The dynamic Black–Litterman approach to asset allocation von Harris, Richard D.F., Stoja, Evarist, Tan, Linzhi

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Financial market Volatility, macroeconomic fundamentals and investor Sentiment von (Jeremy) Chiu, Ching-wai, Harris, Richard D.F., Stoja, Evarist, Chin, Michael

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Ambiguity aversion and stock market participation: An empirical analysis von Antoniou, Constantinos, Harris, Richard D.F., Zhang, Ruogu

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Inference for unit roots in dynamic panels where the time dimension is fixed von Harris, Richard D.F., Tzavalis, Elias

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Dynamic hedge fund portfolio construction: A semi-parametric approach von Harris, Richard D.F., Mazibas, Murat

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A momentum trading strategy based on the low frequency component of the exchange rate von Harris, Richard D.F., Yilmaz, Fatih

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Hedging and value at risk: A semi-parametric approach von Cao, Zhiguang, Harris, Richard D.F., Shen, Jian

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Maximally predictable currency portfolios von Harris, Richard D.F., Shen, Jian, Yilmaz, Fatih

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Stock markets and development: A re-assessment von Harris, Richard D.F

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Average tail risk and aggregate stock returns von Dai, Yingtong, Harris, Richard D.F.

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Bitcoin replication using machine learning von Harris, Richard D.F., Mazibas, Murat, Rambaccussing, Dooruj

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Panel data unit roots tests: The role of serial correlation and the time dimension von De Wachter, Stefan, Harris, Richard D.F., Tzavalis, Elias

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Model-based earnings forecasts vs. financial analysts' earnings forecasts von Harris, Richard D.F., Wang, Pengguo

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Systematic extreme downside risk von Harris, Richard D.F., Nguyen, Linh H., Stoja, Evarist

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The intrinsic value of gold: An exchange rate-free price index von Harris, Richard D.F., Shen, Jian

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Option‐implied betas and the cross section of stock returns von Harris, Richard D. F., Li, Xuguang, Qiao, Fang

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Extreme downside risk and market turbulence von Harris, Richard D. F., Nguyen, Linh H., Stoja, Evarist

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Can behavioral biases explain the rejections of the expectation hypothesis of the term structure of interest rates? von Bulkley, George, Harris, Richard D.F., Nawosah, Vivekanand

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Soft power and exchange rate volatility von Cevik, Serhan, Harris, Richard D. F., Yilmaz, Fatih

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Long memory conditional volatility and asset allocation von Harris, Richard D.F., Nguyen, Anh

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