Richard D. F. Harris
Names
first: |
Richard |
middle: |
D. F. |
last: |
Harris |
Identifer
Contact
Affiliations
-
University of Bristol
/ School of Economics
Research profile
author of:
- Soft power and exchange rate volatility (RePEc:bla:intfin:v:20:y:2017:i:3:p:271-288)
by Serhan Cevik & Richard D. F. Harris & Fatih Yilmaz - The Accuracy, Bias and Efficiency of Analysts’ Long Run Earnings Growth Forecasts (RePEc:bla:jbfnac:v:26:y:1999:i:5-6:p:725-755)
by Richard D. F. Harris - The Gilt‐Equity Yield Ratio and the Predictability of UK and US Equity Returns (RePEc:bla:jbfnac:v:27:y:2000:i:3-4:p:333-357)
by Richard D.F. Harris & Rene Sanchez‐Valle - The Empirical Distribution of UK and US Stock Returns (RePEc:bla:jbfnac:v:28:y:2001:i:5-6:p:715-740)
by Richard D. F. Harris & C. Coskun Küçüközmen - An Analysis of Contrarian Investment Strategies in the UK (RePEc:bla:jbfnac:v:28:y:2001:i:9-10:p:1192-1228)
by Alan Gregory & Richard D.F. Harris & Maria Michou - Contrarian Investment and Macroeconomic Risk (RePEc:bla:jbfnac:v:30:y:2003:i:1-2:p:213-256)
by Alan Gregory & Richard D.F. Harris & Maria Michou - Return and Volatility Spillovers Between Large and Small Stocks in the UK (RePEc:bla:jbfnac:v:33:y:2006:i:9-10:p:1556-1571)
by Richard D. F. Harris & Anirut Pisedtasalasai - The Limits to Minimum‐Variance Hedging (RePEc:bla:jbfnac:v:37:y:2010:i:5-6:p:737-761)
by Richard D. F. Harris & Jian Shen & Evarist Stoja - Extreme downside risk and financial crises (RePEc:boe:boeewp:0547)
by Harris, Richard D. F. & Nguyen, Linh H & Stoja, Evarist - The dynamic Black-Litterman approach to asset allocation (RePEc:boe:boeewp:0596)
by Harris, Richard D F & Stoja, Evarist & Tan, Linzhi - Financial market volatility, macroeconomic fundamentals and investor sentiment (RePEc:boe:boeewp:0608)
by Chiu, Ching-Wai (Jeremy) & Harris, Richard & Stoja, Evarist & Chin, Michael - Systematic tail risk (RePEc:boe:boeewp:0637)
by Harris, Richard & Stoja, Evarist & Nguyen, Linh - Have FSRs got news for you? Evidence from the impact of Financial Stability Reports on market activity (RePEc:boe:boeewp:0792)
by Harris, Richard & Karadotchev, Veselin & Sowerbutts, Rhiannon & Stoja, Evarist - A Cyclical Model of Exchange Rate Volatility (RePEc:bri:uobdis:10/618)
by Evarist Stoja & Richard D. F. Harris & Fatih Yilmaz - Stock Returns Following Profit Warnings: A Test of Models of Behavioural Finance (RePEc:ecj:ac2002:37)
by Bulkley, George & Richard D.F. Harris & Renata Herrerias - Irrational Analysts' Expectations as a Cause of Excess Volatility in Stock Prices (RePEc:ecj:econjl:v:107:y:1997:i:441:p:359-71)
by Bulkley, George & Harris, Richard D F - Model-based earnings forecasts vs. financial analysts' earnings forecasts (RePEc:eee:bracre:v:51:y:2019:i:4:p:424-437)
by Harris, Richard D.F. & Wang, Pengguo - Inference for unit roots in dynamic panels where the time dimension is fixed (RePEc:eee:econom:v:91:y:1999:i:2:p:201-226)
by Harris, Richard D. F. & Tzavalis, Elias - Stock markets and development: A re-assessment (RePEc:eee:eecrev:v:41:y:1997:i:1:p:139-146)
by Harris, Richard D. F. - Linear and nonlinear dependence in Turkish equity returns and its consequences for financial risk management (RePEc:eee:ejores:v:134:y:2001:i:3:p:481-492)
by Harris, Richard D. F. & Kucukozmen, C. Coskun - Retrieving seasonally adjusted quarterly growth rates from annual growth rates that are reported quarterly (RePEc:eee:ejores:v:188:y:2008:i:3:p:846-853)
by Harris, Richard D.F. & Yilmaz, Fatih - The dynamic Black–Litterman approach to asset allocation (RePEc:eee:ejores:v:259:y:2017:i:3:p:1085-1096)
by Harris, Richard D.F. & Stoja, Evarist & Tan, Linzhi - Why does book-to-market value of equity forecast cross-section stock returns? (RePEc:eee:finana:v:13:y:2004:i:2:p:153-160)
by Bulkley, George & Harris, Richard D. F. & Herrerias, Renata - Dynamic hedge fund portfolio construction (RePEc:eee:finana:v:19:y:2010:i:5:p:351-357)
by Harris, Richard D.F. & Mazibas, Murat - Systematic extreme downside risk (RePEc:eee:intfin:v:61:y:2019:i:c:p:128-142)
by Harris, Richard D.F. & Nguyen, Linh H. & Stoja, Evarist - Forecasting value at risk allowing for time variation in the variance and kurtosis of portfolio returns (RePEc:eee:intfor:v:18:y:2002:i:3:p:409-419)
by Guermat, Cherif & Harris, Richard D. F. - Estimation of the conditional variance-covariance matrix of returns using the intraday range (RePEc:eee:intfor:v:26:y::i:1:p:180-194)
by Harris, Richard D.F. & Yilmaz, Fatih - Long memory conditional volatility and asset allocation (RePEc:eee:intfor:v:29:y:2013:i:2:p:258-273)
by Harris, Richard D.F. & Nguyen, Anh - A momentum trading strategy based on the low frequency component of the exchange rate (RePEc:eee:jbfina:v:33:y:2009:i:9:p:1575-1585)
by Harris, Richard D.F. & Yilmaz, Fatih - A cyclical model of exchange rate volatility (RePEc:eee:jbfina:v:35:y:2011:i:11:p:3055-3064)
by Harris, Richard D.F. & Stoja, Evarist & Yilmaz, Fatih - Revisiting the expectations hypothesis of the term structure of interest rates (RePEc:eee:jbfina:v:35:y:2011:i:5:p:1202-1212)
by Bulkley, George & Harris, Richard D.F. & Nawosah, Vivekanand - Dynamic hedge fund portfolio construction: A semi-parametric approach (RePEc:eee:jbfina:v:37:y:2013:i:1:p:139-149)
by Harris, Richard D.F. & Mazibas, Murat - Can behavioral biases explain the rejections of the expectation hypothesis of the term structure of interest rates? (RePEc:eee:jbfina:v:58:y:2015:i:c:p:179-193)
by Bulkley, George & Harris, Richard D.F. & Nawosah, Vivekanand - Ambiguity aversion and stock market participation: An empirical analysis (RePEc:eee:jbfina:v:58:y:2015:i:c:p:57-70)
by Antoniou, Constantinos & Harris, Richard D.F. & Zhang, Ruogu - Financial market Volatility, macroeconomic fundamentals and investor Sentiment (RePEc:eee:jbfina:v:92:y:2018:i:c:p:130-145)
by (Jeremy) Chiu, Ching-wai & Harris, Richard D.F. & Stoja, Evarist & Chin, Michael - The intrinsic value of gold: An exchange rate-free price index (RePEc:eee:jimfin:v:79:y:2017:i:c:p:203-217)
by Harris, Richard D.F. & Shen, Jian - Irrational Analysts' Expectations as a Cause of Excess Volatility in Stock Prices (RePEc:exe:wpaper:9608)
by Bulkley, George & Harris, Richard - Why Does the Ratio of Book to Market Value of Equity Explain Cross-Section Stock Returns? (RePEc:exe:wpaper:9609)
by Bulkley, George & Harris, Richard - Inference for Unit Roots in Dynamic Panels in the Presence of Deterministic Trends (RePEc:exe:wpaper:9705)
by Harris, Richard & Tzavalis, Elias - Tests of the Expectations Hypothesis of the Term Structure in a Model with Bayesian Learning (RePEc:exe:wpaper:9706)
by Bulkley, George & Harris, Richard & Weller, Paul - Analyst Optimism and the Magnitude of Earnings Growth (RePEc:exe:wpaper:9708)
by Harris, Richard - Inference for Unit Roots in Dynamic Panels with Heteroscedastic and Serially Correlated Errors (RePEc:exe:wpaper:9806)
by Harris, R.D.F. & Tzavalis, E. - A Test of the Expectations Hypothesis of the Term Structure Using Cross-Section Data (RePEc:exe:wpaper:9812)
by Harris, Richard - The Gilt-Equity Yield Ratio and the Predictability of UK and US Equity Returns (RePEc:exe:wpaper:9815)
by Harris, R.D.F. & Sanchez-Valle, R. - Does Job Matching Explain Job Satisfaction? Evidence for UK Graduates (RePEc:exe:wpaper:9907)
by Belfield, C.R. & Harris, R.D.F. - Bias in the estimation of non-linear transformations of the integrated variance of returns (RePEc:jof:jforec:v:25:y:2006:i:7:p:481-494)
by Cherif Guermat & Richard D. F. Harris - Panel Data Unit Roots Tests: The Role of Serial Correlation and the Time Dimension (RePEc:qmw:qmwecw:550)
by Stefan De Wachter & Richard D.F. Harris & Elias Tzavalis - Panel Data Unit Roots Tests: The Role of Serial Correlation and the Time Dimension (RePEc:qmw:qmwecw:wp550)
by Stefan De Wachter & Richard D.F. Harris & Elias Tzavalis - The empirical distribution of stock returns: evidence from an emerging European market (RePEc:taf:apeclt:v:8:y:2001:i:6:p:367-371)
by Richard Harris & C. Coskun Kucukozmen - The rational expectations hypothesis and the cross-section of bond yields (RePEc:taf:apfiec:v:14:y:2004:i:2:p:105-112)
by Richard Harris - Skewness in the conditional distribution of daily equity returns (RePEc:taf:apfiec:v:14:y:2004:i:3:p:195-202)
by Richard Harris & C. Coskun Kucukozmen & Fatih Yilmaz - Comparison of the 'turn-of-the-month' and lunar new year return effects in three Chinese markets: Hong Kong, Shanghai and Shenzhen (RePEc:taf:apfiec:v:21:y:2011:i:13:p:917-929)
by Paul McGuinness & Richard Harris - How well do theories of job matching explain variations in job satisfaction across education levels? Evidence for UK graduates (RePEc:taf:applec:v:34:y:2002:i:5:p:535-548)
by Clive Belfield & R. D. F. Harris - Testing for Unit Roots in Dynamic Panels in the Presence of a Deterministic Trend: Re-examining the Unit Root Hypothesis for Real Stock Prices and Dividends (RePEc:taf:emetrv:v:23:y:2004:i:2:p:149-166)
by Richard Harris & Elias Tzavalis - Dynamic factor long memory volatility (RePEc:taf:quantf:v:17:y:2017:i:8:p:1205-1221)
by Richard D. F. Harris & Anh T. H. Nguyen - Extreme downside risk and market turbulence (RePEc:taf:quantf:v:19:y:2019:i:11:p:1875-1892)
by Richard D. F. Harris & Linh H. Nguyen & Evarist Stoja - Robust estimation of the optimal hedge ratio (RePEc:wly:jfutmk:v:23:y:2003:i:8:p:799-816)
by Richard D. F. Harris & Jian Shen - Hedging and value at risk (RePEc:wly:jfutmk:v:26:y:2006:i:4:p:369-390)
by Richard D. F. Harris & Jian Shen - A simplified approach to modeling the co‐movement of asset returns (RePEc:wly:jfutmk:v:27:y:2007:i:6:p:575-598)
by Richard D. F. Harris & Evarist Stoja & Jon Tucker - Hedging and value at risk: A semi‐parametric approach (RePEc:wly:jfutmk:v:30:y:2010:i:8:p:780-794)
by Zhiguang Cao & Richard D.F. Harris & Jian Shen - Option‐implied betas and the cross section of stock returns (RePEc:wly:jfutmk:v:39:y:2019:i:1:p:94-108)
by Richard D. F. Harris & Xuguang Li & Fang Qiao