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Richard D. F. Harris

Global rank #7549 91%

Institution: University of Bristol

Primary Field: Finance (weighted toward more recent publications)

First Publication: 1997

Most Recent: 2018

RePEc ID: pha750 ↗

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 0.00 0.00 0.00 0.00
Last 10 Years 0.00 0.00 1.51 0.00 1.51
All Time 0.00 1.01 11.23 0.00 13.74

Publication Statistics

Raw Publications 14
Coauthorship-Adjusted Count 13.29

Publications (14)

Year Article Journal Tier Authors
2018 Financial market Volatility, macroeconomic fundamentals and investor Sentiment Journal of Banking & Finance B 4
2017 The intrinsic value of gold: An exchange rate-free price index Journal of International Money and Finance B 2
2015 Can behavioral biases explain the rejections of the expectation hypothesis of the term structure of interest rates? Journal of Banking & Finance B 3
2015 Ambiguity aversion and stock market participation: An empirical analysis Journal of Banking & Finance B 3
2013 Long memory conditional volatility and asset allocation International Journal of Forecasting B 2
2013 Dynamic hedge fund portfolio construction: A semi-parametric approach Journal of Banking & Finance B 2
2011 Revisiting the expectations hypothesis of the term structure of interest rates Journal of Banking & Finance B 3
2011 A cyclical model of exchange rate volatility Journal of Banking & Finance B 3
2010 Estimation of the conditional variance-covariance matrix of returns using the intraday range International Journal of Forecasting B 2
2009 A momentum trading strategy based on the low frequency component of the exchange rate Journal of Banking & Finance B 2
2002 Forecasting value at risk allowing for time variation in the variance and kurtosis of portfolio returns International Journal of Forecasting B 2
2002 How well do theories of job matching explain variations in job satisfaction across education levels? Evidence for UK graduates Applied Economics C 2
1999 Inference for unit roots in dynamic panels where the time dimension is fixed Journal of Econometrics A 2
1997 Stock markets and development: A re-assessment European Economic Review B 1