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Maximally predictable currency portfolios
Harris, Richard D. F.; Shen, Jian; Yilmaz, Fatih - In: Journal of international money and finance 128 (2022), pp. 1-15
Persistent link: https://www.econbiz.de/10013438373
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Analyst optimism and the magnitude of earnings growth
Harris, Richard D. F. - 1997
Persistent link: https://www.econbiz.de/10000966504
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The rational expectations hypothesis and the cross-section of bond yields
Harris, Richard D. F. - In: Applied financial economics 14 (2004) 2, pp. 105-112
Persistent link: https://www.econbiz.de/10001909669
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The information content of lagged equity and bond yields
Harris, Richard D. F.; Sanchez-Valle, René - In: Economics letters 68 (2000) 2, pp. 179-184
Persistent link: https://www.econbiz.de/10001485066
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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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Skewness in the conditional distribution of daily equity returns
Harris, Richard D. F.; Küçüközmen, C. Coskun; … - In: Applied financial economics 14 (2004) 3, pp. 195-202
Persistent link: https://www.econbiz.de/10001915495
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Dynamic hedge fund portfolio construction
Harris, Richard D. F.; Mazibas, Murat - In: International review of financial analysis 19 (2010) 5, pp. 351-357
Persistent link: https://www.econbiz.de/10009272647
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A simplified approach to modeling the co-movement of asset returns
Harris, Richard D. F.; Stoja, Evarist; Tucker, Jon - In: The journal of futures markets 27 (2007) 6, pp. 575-598
Persistent link: https://www.econbiz.de/10003493113
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Bias in the estimation of non-linear transformations of the integrated variance of returns
Harris, Richard D. F.; Guermat, Cherif - In: Journal of forecasting 25 (2006) 7, pp. 481-494
Persistent link: https://www.econbiz.de/10003394896