Jeffrey H. Harris
Economics and Econometrics · 2001–2016
A researcher in the Science corpus: 10 papers; trusts 19 researchers and is trusted by 4 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 119 citations into it; #12,884 of 23,481 by trust here, #3,652 by citations
- Finance — 119 citations into it
- Accounting — 43 citations into it
- Renewable Energy, Sustainability and the Environment — 12 citations into it; #2,111 of 5,212 by trust here, #2,923 by citations
Whom Jeffrey H. Harris trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Lutz Kilian
- Markus K. Brunnermeier
- Matthew O. Jackson
- V. Acharya
- Gary B. Gorton
- Torben G. Andersen
- James D. Hamilton
- Kristin J. Forbes
- John Y. Campbell
- D. R. Sanders
Who trusts Jeffrey H. Harris overall
Papers from Jeffrey H. Harris's perspective
Ordered by how strongly the researchers Jeffrey H. Harris trusts endorse each paper. Same corpus, a different order for every researcher.
- Separating Microstructure Noise from Volatility
- What Do We Learn from the Price of Crude Oil Futures
- The distribution of realized stock return volatility
- Momentum Trading by Institutions
- The Distribution of Realized Exchange Rate Volatility
- Market liquidity and funding liquidity
- Understanding Crude Oil Prices
- Asset Pricing under Asymmetric Information: Bubbles, Crashes, Technical Analysis, and Herding
- Not All Oil Price Shocks are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market
- Individual Investor Trading and Stock Returns
Their papers
- Fundamentals, Trader Activity and Derivative Pricing (2008) — 127 citations
- The Dynamics of Institutional and Individual Trading (2003) — 544 citations
- Do Speculators Drive Crude Oil Futures Prices? (2011) — 299 citations
- Speculators, Prices and Market Volatility (2016) — 161 citations
- Interconnectedness in the interbank market (2015) — 174 citations
- Who Drove and Burst the Tech Bubble (2011) — 314 citations
- Effects of Central Bank Intervention on the Interbank Market During the Subprime Crisis (2011) — 113 citations
- The Behavior of Bid-Ask Spreads and Volume in Options Markets during the Competition for Listings in 1999 (2003) — 147 citations
- NASDAQ Trading Halts: The Impact of Market Mechanisms on Prices, Trading Activity, and Execution Costs (2002) — 115 citations
- The Initial Listing Decisions of Firms that Go Public (2001) — 111 citations