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Richard D.F. Harris
Richard D.F. Harris
Professor of Finance, University of Bristol
Adresse e-mail validée de bristol.ac.uk
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Inference for unit roots in dynamic panels where the time dimension is fixed
RDF Harris, E Tzavalis
Journal of econometrics 91 (2), 201-226, 1999
18291999
Stock markets and development: A re-assessment
RDF Harris
European Economic Review 41 (1), 139-146, 1997
5641997
How well do theories of job matching explain variations in job satisfaction across education levels? Evidence for UK graduates
CR Belfield, RDF Harris
Applied economics 34 (5), 535-548, 2002
2052002
An analysis of contrarian investment strategies in the UK
A Gregory, RDF Harris, M Michou
Journal of Business Finance & Accounting 28 (9‐10), 1192-1228, 2001
1452001
Forecasting value at risk allowing for time variation in the variance and kurtosis of portfolio returns
C Guermat, RDF Harris
International Journal of Forecasting 18 (3), 409-419, 2002
1172002
Hedging and value at risk
RDF Harris, J Shen
Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2006
1072006
Robust conditional variance estimation and value-at-risk
RDF Harris, C Guermat
Available at SSRN 254569, 2000
1062000
Irrational analysts' expectations as a cause of excess volatility in stock prices
G Bulkley, RDF Harris
The Economic Journal 107 (441), 359-371, 1997
1051997
Return and volatility spillovers between large and small stocks in the UK
RDF Harris, A Pisedtasalasai
Journal of Business Finance & Accounting 33 (9‐10), 1556-1571, 2006
1002006
Ambiguity aversion and stock market participation: An empirical analysis
C Antoniou, RDF Harris, R Zhang
Journal of Banking & Finance 58, 57-70, 2015
962015
Robust estimation of the optimal hedge ratio
RDF Harris, J Shen
Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2003
912003
Financial market volatility, macroeconomic fundamentals and investor sentiment
CJ Chiu, RDF Harris, E Stoja, M Chin
Journal of Banking & Finance 92, 130-145, 2018
852018
The empirical distribution of UK and US stock returns
RDF Harris, CC Küçüközmen
Journal of Business Finance & Accounting 28 (5‐6), 715-740, 2001
772001
Contrarian investment and macroeconomic risk
A Gregory, RDF Harris, M Michou
Journal of Business Finance & Accounting 30 (1‐2), 213-256, 2003
732003
Hedging and value at risk: A semi‐parametric approach
Z Cao, RDF Harris, J Shen
Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2010
702010
The accuracy, bias and efficiency of analysts’ long run earnings growth forecasts
RDF Harris
Journal of Business Finance & Accounting 26 (5‐6), 725-755, 1999
631999
A momentum trading strategy based on the low frequency component of the exchange rate
RDF Harris, F Yilmaz
Journal of Banking & Finance 33 (9), 1575-1585, 2009
622009
Dynamic hedge fund portfolio construction: A semi-parametric approach
RDF Harris, M Mazibas
Journal of Banking & Finance 37 (1), 139-149, 2013
552013
The dynamic Black–Litterman approach to asset allocation
RDF Harris, E Stoja, L Tan
European Journal of Operational Research 259 (3), 1085-1096, 2017
512017
Skewness in the conditional distribution of daily equity returns
RDF Harris, C Coskun Küçüközmen, F Yilmaz
Applied Financial Economics 14 (3), 195-202, 2004
512004
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