Author Page for Jeffrey H. Harris

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, University of Georgia - Department of Finance and Queen's University - Smith School of Business

Downloads 2,729 (4,234)

Citation 7

Abstract:

2.

The Role of Speculators in the Crude Oil Futures Market

Number of pages: 40 Posted: 16 Jul 2009

Jeffrey H. Harris and Bahattin Buyuksahin

American University - Department of Finance and Real Estate and ADIA

Downloads 1,805 (8,520)

Citation 3

Abstract:

3.

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

ADIA, Standard Chartered Bank, American University - Department of Finance and Real Estate, affiliation not provided to SSRN and University of Illinois at Urbana-Champaign

Downloads 1,699 (9,404)

Citation 28

Abstract:

4.

On the Informational Properties of Trading Networks

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Citation 9

2

On the Informational Properties of Trading Networks

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

Downloads 1,423 (12,254)

Citation 14

Abstract:

Trading Networks

The Econometrics Journal, Vol. 20, Issue 3, pp. S126-S149, 2017

Number of pages: 24 Posted: 27 Nov 2017

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

Downloads 1 (680,308)

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Abstract:

5.

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

Downloads 993 (21,670)

Citation 19

Abstract:

6.

The Dynamics of Institutional and Individual Trading

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2

The Dynamics of Institutional and Individual Trading

Number of pages: 55 Posted: 11 Jul 2002

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

Downloads 780 (30,071)

Citation 21

Abstract:

The Dynamics of Institutional and Individual Trading

Journal of Finance, Forthcoming

Posted: 02 Jan 2004

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

Abstract:

7.

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, ADIA and American University - Department of Finance and Real Estate

Downloads 752 (32,154)

Citation 27

Abstract:

8.

The Prevalence, Sources, and Effects of Herding

Forthcoming, Journal of Futures Markets

Number of pages: 48 Posted: 15 Mar 2009 Last Revised: 28 Aug 2015

Naomi E. Boyd, Bahattin Buyuksahin, Michael S. Haigh and Jeffrey H. Harris

West Virginia University, ADIA, Standard Chartered Bank and American University - Department of Finance and Real Estate

Downloads 648 (39,272)

Citation 4

Abstract:

9.

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

Downloads 596 (43,960)

Citation 2

Abstract:

10.

Effects of Central Bank Intervention on the Interbank Market during the Sub-Prime Crisis

Number of pages: 36 Posted: 02 Jul 2009

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

Downloads 476 (58,533)

Citation 9

Abstract:

11.

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

Downloads 397 (72,905)

Citation 1

Abstract:

12.

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

Bank of Canada, University of Orleans, American University - Department of Finance and Real Estate and HEC Paris - Finance Department

Downloads 365 (80,407)

Abstract:

13.

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

Downloads 349 (84,664)

Citation 1

Abstract:

14.

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

Downloads 306 (97,948)

Citation 3

Abstract:

15.

The Sound of Silence

Downloads 304 ( 98,648)

Citation 4

2

The Sound of Silence

Number of pages: 39 Posted: 26 Mar 2005

Jeffrey H. Harris and Mohsen Saad

American University - Department of Finance and Real Estate and American University of Sharjah

Downloads 301 (99,177)

Abstract:

The Sound of Silence

Financial Review, Vol. 49, Issue 2, pp. 203-230, 2014

Number of pages: 28 Posted: 08 Apr 2014

Jeffrey H. Harris and Mohsen Saad

American University - Department of Finance and Real Estate and American University of Sharjah

Downloads 3 (654,630)

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Abstract:

16.

The Behavior of Bid-Ask Spreads and Volume in Options Markets During the Competition for Listings in 1999

AFA 2003 Washington, DC Meetings

Number of pages: 38 Posted: 27 Dec 2002

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

Downloads 265 (114,274)

Citation 13

Abstract:

17.

Why are IPO Investors Net Buyers Through Lead Underwriters?

AFA 2005 Philadelphia Meetings Paper, EFA 2005 Moscow Meetings Paper

Number of pages: 60 Posted: 07 Jan 2005

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

Downloads 253 (119,964)

Citation 4

Abstract:

18.

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

ADIA, Standard Chartered Bank and American University - Department of Finance and Real Estate

Downloads 244 (124,426)

Citation 1

Abstract:

19.

Do Institutional Traders Predict Bull and Bear Markets?

Number of pages: 41 Posted: 19 Sep 2011

Bahattin Buyuksahin, Celso Brunetti and Jeffrey H. Harris

ADIA, Board of Governors of the Federal Reserve System and American University - Department of Finance and Real Estate

Downloads 218 (139,017)

Abstract:

20.

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

Downloads 145 (199,700)

Citation 3

Abstract:

21.

Loan Syndication Networks

Number of pages: 54 Posted: 23 Dec 2018 Last Revised: 14 Jul 2019

Jeffrey H. Harris, Edwin Hu and Ioannis Spyridopoulos

American University - Department of Finance and Real Estate, U.S. Securities and Exchange Commission - Division of Economic and Risk Analysis and American University, Kogod School of Business

Downloads 46 (399,729)

Abstract:

22.

Bank Holdings and Systemic Risk

FEDS Working Paper No. 2018-063

Number of pages: 52 Posted: 17 Sep 2018 Last Revised: 21 Feb 2019

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

Downloads 37 (433,987)

Abstract:

23.

Clearing House, Margin Requirements, and Systemic Risk

Review of Futures Markets, Vol. 19 (2011)

Number of pages: 17 Posted: 21 Apr 2018

Jorge Cruz Lopez, Jeffrey H. Harris and Christophe Perignon

Bank of Canada, American University - Department of Finance and Real Estate and HEC Paris - Finance Department

Downloads 21 (512,908)

Citation 1

Abstract:

24.

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

Posted: 22 May 2019

Naomi E. Boyd, Jeffrey H. Harris and Arkadiusz Nowak

West Virginia University, American University - Department of Finance and Real Estate and Cornerstone Research

Abstract:

25.

Informed Trading and Market Structure

European Financial Management, Vol. 21, Issue 1, pp. 148-177, 2015

Number of pages: 30 Posted: 29 Jan 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

Downloads 0 (666,078)

Citation 1

Add to Cart

Abstract:

26.

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

ADIA and American University - Department of Finance and Real Estate

Abstract:

27.

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

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

Abstract:

28.

NASDAQ Trading Halts: The Impact of Market Mechanisms on Prices, Trading Activity, and Execution Costs

Journal of Finance, Vol. 57, pp. 1443-1478, 2002

Posted: 29 Nov 2003

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

Abstract:

29.

Why Did NASDAQ Market Makers Stop Avoiding Odd-Eighth Quotes?

JOURNAL OF FINANCE, VOL. 49, NO. 5, December 1994

Posted: 02 May 2000

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

Abstract:

30.

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

Abstract:

31.

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

Jeffrey H. Harris

American University - Department of Finance and Real Estate

Gary Cohn Goldman Sachs Chair

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Scholarly Papers (31)

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Trading Networks

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The Sound of Silence

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Informed Trading and Market Structure

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