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The rational expectations hypothesis and the cross-section of bond yields
Harris, Richard D. F. - In: Applied financial economics 14 (2004) 2, pp. 105-112
Persistent link: https://www.econbiz.de/10001909669
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Why does the ratio of book to market value of equity explain cross-section stock returns?
Bulkley, George; Harris, Richard D. F. - 1996
Persistent link: https://www.econbiz.de/10000943015
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A test of the expectations hypothesis of the term structure using cross-section data
Harris, Richard D. F. - 1998
Persistent link: https://www.econbiz.de/10000998641
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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
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Ambiguity aversion and stock market participation : an empirical analysis
Antoniou, Constantinos; Harris, Richard D. F.; Zhang, Ruogu - In: Journal of banking & finance 58 (2015), pp. 57-70
Persistent link: https://www.econbiz.de/10011543887
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The dynamic Black-Litterman approach to asset allocation
Harris, Richard D. F.; Stoja, Evarist; Tan, Linzhi - 2016
Persistent link: https://www.econbiz.de/10011480647
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Systematic tail risk
Harris, Richard D. F.; Nguyen, Linh; Stoja, Evarist - 2016
Persistent link: https://www.econbiz.de/10011581609
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Financial market volatility, macroeconomic fundamentals and investor sentiment
Chiu, Ching Wai Jeremy; Harris, Richard D. F.; Stoja, … - 2016
Persistent link: https://www.econbiz.de/10011557381
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Financial market volatility, macroeconomic fundamentals and investor sentiment
Chiu, Ching Wai Jeremy; Harris, Richard D. F.; Stoja, … - In: Journal of banking & finance 92 (2018), pp. 130-145
Persistent link: https://www.econbiz.de/10011964550
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Extreme downside risk and financial crises
Harris, Richard D. F.; Nguyen, Linh H.; Stoja, Evarist - 2015
Persistent link: https://www.econbiz.de/10011402719