Research output per year
Research output per year
Personal profile
Research interests
I have been a Professor of Finance at the University of Bristol since 2019. 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. I have extensive consultancy experience, working with investment banks, mutual funds, hedge funds, wealth management companies and regulators. Prior to becoming an academic, I spent seven years as a systems programmer and then application software developer for Lloyds Bank plc.
My Google Scholar page is here and my SSRN page is here .
My CV is here.
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Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
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GNN-based social media sentiment analysis for stock market forecasting and trading
Zhang, P., Harris, R. D. F. & Zheng, J., 1 Oct 2025, In: Expert Systems with Applications. 291, 128425.Research output: Contribution to journal › Article (Academic Journal) › peer-review
Open Access -
Bitcoin replication using machine learning
Harris, R. D. F., Mazibas, M. & Rambaccussing, D., 1 May 2024, In: International Review of Financial Analysis. 93, 9 p., 103207.Research output: Contribution to journal › Article (Academic Journal) › peer-review
Open Access4 Citations (Scopus) -
Average Tail Risk and Aggregate Stock Returns
Dai, Y. & Harris, R. D. F., 1 Jan 2023, In: Journal of International Financial Markets, Institutions and Money. 82, 15 p., 101699.Research output: Contribution to journal › Article (Academic Journal) › peer-review
Open AccessFile4 Citations (Scopus)169 Downloads (Pure)
Projects
- 2 Finished
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Fintech Research Network
Zheng, J. (Principal Investigator), Harris, R. D. F. (Co-Investigator), Xue, X. (Co-Investigator), Wang, Q. (Co-Investigator), Eshraghi, A. (Co-Investigator) & Shen, J. (Co-Investigator)
1/02/24 → 31/07/24
Project: Research
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Developing an Integrated and Intelligent Algo-trading System
Zheng, J. (Principal Investigator), Cliff, D. (Co-Investigator) & Harris, R. D. F. (Co-Investigator)
1/01/23 → 31/07/23
Project: Research