Details about Jeffrey H. Harris
Access statistics for papers by Jeffrey H. Harris.
Last updated 2020-11-06. Update your information in the RePEc Author Service.
Short-id: pha362
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Working Papers
2018
- Bank Holdings and Systemic Risk
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (1)
2015
- CoMargin
Working Papers, HAL 
See also Journal Article in Journal of Financial and Quantitative Analysis (2017)
- Interconnectedness in the Interbank Market
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (7)
See also Journal Article in Journal of Financial Economics (2019)
- Speculators, Prices and Market Volatility
Staff Working Papers, Bank of Canada View citations (4)
See also Journal Article in Journal of Financial and Quantitative Analysis (2016)
2011
- Clearing house, margin requirements, and systemic risk
Post-Print, HAL View citations (2)
Also in Post-Print, HAL (2011) View citations (3)
2008
- Off but Not Gone: A Study of Nasdaq Delistings
Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics View citations (10)
2004
- From Pink Slips to Pink Sheets: Liquidity and Shareholder Wealth Consequences of Nasdaq Delistings
Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics View citations (2)
2003
- Investor Behavior over the Rise and Fall of Nasdaq
Yale School of Management Working Papers, Yale School of Management View citations (9)
Journal Articles
2019
- Interconnectedness in the interbank market
Journal of Financial Economics, 2019, 133, (2), 520-538 View citations (11)
See also Working Paper (2015)
2018
- An update on speculation and financialization in commodity markets
Journal of Commodity Markets, 2018, 10, (C), 91-104 View citations (7)
2017
- CoMargin
Journal of Financial and Quantitative Analysis, 2017, 52, (5), 2183-2215 
See also Working Paper (2015)
- Trading networks
Econometrics Journal, 2017, 20, (3), S126-S149
2016
- Speculators, Prices, and Market Volatility
Journal of Financial and Quantitative Analysis, 2016, 51, (5), 1545-1574 View citations (27)
See also Working Paper (2015)
- The Prevalence, Sources, and Effects of Herding
Journal of Futures Markets, 2016, 36, (7), 671-694 View citations (2)
2015
- Informed Trading and Market Structure
European Financial Management, 2015, 21, (1), 148-177
2014
- The Sound of Silence
The Financial Review, 2014, 49, (2), 203-230 View citations (3)
2013
- Herding and Speculation in the Crude Oil Market
The Energy Journal, 2013, Volume 34, (Number 3) View citations (4)
2011
- Do Speculators Drive Crude Oil Futures Prices?
The Energy Journal, 2011, Volume 32, (Number 2), 167-202 View citations (151)
- Effects of Central Bank Intervention on the Interbank Market During the Subprime Crisis
Review of Financial Studies, 2011, 24, (6), 2053-2083 View citations (64)
- Who Drove and Burst the Tech Bubble?
Journal of Finance, 2011, 66, (4), 1251-1290 View citations (70)
- Why do expiring futures and cash prices diverge for grain markets?
Journal of Futures Markets, 2011, 31, (6), 503-533 View citations (6)
2007
- Why are IPO investors net buyers through lead underwriters?
Journal of Financial Economics, 2007, 85, (2), 518-551 View citations (20)
2003
- The Behavior of Bid‐Ask Spreads and Volume in Options Markets during the Competition for Listings in 1999
Journal of Finance, 2003, 58, (6), 2437-2463 View citations (1)
- The Dynamics of Institutional and Individual Trading
Journal of Finance, 2003, 58, (6), 2285-2320 View citations (154)
2001
- The Initial Listing Decisions of Firms that Go Public
Financial Management, 2001, 30, (1) View citations (26)
1999
- Effects of Market Reform on the Trading Costs and Depths of Nasdaq Stocks
Journal of Finance, 1999, 54, (1), 1-34 View citations (75)
1998
- The trading profits of SOES bandits
Journal of Financial Economics, 1998, 50, (1), 39-62 View citations (31)
1997
- The importance of firm quotes and rapid executions: Evidence from the January 1994 SOES rules change
Journal of Financial Economics, 1997, 45, (1), 135-166 View citations (17)
1994
- Why Did NASDAQ Market Makers Stop Avoiding Odd-Eighth Quotes?
Journal of Finance, 1994, 49, (5), 1841-60 View citations (100)
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