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Richard D.F. Harris
Richard D.F. Harris
Professor of Finance, University of Bristol
Verified email at bristol.ac.uk
Title
Cited by
Cited by
Year
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
18231999
Stock markets and development: A re-assessment
RDF Harris
European Economic Review 41 (1), 139-146, 1997
5631997
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
1162002
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
1052000
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
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
The dynamic Black–Litterman approach to asset allocation
RDF Harris, E Stoja, L Tan
European Journal of Operational Research 259 (3), 1085-1096, 2017
492017
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