Richard D.F. Harris

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Elias TzavalisProfessor of Economics, Athens University of Economics & BusinessVerifisert e-postadresse på aueb.gr
Evarist StojaProfessor of Finance, University of BristolVerifisert e-postadresse på bristol.ac.uk
Dr Murat Mazibas, CFA FRM FHEAAssociate Professor of Banking and Finance, University of DundeeVerifisert e-postadresse på dundee.ac.uk
Cherif GuermatUniversity of the West of EnglandVerifisert e-postadresse på uwe.ac.uk
Coskun KucukozmenProfessor of Banking, Trade & Finance, Izmir University of EconomicsVerifisert e-postadresse på ieu.edu.tr
Vivekanand NawosahLecturer in Finance, Essex Business School, University of EssexVerifisert e-postadresse på essex.ac.uk
Linh Hoang NguyenAssistant Professor in Accounting and FinanceVerifisert e-postadresse på nottingham.ac.uk
Clive BelfieldQueens College, City University of New YorkVerifisert e-postadresse på qc.edu
Constantinos AntoniouAssociate Professor of Finance and Behavioural Science, Warwick Business SchoolVerifisert e-postadresse på wbs.ac.uk
Renata HerreriasInstituto Tecnológico Autónomo de MéxicoVerifisert e-postadresse på itam.mx
Paul B McGuinnessProfessor, Chair in Accounting and Finance, University of Sheffield, UKVerifisert e-postadresse på baf.cuhk.edu.hk
Anh B NguyenFDAVerifisert e-postadresse på fda.hhs.gov
Serhan CevikInternational Monetary FundVerifisert e-postadresse på imf.org
Dooruj RambaccussingUniversity of DundeeVerifisert e-postadresse på dundee.ac.uk

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Richard D.F. Harris

Professor of Finance, University of Bristol

Verifisert e-postadresse på bristol.ac.uk

Portfolio management risk measurement


Tittel Sorter etter sitater Sorter etter år Sorter etter tittel	Sitert av Sitert av	År
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	1811	1999
Stock markets and development: A re-assessment RDF Harris European Economic Review 41 (1), 139-146, 1997	564	1997
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	206	2002
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	145	2001
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	116	2002
Hedging and value at risk RDF Harris, J Shen Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2006	107	2006
Robust conditional variance estimation and value-at-risk RDF Harris, C Guermat Available at SSRN 254569, 2000	105	2000
Irrational analysts' expectations as a cause of excess volatility in stock prices G Bulkley, RDF Harris The Economic Journal 107 (441), 359-371, 1997	105	1997
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	100	2006
Ambiguity aversion and stock market participation: An empirical analysis C Antoniou, RDF Harris, R Zhang Journal of Banking & Finance 58, 57-70, 2015	96	2015
Robust estimation of the optimal hedge ratio RDF Harris, J Shen Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2003	91	2003
Financial market volatility, macroeconomic fundamentals and investor sentiment CJ Chiu, RDF Harris, E Stoja, M Chin Journal of Banking & Finance 92, 130-145, 2018	83	2018
The empirical distribution of UK and US stock returns RDF Harris, CC Küçüközmen Journal of Business Finance & Accounting 28 (5‐6), 715-740, 2001	77	2001
Contrarian investment and macroeconomic risk A Gregory, RDF Harris, M Michou Journal of Business Finance & Accounting 30 (1‐2), 213-256, 2003	73	2003
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	69	2010
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	63	1999
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	62	2009
Dynamic hedge fund portfolio construction: A semi-parametric approach RDF Harris, M Mazibas Journal of Banking & Finance 37 (1), 139-149, 2013	55	2013
Skewness in the conditional distribution of daily equity returns RDF Harris, C Coskun Küçüközmen, F Yilmaz Applied Financial Economics 14 (3), 195-202, 2004	51	2004
The dynamic Black–Litterman approach to asset allocation RDF Harris, E Stoja, L Tan European Journal of Operational Research 259 (3), 1085-1096, 2017	48	2017

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