Jeffrey H. Harris
American University - Department of Finance and Real Estate
Gary Cohn Goldman Sachs Chair
Kogod School of Business
4400 Massachusetts Ave., N.W.
Who Drove and Burst the Tech Bubble?
Journal of Finance, Forthcoming
Number of pages: 145 Posted: 24 Oct 2003 Last Revised: 17 Nov 2010
John M. Griffin, Jeffrey H. Harris, Tao Shu and Selim Topaloglu
University of Texas at Austin - Department of Finance, American University - Department of Finance and Real Estate, The Chinese University of Hong Kong, Shenzhen and Queen's University - Smith School of Business
Stock Market Bubbles, Institutional Trading, Individual Trading
The Role of Speculators in the Crude Oil Futures Market
Jeffrey H. Harris and Bahattin Buyuksahin
American University - Department of Finance and Real Estate and CoMeX Consulting and Advising
Crude Oil, Futures Markets, Speculators, Granger Causality, Hedge Funds, Commodity Index Traders
Fundamentals, Trader Activity and Derivative Pricing
EFA 2009 Bergen Meetings Paper
Number of pages: 56 Posted: 02 Mar 2007 Last Revised: 13 Feb 2009
Bahattin Buyuksahin, Michael S. Haigh, Jeffrey H. Harris, James A. Overdahl and Michel A. Robe
CoMeX Consulting and Advising, Standard Chartered Bank, American University - Department of Finance and Real Estate, affiliation not provided to SSRN and University of Illinois at Urbana-Champaign
Crude Oil Futures, Maturity, Segmentation, Cointegration, Trading Activity, Fundamentals
On the Informational Properties of Trading Networks
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Trading Networks, 2017, Econometrics Journal 20(3), S126-S149
Number of pages: 29 Posted: 17 Mar 2009 Last Revised: 06 Aug 2019
Lada Adamic, Celso Brunetti, Jeffrey H. Harris and Andrei A. Kirilenko
University of Michigan at Ann Arbor, Board of Governors of the Federal Reserve System, American University - Department of Finance and Real Estate and University of Cambridge - Finance
trading networks, financial networks, limit order book, limit order markets
Trading Networks
The Econometrics Journal, Vol. 20, Issue 3, pp. S126-S149, 2017
Number of pages: 24 Posted: 27 Nov 2017
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Financial forecasting and simulation, Network formation and analysis, Trading volume
Off But Not Gone: A Study of Nasdaq Delistings
Fisher College of Business Working Paper No. 2008-03-005 and Dice Center Working Paper No. 2008-6
Number of pages: 55 Posted: 08 Dec 2004 Last Revised: 13 Apr 2008
Jeffrey H. Harris, Venkatesh Panchapagesan and Ingrid M. Werner
American University - Department of Finance and Real Estate, The Goldman Sachs Group, Inc. and The Ohio State University - Fisher College of Business
delisting, market quality, Nasdaq
The Dynamics of Institutional and Individual Trading
Downloads 803 ( 34,606)
John M. Griffin, Selim Topaloglu and Jeffrey H. Harris
University of Texas at Austin - Department of Finance, Queen's University - Smith School of Business and American University - Department of Finance and Real Estate
John M. Griffin, Jeffrey H. Harris and Selim Topaloglu
University of Texas at Austin - Department of Finance, American University - Department of Finance and Real Estate and Queen's University - Smith School of Business
Speculators, Prices and Market Volatility
Number of pages: 34 Posted: 10 Jan 2011
Celso Brunetti, Bahattin Buyuksahin and Jeffrey H. Harris
Board of Governors of the Federal Reserve System, CoMeX Consulting and Advising and American University - Department of Finance and Real Estate
Speculation, hedge funds, swap dealers, realized volatility, price
The Prevalence, Sources, and Effects of Herding
Forthcoming, Journal of Futures Markets
Naomi E. Boyd, Bahattin Buyuksahin, Michael S. Haigh and Jeffrey H. Harris
West Virginia University, CoMeX Consulting and Advising, Standard Chartered Bank and American University - Department of Finance and Real Estate
Herding, Hedge Funds, Futures Markets
The Initial Listing Decisions of Firms that Go Public
Number of pages: 33 Posted: 27 Aug 1998
Shane A. Corwin and Jeffrey H. Harris
University of Notre Dame - Mendoza College of Business and American University - Department of Finance and Real Estate
Effects of Central Bank Intervention on the Interbank Market during the Sub-Prime Crisis
Celso Brunetti, Mario di Filippo and Jeffrey H. Harris
Board of Governors of the Federal Reserve System, World Bank Group and American University - Department of Finance and Real Estate
Central Bank, Interbank Market, Interventions, Volatility
Opinion Divergence and Post-Earnings Announcement Drift
Number of pages: 47 Posted: 13 Mar 2007
Kirsten L. Anderson, Jeffrey H. Harris and Eric C. So
Georgetown University - Department of Accounting and Business Law, American University - Department of Finance and Real Estate and Nasdaq, Inc. - Economic Research
Opinion Divergence, Post-earnings announcement drift, Risk, Volume, Volatility
CoMargin
Number of pages: 66 Posted: 14 Oct 2011 Last Revised: 21 Dec 2015
Jorge Cruz Lopez, Christophe Hurlin, Jeffrey H. Harris and Christophe Perignon
University of Western Ontario, University of Orleans, American University - Department of Finance and Real Estate and HEC Paris - Finance Department
Collateral, Counterparty Risk, Derivatives Markets, Extreme Dependence
NASDAQ Trading Halts: The Impact of Market Mechanisms on Prices, Trading Activity, and Execution Costs
Number of pages: 46 Posted: 20 Apr 2000
William G. Christie, Shane A. Corwin and Jeffrey H. Harris
Vanderbilt University - Finance, University of Notre Dame - Mendoza College of Business and American University - Department of Finance and Real Estate
The Development of Secondary Market Liquidity for Nyse-Listed Ipos
Number of pages: 45 Posted: 23 Feb 2002
Shane A. Corwin, Jeffrey H. Harris and Marc L. Lipson
University of Notre Dame - Mendoza College of Business, American University - Department of Finance and Real Estate and University of Virginia - Darden School of Business
IPO, secondary market, liquidity, limit orders, stabilization
Jeffrey H. Harris and Mohsen Saad
American University - Department of Finance and Real Estate and American University of Sharjah
Nasdaq, Information, Predictability
Financial Review, Vol. 49, Issue 2, pp. 203-230, 2014
File name: FIRE.pdf
finance, stock market
The Behavior of Bid-Ask Spreads and Volume in Options Markets During the Competition for Listings in 1999
AFA 2003 Washington, DC Meetings
Patrick de Fontnouvelle, Raymond P.H. Fishe and Jeffrey H. Harris
Federal Reserve Bank of Boston - Supervision and Regulation, University of Richmond - E. Claiborne Robins School of Business and American University - Department of Finance and Real Estate
Multiple Listing, Option Bid-Ask Spreads, Fragmented Markets
Why are IPO Investors Net Buyers Through Lead Underwriters?
AFA 2005 Philadelphia Meetings Paper, EFA 2005 Moscow Meetings Paper
Error Trades in Futures Markets
Number of pages: 45 Posted: 15 Feb 2009 Last Revised: 27 May 2009
Bahattin Buyuksahin, Michael S. Haigh and Jeffrey H. Harris
CoMeX Consulting and Advising, Standard Chartered Bank and American University - Department of Finance and Real Estate
Error Trades, Futures Markets, Market Microstructure
Do Institutional Traders Predict Bull and Bear Markets?
Bahattin Buyuksahin, Celso Brunetti and Jeffrey H. Harris
CoMeX Consulting and Advising, Board of Governors of the Federal Reserve System and American University - Department of Finance and Real Estate
Markov regime-switching, hedge fund, swap dealer, institutional positions
Interconnectedness in the Interbank Market
FEDS Working Paper No. 2015-090
Number of pages: 49 Posted: 17 Oct 2015
Celso Brunetti, Jeffrey H. Harris, Shawn Mankad and George Michailidis
Board of Governors of the Federal Reserve System, American University - Department of Finance and Real Estate, Cornell University and University of Michigan at Ann Arbor
Interconnectedness, correlation network, financial crisis, interbank market, physical network
Loan Syndication Networks
Jeffrey H. Harris, Edwin Hu and Ioannis Spyridopoulos
American University - Department of Finance and Real Estate, New York University School of Law and American University, Kogod School of Business
Bank networks, Underwriter syndicates, Loan terms, information asymmetry
Liquidity Networks
Celso Brunetti, Jeffrey H. Harris and Shawn Mankad
Board of Governors of the Federal Reserve System, American University - Department of Finance and Real Estate and Cornell University
banking networks, interconnectedness, liquidity
Bank Holdings and Systemic Risk
Number of pages: 52 Posted: 17 Sep 2018 Last Revised: 21 Feb 2019
Systemic risk, Concentration index, Bank holdings, Similarity index
Clearing House, Margin Requirements, and Systemic Risk
Review of Futures Markets, Vol. 19 (2011)
Jorge Cruz Lopez, Jeffrey H. Harris and Christophe Perignon
University of Western Ontario, American University - Department of Finance and Real Estate and HEC Paris - Finance Department
derivatives, tail risk, default risk, extreme dependence, copulas
Sidedness and the Urgency to Borrow in the Interbank Market
Number of pages: 39 Posted: 12 May 2020 Last Revised: 23 Sep 2020
Sidedness, Liquidity, Credit Default Swaps
The Role of Speculators During Times of Financial Distress
Journal of Alternative Investments, Vol. 14, No. 1, 2011, https://doi.org/10.3905/jai.2011.14.1.010
Naomi E. Boyd, Jeffrey H. Harris and Arkadiusz Nowak
West Virginia University, American University - Department of Finance and Real Estate and Cornerstone Research
Hedge Funds, Speculators, Futures Markets
Informed Trading and Market Structure
European Financial Management, Vol. 21, Issue 1, pp. 148-177, 2015
Charlie X. Cai, Jeffrey H. Harris, Robert Hudson and Kevin Keasey
University of Bradford - School of Management, American University - Department of Finance and Real Estate, University of Newcastle and University of Leeds - Division of Accounting and Finance
File name: EUFM.pdf
market structure, informed trading, trading systems, London stock exchange
Do Speculators Drive Crude Oil Futures Prices?
The Energy Journal, Vol. 32, No. 2, pp. 167-202, 2011
Posted: 20 Dec 2010
Bahattin Buyuksahin and Jeffrey H. Harris
CoMeX Consulting and Advising and American University - Department of Finance and Real Estate
How New Entry in Options Markets Affected Market Making and Trading Costs
Journal of Investment Management, Vol. 3, No. 2, Second Quarter 2005
Posted: 29 Apr 2005
Bid-ask spreads, option markets, multiple
Journal of Finance, Vol. 57, pp. 1443-1478, 2002
Posted: 29 Nov 2003
Why Did NASDAQ Market Makers Stop Avoiding Odd-Eighth Quotes?
William G. Christie, Jeffrey H. Harris and Paul H. Schultz
Vanderbilt University - Finance, American University - Department of Finance and Real Estate and University of Notre Dame - Department of Finance
The Trading Profits of Soes Bandits
Journal of Financial Economics, Vol. 50, No. 2, Oct. 1998
Posted: 30 Oct 1998
Jeffrey H. Harris and Paul H. Schultz
American University - Department of Finance and Real Estate and University of Notre Dame - Department of Finance
The Costs of Trading NASDAQ Issues: The Impact of Limit Orders and Ecn Quotes
Posted: 10 Feb 1998
Michael J. Barclay, William G. Christie, Jeffrey H. Harris, Eugene Kandel and Paul H. Schultz
University of Rochester - Simon School (Deceased), Vanderbilt University - Finance, American University - Department of Finance and Real Estate, Hebrew University of Jerusalem - Department of Economics and University of Notre Dame - Department of Finance