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Why does book-to-market value of equity forecast cross-section stock returns?

Bulkley, George; Harris, Richard D. F.; Herrerias, Renata - In: International review of financial analysis 13 (2004) 2, pp. 153-160

Persistent link: https://www.econbiz.de/10002125872

Estimation of VaR with bias-corrected forecasts of conditional volatility

Harris, Richard D. F.; Shen, Jian - In: The journal of derivatives : the official publication … 11 (2004) 4, pp. 10-20

Persistent link: https://www.econbiz.de/10002108829

Bias in the estimation of non-linear transformations of the integrated variance of returns

Harris, Richard D. F.; Guermat, Cherif - In: Journal of forecasting 25 (2006) 7, pp. 481-494

Persistent link: https://www.econbiz.de/10003394896

Forecasting value at risk allowing for time variation in the variance and kurtosis of portfolio returns

Guermat, Cherif; Harris, Richard D. F. - In: International journal of forecasting 18 (2002) 3, pp. 409-419

Persistent link: https://www.econbiz.de/10001690084

The information content of lagged equity and bond yields

Harris, Richard D. F.; Sanchez-Valle, René - In: Economics letters 68 (2000) 2, pp. 179-184

Persistent link: https://www.econbiz.de/10001485066

The guilt-equity yield ratio and the predictability of UK and US equity returns

Harris, Richard D. F.; Sanchez-Valle, René - 1998

Persistent link: https://www.econbiz.de/10000998646

Model-based earnings forecasts vs. financial analysts' earnings forecasts

Harris, Richard D. F.; Wang, Pengguo - In: The British accounting review : the journal of the … 51 (2019) 4, pp. 424-437

Persistent link: https://www.econbiz.de/10012058779

Maximally predictable currency portfolios

Harris, Richard D. F.; Shen, Jian; Yilmaz, Fatih - In: Journal of international money and finance 128 (2022), pp. 1-15

Persistent link: https://www.econbiz.de/10013438373

Equity premium forecasts with an unknown number of structural breaks

Smith, Simon C.; Bulkley, George; Leslie, David S. - In: Journal of financial econometrics 18 (2020) 1, pp. 59-94

Persistent link: https://www.econbiz.de/10012180389

Model-Based Earnings Forecasts vs. Financial Analysts’ Earnings Forecasts

Harris, Richard D. F. - 2018

Existing accounting-based forecasting models of earnings either do not fully consider information that is contained in stock prices or use an ad hoc specification that is not based on rigorous valuation theory. In this paper, we develop an earnings forecasting model built on the theoretical...

Persistent link: https://www.econbiz.de/10012909212