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Jeffrey H. Harris

Global rank #5822 93%

Institution: American University

Primary Field: Finance (weighted toward more recent publications)

First Publication: 1994

Most Recent: 2024

RePEc ID: pha362 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.01 0.00 0.00 0.35
Last 10 Years 0.00 0.51 1.17 0.00 2.53
All Time 0.00 7.45 2.85 0.00 18.08

Publication Statistics

Raw Publications 17
Coauthorship-Adjusted Count 11.01

Publications (17)

Year Article Journal Tier Authors
2024 Nonstandard Errors Journal of Finance A 343
2022 The urgency to borrow in the interbank market Economics Letters C 3
2019 Interconnectedness in the interbank market Journal of Financial Economics A 4
2017 CoMargin Journal of Financial and Quantitative Analysis B 4
2016 Speculators, Prices, and Market Volatility Journal of Financial and Quantitative Analysis B 3
2013 Herding and Speculation in the Crude Oil Market The Energy Journal B 3
2011 Effects of Central Bank Intervention on the Interbank Market During the Subprime Crisis The Review of Financial Studies A 3
2011 Who Drove and Burst the Tech Bubble? Journal of Finance A 4
2011 Do Speculators Drive Crude Oil Futures Prices? The Energy Journal B 2
2007 Why are IPO investors net buyers through lead underwriters? Journal of Financial Economics A 3
2003 The Dynamics of Institutional and Individual Trading Journal of Finance A 3
2003 The Behavior of Bid‐Ask Spreads and Volume in Options Markets during the Competition for Listings in 1999 Journal of Finance A 3
2002 Nasdaq Trading Halts: The Impact of Market Mechanisms on Prices, Trading Activity, and Execution Costs Journal of Finance A 3
1999 Effects of Market Reform on the Trading Costs and Depths of Nasdaq Stocks Journal of Finance A 5
1998 The trading profits of SOES bandits Journal of Financial Economics A 2
1997 The importance of firm quotes and rapid executions: Evidence from the January 1994 SOES rules change Journal of Financial Economics A 2
1994 Why Did NASDAQ Market Makers Stop Avoiding Odd-Eighth Quotes? Journal of Finance A 3