Details about Jeffrey H. Harris

Access statistics for papers by Jeffrey H. Harris.

Last updated 2025-06-08. Update your information in the RePEc Author Service.

Short-id: pha362

Working Papers

2024

1. Nonstandard Errors
   Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL
   Also in Post-Print, HAL (2024) View citations (2)
   Post-Print, HAL (2024)
   LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2024) View citations (2)
   Working Papers, Lund University, Department of Economics (2021)
   Working Papers, Faculty of Economics and Statistics, Universität Innsbruck (2021) View citations (6)
   See also Journal Article Nonstandard Errors, Journal of Finance, American Finance Association (2024) View citations (2) (2024)

2021

2. Liquidity Networks, Interconnectedness, and Interbank Information Asymmetry
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.)

2018

3. Bank Holdings and Systemic Risk
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (2)

2017

4. CoMargin
   Post-Print, HAL
   Also in Working Papers, HAL (2015)
   See also Journal Article CoMargin, Journal of Financial and Quantitative Analysis, Cambridge University Press (2017) (2017)

2015

5. Interconnectedness in the Interbank Market
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (13)
   See also Journal Article Interconnectedness in the interbank market, Journal of Financial Economics, Elsevier (2019) View citations (82) (2019)
6. Speculators, Prices and Market Volatility
   Staff Working Papers, Bank of Canada View citations (13)
   See also Journal Article Speculators, Prices, and Market Volatility, Journal of Financial and Quantitative Analysis, Cambridge University Press (2016) View citations (66) (2016)

2011

7. Clearing house, margin requirements, and systemic risk
   Post-Print, HAL View citations (4)
   Also in Post-Print, HAL (2011) View citations (3)

2008

8. 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 (17)

2004

9. 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

10. Investor Behavior over the Rise and Fall of Nasdaq
    Yale School of Management Working Papers, Yale School of Management View citations (10)

Journal Articles

2024

1. Crude Oil Price Movements and Institutional Traders
   Commodities, 2024, 3, (1), 1-23
2. Nonstandard Errors
   Journal of Finance, 2024, 79, (3), 2339-2390 View citations (2)
   See also Working Paper Nonstandard Errors, Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) (2024) (2024)

2023

3. Networks, interconnectedness, and interbank information asymmetry
   Journal of Financial Stability, 2023, 67, (C) View citations (2)

2022

4. Sidedness in the interbank market
   Journal of Financial Markets, 2022, 59, (PA) View citations (2)
5. The urgency to borrow in the interbank market
   Economics Letters, 2022, 221, (C) View citations (1)

2019

6. Interconnectedness in the interbank market
   Journal of Financial Economics, 2019, 133, (2), 520-538 View citations (82)
   See also Working Paper Interconnectedness in the Interbank Market, Finance and Economics Discussion Series (2015) View citations (13) (2015)

2018

7. An update on speculation and financialization in commodity markets
   Journal of Commodity Markets, 2018, 10, (C), 91-104 View citations (44)

2017

8. CoMargin
   Journal of Financial and Quantitative Analysis, 2017, 52, (5), 2183-2215
   See also Working Paper CoMargin, Post-Print (2017) (2017)
9. Trading networks
   Econometrics Journal, 2017, 20, (3), S126-S149 View citations (9)

2016

10. Speculators, Prices, and Market Volatility
    Journal of Financial and Quantitative Analysis, 2016, 51, (5), 1545-1574 View citations (66)
    See also Working Paper Speculators, Prices and Market Volatility, Staff Working Papers (2015) View citations (13) (2015)
11. The Prevalence, Sources, and Effects of Herding
    Journal of Futures Markets, 2016, 36, (7), 671-694 View citations (10)

2015

12. Informed Trading and Market Structure
    European Financial Management, 2015, 21, (1), 148-177 View citations (1)

2014

13. The Sound of Silence
    The Financial Review, 2014, 49, (2), 203-230 View citations (5)

2013

14. Herding and Speculation in the Crude Oil Market
    The Energy Journal, 2013, 34, (3), 83-104
    Also in The Energy Journal, 2013, Volume 34, (Number 3) (2013) View citations (10)

2011

15. Do Speculators Drive Crude Oil Futures Prices?
    The Energy Journal, 2011, Volume 32, (Number 2), 167-202 View citations (199)
    Also in The Energy Journal, 2011, 32, (2), 167-202 (2011) View citations (5)
16. Effects of Central Bank Intervention on the Interbank Market During the Subprime Crisis
    The Review of Financial Studies, 2011, 24, (6), 2053-2083 View citations (84)
17. Who Drove and Burst the Tech Bubble?
    Journal of Finance, 2011, 66, (4), 1251-1290 View citations (122)
18. Why do expiring futures and cash prices diverge for grain markets?
    Journal of Futures Markets, 2011, 31, (6), 503-533 View citations (11)

2007

19. Why are IPO investors net buyers through lead underwriters?
    Journal of Financial Economics, 2007, 85, (2), 518-551 View citations (24)

2003

20. 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 (35)
21. The Dynamics of Institutional and Individual Trading
    Journal of Finance, 2003, 58, (6), 2285-2320 View citations (203)

2002

22. Nasdaq Trading Halts: The Impact of Market Mechanisms on Prices, Trading Activity, and Execution Costs
    Journal of Finance, 2002, 57, (3), 1443-1478 View citations (51)

2001

23. The Initial Listing Decisions of Firms that Go Public
    Financial Management, 2001, 30, (1) View citations (32)

1999

24. Effects of Market Reform on the Trading Costs and Depths of Nasdaq Stocks
    Journal of Finance, 1999, 54, (1), 1-34 View citations (88)

1998

25. The trading profits of SOES bandits
    Journal of Financial Economics, 1998, 50, (1), 39-62 View citations (38)

1997

26. 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 (19)

1994

27. Why Did NASDAQ Market Makers Stop Avoiding Odd-Eighth Quotes?
    Journal of Finance, 1994, 49, (5), 1841-60 View citations (164)

Edited books

2024

1. The Palgrave Handbook of Sovereign Wealth Funds
   Springer Books, Springer

Chapters

2024

1. Correction to: The Palgrave Handbook of Sovereign Wealth Funds
   Springer
2. The SWF Portfolio: Next-Generation Challenges and Opportunities
   Springer