14 April 2015 | Ambiguity aversion and stock market participation: an empirical analysis
| Antoniou, Constantinos; Harris, Richard D. F.; Zhang, Ruogu |
1 January 2003 | Bias in the estimation of non-linear transformations of the integrated variance of returns
| Harris, Richard D. F.; Guermat, Cherif |
27 April 2015 | Can 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 2007 | Can Behavioural Finance Explain the Term Structure Puzzles?
| Bulkley, George; Harris, Richard D. F.; Nawosah, Vivekanand |
31 December 2011 | A cyclical model of exchange rate volatility
| Harris, Richard D. F.; Stoja, Evarist; Yilmaz, Fatih |
1 October 2008 | Day-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 2009 | Dynamic hedge fund portfolio construction
| Harris, Richard D. F.; Mazibas, Murat |
1 October 2007 | Estimation of the Conditional Variance-Covariance Matrix of Returns using the Intraday Range
| Harris, Richard D. F.; Yilmaz, Fatih |
1 July 2004 | Finite Sample Biases in Tests of the Rational Expectations Hypothesis in the Bond Market
| Bulkley, George; Harris, Richard D. F. |
1 October 2004 | Hedging and Value at Risk
| Harris, Richard D. F.; Shen, Jian |
1 August 2009 | Hedging and value at risk: a semi-parametric approach
| Cao, Zhiguang; Harris, Richard D. F.; Shen, Jane |
1 June 2010 | The limits to minimum-variance hedging
| Harris, Richard D. F.; Shen, Jian; Stoja, Evarist |
11 January 2013 | Long memory conditional volatility and asset allocation
| Harris, Richard D. F.; Nguyen, Anh |
1 September 2009 | A momentum trading strategy based on the low frequency component of the exchange rate
| Harris, Richard D. F.; Yilmaz, Fatih |
1 January 2006 | The 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 2006 | Retrieving Seasonally Adjusted Quarterly Growth Rates from Annual Growth Rates that are Reported Quarterly
| Harris, Richard D. F.; Yilmaz, Fatih |
1 August 2005 | Return and Volatility Spillovers Between Large and Small Stocks in the UK
| Harris, Richard D. F. |
31 December 2011 | Revisiting the expectations hypothesis of the term structure of interest rates
| Bulkley, George; Harris, Richard D. F.; Nawosah, Vivekanand |
2003 | Robust estimation of the optimal hedge ratio
| Harris, Richard D. F.; Shen, Jian |
1 June 2004 | Rules versus Discretion in Committee Decision Making: An Application to the 2001 RAE for UK Economics Departments
| Guermat, Cherif; Harris, Richard D. F.; Hashimzade, Nigar |