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Details about Jeffrey H. Harris

E-mail:
Phone:202-885-6669
Postal address:Finance Department American University 205 Kogod Washington, DC 20016
Workplace:Kogod School of Business, American University, (more information at EDIRC)

Access statistics for papers by Jeffrey H. Harris.

Last updated 2019-08-12. Update your information in the RePEc Author Service.

Short-id: pha362


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Working Papers

2018

  1. Bank Holdings and Systemic Risk
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (US) Downloads

2015

  1. CoMargin
    Working Papers, HAL Downloads
    See also Journal Article in Journal of Financial and Quantitative Analysis (2017)
  2. Interconnectedness in the Interbank Market
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (US) Downloads View citations (7)
    See also Journal Article in Journal of Financial Economics (2019)
  3. Speculators, Prices and Market Volatility
    Staff Working Papers, Bank of Canada Downloads View citations (4)
    See also Journal Article in Journal of Financial and Quantitative Analysis (2016)

2011

  1. Clearing house, margin requirements, and systemic risk
    Post-Print, HAL View citations (2)
    Also in Post-Print, HAL (2011) View citations (3)

2008

  1. Off but Not Gone: A Study of Nasdaq Delistings
    Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics Downloads View citations (9)

2004

  1. 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 Downloads View citations (2)

2003

  1. Investor Behavior over the Rise and Fall of Nasdaq
    Yale School of Management Working Papers, Yale School of Management Downloads View citations (9)

Journal Articles

2019

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

2018

  1. An update on speculation and financialization in commodity markets
    Journal of Commodity Markets, 2018, 10, (C), 91-104 Downloads View citations (3)

2017

  1. CoMargin
    Journal of Financial and Quantitative Analysis, 2017, 52, (05), 2183-2215 Downloads
    See also Working Paper (2015)
  2. Trading networks
    Econometrics Journal, 2017, 20, (3), S126-S149 Downloads

2016

  1. Speculators, Prices, and Market Volatility
    Journal of Financial and Quantitative Analysis, 2016, 51, (05), 1545-1574 Downloads View citations (12)
    See also Working Paper (2015)
  2. The Prevalence, Sources, and Effects of Herding
    Journal of Futures Markets, 2016, 36, (7), 671-694 Downloads View citations (1)

2015

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

2014

  1. The Sound of Silence
    The Financial Review, 2014, 49, (2), 203-230 Downloads View citations (3)

2013

  1. Herding and Speculation in the Crude Oil Market
    The Energy Journal, 2013, Volume 34, (Number 3) Downloads View citations (4)

2011

  1. Do Speculators Drive Crude Oil Futures Prices?
    The Energy Journal, 2011, Volume 32, (Number 2), 167-202 Downloads View citations (137)
  2. Effects of Central Bank Intervention on the Interbank Market During the Subprime Crisis
    Review of Financial Studies, 2011, 24, (6), 2053-2083 Downloads View citations (58)
  3. Who Drove and Burst the Tech Bubble?
    Journal of Finance, 2011, 66, (4), 1251-1290 View citations (54)
  4. Why do expiring futures and cash prices diverge for grain markets?
    Journal of Futures Markets, 2011, 31, (6), 503-533 Downloads View citations (4)

2007

  1. Why are IPO investors net buyers through lead underwriters?
    Journal of Financial Economics, 2007, 85, (2), 518-551 Downloads View citations (15)

2001

  1. The Initial Listing Decisions of Firms that Go Public
    Financial Management, 2001, 30, (1) View citations (25)

1998

  1. The trading profits of SOES bandits
    Journal of Financial Economics, 1998, 50, (1), 39-62 Downloads View citations (27)

1997

  1. 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 Downloads View citations (16)

1994

  1. Why Did NASDAQ Market Makers Stop Avoiding Odd-Eighth Quotes?
    Journal of Finance, 1994, 49, (5), 1841-60 Downloads View citations (81)
 
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