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Revisiting the expectations hypothesis of the term structure of interest rates
Bulkley, George; Harris, Richard D.F.; Nawosah, Vivekanand - In: Journal of banking & finance 35 (2011) 5, pp. 1202-1213
Persistent link: https://www.econbiz.de/10008889094
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Can the Cross-Sectional Variation in Expected Stock Returns Explain Momentum?
Bulkley, George; Nawosah, Vivekanand - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 4, pp. 777-794
Persistent link: https://www.econbiz.de/10008333863
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Why does book-to-market value of equity forecast cross-section stock returns?
Bulkley, George; Harris, Richard D.F.; Herrerias, Renata - In: International review of financial analysis 13 (2004) 2, pp. 153-160
Persistent link: https://www.econbiz.de/10007154328
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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
Harris, Richard D.F.; Tzavalis, Elias - In: Econometric reviews 23 (2004) 2, pp. 149-166
Persistent link: https://www.econbiz.de/10006880811
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Linear and nonlinear dependence in Turkish equity returns and its consequences for financial risk management
Harris, Richard D.F.; Küçüközmen, C.Coskun - In: European journal of operational research : EJOR 134 (2001) 3, pp. 481-492
Persistent link: https://www.econbiz.de/10006658063
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Robust estimation of the optimal hedge ratio
Harris, Richard D.F.; Shen, Jian - In: The journal of futures markets 23 (2003) 8, pp. 799
Persistent link: https://www.econbiz.de/10006822267
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Inference for unit roots in dynamic panels where the time dimension is fixed
Harris, Richard D.F.; Tzavalis, Elias - In: Journal of econometrics 91 (1999) 2, pp. 201-226
Persistent link: https://www.econbiz.de/10006785379
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Hedging and value at risk
Harris, Richard D.F.; Shen, Jian - In: The journal of futures markets 26 (2006) 4, pp. 369-390
Persistent link: https://www.econbiz.de/10006808949
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Estimation of VaR with Bias-Corrected Forecasts of Conditional Volatility
Harris, Richard D.F.; Shen, Jian - In: The journal of derivatives : the official publication … 11 (2004) 4, pp. 10-20
Persistent link: https://www.econbiz.de/10005926808
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Hedging and value at risk: A semi-parametric approach
Cao, Zhiguang; Harris, Richard D.F.; Shen, Jian - In: The journal of futures markets 30 (2010) 8, pp. 780-795
Persistent link: https://www.econbiz.de/10008424733