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D-Index & Metrics

Economics and Finance

D-Index
35
Citations
16840
World Ranking
2849
National Ranking
1576

Overview

Lawrence Harris is affiliated with the University of Southern California in the United States. Their research primarily falls within the broad domain of Economics, Econometrics, and Finance, with a focus on specific subfields including Finance and General Economics, Econometrics, and Finance.

Their scholarly output includes publications in key areas such as:

  • Banking stability, regulation, efficiency
  • Financial Markets and Investment Strategies
  • Credit Risk and Financial Regulations
  • Monetary Policy and Economic Impact

Harris has published papers in the SSRN Electronic Journal, which is a frequent venue for their work. Notable recent papers include:

  • The Role of Pilot Studies in Financial Regulation (2021) - SSRN Electronic Journal
  • Riskless Principal Trades in Corporate Bond Markets (2020) - SSRN Electronic Journal

Their collaborations involve several co-authors, which include:

  • Charles M. Kahn
  • Robert L. McDonald
  • Chester S. Spatt
  • Anindya Mehta

Lawrence Harris's work shows a consistent engagement with topics that intersect financial regulation, market behavior, and economic policy. The research spans theoretical and empirical studies aimed at understanding market dynamics and regulatory impacts in the financial sector.

Best Publications

  • Estimating the components of the bid/ask spread

    Lawrence R Glosten;Lawrence E Harris

  • Price and Volume Effects Associated with Changes in the S&P 500 List: New Evidence for the Existence of Price Pressures

    Lawrence Harris;Eitan Gurel

  • Trading and Exchanges: Market Microstructure for Practitioners

    Larry Harris

  • A transaction data study of weekly and intradaily patterns in stock returns

    Lawrence Harris

  • Corporate Bond Market Transaction Costs and Transparency

    Amy K. Edwards;Lawrence E. Harris;Michael S. Piwowar

  • Minimum Price Variations, Discrete Bid–Ask Spreads, and Quotation Sizes

    Lawrence E. Harris

  • Stock Price Clustering and Discreteness

    Lawrence Harris

  • Market vs. Limit Orders: The SuperDOT Evidence on Order Submission Strategy

    Lawrence Harris;Joel Hasbrouck

  • Transaction Data Tests of the Mixture of Distributions Hypothesis

    Lawrence Harris

  • S&P 500 Cash Stock Price Volatilities

    Lawrence Harris

  • Cross-Security Tests of the Mixture of Distributions Hypothesis

    Lawrence Harris

  • Secondary Trading Costs in the Municipal Bond Market

    Lawrence E. Harris;Michael S. Piwowar

  • Liquidity , Trading Rules and Electronic Trading Systems .

    L. Harris

  • Optimal Dynamic Order Submission Strategies in Some Stylized Trading Problems

    Lawrence Harris

  • Equity Trading in the 21st Century

    James J. Angel;Lawrence E. Harris;Chester S. Spatt

  • The October 1987 S&P 500 Stock‐Futures Basis

    Lawrence Harris

  • A Day-End Transaction Price Anomaly

    Lawrence Harris

  • Statistical Properties of the Roll Serial Covariance Bid/Ask Spread Estimator

    Lawrence Harris

  • The information content of the limit order book: evidence from NYSE specialist trading decisions ☆

    Lawrence E. Harris;Venkatesh Panchapagesan

  • A maximum likelihood approach for non-Gaussian stochastic volatility models

    Moshe Fridman;Lawrence Harris

Frequent Co-Authors

Chester S. Spatt
Chester S. Spatt Carnegie Mellon University
Joel Hasbrouck
Joel Hasbrouck New York University
Jay R. Ritter
Jay R. Ritter University of Florida
Charles W. Calomiris
Charles W. Calomiris Columbia University

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