Jeffrey H. Harris : Citation Profile

American University

17

H index

22

i10 index

1401

Citations

RESEARCH PRODUCTION:

29

Articles

18

Papers

2

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   30 years (1994 - 2024). See details.
   Cites by year: 46
   Journals where Jeffrey H. Harris has often published
   Relations with other researchers
   Recent citing documents: 116.    Total self citations: 14 (0.99 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pha362
   Updated: 2025-11-22    RAS profile: 2025-06-08    
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Relations with other researchers

Works with:

Deev, Oleg (8)

Taylor, Nick (8)

Frömmel, Michael (8)

Wolff, Christian (8)

Gehrig, Thomas (8)

Sarno, Lucio (8)

Brownlees, Christian (8)

Scaillet, Olivier (8)

Lof, Matthijs (8)

FERROUHI, EL MEHDI (8)

Dreber, Anna (8)

Pastor, Lubos (8)

Rinne, Kalle (8)

Korajczyk, Robert (8)

Foucault, Thierry (8)

Hurlin, Christophe (8)

Menkveld, Albert (8)

Palan, Stefan (8)

Moinas, Sophie (8)

Alexeev, Vitali (8)

Talavera, Oleksandr (8)

Ferrara, Gerardo (8)

Renault, Thomas (8)

Smales, Lee (8)

Bos, Charles (8)

Stefanova, Denitsa (8)

Nielsson, Ulf (8)

Caporin, Massimiliano (8)

Ødegaard, Bernt (8)

Schwarz, Marco (8)

Johannesson, Magnus (8)

Liew, Chee (8)

Tonks, Ian (8)

Frijns, Bart (8)

Neszveda, Gabor (7)

Hambuckers, Julien (7)

Schenk-Hoppé, Klaus (7)

Reitz, Stefan (6)

Xia, Shuo (6)

Park, Andreas (6)

Füllbrunn, Sascha (6)

Xiu, Dacheng (6)

Vilkov, Grigory (6)

Wilhelmsson, Anders (6)

Zhang, S. Sarah (6)

Jurkatis, Simon (6)

Chernov, Mikhail (6)

Gerritsen, Dirk (6)

Ranaldo, Angelo (6)

LINTON, OLIVER (6)

Degryse, Hans (6)

Pasquariello, Paolo (6)

Sojli, Elvira (6)

Holzmeister, Felix (6)

Schuerhoff, Norman (6)

Roy, Saurabh (6)

Shachar, Or (6)

Deku, Solomon (5)

Gil-Bazo, Javier (5)

Eugster, Nicolas (5)

Bohorquez Correa, Santiago (5)

Koetter, Michael (5)

Brunetti, Celso (5)

Davies, Ryan (5)

Horenstein, Alex (5)

Huang, Wenqian (5)

CAPELLE-BLANCARD, Gunther (5)

Walther, Thomas (5)

Verousis, Thanos (5)

Dimpfl, Thomas (5)

Hautsch, Nikolaus (5)

Jalkh, Naji (5)

van Kervel, Vincent (4)

Colliard, Jean-Edouard (4)

Ait-Sahalia, Yacine (4)

Aloosh, Arash (4)

Güçbilmez, Ufuk (4)

Chow, Nikolai Sheung-Chi (3)

Abudy, Menachem (3)

Voigt, Stefan (3)

Mihet, Roxana (3)

He, Xuezhong (Tony) (3)

Vogel, Sebastian (2)

Kearney, Fearghal (2)

Patton, Andrew (2)

Bjønnes, Geir (2)

Rakowski, David (2)

Putnins, Talis (2)

Zhou, Chen (2)

Hjalmarsson, Erik (2)

Regis, Luca (2)

Theissen, Erik (2)

Lajaunie, Quentin (2)

PASCUAL, ROBERTO (2)

Pelizzon, Loriana (2)

Adrian, Tobias (2)

Heath, Davidson (2)

Patel, Vinay (2)

Kassner, Bernhard (2)

Hasse, Jean-Baptiste (2)

Wong, Wing-Keung (2)

Bouri, Elie (2)

Gorbenko, Arseny (2)

Prokopczuk, Marcel (2)

Söderlind, Paul (2)

Dumitrescu, Ariadna (2)

Lopez-Lira, Alejandro (2)

Roy, Saurabh (2)

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

Is cited by:

Joëts, Marc (13)

Sévi, Benoît (11)

Foucault, Thierry (11)

Robe, Michel (10)

Biais, Bruno (10)

Mizrach, Bruce (10)

Manera, Matteo (9)

Huber, Christoph (9)

Nicolini, Marcella (8)

Chevallier, Julien (8)

Siklos, Pierre (7)

Cites to:

Kilian, Lutz (22)

Brunetti, Celso (15)

Irwin, Scott (13)

Shleifer, Andrei (13)

Shin, Hyun Song (12)

Hamilton, James (11)

Acharya, Viral (10)

Lo, Andrew (10)

Summers, Lawrence (9)

Martin, Alberto (8)

Ritter, Jay (7)

Main data

Where Jeffrey H. Harris has published?

Journals with more than one article published# docs
Journal of Finance7
Journal of Financial Economics4
The Energy Journal2
Journal of Futures Markets2
Journal of Financial and Quantitative Analysis2

Working Papers Series with more than one paper published# docs
Post-Print / HAL5
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 (2025 and 2024)

YearTitle of citing document
2024Convergence Bias in Lean Hog Futures: Are Hog Prices Reliable?. (2024). Choe, Kyoungin ; Goodwin, Barry K. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea22:343733.

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2062Big Fish: Oil Markets and Speculation. (2015). Sitzia, Francesco Giuseppe ; Scarpa, Elisa ; Cologni, Alessandro. In: Energy: Resources and Markets. RePEc:ags:feemer:206220.

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2024Shifting Cryptocurrency Influence: A High-Resolution Network Analysis of Market Leaders. (2024). Chava, Sudheer ; Hiray, Arnav ; Shah, Agam. 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). Zheng, Tingguo ; Ye, Shiqi ; Zhang, Hongyin. In: Papers. RePEc:arx:papers:2405.02575.

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2024Market efficiency, informational asymmetry and pseudo-collusion of adaptively learning agents. (2024). Pastushkov, Aleksei. In: Papers. RePEc:arx:papers:2411.05032.

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2024Reciprocity in Interbank Markets. (2024). Honvehlmann, Lutz. In: Papers. RePEc:arx:papers:2412.10329.

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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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2024Determinants of commodity market liquidity. (2024). Onur, Esen ; Jain, Pankaj K ; Kayhan, Ayla. In: The Financial Review. RePEc:bla:finrev:v:59:y:2024:i:1:p:9-30.

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2024The questions being asked: Academic research, the media, and regulators. (2024). Lowry, Michelle. In: The Financial Review. RePEc:bla:finrev:v:59:y:2024:i:3:p:549-560.

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2024The Dark Side of Circuit Breakers. (2024). Xing, Hao ; Wang, Jiang ; Petukhov, Anton ; Chen, Hui. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:2:p:1405-1455.

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2024Informed traders, beauty contest and stock price volatility: Evidence from laboratory markets. (2024). Tanigawa, Yasuhiko ; Saijo, Tatsuyoshi ; Kusakawa, Takao ; Hirota, Shinichi. In: Pacific Economic Review. RePEc:bla:pacecr:v:29:y:2024:i:3:p:354-396.

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

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2024Does oil future increase the network systemic risk of financial institutions in China?. (2024). Sun, Chuanwang ; Lin, Yuting ; Zhou, Lichao ; Chen, Chuanglian. In: Applied Energy. RePEc:eee:appene:v:364:y:2024:i:c:s0306261924005592.

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2025Noise trader clusters and market efficiency. (2025). Pantzalis, Christos ; Park, Jung Chul ; Wang, Pinshuo. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:45:y:2025:i:c:s2214635025000024.

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2024Bank-affiliated institutional investors and IPO syndicates formation. (2024). Pratobevera, Giuseppe. In: Journal of Corporate Finance. RePEc:eee:corfin:v:86:y:2024:i:c:s092911992400049x.

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2025Tacit collusion among dominant banks: Evidence from round-yard loan pricing. (2025). Lin, Tse-Chun ; Chan, Yu-Ju. In: Journal of Corporate Finance. RePEc:eee:corfin:v:92:y:2025:i:c:s0929119925000185.

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

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2024Explosive behavior in historic NASDAQ market prices. (2024). Demmler, Michael ; Fernandez, Amilcar Orlian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000196.

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2025Who is smarter? Evidence from extreme financial risk contagion in hedge funds and mutual funds. (2025). Fu, Xinxin ; Luo, Changqing ; Dong, Liang ; Chen, Carl R. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002080.

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2025Systemic risk and network effects in RCEP financial markets: Evidence from the TEDNQR model. (2025). Zhang, Feipeng ; Luo, Qiong ; Chen, Yan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002420.

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2025Imported risk in global financial markets: Evidence from cross-market connectedness. (2025). Ouyang, Zisheng ; Chen, Zhen ; Zhou, Xuewei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940825000142.

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2024Detecting market bubbles: A generalized LPPLS neural network model. (2024). Li, Chenchen ; Ma, Juntao. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s0165176524004877.

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2024Chinas risk contagion using the mixed-frequency macro-financial network. (2024). Xu, Qifa ; Gao, Haijing ; Jiang, Cuixia. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:4:s0939362524000347.

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2024Regulation and the demand for credit default swaps in experimental bond markets. (2024). Weber, Matthias ; Schram, Arthur ; Duffy, John. In: European Economic Review. RePEc:eee:eecrev:v:165:y:2024:i:c:s0014292124000746.

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2024Non-standard errors in asset pricing: Mind your sorts. (2024). Verwijmeren, Patrick ; van Vliet, Bart ; Soebhag, Amar. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000525.

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2025CEO neuroticism and corporate cash holdings: Evidence from CEOs’ tweets. (2025). Lin, Chih-Yung ; Bui, Dien Giau ; Lu, Chien-Lin ; Chou, Robin K. In: Journal of Empirical Finance. RePEc:eee:empfin:v:80:y:2025:i:c:s0927539824001002.

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2024The role of index traders in the financialization of commodity markets: A behavioral finance approach. (2024). Joets, Marc ; Ait-Youcef, Camille. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324003499.

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2024Monetary policies on green financial markets: Evidence from a multi-moment connectedness network. (2024). Zheng, Tingguo ; Ye, Shiqi ; Zhang, Hongyin. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s014098832400447x.

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2024Proof-of-work versus proof-of-stake coins as possible hedges against green and dirty energy. (2024). Kliber, Agata ; Będowska-Sójka, Barbara ; Bdowska-Sojka, Barbara. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005280.

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2024Dynamic spillovers of green, brown, and financial industries under the low-carbon transition: Evidence from China. (2024). Sun, Xiaolei ; Yi, Ronghua ; He, Wenjing ; Yao, Xiaoyang ; Le, Wei. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006091.

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2024Can a boost in oil prices suspend the evolution of the green transportation market? Relationships between green indices and Brent oil. (2024). Kliber, Agata ; Eza, Pavel. In: Energy. RePEc:eee:energy:v:295:y:2024:i:c:s0360544224008090.

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2025Forecasting crude oil prices: A Gated Recurrent Unit-based nonlinear Granger Causality model. (2025). Zhang, Dayong ; Lu, Quanying ; Guo, Mengzhuo ; Lin, Qingyuan ; Liang, Qian. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s105752192500211x.

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2024Herding towards carbon neutrality: The role of investor attention. (2024). Shen, Dehua ; Zhu, Zhaobo ; 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). Poddig, Thorsten ; Gunther, Steffen ; Fieberg, Christian ; Zaremba, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000383.

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2024Institutional consensus after earnings announcements: Information or crowding?. (2024). Klein, Olga. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924002874.

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2024Air quality, ES risks, and stock returns: Evidence from Korea. (2024). Han, Byunghun ; Park, Junho. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324013229.

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2025Bigger pie, bigger slice: liquidity, value gain, and underpricing in IPOs. (2025). Li, Lily Yuanzhi ; Guo, Yang ; Zhong, Hongda. In: Journal of Financial Markets. RePEc:eee:finmar:v:72:y:2025:i:c:s1386418124000673.

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2025Coarse pricing in QE auctions. (2025). Tsujimoto, Yusuke. In: Journal of Financial Markets. RePEc:eee:finmar:v:73:y:2025:i:c:s1386418124000776.

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2024Temporal networks and financial contagion. (2024). Nocciola, Luca ; Franch, Fabio ; Vouldis, Angelos. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000093.

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2025Bank diversity and financial contagion. (2025). Zazzaro, Alberto ; Caiazzo, Emmanuel. In: Journal of Financial Stability. RePEc:eee:finsta:v:77:y:2025:i:c:s157230892500021x.

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2025Do small bank deposits run more than large ones? Three event studies of contagion and financial inclusion. (2025). Remolona, Eli M ; Noe, Johnny ; Canlas, Dante B. In: Journal of Financial Stability. RePEc:eee:finsta:v:78:y:2025:i:c:s1572308925000464.

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2025Financial connectivity in cross-border lending and crises: Role of financial and legislative integration. (2025). Nder, Zeynep ; Demir, Mge. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:101:y:2025:i:c:s1042443125000277.

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

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

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2024Portfolio pumping and dumping among Chinese mutual fund companies. (2024). Wang, Xianzhen ; Jiang, Christine. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:162:y:2024:i:c:s037842662400075x.

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2024Behavioral risk profiling: Measuring loss aversion of individual investors. (2024). van Dolder, Dennie ; Vandenbroucke, Jurgen. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:168:y:2024:i:c:s0378426624002073.

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2025International information flow and market quality. (2025). Zhang, Jiang. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:173:y:2025:i:c:s0378426625000408.

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2025Natures impact: Do extreme natural disasters influence retail investors?. (2025). Chiah, Mardy ; Tian, Xiao ; Zhong, Angel. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:232:y:2025:i:c:s0167268125000745.

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2024Price ceilings, market structure, and payout policies. (2024). Li, Xiongshi ; Zheng, Miles ; Ye, Mao. In: Journal of Financial Economics. RePEc:eee:jfinec:v:155:y:2024:i:c:s0304405x24000412.

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2024Revisiting the pricing impact of commodity market spillovers on equity markets. (2024). Hyde, Stuart ; Pinto Avalos, Francisco ; Bowe, Michael ; Pinto-Avalos, Francisco. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000594.

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2024Four Commitments of Traders Reports puzzles, revisited: Answers from grains and oilseeds futures markets. (2024). Robe, Michel ; Roberts, John S. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:34:y:2024:i:c:s2405851324000084.

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2024Coal price shock propagation through sectoral financial interconnectedness in Chinas stock market: Quantile coherency network modelling and shock decomposition analysis. (2024). Xu, Yushi ; Zhang, Yan ; Zhu, Xintong ; Huang, Jionghao. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:34:y:2024:i:c:s2405851324000114.

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2024Do agricultural swaps co-move with equity markets? Evidence from the COVID-19 crisis. (2024). Prager, Daniel L ; Burns, Christopher B. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:34:y:2024:i:c:s2405851324000242.

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2024Did grain futures prices overreact to the Russia–Ukraine war due to herding?. (2024). Steinbach, Sandro ; Carter, Colin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:35:y:2024:i:c:s2405851324000412.

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2025Corporate reputational dynamics and their impact on global commodity markets. (2025). Conlon, Thomas ; Corbet, Shaen ; Akyildirim, Erdinc ; Li, Iris. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:37:y:2025:i:c:s2405851325000030.

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2025Financial investors and cross-commodity markets integration. (2025). Isleimeyyeh, Mohammad. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:38:y:2025:i:c:s2405851325000054.

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2025The short- and long-run cyclical variation of the cross-asset nexus: Mixed-frequency evidence on financial and ‘financialised’ assets. (2025). Yfanti, Stavroula ; Wu, Jiaying ; Karanasos, Menelaos. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:38:y:2025:i:c:s2405851325000066.

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2024Dynamic speculation and efficiency in European natural gas markets during the COVID-19 and Russia-Ukraine crises. (2024). Belhoula, Mohamed Malek ; Mensi, Walid ; Al-Yahyaee, Khamis Hamed. In: Resources Policy. RePEc:eee:jrpoli:v:98:y:2024:i:c:s0301420724007293.

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2024Election-day market reactions to tax proposals: Evidence from a close vote. (2024). Orihara, Masanori. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:85:y:2024:i:c:s0927538x2400074x.

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2024Do stock swap bidders suspend their stock trading? Evidence from China. (2024). Qi, Qingyu ; Uchida, Konari ; Liu, Jianlei. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:85:y:2024:i:c:s0927538x24000829.

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2024Multilayer network analysis of idiosyncratic volatility connectedness: Evidence from China. (2024). Ouyang, Zisheng ; Zhou, Xuewei ; Lu, Min. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:88:y:2024:i:c:s0927538x24002853.

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2024Does digital credit alleviate household income vulnerability?. (2024). Wu, Wanting ; Ge, Chen ; Wang, Haijun ; Du, Xiance. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:88:y:2024:i:c:s0927538x24002944.

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2025Spillover dynamics and determinants between FinTech institutions and commercial banks based on the complex network and random forest fusion. (2025). Ding, Jiajun ; Ji, Yuanpu ; Zhang, Rongrong ; Sun, Jiaojiao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:91:y:2025:i:c:s0927538x25000502.

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2024Dynamic interplay between Chinese energy, renewable energy stocks, and commodity markets: Time-frequency causality study. (2024). Chen, Yanan ; Qi, Haozhi. In: Renewable Energy. RePEc:eee:renene:v:228:y:2024:i:c:s0960148124006463.

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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). Guillen-Pujadas, Miguel ; Merigo, Jose Maria ; Vizuete-Luciano, Emili ; Alaminos, David. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:429-445.

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2024Commodities and Policy Uncertainty Channel(s). (2024). Smimou, K ; Filbeck, G ; Bosch, D. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:351-379.

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2024Monetary policy shocks and the high-frequency network connectedness of stock markets. (2024). Caraiani, Petre ; Anghel, Dan Gabriel. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pa:s1059056024005501.

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2024Price spillovers and interdependences in Chinas agricultural commodity futures market: Evidence from the US-China trade dispute. (2024). Tongurai, Jittima ; Chen, Xiangyu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pa:s1059056024005719.

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2024Do conventional and new energy stock markets herd differently? Evidence from China. (2024). Yue, Zhonggang ; Jiang, Lijun ; Hong, Hui ; Zhang, Cheng. 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 ; Li, Mingsheng ; Liu, Karen. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pb:s0275531923002271.

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2024Imported financial risk in global stock markets: Evidence from the interconnected network. (2024). Ouyang, Zisheng ; Zhou, Xuewei ; Lu, Min ; Liu, KE. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s027553192400093x.

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2024Technology and automation in financial trading: A bibliometric review. (2024). Cumming, Douglas ; Care, Rosella. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002642.

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2025How robust are financial connectedness networks? A network attack assessment. (2025). Cao, Yufei ; Zou, Yueming. In: Research in International Business and Finance. RePEc:eee:riibaf:v:76:y:2025:i:c:s0275531925000649.

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2024The role of education attention on high-tech markets in an emerging economy: Evidence from QQR and NCQ techniques. (2024). Gao, Wang ; Zhang, Hongwei. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:207:y:2024:i:c:s0040162524004013.

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2024Factor Selection and Structural Breaks. (2024). Smith, Simon ; Chib, Siddhartha. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2024-37.

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2024Interconnectedness in the Corporate Bond Market. (2024). Scotti, Chiara ; Brunetti, Celso ; Carl, Matthew ; Gerszten, Jacob ; Shin, Chaehee. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2024-66.

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2024Financial Market Stress and Commodity Returns: A Dynamic Approach. (2024). Adhikari, Ramesh ; Putnam, Kyle J. In: Commodities. RePEc:gam:jcommo:v:3:y:2024:i:1:p:4-61:d:1325163.

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2025Agricultural Futures Contracts as Part of a Sustainable Investment Strategy: Issues and Opportunities. (2025). Martell, Terrence F ; Skou, Lene ; Demir, Mert. In: Commodities. RePEc:gam:jcommo:v:4:y:2025:i:3:p:15-:d:1722400.

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2024Herding towards carbon neutrality: The role of investor attention. (2024). Shen, Dehua ; Zhu, Zhaobo ; Shi, Guiqiang. In: Post-Print. RePEc:hal:journl:hal-04348526.

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2024Reproducibility in Management Science. (2024). Ozkes, Ali ; Merkle, Christoph ; Huber, Christoph ; Greiner, Ben ; Fišar, Miloš ; Fiar, Milo ; Katok, Elena. In: Post-Print. RePEc:hal:journl:hal-04370984.

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2024Experimenting with Financial Professionals. (2024). Marini, Matteo M. ; Huber, Christoph ; Konig-Kersting, Christian. In: Working Papers. RePEc:inn:wpaper:2022-07.

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2025The Sources of Researcher Variation in Economics. (2025). Huntington-Klein, Nick ; Gallegos, Sebastian ; Portner, Claus C. In: IZA Discussion Papers. RePEc:iza:izadps:dp17744.

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2024Directed association network analysis on the Standard and Poor’s 500 Index. (2024). Li, Zhaoyang ; Yang, Yuehan. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:1:d:10.1007_s10614-022-10331-w.

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2024Systematic Research on Multi-dimensional and Multiple Correlation Contagion Networks of Extreme Risk in China’s Banking Industry. (2024). Song, Yuping ; Wang, Zhouwei ; Zhao, Qicheng. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:2:d:10.1007_s10614-023-10474-4.

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2025Dynamic Multilayer Network for Systemic Risk and Bank Regulation Based on CDS. (2025). Tang, Miao ; Fan, Hong. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:2:d:10.1007_s10614-023-10508-x.

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2024The cost of going public and financial constraints. (2024). Pinto, Gerard. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:38:y:2024:i:4:d:10.1007_s11408-024-00456-3.

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2024Forced consolidation. (2024). Weaver, Daniel G ; Pomeranets, Anna. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:62:y:2024:i:2:d:10.1007_s11156-023-01209-5.

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2025The predictive effect of heterogeneous investor behavior on commodity pricing. (2025). Li, Zhou ; Shao, Hang. In: Palgrave Communications. RePEc:pal:palcom:v:12:y:2025:i:1:d:10.1057_s41599-025-04795-y.

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2024The Risk Spillover Effects and Network Connectedness Between Real Estate and Other Sectors in China. (2024). Hu, Wenhua ; Li, Wei ; Pang, Jing. In: SAGE Open. RePEc:sae:sagope:v:14:y:2024:i:2:p:21582440241240866.

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2024Salience theory value spillovers between China’s systemically important banks: evidence from quantile connectedness. (2024). Jin, Xiaoye. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00582-3.

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2025Optimal bubble riding: a mean field game with varying entry times. (2025). Tangpi, Ludovic ; Wang, Shichun. In: Finance and Stochastics. RePEc:spr:finsto:v:29:y:2025:i:2:d:10.1007_s00780-025-00559-3.

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2024COVID-19 pandemic, oil prices and Saudi stock market: empirical evidence from ARDL modeling and Bayer–Hanck cointegration approach. (2024). Boukhatem, Jamel ; Alhazmi, Ali M. In: Future Business Journal. RePEc:spr:futbus:v:10:y:2024:i:1:d:10.1186_s43093-024-00338-0.

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2024A study of the effect of influential spreaders on the different sectors of Indian market and a few foreign markets: a complex networks perspective. (2024). Upadhyay, Shashankaditya ; Panigrahi, Prasanta K ; Mukherjee, Indranil ; Sengupta, Anwesha. In: Journal of Computational Social Science. RePEc:spr:jcsosc:v:7:y:2024:i:1:d:10.1007_s42001-023-00229-4.

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2024Optimal bubble riding with price-dependent entry: a mean field game of controls with common noise. (2024). Tangpi, Ludovic ; Wang, Shichun. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:18:y:2024:i:2:d:10.1007_s11579-024-00353-3.

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2024Climate-risk materiality and firm risk. (2024). Matsumura, Ella Mae ; Vera-Muoz, Sandra C ; Prakash, Rachna. In: Review of Accounting Studies. RePEc:spr:reaccs:v:29:y:2024:i:1:d:10.1007_s11142-022-09718-9.

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2024A semi-orthogonal nonnegative matrix tri-factorization algorithm for overlapping community detection. (2024). Li, Zhaoyang ; Yang, Yuehan. In: Statistical Papers. RePEc:spr:stpapr:v:65:y:2024:i:6:d:10.1007_s00362-024-01537-1.

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2024Do social media sentiments drive cryptocurrency intraday price volatility? New evidence from asymmetric TVP-VAR frequency connectedness measures. (2024). lucey, brian ; Gabauer, David ; Chatziantoniou, Ioannis ; Long, Suwan. In: The European Journal of Finance. RePEc:taf:eurjfi:v:30:y:2024:i:13:p:1470-1489.

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2024Sentiment matters: the effect of news-media on spillovers among cryptocurrency returns. (2024). Cepni, Oguzhan ; Serbest, Ozge ; Akyildirim, Erdinc ; Aysan, Ahmet Faruk. In: The European Journal of Finance. RePEc:taf:eurjfi:v:30:y:2024:i:14:p:1577-1613.

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2025The US Quantitative Easing Monetary Policy and Commodities’ Prices. (2025). Yao, Wei. In: Other publications TiSEM. RePEc:tiu:tiutis:185d14d3-9dc2-4276-82ec-e2d59b3d693f.

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2024This study investigates the impact of investor sentiment on stock returns and trading volume, challenging the efficient market hypothesis. Using CRSP data from May 1998 to March 2022, methods like Fama-MacBeth and quantile regression were applied to analyze sentiment indicators such as the VIX, AAII Investor Sentiment Survey, Consumer Confidence, and Baker-Wurgler Index. The findings reveal that investor sentiment significantly influences stock returns and trading volume, especially during uncertain times. Sentiment also affects financial metrics like SMB, HML, RMW, and CMA uniquely. This research provides new insights and practical implications for investors and analysts, emphasizing the importance of considering sentiment in investment strategies to better anticipate market movements and manage risks.. (2024). Ślepaczuk, Robert ; Sakowski, Pawe ; Lis, Szymon. In: Working Papers. RePEc:war:wpaper:2024-18.

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

Jeffrey H. Harris has edited the books:

YearTitleTypeCited

Works by Jeffrey H. Harris:

YearTitleTypeCited
2011Do Speculators Drive Crude Oil Futures Prices? In: The Energy Journal.
[Full Text][Citation analysis]		article197
2011Do Speculators Drive Crude Oil Futures Prices?.(2011) In: The Energy Journal.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 197		article
2013Herding and Speculation in the Crude Oil Market In: The Energy Journal.
[Full Text][Citation analysis]		article10
2013Herding and Speculation in the Crude Oil Market.(2013) In: The Energy Journal.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		article
2015Speculators, Prices and Market Volatility In: Staff Working Papers.
[Full Text][Citation analysis]		paper96
2016Speculators, Prices, and Market Volatility.(2016) In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 96		article
2015Informed Trading and Market Structure In: European Financial Management.
[Full Text][Citation analysis]		article1
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]		article165
1999Effects of Market Reform on the Trading Costs and Depths of Nasdaq Stocks In: Journal of Finance.
[Full Text][Citation analysis]		article88
2002Nasdaq Trading Halts: The Impact of Market Mechanisms on Prices, Trading Activity, and Execution Costs In: Journal of Finance.
[Full Text][Citation analysis]		article51
2003The Dynamics of Institutional and Individual Trading In: Journal of Finance.
[Full Text][Citation analysis]		article203
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]		article119
2024Nonstandard Errors In: Journal of Finance.
[Full Text][Citation analysis]		article14
2024Nonstandard errors.(2024) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2024Nonstandard Errors.(2024) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
[Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2024Nonstandard Errors.(2024) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2024Nonstandard Errors.(2024) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2021Non-Standard Errors.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2021Non-Standard Errors.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2017CoMargin In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article0
2017CoMargin.(2017) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2015CoMargin.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2004From Pink Slips to Pink Sheets: Liquidity and Shareholder Wealth Consequences of Nasdaq Delistings In: Working Paper Series.
[Full Text][Citation analysis]		paper2
2008Off but Not Gone: A Study of Nasdaq Delistings In: Working Paper Series.
[Full Text][Citation analysis]		paper18
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]		article3
2019Interconnectedness in the interbank market In: Journal of Financial Economics.
[Full Text][Citation analysis]		article98
2015Interconnectedness in the Interbank Market.(2015) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 98		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]		article38
2007Why are IPO investors net buyers through lead underwriters? In: Journal of Financial Economics.
[Full Text][Citation analysis]		article24
2018An update on speculation and financialization in commodity markets In: Journal of Commodity Markets.
[Full Text][Citation analysis]		article45
2018Bank Holdings and Systemic Risk In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper2
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]		article32
2024Crude Oil Price Movements and Institutional Traders In: Commodities.
[Full Text][Citation analysis]		article0
2021Non-Standard Errors In: Working Paper Series, Social and Economic Sciences.
[Full Text][Citation analysis]		paper5
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.
[Full Text][Citation analysis]		article77
2024The SWF Portfolio: Next-Generation Challenges and Opportunities In: Springer Books.
[Citation analysis]		chapter0
2024Correction to: The Palgrave Handbook of Sovereign Wealth Funds In: Springer Books.
[Citation analysis]		chapter0
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]		article12
2016The Prevalence, Sources, and Effects of Herding In: Journal of Futures Markets.
[Full Text][Citation analysis]		article10
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. Last updated November, 20 2025. Contact: CitEc Team