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Are the Fama and French factors global or country specific?

Griffin, John M. - In: The review of financial studies 15 (2002) 3, pp. 783-803

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Off but not gone : a study of Nasdaq delistings

Harris, Jeffrey H. (contributor); … - 2008 - This draft: March 4, 2008

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Informed trading and market structure

Cai, Charlie X.; Harris, Jeffrey H.; Hudson, Robert S.; … - In: European financial management : the journal of the … 21 (2015) 1, pp. 148-177

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The sound of silence

Harris, Jeffrey H.; Saad, Mohsen M. - In: The financial review : the official publication of the … 49 (2014) 2, pp. 203-230

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Effects of market reform on the trading costs and depths of Nasdaq stocks

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Do Institutional Traders Predict Bull and Bear Markets?

Buyuksahin, Bahattin - 2011

We analyze the role of hedge fund, swap dealer and arbitrageur activity in a Markov regime-switching model between high volatility bear markets and low volatility bull markets for crude oil, corn and Mini-S&P500 index futures. We find that these institutional positions reflect fundamental...

Persistent link: https://www.econbiz.de/10013120377