Professor Richard D F Harris

PhD, MSc, BSc, MSc

Professor of Finance, School of Accounting and Finance

https://orcid.org/0000-0001-8191-7053

Emailrichard.harris@bristol.ac.uk

BS8 1PQ

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Personal profile

Research interests

My current research interests are in financial econometrics, portfolio management, volatility modelling, risk measurement and empirical asset pricing. I have successfully supervised more than 20 PhD students in these and other fields.

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51 Article (Academic Journal)
1 Chapter in a book

Extreme downside risk and market turbulence
Harris, R. D. F., Nguyen, L. H. & Stoja, E., 2 Nov 2019, In : Quantitative Finance. 19, 11, p. 1875-1892 18 p.
Research output: Contribution to journal › Article (Academic Journal) › peer-review

Open Access
File
10 Downloads (Pure)
Model-based earnings forecasts vs. financial analysts' earnings forecasts
Harris, R. D. F. & Wang, P., 1 Jun 2019, In : British Accounting Review. 51, 4, p. 424-437 14 p.
Research output: Contribution to journal › Article (Academic Journal) › peer-review

Open Access
File
179 Downloads (Pure)
Option-implied betas and the cross section of stock returns
Harris, R. D. F., Li, X. & Qiao, F., Jan 2019, In : Journal of Futures Markets. 39, 1, p. 94-108 15 p.
Research output: Contribution to journal › Article (Academic Journal) › peer-review

Research interests

Extreme downside risk and market turbulence

Model-based earnings forecasts vs. financial analysts' earnings forecasts

Option-implied betas and the cross section of stock returns