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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
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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
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Have FSRs Got News for You? Evidence from the Impact of Financial Stability Reports on Market Activity
Harris, Richard D. F. - 2019
We investigate the impact that the publication of the Bank of England's Financial Stability Report (FSR) has on the stock returns and credit default swap spreads of UK financial institutions. Examining a sample of 73 UK-listed banks and other financial institutions, we find that publication of...
Persistent link: https://www.econbiz.de/10012871867
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Financial market volatility, macroeconomic fundamentals and investor sentiment
Chiu, Ching Wai Jeremy; Harris, Richard D. F.; Stoja, … - In: Journal of banking & finance 92 (2018), pp. 130-145
Persistent link: https://www.econbiz.de/10011964550
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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
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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
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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
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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
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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
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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