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, The Chinese University of Hong Kong, Shenzhen and Queen's University - Smith School of Business

Downloads 2,923 (5,313)

Citation 23

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 CoMeX Consulting and Advising

Downloads 1,981 (9,978)

Citation 4

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

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

Downloads 1,792 (11,731)

Citation 37

Abstract:

4.

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, Lada Adamic, Celso Brunetti, Jeffrey H. Harris and Andrei A. Kirilenko

University of Michigan at Ann ArborXerox Corp. - Palo Alto Research Center, Board of Governors of the Federal Reserve System, American University - Department of Finance and Real Estate and University of Cambridge - Finance

Downloads 1,471 (16,031)

Citation 28

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 1,070 (25,767)

Citation 29

Abstract:

6.

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

Downloads 829 (36,862)

Citation 57

Abstract:

7.

The Dynamics of Institutional and Individual Trading

Downloads 829 ( 36,862)

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 829 (36,336)

Citation 60

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:

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, CoMeX Consulting and Advising, Standard Chartered Bank and American University - Department of Finance and Real Estate

Downloads 672 (49,065)

Citation 6

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 606 (56,101)

Citation 3

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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 502 (71,003)

Citation 28

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 438 (83,623)

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 Pérignon

University of Western Ontario, University of Orleans, American University - Department of Finance and Real Estate and HEC Paris - Finance Department

Downloads 393 (94,792)

Citation 2

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 369 (101,956)

Citation 4

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 325 (117,415)

Citation 7

Abstract:

15.

The Sound of Silence

Downloads 318 (120,235)

Citation 5

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 315 (120,742)

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 (804,358)

Citation 1

Add to Cart

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 273 (141,079)

Citation 30

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 267 (144,400)

Citation 10

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

CoMeX Consulting and Advising, Standard Chartered Bank and American University - Department of Finance and Real Estate

Downloads 256 (150,506)

Citation 2

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

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

Downloads 237 (162,381)

Citation 1

Abstract:

20.

Interconnectedness in the Interbank Market

Downloads 195 (194,906)

Citation 8

2

Interconnectedness in the Interbank Market

FEDS Working Paper No. 2015-90

Posted: 09 Jul 2021

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, affiliation not provided to SSRN and affiliation not provided to SSRN

Abstract:

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 195 (194,822)

Citation 10

Abstract:

21.

Loan Syndication Networks

Number of pages: 54 Posted: 23 Dec 2018 Last Revised: 05 May 2020

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

Downloads 165 (225,443)

Abstract:

22.

Liquidity Networks, Interconnectedness, and Interbank Information Asymmetry

Downloads 87 (358,767)

2

Liquidity Networks, Interconnectedness, and Interbank Information Asymmetry

Number of pages: 40 Posted: 11 May 2020 Last Revised: 02 Mar 2021

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 79 (383,953)

Abstract:

Liquidity Networks, Interconnectedness, and Interbank Information Asymmetry

FEDS Working Paper No. 2021-17

Number of pages: 42 Posted: 14 Jun 2021 Last Revised: 30 Jun 2021

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 8 (761,570)

Abstract:

23.

Bank Holdings and Systemic Risk

FEDS Working Paper No. 2018-63

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 59 (443,850)

Abstract:

24.

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 Pérignon

University of Western Ontario, American University - Department of Finance and Real Estate and HEC Paris - Finance Department

Downloads 56 (454,848)

Citation 2

Abstract:

25.

Sidedness and the Urgency to Borrow in the Interbank Market

Number of pages: 42 Posted: 12 May 2020 Last Revised: 09 Mar 2021

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 29 (581,074)

Citation 1

Abstract:

26.

An Update on Speculation and Financialization in Commodity Markets

Journal of Commodity Markets 10, 91-104 (2018)

Posted: 15 Mar 2021

Naomi E. Boyd, Jeffrey H. Harris and Bingxin Li

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

Abstract:

27.

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:

28.

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 (808,866)

Citation 1

Add to Cart

Abstract:

29.

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

Abstract:

30.

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:

31.

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:

32.

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

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:

33.

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:

34.

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 (34)

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The Sound of Silence

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Informed Trading and Market Structure

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