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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/10007651658
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Retrieving seasonally adjusted quarterly growth rates from annual growth rates that are reported quarterly
Harris, Richard D.F.; Yilmaz, Fatih - In: European journal of operational research : EJOR 188 (2008) 3, pp. 846-853
Persistent link: https://www.econbiz.de/10007905783
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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/10007723303
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A momentum trading strategy based on the low frequency component of the exchange rate
Harris, Richard D.F.; Yilmaz, Fatih - In: Journal of banking & finance 33 (2009) 9, pp. 1575-1585
Persistent link: https://www.econbiz.de/10008262219
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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/10007384899
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Contrarian Investment and Macroeconomic Risk
Gregory, Alan; Harris, Richard D.F.; Michou, Maria - In: Journal of business finance & accounting : JBFA 30 (2003) 1, pp. 213-256
Persistent link: https://www.econbiz.de/10006969705
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Forecasting value at risk allowing for time variation in the variance and kurtosis of portfolio returns
Guermat, Cherif; Harris, Richard D.F. - In: International journal of forecasting 18 (2002) 3, pp. 409-420
Persistent link: https://www.econbiz.de/10006973601
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An Analysis of Contrarian Investment Strategies in the UK
Gregory, Alan; Harris, Richard D.F.; Michou, Maria - In: Journal of business finance & accounting : JBFA 28 (2001) 9-10, pp. 1193-1228
Persistent link: https://www.econbiz.de/10006976055
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The Empirical Distribution of UK and US Stock Returns
Harris, Richard D.F.; Küçüközmen, C.Coskun - In: Journal of business finance & accounting : JBFA 28 (2001) 5-6, pp. 715-740
Persistent link: https://www.econbiz.de/10006978330
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The Gilt-Equity Yield Ratio and the Predictability of UK and US Equity Returns
Harris, Richard D.F.; Sanchez-Valle, Rene - In: Journal of business finance & accounting : JBFA 27 (2000) 3-4, pp. 333-358
Persistent link: https://www.econbiz.de/10006984307