17
H index
21
i10 index
1359
Citations
American University | 17 H index 21 i10 index 1359 Citations RESEARCH PRODUCTION: 29 Articles 16 Papers 2 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Jeffrey H. Harris. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Finance | 7 |
Journal of Financial Economics | 4 |
Journal of Financial and Quantitative Analysis | 2 |
Journal of Futures Markets | 2 |
The Energy Journal | 2 |
Working Papers Series with more than one paper published | # docs |
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Post-Print / HAL | 4 |
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 Economics | 2 |
Year ![]() | Title of citing document ![]() |
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2024 | Shifting Cryptocurrency Influence: A High-Resolution Network Analysis of Market Leaders. (2023). Chava, Sudheer ; Shah, Agam ; Hiray, Arnav. In: Papers. RePEc:arx:papers:2307.16874. Full description at Econpapers || Download paper |
2024 | Monetary 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. Full description at Econpapers || Download paper |
2024 | Reciprocity in Interbank Markets. (2024). Honvehlmann, Lutz. In: Papers. RePEc:arx:papers:2412.10329. Full description at Econpapers || Download paper |
2024 | The 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. Full description at Econpapers || Download paper |
2024 | The 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. Full description at Econpapers || Download paper |
2024 | The Dark Side of Circuit Breakers. (2024). Wang, Jiang ; Petukhov, Anton ; Chen, Hui ; Xing, Hao. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:2:p:1405-1455. Full description at Econpapers || Download paper |
2024 | Informed traders, beauty contest and stock price volatility: Evidence from laboratory markets. (2024). Saijo, Tatsuyoshi ; Kusakawa, Takao ; Hirota, Shinichi ; Tanigawa, Yasuhiko. In: Pacific Economic Review. RePEc:bla:pacecr:v:29:y:2024:i:3:p:354-396. Full description at Econpapers || Download paper |
2024 | TVP-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. Full description at Econpapers || Download paper |
2024 | Does oil future increase the network systemic risk of financial institutions in China?. (2024). Sun, Chuanwang ; Zhou, Lichao ; Chen, Chuanglian ; Lin, Yuting. In: Applied Energy. RePEc:eee:appene:v:364:y:2024:i:c:s0306261924005592. Full description at Econpapers || Download paper |
2024 | The 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. Full description at Econpapers || Download paper |
2024 | Explosive behavior in historic NASDAQ market prices. (2024). Fernandez, Amilcar Orlian ; Demmler, Michael. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000196. Full description at Econpapers || Download paper |
2024 | Detecting 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. Full description at Econpapers || Download paper |
2024 | Chinas 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. Full description at Econpapers || Download paper |
2024 | Regulation and the demand for credit default swaps in experimental bond markets. (2024). Duffy, John ; Schram, Arthur ; Weber, Matthias. In: European Economic Review. RePEc:eee:eecrev:v:165:y:2024:i:c:s0014292124000746. Full description at Econpapers || Download paper |
2024 | Non-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. Full description at Econpapers || Download paper |
2024 | The 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. Full description at Econpapers || Download paper |
2024 | Monetary 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. Full description at Econpapers || Download paper |
2024 | Proof-of-work versus proof-of-stake coins as possible hedges against green and dirty energy. (2024). Bdowska-Sojka, Barbara ; Kliber, Agata. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005280. Full description at Econpapers || Download paper |
2024 | Can a boost in oil prices suspend the evolution of the green transportation market? Relationships between green indices and Brent oil. (2024). Eza, Pavel ; Kliber, Agata. In: Energy. RePEc:eee:energy:v:295:y:2024:i:c:s0360544224008090. Full description at Econpapers || Download paper |
2024 | Herding 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. Full description at Econpapers || Download paper |
2024 | Non-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. Full description at Econpapers || Download paper |
2024 | Air 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. Full description at Econpapers || Download paper |
2024 | Temporal networks and financial contagion. (2024). Nocciola, Luca ; Vouldis, Angelos ; Franch, Fabio. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000093. Full description at Econpapers || Download paper |
2024 | Leveraged 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. Full description at Econpapers || Download paper |
2024 | Equity 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. Full description at Econpapers || Download paper |
2024 | Portfolio 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. Full description at Econpapers || Download paper |
2024 | Behavioral risk profiling: Measuring loss aversion of individual investors. (2024). Vandenbroucke, Jurgen ; van Dolder, Dennie. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:168:y:2024:i:c:s0378426624002073. Full description at Econpapers || Download paper |
2024 | Price ceilings, market structure, and payout policies. (2024). Zheng, Miles ; Ye, Mao ; Li, Xiongshi. In: Journal of Financial Economics. RePEc:eee:jfinec:v:155:y:2024:i:c:s0304405x24000412. Full description at Econpapers || Download paper |
2024 | Revisiting the pricing impact of commodity market spillovers on equity markets. (2024). Hyde, Stuart ; Bowe, Michael ; Pinto-Avalos, Francisco. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000594. Full description at Econpapers || Download paper |
2024 | Did 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. Full description at Econpapers || Download paper |
2024 | Dynamic 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. Full description at Econpapers || Download paper |
2024 | On 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. Full description at Econpapers || Download paper |
2024 | What 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. Full description at Econpapers || Download paper |
2024 | Commodities and Policy Uncertainty Channel(s). (2024). Filbeck, G ; Bosch, D ; Smimou, K. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:351-379. Full description at Econpapers || Download paper |
2024 | Do 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. Full description at Econpapers || Download paper |
2024 | The 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. Full description at Econpapers || Download paper |
2024 | Imported financial risk in global stock markets: Evidence from the interconnected network. (2024). Liu, KE ; Lu, Min ; Zhou, Xuewei ; Ouyang, Zisheng. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s027553192400093x. Full description at Econpapers || Download paper |
2024 | Technology 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. Full description at Econpapers || Download paper |
2024 | The 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. Full description at Econpapers || Download paper |
2024 | Experimenting with Financial Professionals. (2022). Huber, Christoph ; Konig-Kersting, Christian. In: Working Papers. RePEc:inn:wpaper:2022-07. Full description at Econpapers || Download paper |
2025 | The Sources of Researcher Variation in Economics. (2025). Gallegos, Sebastian ; Huntington-Klein, Nick ; Portner, Claus C. In: IZA Discussion Papers. RePEc:iza:izadps:dp17744. Full description at Econpapers || Download paper |
2025 | Dynamic 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. Full description at Econpapers || Download paper |
2024 | The 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. Full description at Econpapers || Download paper |
2024 | Salience 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. Full description at Econpapers || Download paper |
2024 | COVID-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. Full description at Econpapers || Download paper |
2024 | Climate-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. Full description at Econpapers || Download paper |
2024 | This 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.. (20 |
2024 | Breaks 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. Full description at Econpapers || Download paper |
2024 | Endogenous 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. Full description at Econpapers || Download paper |
2024 | Financial 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. Full description at Econpapers || Download paper |
2024 | . Full description at Econpapers || Download paper |
2025 | . Full description at Econpapers || Download paper |
2024 | A note on the use of syndicated loan data. (2022). Tonzer, Lena ; Noth, Felix ; Muller, Isabella. In: IWH Discussion Papers. RePEc:zbw:iwhdps:172022. Full description at Econpapers || Download paper |
Year ![]() | Title ![]() | Type ![]() | Cited ![]() |
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Year ![]() | Title ![]() | Type ![]() | Cited ![]() |
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2011 | Do Speculators Drive Crude Oil Futures Prices? In: The Energy Journal. [Full Text][Citation analysis] | article | 192 |
.() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 192 | article | ||
2013 | Herding and Speculation in the Crude Oil Market In: The Energy Journal. [Full Text][Citation analysis] | article | 10 |
.() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | article | ||
2015 | Speculators, Prices and Market Volatility In: Staff Working Papers. [Full Text][Citation analysis] | paper | 94 |
2016 | Speculators, Prices, and Market Volatility.(2016) In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 94 | article | |
2015 | Informed Trading and Market Structure In: European Financial Management. [Full Text][Citation analysis] | article | 1 |
2014 | The Sound of Silence In: The Financial Review. [Full Text][Citation analysis] | article | 5 |
1994 | Why Did NASDAQ Market Makers Stop Avoiding Odd-Eighth Quotes? In: Journal of Finance. [Full Text][Citation analysis] | article | 161 |
1999 | Effects of Market Reform on the Trading Costs and Depths of Nasdaq Stocks In: Journal of Finance. [Full Text][Citation analysis] | article | 86 |
2002 | Nasdaq Trading Halts: The Impact of Market Mechanisms on Prices, Trading Activity, and Execution Costs In: Journal of Finance. [Full Text][Citation analysis] | article | 50 |
2003 | The Dynamics of Institutional and Individual Trading In: Journal of Finance. [Full Text][Citation analysis] | article | 200 |
2003 | The 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] | article | 35 |
2011 | Who Drove and Burst the Tech Bubble? In: Journal of Finance. [Citation analysis] | article | 115 |
2024 | Nonstandard Errors In: Journal of Finance. [Full Text][Citation analysis] | article | 14 |
2024 | Nonstandard errors.(2024) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
2024 | Nonstandard Errors.(2024) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
2021 | Non-Standard Errors.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
2021 | Non-Standard Errors.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
2017 | CoMargin In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 0 |
2017 | CoMargin.(2017) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2015 | CoMargin.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2004 | From Pink Slips to Pink Sheets: Liquidity and Shareholder Wealth Consequences of Nasdaq Delistings In: Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
2008 | Off but Not Gone: A Study of Nasdaq Delistings In: Working Paper Series. [Full Text][Citation analysis] | paper | 17 |
2022 | The urgency to borrow in the interbank market In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
2022 | Sidedness in the interbank market In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 1 |
2023 | Networks, interconnectedness, and interbank information asymmetry In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 1 |
2019 | Interconnectedness in the interbank market In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 87 |
2015 | Interconnectedness in the Interbank Market.(2015) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 87 | paper | |
1997 | The importance of firm quotes and rapid executions: Evidence from the January 1994 SOES rules change In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 17 |
1998 | The trading profits of SOES bandits In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 38 |
2007 | Why are IPO investors net buyers through lead underwriters? In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 24 |
2018 | An update on speculation and financialization in commodity markets In: Journal of Commodity Markets. [Full Text][Citation analysis] | article | 40 |
2018 | Bank Holdings and Systemic Risk In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 2 |
2021 | Liquidity Networks, Interconnectedness, and Interbank Information Asymmetry In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 0 |
2001 | The Initial Listing Decisions of Firms that Go Public In: Financial Management. [Citation analysis] | article | 32 |
In: . [Full Text][Citation analysis] | article | 0 | |
2021 | Non-Standard Errors In: Working Paper Series, Social and Economic Sciences. [Full Text][Citation analysis] | paper | 5 |
2011 | Clearing house, margin requirements, and systemic risk In: Post-Print. [Citation analysis] | paper | 6 |
2011 | Clearing house, margin requirements, and systemic risk.(2011) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2011 | Effects of Central Bank Intervention on the Interbank Market During the Subprime Crisis In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 77 |
2024 | The SWF Portfolio: Next-Generation Challenges and Opportunities In: Springer Books. [Citation analysis] | chapter | 0 |
2024 | Correction to: The Palgrave Handbook of Sovereign Wealth Funds In: Springer Books. [Citation analysis] | chapter | 0 |
2017 | Trading networks In: Econometrics Journal. [Full Text][Citation analysis] | article | 17 |
2011 | Why do expiring futures and cash prices diverge for grain markets? In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 11 |
2016 | The Prevalence, Sources, and Effects of Herding In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 9 |
2003 | Investor Behavior over the Rise and Fall of Nasdaq In: Yale School of Management Working Papers. [Full Text][Citation analysis] | paper | 10 |
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