Now showing items 1-20 of 20

    Issue DateTitleAuthor(s)
    14 April 2015Ambiguity aversion and stock market participation: an empirical analysis  Antoniou, Constantinos; Harris, Richard D. F.; Zhang, Ruogu
    1 January 2003Bias in the estimation of non-linear transformations of the integrated variance of returns  Harris, Richard D. F.; Guermat, Cherif
    27 April 2015Can behavioral biases explain the rejections of the expectation hypothesis of the term structure of interest rates?  Harris, Richard D. F.; Bulkley, George; Nawosah, Vivekanand
    1 March 2007Can Behavioural Finance Explain the Term Structure Puzzles?  Bulkley, George; Harris, Richard D. F.; Nawosah, Vivekanand
    31 December 2011A cyclical model of exchange rate volatility  Harris, Richard D. F.; Stoja, Evarist; Yilmaz, Fatih
    1 October 2008Day-of-the-month effects in the performance of momentum trading strategies in the foreign exchange market  Harris, Richard D. F.; Stoja, Evarist; Yilmaz, Fatih
    1 November 2009Dynamic hedge fund portfolio construction  Harris, Richard D. F.; Mazibas, Murat
    1 October 2007Estimation of the Conditional Variance-Covariance Matrix of Returns using the Intraday Range  Harris, Richard D. F.; Yilmaz, Fatih
    1 July 2004Finite Sample Biases in Tests of the Rational Expectations Hypothesis in the Bond Market  Bulkley, George; Harris, Richard D. F.
    1 October 2004Hedging and Value at Risk  Harris, Richard D. F.; Shen, Jian
    1 August 2009Hedging and value at risk: a semi-parametric approach  Cao, Zhiguang; Harris, Richard D. F.; Shen, Jane
    1 June 2010The limits to minimum-variance hedging  Harris, Richard D. F.; Shen, Jian; Stoja, Evarist
    11 January 2013Long memory conditional volatility and asset allocation  Harris, Richard D. F.; Nguyen, Anh
    1 September 2009A momentum trading strategy based on the low frequency component of the exchange rate  Harris, Richard D. F.; Yilmaz, Fatih
    1 January 2006The Operating Performance of Buyout IPOs in the UK and the Influence of Private Equity Financing  Murray, Gordon; Niu, Dongmei; Harris, Richard D. F.
    1 January 2006Retrieving Seasonally Adjusted Quarterly Growth Rates from Annual Growth Rates that are Reported Quarterly  Harris, Richard D. F.; Yilmaz, Fatih
    1 August 2005Return and Volatility Spillovers Between Large and Small Stocks in the UK  Harris, Richard D. F.
    31 December 2011Revisiting the expectations hypothesis of the term structure of interest rates  Bulkley, George; Harris, Richard D. F.; Nawosah, Vivekanand
    2003Robust estimation of the optimal hedge ratio  Harris, Richard D. F.; Shen, Jian
    2007A simplified approach to modeling the co-movement of asset returns  Harris, Richard D. F.; Stoja, Evarist; Tucker, Jon