independent Market Makers. (2022). Han, Bingyan. In: Papers. RePEc:arx:papers:2206.05410.

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2022Dissecting the dot-com bubble in the 1990s NASDAQ. (2022). Fan, Yuchao. In: Papers. RePEc:arx:papers:2206.14130.

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2022Network analysis and Eurozone trade imbalances. (2022). Vellucci, Pierluigi ; Carnazza, Giovanni. In: Papers. RePEc:arx:papers:2209.09837.

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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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2022Debunking Murray?Darling Basin water trade myths. (2022). Wheeler, Sarah Ann. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:66:y:2022:i:4:p:797-821.

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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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2022Public and private liquidity during crises times: evidence from Emergency Liquidity Assistance (ELA) to Greek banks. (2022). Papaioannou, Elias ; Malliaropulos, Dimitris ; Kotidis, Antonis. In: Working Papers. RePEc:bog:wpaper:304.

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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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2022Temporal networks in the analysis of financial contagion. (2022). Vouldis, Angelos ; Nocciola, Luca ; Franch, Fabio. In: Working Paper Series. RePEc:ecb:ecbwps:20222667.

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2022Market response to stock exchange listing deficiency notices: Evidence from Nasdaq. (2022). Guragai, Binod. In: Advances in accounting. RePEc:eee:advacc:v:59:y:2022:i:c:s0882611022000359.

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2022Lockdown and retail trading in the equity market. (2022). Chiah, Mardy ; Zhong, Angel ; Tian, Xiao. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:33:y:2022:i:c:s2214635021001428.

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2022Partial cross-quantilogram networks: Measuring quantile connectedness of financial institutions. (2022). Xie, Chi ; Feng, Yusen ; Wang, Gang-Jin ; Qian, Biyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940822000055.

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2022Investor protection, hedge fund leverage and valuation. (2022). Yang, Jinqiang ; Xiong, Xiong ; Bian, Yuxiang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000626.

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2022Order Choices: An Intraday Analysis of the Taiwan Stock Exchange. (2022). Lo, Hsiang-Yu ; Hung, Pi-Hsia ; Lien, Donald. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000912.

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2022Interconnectedness between convertible bonds and underlying stocks in the Chinese capital market: A multilayer network perspective. (2022). Wang, Gang-Jin ; Xie, Chi ; Ling, Yu-Xiu. In: Emerging Markets Review. RePEc:eee:ememar:v:52:y:2022:i:c:s1566014122000292.

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2022Decision-based trades: An analysis of institutional investors’ information advantages. (2022). Jiao, Yawen . In: Journal of Empirical Finance. RePEc:eee:empfin:v:68:y:2022:i:c:p:104-115.

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2022Economic importance of correlations for energy and other commodities. (2022). Narayan, Paresh Kumar ; Bannigidadmath, Deepa. In: Energy Economics. RePEc:eee:eneeco:v:107:y:2022:i:c:s0140988322000408.

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2022Time-varying spillover effects and investment strategies between WTI crude oil, natural gas and Chinese stock markets related to belt and road initiative. (2022). Zhu, Haoyang ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322000652.

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2022Time-varying dependence dynamics between international commodity prices and Australian industry stock returns: a Perspective for portfolio diversification. (2022). Tiwari, Aviral ; Hammoudeh, Shawkat ; Karikari, Nana Kwasi ; Aikins, Emmanuel Joel. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322000731.

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2022Extreme price co-movement of commodity futures and industrial production growth: An empirical evaluation. (2022). Pantelous, Athanasios A ; Xie, Yuxin ; Wen, Xiaoqian. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322000950.

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2022Dynamic spillover effects and portfolio strategies between crude oil, gold and Chinese stock markets related to new energy vehicle. (2022). Zhang, Xinhua ; Zhu, Haoyang ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001359.

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2022Multivariate stochastic volatility for herding detection: Evidence from the energy sector. (2022). Philippas, Nikolaos ; Tsionas, Mike G. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001402.

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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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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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2022Why do small businesses have difficulty in accessing bank financing?. (2022). Li, Youwei ; Wu, Yuliang ; Vigne, Samuel A ; Harrison, Richard. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003027.

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2022Research on stock volatility risk and investor sentiment contagion from the perspective of multi-layer dynamic network. (2022). Zhang, Wei ; Xiong, Xiong ; Liu, Jian-Min ; Gong, Xiao-Li. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s105752192200309x.

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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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2022Does lending relationship help or alleviate the transmission of liquidity shocks? Evidence from a liquidity crunch in China. (2022). Lu, Li Ping ; He, Qing ; Bai, Yiyi. In: Journal of Financial Stability. RePEc:eee:finsta:v:58:y:2022:i:c:s1572308921000498.

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2022Hierarchical contagions in the interdependent financial network. (2022). Zhou, Wei-Xing ; Xu, Hai-Chuan ; Wang, Xue ; Barnett, William A. In: Journal of Financial Stability. RePEc:eee:finsta:v:61:y:2022:i:c:s1572308922000596.

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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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2022Exchange introduction and market competition: The entrance of MEMX and MIAX. (2022). Woods, Donovan ; Watson, Ethan D. In: Global Finance Journal. RePEc:eee:glofin:v:54:y:2022:i:c:s1044028322000588.

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2022Bearish Vs Bullish risk network: A Eurozone financial system analysis. (2022). Angelini, Eliana ; Wang, Gang-Jin ; Addi, Abdelhamid ; Foglia, Matteo. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:77:y:2022:i:c:s1042443122000142.

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2022The role of media coverage in the bubble formation: Evidence from the Bitcoin market. (2022). Li, YI ; Zhang, Wei ; Urquhart, Andrew ; Wang, Pengfei. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:80:y:2022:i:c:s1042443122001056.

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2022Banking networks, systemic risk, and the credit cycle in emerging markets. (2022). Das, Sanjiv R ; Kalimipalli, Madhu ; Nayak, Subhankar. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:80:y:2022:i:c:s104244312200107x.

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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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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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2022The effect of futures markets on the stability of commodity prices. (2022). Tuinstra, Jan ; Sonnemans, Joep ; de Jong, Johan. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:198:y:2022:i:c:p:176-211.

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2022The impact of futures contract storage rate policy on convergence expectations in domestic commodity markets. (2022). Karali, Berna ; Adjemian, Michael K ; Goswami, Alankrita. In: Food Policy. RePEc:eee:jfpoli:v:111:y:2022:i:c:s0306919222000793.

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2022Financial sector rescue programs: Domestic and cross border effects. (2022). Url, Thomas ; Glocker, Christian. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:127:y:2022:i:c:s0261560622000973.

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2022Measuring 25 years of global equity market co-movement using a time-varying spatial model. (2022). Prange, Philipp ; Peter, Franziska J ; Thomas, . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:128:y:2022:i:c:s0261560622001115.

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2022Who moved my liquidity? Liquidity evaporation in emerging markets in periods of financial uncertainty. (2022). Agudelo, Diego A ; Munera, Daimer J. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:129:y:2022:i:c:s0261560622001267.

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2022The “necessary evil” in Chinese commodity markets. (2022). Zhang, Tingxi ; Mo, DI ; Fan, John Hua. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:25:y:2022:i:c:s2405851321000209.

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2022Rational destabilization in commodity markets. (2022). Borocco, Etienne ; Soares, David Batista. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:25:y:2022:i:c:s2405851321000246.

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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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2022Do pandemic, trade policy and world uncertainties affect oil price returns?. (2022). Sousa, Ricardo ; Sharmi, Rubaiya Zaman ; Wadstrom, Christoffer ; Uddin, Gazi Salah ; Hammoudeh, Shawkat. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722001532.

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2022Forecast of Bayesian-based dynamic connectedness between oil market and Islamic stock indices of Islamic oil-exporting countries: Application of the cascade-forward backpropagation network. (2022). Dolatabadi, Ali ; Doudkanlou, Mohammad Ghasemi ; Rashidi, Muhammad Mahdi ; Adekoya, Oluwasegun Babatunde ; Asl, Mahdi Ghaemi. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722002264.

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2022Time-frequency analysis between Bloomberg Commodity Index (BCOM) and WTI crude oil prices. (2022). Shahzad, Umer ; Jena, Sangram Keshari ; Tiwari, Aviral Kumar ; Doan, Buhari ; Magazzino, Cosimo. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722002719.

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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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2022Wealth redistribution in bubbles and crashes. (2022). Shi, Donghui ; Lou, Dong ; An, LI. In: Journal of Monetary Economics. RePEc:eee:moneco:v:126:y:2022:i:c:p:134-153.

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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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2022Passive investors and concentration of intraday liquidity: Evidence from the Tokyo Stock Exchange. (2022). Kitajima, Kiichi. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:74:y:2022:i:c:s0927538x2200107x.

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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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2022Investor sentiment spillover effect and market quality in crude oil futures. (2022). Chang, Ya-Kai ; Mo, Wan-Shin ; Chen, Yu-Lun. In: International Review of Economics & Finance. RePEc:eee:reveco:v:82:y:2022:i:c:p:177-193.

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2022Trader positions and the price of oil in the futures market. (2022). Mandilaras, Alex ; Dedi, Valentina. In: International Review of Economics & Finance. RePEc:eee:reveco:v:82:y:2022:i:c:p:448-460.

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2022Traders’ motivation and hedging pressure in commodity futures markets. (2022). Smimou, K ; Bosch, David. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001501.

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2022Infectious disease equity market volatility, geopolitical risk, speculation, and commodity returns: Comparative analysis of five epidemic outbreaks. (2022). Guo, Jiaqi ; Long, Shaobo. In: Research in International Business and Finance. RePEc:eee:riibaf:v:62:y:2022:i:c:s0275531922000770.

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2022Time-frequency causality and connectedness between oil price shocks and the world food prices. (2022). Shah, Nida ; Belaid, Fateh ; Guesmi, Khaled ; Raza, Syed Ali. In: Research in International Business and Finance. RePEc:eee:riibaf:v:62:y:2022:i:c:s0275531922001180.

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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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2022Extrapolative bubbles and trading volume. (2021). Peng, Cameron ; Liao, Jingchi ; Zhu, Ning. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:110514.

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2022Financial Speculation Impact on Agricultural and Other Commodity Return Volatility: Implications for Sustainable Development and Food Security. (2022). Staugaitis, Algirdas Justinas ; Vaznonis, Bernardas. In: Agriculture. RePEc:gam:jagris:v:12:y:2022:i:11:p:1892-:d:969147.

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2022Short-Term Speculation Effects on Agricultural Commodity Returns and Volatility in the European Market Prior to and during the Pandemic. (2022). Vaznonis, Bernardas ; Staugaitis, Algirdas Justinas. In: Agriculture. RePEc:gam:jagris:v:12:y:2022:i:5:p:623-:d:803771.

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2022Causality in Relation to Futures and Cash Prices in the Wheat Market. (2022). Szczepaska-Przekota, Anna. In: Agriculture. RePEc:gam:jagris:v:12:y:2022:i:6:p:872-:d:840638.

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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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2022.

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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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2022How to Trump the energy market: evidence from the WTI-Brent spread. (2022). Goutte, Stéphane ; Philippas, Dionisis ; Dragomirescu-Gaina, Catalin. In: Working Papers. RePEc:hal:wpaper:halshs-03843257.

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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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2022Experimenting with Financial Professionals. (2022). Huber, Christoph ; Konig-Kersting, Christian. In: Working Papers. RePEc:inn:wpaper:2022-07.

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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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2022Optimal Liquidity Control and Systemic Risk in an Interbank Network with Liquidity Shocks and Regime-dependent Interconnectedness. (2022). Watewai, Thaisiri ; Charoensom, Chotipong. In: PIER Discussion Papers. RePEc:pui:dpaper:175.

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2022Tail dependence network of new energy vehicle industry in mainland China. (2022). Chen, Lujie ; Jia, FU ; Jiang, Cuixia ; Wang, Liukai ; Xu, Qifa. In: Annals of Operations Research. RePEc:spr:annopr:v:315:y:2022:i:1:d:10.1007_s10479-022-04729-w.

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2022Systemic risk: a network approach. (2022). Hasse, Jean-Baptiste. In: Empirical Economics. RePEc:spr:empeco:v:63:y:2022:i:1:d:10.1007_s00181-021-02131-2.

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2022Price discovery in the cryptocurrency market: evidence from institutional activity. (2022). Pham, Huy ; Thanh, Binh Nguyen ; Doan, Bao. In: Economia e Politica Industriale: Journal of Industrial and Business Economics. RePEc:spr:epolin:v:49:y:2022:i:1:d:10.1007_s40812-021-00202-0.

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2022Intraday patterns of price clustering in Bitcoin. (2022). Tanizaki, Hisashi ; Ma, Donglian. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-021-00307-4.

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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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2022Are price limits cooling off agricultural futures markets?. (2022). Serra, Teresa ; He, Xinyue. In: American Journal of Agricultural Economics. RePEc:wly:ajagec:v:104:y:2022:i:5:p:1724-1746.

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2022Do Firearm Markets Comply with Firearm Restrictions? How the Massachusetts Assault Weapons Ban Enforcement Notice Changed Registered Firearm Sales. (2022). Wilbur, Kenneth C ; Balakrishna, Meenakshi. In: Journal of Empirical Legal Studies. RePEc:wly:empleg:v:19:y:2022:i:1:p:60-89.

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2022Investor types trading around the short?term reversal pattern. (2022). Ulku, Numan ; Onishchenko, Olena. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:2:p:2627-2647.

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2022Assessing the effectiveness of the emergency liquidity assistance tool in the euro area. (2022). Laopodis, Nikiforos T ; Kostika, Eleftheria. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:4:p:4142-4153.

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2022Resiliency in the E?mini futures market. (2022). Onur, Esen ; Haynes, Richard. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:1:p:5-23.

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2022Trading behavior in bitcoin futures: Following the “smart money”. (2022). Smales, Lee A ; Baur, Dirk G. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:7:p:1304-1323.

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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]		article179
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]		paper84
2016Speculators, Prices, and Market Volatility.(2016) In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 84		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]		article82
2002Nasdaq Trading Halts: The Impact of Market Mechanisms on Prices, Trading Activity, and Execution Costs In: Journal of Finance.
[Full Text][Citation analysis]		article46
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 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]		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]		article64
2015Interconnectedness in the Interbank Market.(2015) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 64		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]		article25
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]		paper2
2021Non-Standard Errors.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		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]		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

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 3 2023. Contact: CitEc Team