Details about Jeffrey H. Harris

Access statistics for papers by Jeffrey H. Harris.

Last updated 2021-10-25. Update your information in the RePEc Author Service.

Short-id: pha362

Working Papers

2021

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

2018

2. Bank Holdings and Systemic Risk
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (1)

2015

3. CoMargin
   Working Papers, HAL
   See also Journal Article in Journal of Financial and Quantitative Analysis (2017)
4. Interconnectedness in the Interbank Market
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (11)
   See also Journal Article in Journal of Financial Economics (2019)
5. Speculators, Prices and Market Volatility
   Staff Working Papers, Bank of Canada View citations (13)
   See also Journal Article in Journal of Financial and Quantitative Analysis (2016)

2011

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

2008

7. 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 (11)

2004

8. 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

9. 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

1. Interconnectedness in the interbank market
   Journal of Financial Economics, 2019, 133, (2), 520-538 View citations (20)
   See also Working Paper (2015)

2018

2. An update on speculation and financialization in commodity markets
   Journal of Commodity Markets, 2018, 10, (C), 91-104 View citations (11)

2017

3. CoMargin
   Journal of Financial and Quantitative Analysis, 2017, 52, (5), 2183-2215
   See also Working Paper (2015)
4. Trading networks
   Econometrics Journal, 2017, 20, (3), S126-S149 View citations (9)

2016

5. Speculators, Prices, and Market Volatility
   Journal of Financial and Quantitative Analysis, 2016, 51, (5), 1545-1574 View citations (33)
   See also Working Paper (2015)
6. The Prevalence, Sources, and Effects of Herding
   Journal of Futures Markets, 2016, 36, (7), 671-694 View citations (4)

2015

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

2014

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

2013

9. Herding and Speculation in the Crude Oil Market
   The Energy Journal, 2013, Volume 34, (Number 3) View citations (6)

2011

10. Do Speculators Drive Crude Oil Futures Prices?
    The Energy Journal, 2011, Volume 32, (Number 2), 167-202 View citations (162)
11. Effects of Central Bank Intervention on the Interbank Market During the Subprime Crisis
    Review of Financial Studies, 2011, 24, (6), 2053-2083 View citations (67)
12. Who Drove and Burst the Tech Bubble?
    Journal of Finance, 2011, 66, (4), 1251-1290 View citations (79)
13. Why do expiring futures and cash prices diverge for grain markets?
    Journal of Futures Markets, 2011, 31, (6), 503-533 View citations (7)

2007

14. Why are IPO investors net buyers through lead underwriters?
    Journal of Financial Economics, 2007, 85, (2), 518-551 View citations (21)

2003

15. 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)
16. The Dynamics of Institutional and Individual Trading
    Journal of Finance, 2003, 58, (6), 2285-2320 View citations (168)

2002

17. 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 (39)

2001

18. The Initial Listing Decisions of Firms that Go Public
    Financial Management, 2001, 30, (1) View citations (28)

1999

19. Effects of Market Reform on the Trading Costs and Depths of Nasdaq Stocks
    Journal of Finance, 1999, 54, (1), 1-34 View citations (79)

1998

20. The trading profits of SOES bandits
    Journal of Financial Economics, 1998, 50, (1), 39-62 View citations (31)

1997

21. 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

22. Why Did NASDAQ Market Makers Stop Avoiding Odd-Eighth Quotes?
    Journal of Finance, 1994, 49, (5), 1841-60 View citations (102)