Larry Harris
Larry Harris
Professor of Finance and Business Economics, University of Southern California
Verified email at usc.edu - Homepage
Title
Cited by
Cited by
Year
Estimating the components of the bid/ask spread
LR Glosten, LE Harris
Journal of financial Economics 21 (1), 123-142, 1988
21241988
Trading and exchanges: Market microstructure for practitioners
L Harris
OUP USA, 2003
14332003
Price and volume effects associated with changes in the S&P 500 list: New evidence for the existence of price pressures
L Harris, E Gurel
the Journal of Finance 41 (4), 815-829, 1986
13821986
A transaction data study of weekly and intradaily patterns in stock returns
L Harris
Journal of financial economics 16 (1), 99-117, 1986
11361986
Corporate bond market transaction costs and transparency
AK Edwards, LE Harris, MS Piwowar
The Journal of Finance 62 (3), 1421-1451, 2007
7782007
Minimum price variations, discrete bid–ask spreads, and quotation sizes
LE Harris
The Review of Financial Studies 7 (1), 149-178, 1994
7301994
Stock price clustering and discreteness
L Harris
The Review of Financial Studies 4 (3), 389-415, 1991
6961991
Market vs. limit orders: the SuperDOT evidence on order submission strategy
L Harris, J Hasbrouck
Journal of Financial and Quantitative analysis, 213-231, 1996
4991996
Transaction data tests of the mixture of distributions hypothesis
L Harris
Journal of Financial and Quantitative Analysis, 127-141, 1987
4581987
S&P 500 cash stock price volatilities
L Harris
The Journal of Finance 44 (5), 1155-1175, 1989
4441989
Cross-security tests of the mixture of distributions hypothesis
L Harris
Journal of financial and Quantitative Analysis, 39-46, 1986
4271986
Liquidity, trading rules and electronic trading systems
L Harris
Southern California-School of Business Administration Papers, 1990
3711990
Optimal dynamic order submission strategies in some stylized trading problems
L Harris
Financial Markets, Institutions & Instruments 7 (2), 1-76, 1998
3331998
The October 1987 S&P 500 stock‐futures basis
L Harris
The Journal of Finance 44 (1), 77-99, 1989
2981989
Secondary trading costs in the municipal bond market
LE Harris, MS Piwowar
The Journal of Finance 61 (3), 1361-1397, 2006
2942006
Equity Trading in the 21st Century
JJ Angel, LE Harris, CS Spatt
The Quarterly Journal of Finance 1 (01), 1-53, 2011
2902011
A day-end transaction price anomaly
L Harris
Journal of Financial and Quantitative analysis, 29-45, 1989
2771989
Does a large minimum price variation encourage order exposure?
L Harris
New York Stock Exchange 96 (5), 1996
2481996
The information content of the limit order book: evidence from NYSE specialist trading decisions
LE Harris, V Panchapagesan
Journal of Financial Markets 8 (1), 25-67, 2005
2472005
Statistical properties of the Roll serial covariance bid/ask spread estimator
L Harris
The Journal of Finance 45 (2), 579-590, 1990
2441990
The system can't perform the operation now. Try again later.
Articles 1–20