Jeffrey H. Harris : Citation Profile


Are you Jeffrey H. Harris?

American University

17

H index

22

i10 index

1363

Citations

RESEARCH PRODUCTION:

30

Articles

15

Papers

RESEARCH ACTIVITY:

   30 years (1994 - 2024). See details.
   Cites by year: 45
   Journals where Jeffrey H. Harris has often published
   Relations with other researchers
   Recent citing documents: 91.    Total self citations: 13 (0.94 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pha362
   Updated: 2024-07-05    RAS profile: 2024-07-04    
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Relations with other researchers


Works with:

Brunetti, Celso (5)

Zhang, S. Sarah (4)

Sarno, Lucio (4)

Füllbrunn, Sascha (4)

Frömmel, Michael (4)

Johannesson, Magnus (4)

Ait-Sahalia, Yacine (4)

Ranaldo, Angelo (4)

Schuerhoff, Norman (4)

Pasquariello, Paolo (4)

Hurlin, Christophe (4)

Wolff, Christian (4)

Renault, Thomas (4)

Rinne, Kalle (4)

Reitz, Stefan (4)

Gehrig, Thomas (4)

Korajczyk, Robert (4)

FERROUHI, EL MEHDI (4)

Pastor, Lubos (4)

Dreber, Anna (4)

Smales, Lee (4)

Lof, Matthijs (4)

Shachar, Or (4)

Deku, Solomon (4)

Schwarz, Marco (4)

Stefanova, Denitsa (4)

Roy, Saurabh (3)

Deev, Oleg (3)

Huang, Wenqian (3)

Degryse, Hans (3)

Brownlees, Christian (3)

Colliard, Jean-Edouard (3)

CAPELLE-BLANCARD, Gunther (3)

Jalkh, Naji (3)

Palan, Stefan (3)

Menkveld, Albert (3)

Alexeev, Vitali (3)

Caporin, Massimiliano (3)

Bohorquez Correa, Santiago (3)

Xia, Shuo (3)

Voigt, Stefan (3)

Horenstein, Alex (3)

Chernov, Mikhail (3)

Nielsson, Ulf (3)

Talavera, Oleksandr (3)

Koetter, Michael (3)

Ødegaard, Bernt (3)

Taylor, Nick (3)

Wilhelmsson, Anders (3)

Schenk-Hoppé, Klaus (3)

Foucault, Thierry (3)

Frijns, Bart (3)

Holzmeister, Felix (3)

Mihet, Roxana (3)

Xiu, Dacheng (3)

Regis, Luca (2)

Davies, Ryan (2)

Chow, Nikolai Sheung-Chi (2)

Sojli, Elvira (2)

Dimpfl, Thomas (2)

Abudy, Menachem (2)

Prokopczuk, Marcel (2)

Walther, Thomas (2)

Vilkov, Grigory (2)

Pelizzon, Loriana (2)

Vogel, Sebastian (2)

Tonks, Ian (2)

PASCUAL, ROBERTO (2)

Ferrara, Gerardo (2)

Heath, Davidson (2)

Bjønnes, Geir (2)

He, Xuezhong (Tony) (2)

Scaillet, Olivier (2)

Theissen, Erik (2)

Zhou, Chen (2)

Park, Andreas (2)

Lajaunie, Quentin (2)

Lopez-Lira, Alejandro (2)

Jurkatis, Simon (2)

Putnins, Talis (2)

Moinas, Sophie (2)

Gorbenko, Arseny (2)

Kearney, Fearghal (2)

Wong, Wing-Keung (2)

van Kervel, Vincent (2)

Dumitrescu, Ariadna (2)

Söderlind, Paul (2)

Verousis, Thanos (2)

Hautsch, Nikolaus (2)

LINTON, OLIVER (2)

Hjalmarsson, Erik (2)

Roy, Saurabh (2)

Patton, Andrew (2)

Patel, Vinay (2)

Rakowski, David (2)

Kassner, Bernhard (2)

Liew, Chee (2)

Adrian, Tobias (2)

Gerritsen, Dirk (2)

Bos, Charles (2)

Güçbilmez, Ufuk (2)

Bouri, Elie (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)

Biais, Bruno (12)

Sévi, Benoît (11)

Foucault, Thierry (11)

Mizrach, Bruce (10)

Manera, Matteo (9)

Robe, Michel (8)

Chevallier, Julien (8)

Nicolini, Marcella (8)

Huber, Christoph (8)

Blau, Benjamin (7)

Cites to:

Kilian, Lutz (24)

Brunetti, Celso (15)

Irwin, Scott (13)

Shleifer, Andrei (13)

Shin, Hyun Song (12)

Hamilton, James (11)

Acharya, Viral (10)

Lo, Andrew (9)

Summers, Lawrence (9)

Martin, Alberto (8)

Babus, Ana (7)

Main data


Where Jeffrey H. Harris has published?


Journals with more than one article published# docs
Journal of Finance8
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 (2024 and 2023)


YearTitle of citing document
2023Contingent Convertible Bonds in Financial Networks. (2020). Tantari, Daniele ; Sala, Carlo ; Calice, Giovanni . In: Papers. RePEc:arx:papers:2009.00062.

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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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2024Shifting 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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2024Monetary Policies on Green Financial Markets: Evidence from a Multi-Moment Connectedness Network. (2024). Ye, Shiqi ; Zhang, Hongyin ; Zheng, Tingguo. In: Papers. RePEc:arx:papers:2405.02575.

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2023The Financialization of Coffee, Cocoa and Cotton Value Chains: The Role of Physical Actors. (2023). Gunter, Ulrich ; Troster, Bernhard. In: Development and Change. RePEc:bla:devchg:v:54:y:2023:i:6:p:1550-1574.

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2024The real side of stock market exuberance: bubbles, output and productivity at the industry level. (2024). Queiros, Francisco. In: Economica. RePEc:bla:econom:v:91:y:2024:i:361:p:268-291.

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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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2024TVP-VAR based time and frequency domain food & energy commodities connectedness an analysis for financial/geopolitical turmoil episodes. (2024). Sakarya, Burhan ; Erturul, Hasan Murat ; Polat, Onur ; Akgul, Ali. In: Applied Energy. RePEc:eee:appene:v:357:y:2024:i:c:s0306261923018512.

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2023Neighbors in space: Satellite imagery and Chinese B-share discount. (2023). Zuo, Zhengyu ; Chen, Minhao ; Dai, Yue. In: China Economic Review. RePEc:eee:chieco:v:82:y:2023:i:c:s1043951x23001487.

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2024The determinants of systemic risk contagion. (2024). Erden, Lutfi ; Ozkan, Brahim ; Atasoy, Burak Sencer. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s026499932300408x.

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2023Risk spillovers across geopolitical risk and global financial markets. (2023). Wen, Baoyu ; Zheng, Jinlin ; Shen, Yue ; Wang, Xiaohan ; Jiang, Yaohui. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323005492.

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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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2024Herding towards carbon neutrality: The role of investor attention. (2024). Zhu, Zhaobo ; Shen, Dehua ; Shi, Guiqiang. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005653.

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2024Non-standard errors in the cryptocurrency world. (2024). Zaremba, Adam ; Poddig, Thorsten ; Gunther, Steffen ; Fieberg, Christian. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000383.

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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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2023Evaluating financial contagion through Ricci curvature on multivariate reactive point processes. (2023). Zhang, Zirui ; Zhao, Mingen ; Jiang, Haotong ; Luo, Tianyuan. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s1544612323006207.

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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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2023Climate risks and financial stability: Evidence from the European financial system. (2023). Bertrand, Jean-Louis ; Chabot, Miia. In: Journal of Financial Stability. RePEc:eee:finsta:v:69:y:2023:i:c:s1572308923000906.

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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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2024Leveraged finance exposure in the banking system: Systemic risk and interconnectedness. (2024). Ranalli, M G ; Tanzi, Musile P ; de Novellis, G ; Stanghellini, E. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001580.

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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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2024Equity in capital raising? Empirical evidence from structured private placements. (2024). Brown, Christine ; Au Yong, Hue Hwa ; Shekhar, Chander ; Ho, Choy Yeing. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:159:y:2024:i:c:s0378426623002698.

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2023When large traders create noise. (2023). Kuong, John Chi-Fong ; Glebkin, Sergei. In: Journal of Financial Economics. RePEc:eee:jfinec:v:150:y:2023:i:2:s0304405x23001411.

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2023Annual report readability and equity mispricing. (2023). Khedmati, Mehdi ; Hanlon, Dean ; Chen, Chen ; Wake, James. In: Journal of Contemporary Accounting and Economics. RePEc:eee:jocaae:v:19:y:2023:i:3:s1815566923000188.

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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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2023The evolution of commodity market financialization: Implications for portfolio diversification. (2023). Fry-McKibbin, Renee ; McKinnon, Kate. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:32:y:2023:i:c:s2405851323000508.

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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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2023Higher-order moment risk spillovers and optimal portfolio strategies in global oil markets. (2023). Alshater, Muneer ; Mensi, Walid ; Cui, Jinxin. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723009972.

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2023Screening for collusion in wholesale electricity markets: A literature review. (2023). Silveira, Douglas ; Brown, David ; Eckert, Andrew. In: Utilities Policy. RePEc:eee:juipol:v:85:y:2023:i:c:s0957178723001832.

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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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2023Factors and anomalies in the Vietnamese stock market. (2023). Shu, Tao ; Liu, Clark ; Huang, Xiangqian. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:82:y:2023:i:c:s0927538x23002470.

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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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2024On the transmission mechanism between the inventory arbitrage activity, speculative activity and the commodity price under the US QE policy: Evidence from a TVP-VAR model. (2024). Alexiou, Constantinos ; Yao, Wei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1054-1072.

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2024What is going on with studies on financial speculation? Evidence from a bibliometric analysis. (2024). Vizuete-Luciano, Emili ; Guillen-Pujadas, Miguel ; Alaminos, David ; Merigo, Jose Maria. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:429-445.

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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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2024Do conventional and new energy stock markets herd differently? Evidence from China. (2024). Zhang, Cheng ; Jiang, Lijun ; Hong, Hui ; Yue, Zhonggang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002465.

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2024The effects of NASDAQ delisting on firm performance. (2024). Zhu, Xiaorui ; Liu, Karen. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pb:s0275531923002271.

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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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2023Competition and moral behavior: A meta-analysis of forty-five crowd-sourced experimental designs. (2023). Urbig, Diemo ; Spantig, Lisa ; Soraperra, Ivan ; Schmitz, Jan ; Schudy, Simeon ; Schram, Arthur ; Saral, Ali Seyhun ; Nieken, Petra ; Nesterov, Alexander ; Khadjavi, Menusch ; Johannesson, Magnus ; Huber, Christoph ; Holzmeister, Felix ; Glogowsky, Ulrich ; Freddi, Eleonora ; Fiala, Lenka ; Dreber, Anna ; Dold, Malte ; Demiral, Elif ; Bulutay, Muhammed ; Brütt, Katharina ; Barron, Kai ; Pirrone, Angelo ; Theodoropoulou, Andriana ; Cornelissen, Gert ; Mak, Vincent ; Weitzel, Utz ; Htter, Mandy ; Gasiorowska, Agata ; Peters, Kim ; Suetens, Sigrid ; Claassen, Maria Almudena ; Lucas, Brian ; Kirchler, Michael ; Hudja, Stanton ; Schneider, Florian ; Fries, Tilman ; Palumbo, Helena ; Steinme
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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2023Alternative risk premium: specification noise. (2023). Fabozzi, Frank J ; Gorman, Stephen A. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:6:d:10.1057_s41260-023-00327-y.

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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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2023Cryptocurrency factor momentum. (2023). Zaremba, Adam ; Metko, Daniel ; Liedtke, Gerrit ; Fieberg, Christian. In: Quantitative Finance. RePEc:taf:quantf:v:23:y:2023:i:12:p:1853-1869.

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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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2024Breaks in term structures: Evidence from the oil futures markets. (2024). Miller, Curtis ; Liu, Zhenya ; Horvath, Lajos ; Tang, Weiqing. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:2317-2341.

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2024Endogenous market choice, listing regulations, and IPO spread: Evidence from the London Stock Exchange. (2024). Doukas, John ; Hoque, Hafiz. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:2360-2380.

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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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2024Financial regulatory arbitrage and the financialization of commodities. (2024). Ni, Yingzhao ; Zhang, Gaiyan ; Zheng, Zunxin. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:5:p:826-853.

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2023How should the long-term investor harvest variance risk premiums?. (2023). Korn, Olaf ; Dorries, Julian ; Power, Gabriel J. In: CFR Working Papers. RePEc:zbw:cfrwps:279557.

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2024.

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Works by Jeffrey H. Harris:


YearTitleTypeCited
2011Do Speculators Drive Crude Oil Futures Prices? In: The Energy Journal.
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article187
2013Herding and Speculation in the Crude Oil Market In: The Energy Journal.
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article10
.() In: .
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This paper has nother version. Agregated cites: 10
article
2015Speculators, Prices and Market Volatility In: Staff Working Papers.
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paper89
2016Speculators, Prices, and Market Volatility.(2016) In: Journal of Financial and Quantitative Analysis.
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This paper has nother version. Agregated cites: 89
article
2015Informed Trading and Market Structure In: European Financial Management.
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article0
2014The Sound of Silence In: The Financial Review.
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article5
1994 Why Did NASDAQ Market Makers Stop Avoiding Odd-Eighth Quotes? In: Journal of Finance.
[Full Text][Citation analysis]
article159
1999Effects of Market Reform on the Trading Costs and Depths of Nasdaq Stocks In: Journal of Finance.
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article84
2002Nasdaq Trading Halts: The Impact of Market Mechanisms on Prices, Trading Activity, and Execution Costs In: Journal of Finance.
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article47
2003The Dynamics of Institutional and Individual Trading In: Journal of Finance.
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article197
2003The Behavior of Bid?Ask Spreads and Volume in Options Markets during the Competition for Listings in 1999 In: Journal of Finance.
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article35
2003The Behavior of Bid-Ask Spreads and Volume in Options Markets during the Competition for Listings in 1999 In: Journal of Finance.
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article36
2004The Development of Secondary Market Liquidity for NYSE-Listed IPOs In: Journal of Finance.
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article33
2011Who Drove and Burst the Tech Bubble? In: Journal of Finance.
[Citation analysis]
article106
2017CoMargin In: Journal of Financial and Quantitative Analysis.
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article0
2017CoMargin.(2017) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2015CoMargin.(2015) In: Working Papers.
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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.
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paper2
2008Off but Not Gone: A Study of Nasdaq Delistings In: Working Paper Series.
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paper17
2022The urgency to borrow in the interbank market In: Economics Letters.
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article0
2022Sidedness in the interbank market In: Journal of Financial Markets.
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article1
2023Networks, interconnectedness, and interbank information asymmetry In: Journal of Financial Stability.
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article0
2019Interconnectedness in the interbank market In: Journal of Financial Economics.
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article73
2015Interconnectedness in the Interbank Market.(2015) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 73
paper
1997The importance of firm quotes and rapid executions: Evidence from the January 1994 SOES rules change In: Journal of Financial Economics.
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article17
1998The trading profits of SOES bandits In: Journal of Financial Economics.
[Full Text][Citation analysis]
article38
2007Why are IPO investors net buyers through lead underwriters? In: Journal of Financial Economics.
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article23
2018An update on speculation and financialization in commodity markets In: Journal of Commodity Markets.
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article35
2024Nonstandard errors In: LSE Research Online Documents on Economics.
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paper14
2021Non-Standard Errors.(2021) In: Working Paper Series, Social and Economic Sciences.
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This paper has nother version. Agregated cites: 14
paper
2021Non-Standard Errors.(2021) In: Working Papers.
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This paper has nother version. Agregated cites: 14
paper
2021Non-Standard Errors.(2021) In: Working Papers.
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This paper has nother version. Agregated cites: 14
paper
2018Bank Holdings and Systemic Risk In: Finance and Economics Discussion Series.
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paper1
2021Liquidity Networks, Interconnectedness, and Interbank Information Asymmetry In: Finance and Economics Discussion Series.
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paper0
2001The Initial Listing Decisions of Firms that Go Public In: Financial Management.
[Citation analysis]
article30
In: .
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article0
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: The Review of Financial Studies.
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article74
In: .
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article1
2017Trading networks In: Econometrics Journal.
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article17
2011Why do expiring futures and cash prices diverge for grain markets? In: Journal of Futures Markets.
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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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