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Harris, Richard D. F.
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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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2
Competitive nonlinear pricing and contract variety
Shen, Jian
;
Yang, Huanxing
;
Ye, Lixin
- In:
The journal of industrial economics
64
(
2016
)
1
,
pp. 64-108
Persistent link: https://www.econbiz.de/10011503050
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3
Geovisualization : an optimization algorithm of viewpoint generation for 3D cadastral property units
Wang, Lvhua
;
Zhou, Xinxin
;
Shen, Jian
;
Zhou, Shuting
- In:
Journal of geographical systems : geographical …
26
(
2024
)
1
,
pp. 91-116
Persistent link: https://www.econbiz.de/10014517958
Saved in:
4
The expectations hypothesis of the term structure and time-varying risk premia : a panel data approach
Harris, Richard D. F.
- In:
Oxford bulletin of economics and statistics
63
(
2001
)
2
,
pp. 233-245
Persistent link: https://www.econbiz.de/10001585157
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5
Analyst optimism and the magnitude of earnings growth
Harris, Richard D. F.
-
1997
Persistent link: https://www.econbiz.de/10000966504
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6
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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7
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
Saved in:
8
The expectations hypothesis of the term structure and time varying risk premia : a panel data approach
Harris, Richard D. F.
-
1998
Persistent link: https://www.econbiz.de/10000998640
Saved in:
9
Inference for unit roots in dynamic panels with heteroscedastic and serially correlated errors
Harris, Richard D. F.
;
Tzavalis, Elias
-
1998
Persistent link: https://www.econbiz.de/10000992997
Saved in:
10
Inference for unit roots in dynamic panels
Harris, Richard D. F.
;
Tzavalis, Elias
-
1996
Persistent link: https://www.econbiz.de/10000939832
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