Similar Search Results

Irrational analysts' expectations as a cause of excess volatility in stock prices

Bulkley, George; Harris, Richard D. F. - 1996

Persistent link: https://www.econbiz.de/10000943010

Why does the ratio of book to market value of equity explain cross-section stock returns?

Bulkley, George; Harris, Richard D. F. - 1996

Persistent link: https://www.econbiz.de/10000943015

The guilt-equity yield ratio and the predictability of UK and US equity returns

Harris, Richard D. F.; Sanchez-Valle, René - 1998

Persistent link: https://www.econbiz.de/10000998646

Irrational analysts' expectations as a cause of excess volatility in stock prices

Bulkley, George - In: The economic journal : the journal of the Royal … 107 (1997) 441, pp. 359-371

Persistent link: https://www.econbiz.de/10001216949

Inference for unit roots in dynamic panels in the presence of deterministic trends

Harris, Richard D. F.; Tzavalis, Elias - 1997

Persistent link: https://www.econbiz.de/10000966505

Testing for unit roots in dynamic panels in the presence of a deterministic trend : re-examing 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/10002131166

Comparison of the 'turn-of-the-month' and lunar new year return effects in three Chinese markets : Hong Kong, Shanghai and Shenzhen

McGuinness, Paul B.; Harris, Richard D. F. - In: Applied financial economics 21 (2011) 13/15, pp. 917-929

Persistent link: https://www.econbiz.de/10009317460

Have FSRs got news for you? : evidence from the impact of Financial Stability Reports on market activity

Harris, Richard D. F.; Karadotchev, Veselin; … - 2019

Persistent link: https://www.econbiz.de/10011996539

Financial market volatility, macroeconomic fundamentals and investor sentiment

Chiu, Ching Wai Jeremy; Harris, Richard D. F.; Stoja, … - 2016

Persistent link: https://www.econbiz.de/10011557381

Average Tail Risk and Aggregate Stock Returns

Dai, Yingtong; Harris, Richard D. F. - 2022

We investigate the role of the average risk across stocks in predicting subsequent mar- ket returns using measures of risk that capture the higher moments of the return distribution including variance, skewness and kurtosis, as well as measures of tail risk that combine these. We find that...

Persistent link: https://www.econbiz.de/10013403424