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.

Washington, DC 20016-8044

United States

SCHOLARLY PAPERS

34

DOWNLOADS
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Top 2,719

in Total Papers Downloads

16,041

SSRN CITATIONS
Rank 4,438

SSRN RANKINGS

Top 4,438

in Total Papers Citations

160

CROSSREF CITATIONS

148

Scholarly Papers (34)

1.

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 2,907 (5,172)
Citation 23

Abstract:

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Stock Market Bubbles, Institutional Trading, Individual Trading

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 1,978 (9,677)
Citation 4

Abstract:

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Crude Oil, Futures Markets, Speculators, Granger Causality, Hedge Funds, Commodity Index Traders

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
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 1,786 (11,429)
Citation 37

Abstract:

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Crude Oil Futures, Maturity, Segmentation, Cointegration, Trading Activity, Fundamentals

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
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 1,471 (15,556)
Citation 28

Abstract:

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trading networks, financial networks, limit order book, limit order markets

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 1,062 (25,318)
Citation 29

Abstract:

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delisting, market quality, Nasdaq

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 822 (35,818)
Citation 60

Abstract:

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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:

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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, CoMeX Consulting and Advising and American University - Department of Finance and Real Estate
Downloads 815 (36,782)
Citation 57

Abstract:

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Speculation, hedge funds, swap dealers, realized volatility, price

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
West Virginia University, CoMeX Consulting and Advising, Standard Chartered Bank and American University - Department of Finance and Real Estate
Downloads 670 (48,007)
Citation 5

Abstract:

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Herding, Hedge Funds, Futures Markets

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 (54,688)
Citation 3

Abstract:

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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 (69,176)
Citation 28

Abstract:

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Central Bank, Interbank Market, Interventions, Volatility

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 429 (83,632)

Abstract:

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Opinion Divergence, Post-earnings announcement drift, Risk, Volume, Volatility

12.

CoMargin

Number of pages: 66 Posted: 14 Oct 2011 Last Revised: 21 Dec 2015
University of Western Ontario, University of Orleans, American University - Department of Finance and Real Estate and HEC Paris - Finance Department
Downloads 389 (93,615)
Citation 2

Abstract:

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Collateral, Counterparty Risk, Derivatives Markets, Extreme Dependence

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 (99,484)
Citation 4

Abstract:

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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 (114,673)
Citation 6

Abstract:

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IPO, secondary market, liquidity, limit orders, stabilization

15.
Downloads 317 (117,739)
Citation 5

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 314 (118,236)

Abstract:

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Nasdaq, Information, Predictability

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 (788,156)
Citation 1
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Abstract:

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finance, stock market

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
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 272 (138,374)
Citation 30

Abstract:

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Multiple Listing, Option Bid-Ask Spreads, Fragmented Markets

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 264 (142,667)
Citation 10

Abstract:

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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 (147,129)
Citation 2

Abstract:

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Error Trades, Futures Markets, Market Microstructure

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 235 (159,892)
Citation 1

Abstract:

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Markov regime-switching, hedge fund, swap dealer, institutional positions

20.
Downloads 190 (195,052)
Citation 8

Interconnectedness in the Interbank Market

FEDS Working Paper No. 2015-90
Posted: 09 Jul 2021
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:

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Interconnectedness in the Interbank Market

FEDS Working Paper No. 2015-090
Number of pages: 49 Posted: 17 Oct 2015
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 190 (194,980)
Citation 10

Abstract:

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Interconnectedness, correlation network, financial crisis, interbank market, physical network

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 158 (228,659)

Abstract:

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Bank networks, Underwriter syndicates, Loan terms, information asymmetry

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 74 (390,248)

Abstract:

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banking networks, interconnectedness, liquidity

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 7 (753,737)

Abstract:

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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 56 (445,236)

Abstract:

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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 55 (448,938)
Citation 2

Abstract:

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derivatives, tail risk, default risk, extreme dependence, copulas

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 26 (587,023)
Citation 1

Abstract:

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Sidedness, Liquidity, Credit Default Swaps

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:

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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:

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Hedge Funds, Speculators, Futures Markets

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 (793,378)
Citation 1
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market structure, informed trading, trading systems, London stock exchange

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:

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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
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:

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Bid-ask spreads, option markets, multiple

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:

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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:

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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:

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34.

The Costs of Trading NASDAQ Issues: The Impact of Limit Orders and Ecn Quotes

Posted: 10 Feb 1998
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

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