Professor Harris's research interests include the microstructure of stock and derivatives markets with applications to capital formation, trading behavior and regulatory issues.
Selected Publications:
"Who Drove and Burst the Tech Bubble," 2011, Journal of Finance 66, 1251-1290, with John M. Griffin, Tao Shu and Selim Topaloglu.
"The Role of Speculators in the Crude Oil Futures Markets," 2011, Energy Journal 32, 167-202, with Bahattin Büyüksahin.
"Clearing House, Margin Requirements, and Systemic Risk," 2011, Review of Futures Markets 19, 39-54, with Jorge A. Cruz Lopez and Christophe Pérignon.
"Effects of Central Bank Intervention on the Interbank Market during the Subprime Crisis," 2010, Review of Financial Studies 24, with Celso Brunetti and Mario di Filippo.
"Why to Maturing Futures and Cash Prices Diverge for Agricultural Commodities?," 2010, Journal of Futures Markets, forthcoming, with Nicole Aulerich and Raymond P.H. Fishe.
"Why are IPO Investors Net Buyers through Lead Underwriters?," 2007, Journal of Financial Economics 85, 518-551, with John M. Griffin and Selim Topaloglu .