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Publications

by members of

American University → Kogod School of Business

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles | Books | Chapters |

Working papers

2026

  1. Celso Brunetti & Jeffrey H. Harris & Ioannis Spyridopoulos, 2026, "Does Banking Consolidation Harm Households?," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2026-027, May, DOI: 10.17016/FEDS.2026.027.

2024

  1. Valentina Bruno & Michele H. Dathan & Yuriy Kitsul, 2024, "Corporate Bond Issuance Over Financial Stress Episodes: A Global Perspective," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1390, May, DOI: 10.17016/IFDP.2024.1390.
  2. Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüß, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Menac, 2024, "Nonstandard errors," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123002, Jun.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad‐Díaz & Menachem (Meni) Abudy , 2024, "Nonstandard Errors," Journal of Finance, American Finance Association, volume 79, issue 3, pages 2339-2390, June, DOI: 10.1111/jofi.13337.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Hasse, Jean-Baptiste & e.a.,, 2023, "Non-Standard Errors," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2023002, Jan.
    • Utz Weitzel & Michael Razen & Sebastian Neussüs & Michael Kirchler & Magnus Johannesson & Juergen Huber & Felix Holzmeister & Anna Dreber & Albert J. Menkveld & Javier Gil-Bazo, 2021, "Non-Standard Errors," Working Papers, Barcelona School of Economics, number 1303, Dec.
    • Gerardo Ferrara & Simon Jurkatis, 2021, "Non-standard errors," Bank of England Staff Working Paper series, Bank of England, number 955, Dec.
    • Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021, "Non-Standard Errors," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2182, Nov.
    • Albert J. et al. Menkveld, 2021, "Non-Standard Errors," CESifo Working Paper Series, CESifo, number 9453.
    • Francesco Franzoni & Roxana Mihet & Markus Leippold & Per Ostberg & Olivier Scaillet & Norman Schürhoff & Oksana Bashchenko & Nicola Mano & Michele Pelli, 2022, "Non-Standard Errors," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-09, Jan.
    • Wolff, Christian & Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüess, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-Standard Errors," CEPR Discussion Papers, Centre for Economic Policy Research, number 16751, Nov.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-05077550, Apr, DOI: 10.1111/jofi.13337.
    • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021, "Non-Standard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-03500882, Nov.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Post-Print, HAL, number hal-04676112, Apr, DOI: 10.1111/jofi.13337.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Post-Print, HAL, number hal-05077550, Apr, DOI: 10.1111/jofi.13337.
    • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021, "Non-Standard Errors," Post-Print, HAL, number halshs-03500882, Nov.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Mena, 2021, "Non-Standard Errors," Working Papers, Lund University, Department of Economics, number 2021:17, Nov.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Jürgen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Dí­az & Menachem Abudy & Tobi, 2021, "Non-Standard Errors," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2021-31.
    • Albert J. Menkveld & Anna Dreber & Félix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard, 2021, "Non-Standard Errors," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 21033, Nov.
    • Ciril Bosch-Rosa & Bernhard Kassner, 2023, "Non-Standard Errors," Rationality and Competition Discussion Paper Series, CRC TRR 190 Rationality and Competition, number 385, Feb.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neus ss & Michael Razen & Utz Weitzel & Edwin Baidoo & Michael Fr mmel & et al, 2021, "Non-Standard Errors," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 21/1032, Nov.
    • Menkveld, Albert J. & Dreber, Anna & Declerck, Fany & Moinas, Sophie, 2023, "Non-Standard Errors," TSE Working Papers, Toulouse School of Economics (TSE), number 23-1451, Jun.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neussüs & Michael Razen & Utz Weitzel & Christian T. Brownlees & Javier Gil-Baz, 2021, "Non-standard errors," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1807, Dec.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-standard errors," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 11/2021.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-standard errors," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 327, DOI: 10.2139/ssrn.3961574.

2023

  1. Carol Bertaut & Valentina Bruno & Hyun Song Shin, 2023, "Original sin redux: role of duration risk," BIS Working Papers, Bank for International Settlements, number 1109, Jul.

2022

  1. Valentina Bruno & Ilhyock Shim & Hyun Song Shin, 2022, "Dollar beta and stock returns," BIS Working Papers, Bank for International Settlements, number 1000, Feb.

2021

  1. Celso Brunetti & Jeffrey H. Harris & Shawn Mankad, 2021, "Liquidity Networks, Interconnectedness, and Interbank Information Asymmetry," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2021-017, Mar, DOI: 10.17016/FEDS.2021.017.

2019

  1. Valentina Bruno & Hyun Song Shin, 2019, "Dollar and Exports," BIS Working Papers, Bank for International Settlements, number 819, Oct.

2018

  1. Valentina Bruno & Se-Jik Kim, 2018, "Exchange Rates and the Working Capital Channel of Trade Fluctuations," BIS Working Papers, Bank for International Settlements, number 694, Jan.
  2. Stefan Avdjiev & Valentina Bruno & Catherine Koch, 2018, "The dollar exchange rate as a global risk factor: evidence from investment," BIS Working Papers, Bank for International Settlements, number 695, Jan.
  3. Valentina Bruno & Hyun Song Shin, 2018, "Currency depreciation and emerging market corporate distress," BIS Working Papers, Bank for International Settlements, number 753, Oct.
  4. Celso Brunetti & Jeffrey H. Harris & Shawn Mankad, 2018, "Bank Holdings and Systemic Risk," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2018-063, Sep, DOI: 10.17016/FEDS.2018.063.

2017

  1. Jorge Cruz Lopez & Jeffrey Harris & Christophe Hurlin & Christophe Pérignon, 2017, "CoMargin," Post-Print, HAL, number hal-03579309, Oct, DOI: 10.1017/S0022109017000709.
    • Cruz Lopez, Jorge A. & Harris, Jeffrey H. & Hurlin, Christophe & Pérignon, Christophe, 2017, "CoMargin," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 52, issue 5, pages 2183-2215, October.
    • Jorge A. Cruz Lopez & Jeffrey H. Harris & Christophe Hurlin & Christophe Pérignon, 2015, "CoMargin," Working Papers, HAL, number halshs-00979440, Dec, DOI: 10.2139/ssrn.1943562.

2016

  1. Adjemian, Michael K. & Bruno, Valentina G. & Robe, Michel A., 2016, "Forward‐Looking USDA Price Forecasts," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts, Agricultural and Applied Economics Association, number 235931, DOI: 10.22004/ag.econ.235931.

2015

  1. Valentina Bruno & Ilhyock Shim & Hyun Song Shin, 2015, "Comparative assessment of macroprudential policies," BIS Working Papers, Bank for International Settlements, number 502, Jun.
  2. Valentina Bruno & Hyun Song Shin, 2015, "Global dollar credit and carry trades: a firm-level analysis," BIS Working Papers, Bank for International Settlements, number 510, Aug.
  3. Celso Brunetti & Bahattin Buyuksahin & Jeffrey H. Harris, 2015, "Speculators, Prices and Market Volatility," Staff Working Papers, Bank of Canada, number 15-42, DOI: 10.34989/swp-2015-42.
  4. Celso Brunetti & Jeffrey H. Harris & Shawn Mankad & George Michailidis, 2015, "Interconnectedness in the Interbank Market," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2015-90, Sep, DOI: 10.17016/FEDS.2015.090.

2014

  1. Valentina Bruno & Hyun Song Shin, 2014, "Cross-border banking and global liquidity," BIS Working Papers, Bank for International Settlements, number 458, Aug.

2013

  1. Valentina G. Bruno & Bahattin Buyuksahin & Michel A. Robe, 2013, "The Financialization of Food?," Staff Working Papers, Bank of Canada, number 13-39, DOI: 10.34989/swp-2013-39.
  2. Valentina Bruno & Hyun Song Shin, 2013, "Capital Flows, Cross-Border Banking and Global Liquidity," NBER Working Papers, National Bureau of Economic Research, Inc, number 19038, May.
  3. Valentina Bruno & Hyun Song Shin, 2013, "Assessing Macroprudential Policies: Case of Korea," NBER Working Papers, National Bureau of Economic Research, Inc, number 19084, May.
  4. Valentina Bruno & Hyun Song Shin, 2013, "Global Factors in Capital Flows and Credit Growth," Working Papers, Princeton University, Department of Economics, Center for Economic Policy Studies., number 1467, Jun.

2012

  1. Valentina Bruno & Hyun Song Shin, 2012, "Capital Flows and the Risk-Taking Channel of Monetary Policy," BIS Working Papers, Bank for International Settlements, number 400, Dec.
  2. Arcot, Sridhar & Bruno, Valentina, 2012, "Do standard corporate governance practices matter in family firms?," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119043, Sep.

2011

  1. Christophe Pérignon & J.-A. Cruz Lopez & J. H. Harris, 2011, "Clearing house, margin requirements, and systemic risk," Post-Print, HAL, number hal-00578316, Feb.

2008

  1. Harris, Jeffrey H. & Panchapagesan, Venkatesh & Werner, Ingrid, 2008, "Off but Not Gone: A Study of Nasdaq Delistings," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2008-6, Apr.

2007

  1. Claessens, Stijn & Bruno, Valentina, 2007, "Corporate Governance and Regulation: Can There Be Too Much of a Good Thing?," CEPR Discussion Papers, Centre for Economic Policy Research, number 6108, Feb.

2005

  1. Faure-Grimaud, Antoine & Arcot, Sridhar & Bruno, Valentina G., 2005, "Corporate governance in the UK: is the comply-or-explain approach working?," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24673, Dec.
  2. Valentina Bruno & Sridhar Arcot, 2005, "(Corporate Governance Series No 001) Corporate Governance in the UK: is the Comply-or-Explain Approach Working?," FMG Discussion Papers, Financial Markets Group, number dp581, Dec.

2004

  1. Angel, James J. & Harris, Jeffrey H. & Panchapagesan, Venkatesh & Werner, Ingrid, 2004, "From Pink Slips to Pink Sheets: Liquidity and Shareholder Wealth Consequences of Nasdaq Delistings," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2004-22, Nov.

2003

  1. John M. Griffin & Jeffrey H. Harris & Selim Topaloglu, 2003, "Investor Behavior over the Rise and Fall of Nasdaq," Yale School of Management Working Papers, Yale School of Management, number ysm431, Oct.

Undated

  1. Adjemian, Michael K. & Bruno, Valentina & Robe, Michel A. & Wallen, Jonathan, undated, "What Drives Volatility Expectations in Grain and Oilseed Markets?," 2017 Annual Meeting, July 30-August 1, Chicago, Illinois, Agricultural and Applied Economics Association, number 258452, DOI: 10.22004/ag.econ.258452.

Journal articles

2024

  1. Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad‐Díaz & Menachem (Meni) Abudy , 2024, "Nonstandard Errors," Journal of Finance, American Finance Association, volume 79, issue 3, pages 2339-2390, June, DOI: 10.1111/jofi.13337.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Hasse, Jean-Baptiste & e.a.,, 2023, "Non-Standard Errors," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2023002, Jan.
    • Utz Weitzel & Michael Razen & Sebastian Neussüs & Michael Kirchler & Magnus Johannesson & Juergen Huber & Felix Holzmeister & Anna Dreber & Albert J. Menkveld & Javier Gil-Bazo, 2021, "Non-Standard Errors," Working Papers, Barcelona School of Economics, number 1303, Dec.
    • Gerardo Ferrara & Simon Jurkatis, 2021, "Non-standard errors," Bank of England Staff Working Paper series, Bank of England, number 955, Dec.
    • Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021, "Non-Standard Errors," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2182, Nov.
    • Albert J. et al. Menkveld, 2021, "Non-Standard Errors," CESifo Working Paper Series, CESifo, number 9453.
    • Francesco Franzoni & Roxana Mihet & Markus Leippold & Per Ostberg & Olivier Scaillet & Norman Schürhoff & Oksana Bashchenko & Nicola Mano & Michele Pelli, 2022, "Non-Standard Errors," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-09, Jan.
    • Wolff, Christian & Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüess, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-Standard Errors," CEPR Discussion Papers, Centre for Economic Policy Research, number 16751, Nov.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüß, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Menac, 2024, "Nonstandard errors," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123002, Jun.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-05077550, Apr, DOI: 10.1111/jofi.13337.
    • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021, "Non-Standard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-03500882, Nov.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Post-Print, HAL, number hal-04676112, Apr, DOI: 10.1111/jofi.13337.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Post-Print, HAL, number hal-05077550, Apr, DOI: 10.1111/jofi.13337.
    • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021, "Non-Standard Errors," Post-Print, HAL, number halshs-03500882, Nov.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Mena, 2021, "Non-Standard Errors," Working Papers, Lund University, Department of Economics, number 2021:17, Nov.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Jürgen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Dí­az & Menachem Abudy & Tobi, 2021, "Non-Standard Errors," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2021-31.
    • Albert J. Menkveld & Anna Dreber & Félix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard, 2021, "Non-Standard Errors," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 21033, Nov.
    • Ciril Bosch-Rosa & Bernhard Kassner, 2023, "Non-Standard Errors," Rationality and Competition Discussion Paper Series, CRC TRR 190 Rationality and Competition, number 385, Feb.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neus ss & Michael Razen & Utz Weitzel & Edwin Baidoo & Michael Fr mmel & et al, 2021, "Non-Standard Errors," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 21/1032, Nov.
    • Menkveld, Albert J. & Dreber, Anna & Declerck, Fany & Moinas, Sophie, 2023, "Non-Standard Errors," TSE Working Papers, Toulouse School of Economics (TSE), number 23-1451, Jun.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neussüs & Michael Razen & Utz Weitzel & Christian T. Brownlees & Javier Gil-Baz, 2021, "Non-standard errors," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1807, Dec.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-standard errors," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 11/2021.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-standard errors," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 327, DOI: 10.2139/ssrn.3961574.
  2. Celso Brunetti & Jeffrey H. Harris & Bahattin Büyükşahin, 2024, "Crude Oil Price Movements and Institutional Traders," Commodities, MDPI, volume 3, issue 1, pages 1-23, February.

2023

  1. Valentina Bruno & Hyun Song, 2023, "Dollar and Exports," The Review of Financial Studies, Society for Financial Studies, volume 36, issue 8, pages 2963-2996.
  2. Brunetti, Celso & Harris, Jeffrey H. & Mankad, Shawn, 2023, "Networks, interconnectedness, and interbank information asymmetry," Journal of Financial Stability, Elsevier, volume 67, issue C, DOI: 10.1016/j.jfs.2023.101163.

2022

  1. Valentina Bruno & Ilhyock Shim & Hyun Song Shin, 2022, "Dollar beta and stock returns," Oxford Open Economics, Oxford University Press, volume 1, issue , pages 1-10.
  2. Brunetti, Celso & Harris, Jeffrey H. & Mankad, Shawn, 2022, "The urgency to borrow in the interbank market," Economics Letters, Elsevier, volume 221, issue C, DOI: 10.1016/j.econlet.2022.110900.
  3. Brunetti, Celso & Harris, Jeffrey H. & Mankad, Shawn, 2022, "Sidedness in the interbank market," Journal of Financial Markets, Elsevier, volume 59, issue PA, DOI: 10.1016/j.finmar.2021.100663.

2020

  1. Valentina Bruno & Hyun Song Shin, 2020, "Currency Depreciation and Emerging Market Corporate Distress," Management Science, INFORMS, volume 66, issue 5, pages 1935-1961, May, DOI: 10.1287/mnsc.2018.3280.
  2. Michael K. Adjemian & Valentina G. Bruno & Michel A. Robe, 2020, "Incorporating Uncertainty into USDA Commodity Price Forecasts," American Journal of Agricultural Economics, John Wiley & Sons, volume 102, issue 2, pages 696-712, March, DOI: 10.1002/ajae.12075.

2019

  1. Stefan Avdjiev & Valentina Bruno & Catherine Koch & Hyun Song Shin, 2019, "The Dollar Exchange Rate as a Global Risk Factor: Evidence from Investment," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, volume 67, issue 1, pages 151-173, March, DOI: 10.1057/s41308-019-00074-4.
  2. Brunetti, Celso & Harris, Jeffrey H. & Mankad, Shawn & Michailidis, George, 2019, "Interconnectedness in the interbank market," Journal of Financial Economics, Elsevier, volume 133, issue 2, pages 520-538, DOI: 10.1016/j.jfineco.2019.02.006.

2018

  1. Valentina Bruno & Se-Jik Kim & Hyun Shin, 2018, "Exchange Rates and the Working Capital Channel of Trade Fluctuations," AEA Papers and Proceedings, American Economic Association, volume 108, pages 531-536, May.
  2. Arcot, Sridhar & Bruno, Valentina, 2018, "Corporate Governance and Ownership: Evidence from a Non-Mandatory Regulation," Journal of Law, Finance, and Accounting, now publishers, volume 3, issue 1, pages 59-84, May, DOI: 10.1561/108.00000023.
  3. Boyd, Naomi E. & Harris, Jeffrey H. & Li, Bingxin, 2018, "An update on speculation and financialization in commodity markets," Journal of Commodity Markets, Elsevier, volume 10, issue C, pages 91-104, DOI: 10.1016/j.jcomm.2018.05.005.

2017

  1. Bruno, Valentina & Shim, Ilhyock & Shin, Hyun Song, 2017, "Comparative assessment of macroprudential policies," Journal of Financial Stability, Elsevier, volume 28, issue C, pages 183-202, DOI: 10.1016/j.jfs.2016.04.001.
  2. Valentina G. Bruno & Bahattin Büyükşahin & Michel A. Robe, 2017, "The Financialization of Food?," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, volume 99, issue 1, pages 243-264.
  3. Valentina Bruno & Hyun Song Shin, 2017, "Global Dollar Credit and Carry Trades: A Firm-Level Analysis," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 3, pages 703-749.
  4. Cruz Lopez, Jorge A. & Harris, Jeffrey H. & Hurlin, Christophe & Pérignon, Christophe, 2017, "CoMargin," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 52, issue 5, pages 2183-2215, October.
    • Jorge Cruz Lopez & Jeffrey Harris & Christophe Hurlin & Christophe Pérignon, 2017, "CoMargin," Post-Print, HAL, number hal-03579309, Oct, DOI: 10.1017/S0022109017000709.
    • Jorge A. Cruz Lopez & Jeffrey H. Harris & Christophe Hurlin & Christophe Pérignon, 2015, "CoMargin," Working Papers, HAL, number halshs-00979440, Dec, DOI: 10.2139/ssrn.1943562.
  5. Lada Adamic & Celso Brunetti & Jeffrey H. Harris & Andrei Kirilenko, 2017, "Trading networks," Econometrics Journal, Royal Economic Society, volume 20, issue 3, pages 126-149, October.

2016

  1. Valentina Bruno & Jess Cornaggia & Kimberly J. Cornaggia, 2016, "Does Regulatory Certification Affect the Information Content of Credit Ratings?," Management Science, INFORMS, volume 62, issue 6, pages 1578-1597, June, DOI: 10.1287/mnsc.2015.2188.
  2. Brunetti, Celso & Büyükşahin, Bahattin & Harris, Jeffrey H., 2016, "Speculators, Prices, and Market Volatility," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 51, issue 5, pages 1545-1574, October.
  3. Naomi E. Boyd & Bahattin Büyükşahin & Michael S. Haigh & Jeffrey H. Harris, 2016, "The Prevalence, Sources, and Effects of Herding," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 36, issue 7, pages 671-694, July.

2015

  1. Bruno, Valentina & Shin, Hyun Song, 2015, "Capital flows and the risk-taking channel of monetary policy," Journal of Monetary Economics, Elsevier, volume 71, issue C, pages 119-132, DOI: 10.1016/j.jmoneco.2014.11.011.
  2. Valentina Bruno & Hyun Song Shin, 2015, "Cross-Border Banking and Global Liquidity," The Review of Economic Studies, Review of Economic Studies Ltd, volume 82, issue 2, pages 535-564.
  3. Charlie X. Cai & Jeffrey H. Harris & Robert S. Hudson & Kevin Keasey, 2015, "Informed Trading and Market Structure," European Financial Management, European Financial Management Association, volume 21, issue 1, pages 148-177, January, DOI: 10.1111/eufm.12003.

2014

  1. Valentina Bruno & Hyun Song Shin, 2014, "Assessing Macroprudential Policies: Case of South Korea," Scandinavian Journal of Economics, Wiley Blackwell, volume 116, issue 1, pages 128-157, January, DOI: 10.1111/sjoe.12037.
  2. Valentina Bruno & Robert Hauswald, 2014, "The Real Effect of Foreign Banks," Review of Finance, European Finance Association, volume 18, issue 5, pages 1683-1716.
  3. Valentina Bruno & Hyun Song Shin, 2014, "Globalization of corporate risk taking," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, volume 45, issue 7, pages 800-820, September.
  4. Michael Goldstein & Jeffrey H. Harris & Mohsen Saad, 2014, "The Sound of Silence," The Financial Review, Eastern Finance Association, volume 49, issue 2, pages 203-230, May.

2013

  1. Celso Brunetti & Bahattin Bykahin & Jeffrey H. Harris, 2013, "Herding and Speculation in the Crude Oil Market," The Energy Journal, , volume 34, issue 3, pages 83-104, July, DOI: 10.5547/01956574.34.3.5.

2011

  1. John M. Griffin & Jeffrey H. Harris & Tao Shu & Selim Topaloglu, 2011, "Who Drove and Burst the Tech Bubble?," Journal of Finance, American Finance Association, volume 66, issue 4, pages 1251-1290, August.
  2. Celso Brunetti & Mario di Filippo & Jeffrey H. Harris, 2011, "Effects of Central Bank Intervention on the Interbank Market During the Subprime Crisis," The Review of Financial Studies, Society for Financial Studies, volume 24, issue 6, pages 2053-2083.
  3. Bahattin Büyükşahin & Jeffrey H. Harris, 2011, "Do Speculators Drive Crude Oil Futures Prices?," The Energy Journal, , volume 32, issue 2, pages 167-202, April, DOI: 10.5547/ISSN0195-6574-EJ-Vol32-No2-.
  4. Nicole M. Aulerich & Raymond P. H. Fishe & Jeffrey H. Harris, 2011, "Why do expiring futures and cash prices diverge for grain markets?," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 31, issue 6, pages 503-533, June.

2010

  1. Arcot, Sridhar & Bruno, Valentina & Faure-Grimaud, Antoine, 2010, "Corporate governance in the UK: Is the comply or explain approach working?," International Review of Law and Economics, Elsevier, volume 30, issue 2, pages 193-201, June.
  2. Bruno, Valentina & Claessens, Stijn, 2010, "Corporate governance and regulation: Can there be too much of a good thing?," Journal of Financial Intermediation, Elsevier, volume 19, issue 4, pages 461-482, October.

2007

  1. Griffin, John M. & Harris, Jeffrey H. & Topaloglu, Selim, 2007, "Why are IPO investors net buyers through lead underwriters?," Journal of Financial Economics, Elsevier, volume 85, issue 2, pages 518-551, August.

2003

  1. John M. Griffin & Jeffrey H. Harris & Selim Topaloglu, 2003, "The Dynamics of Institutional and Individual Trading," Journal of Finance, American Finance Association, volume 58, issue 6, pages 2285-2320, December, DOI: 10.1046/j.1540-6261.2003.00606.x.
  2. Patrick De Fontnouvelle & Raymond P. H. Fishe & Jeffrey H. Harris, 2003, "The Behavior of Bid‐Ask Spreads and Volume in Options Markets during the Competition for Listings in 1999," Journal of Finance, American Finance Association, volume 58, issue 6, pages 2437-2463, December, DOI: 10.1046/j.1540-6261.2003.00611.x.

2002

  1. William G. Christie & Shane A. Corwin & Jeffrey H. Harris, 2002, "Nasdaq Trading Halts: The Impact of Market Mechanisms on Prices, Trading Activity, and Execution Costs," Journal of Finance, American Finance Association, volume 57, issue 3, pages 1443-1478, June, DOI: 10.1111/1540-6261.00466.

2001

  1. Shane A. Corwin & Jeffrey H. Harris, 2001, "The Initial Listing Decisions of Firms that Go Public," Financial Management, Financial Management Association, volume 30, issue 1, Spring.

1999

  1. Michael J. Barclay & William G. Christie & Jeffrey H. Harris & Eugene Kandel & Paul H. Schultz, 1999, "Effects of Market Reform on the Trading Costs and Depths of Nasdaq Stocks," Journal of Finance, American Finance Association, volume 54, issue 1, pages 1-34, February, DOI: 10.1111/0022-1082.00097.

1998

  1. Harris, Jeffrey H. & Schultz, Paul H., 1998, "The trading profits of SOES bandits," Journal of Financial Economics, Elsevier, volume 50, issue 1, pages 39-62, October.

1997

  1. Harris, Jeffrey H. & Schultz, Paul H., 1997, "The importance of firm quotes and rapid executions: Evidence from the January 1994 SOES rules change," Journal of Financial Economics, Elsevier, volume 45, issue 1, pages 135-166, July.

1994

  1. Christie, William G & Harris, Jeffrey H & Schultz, Paul H, 1994, "Why Did NASDAQ Market Makers Stop Avoiding Odd-Eighth Quotes?," Journal of Finance, American Finance Association, volume 49, issue 5, pages 1841-1860, December.

Books

2024

  1. H. Kent Baker & Jeffrey H. Harris & Ghiyath F. Nakshbendi (ed.), 2024, "The Palgrave Handbook of Sovereign Wealth Funds," Springer Books, Springer, number 978-3-031-50821-9, ISBN: ARRAY(0x707f7410), DOI: 10.1007/978-3-031-50821-9.

Chapters

2024

  1. Jeffrey H. Harris & Timothy J. Timura, 2024, "The SWF Portfolio: Next-Generation Challenges and Opportunities," Springer Books, Springer, chapter 0, in: H. Kent Baker & Jeffrey H. Harris & Ghiyath F. Nakshbendi, "The Palgrave Handbook of Sovereign Wealth Funds", DOI: 10.1007/978-3-031-50821-9_22.
  2. H. Kent Baker & Jeffrey H. Harris & Ghiyath F. Nakshbendi, 2024, "Correction to: The Palgrave Handbook of Sovereign Wealth Funds," Springer Books, Springer, chapter 34, in: H. Kent Baker & Jeffrey H. Harris & Ghiyath F. Nakshbendi, "The Palgrave Handbook of Sovereign Wealth Funds", DOI: 10.1007/978-3-031-50821-9_34.

2023

  1. Valentina Bruno, 2023, "Macroprudential Policy during COVID-19: The Role of Policy Space: A Discussion," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: Claudio Borio & Edward S Robinson & Hyun Song Shin, "MACRO-FINANCIAL STABILITY POLICY IN A GLOBALISED WORLD: LESSONS FROM INTERNATIONAL EXPERIENCE Selected Papers from the Asian Monetary Policy Forum 202".

2015

  1. Valentina Bruno & Ilhyock Shim & Hyun Song Shin, 2015, "Effectiveness of macroprudential and capital flow measures in Asia and the Pacific," BIS Papers chapters, Bank for International Settlements, in: Bank for International Settlements, "Cross-border Financial Linkages: Challenges for Monetary Policy and Financial Stability".

2014

  1. Valentina Bruno & Hyun Song Shin, 2014, "Why Macroprudential Policy? Brief Overview," Palgrave Macmillan Books, Palgrave Macmillan, chapter 7, in: Kyuil Chung & Soyoung Kim & Hail Park & Changho Choi & Hyun Song Shin, "Volatile Capital Flows in Korea", DOI: 10.1057/9781137368768_7.

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