Frederick H. deB. Harris

Cointegration, Error Correction, and Price Discovery on Informationally Linked Security Markets

Frederick H. deB. Harris, Thomas H. McInish, Gary L. Shoesmith et al. · Journal of Financial and Quantitative Analysis · 1995 · 387 citations

Engineering, Information Security, Error Correction Terms +19

Security price adjustment across exchanges: an investigation of common factor components for Dow stocks

Frederick H. deB. Harris, Thomas H. McInish, R.J.K. Wood · Journal of Financial Markets · 2002 · 314 citations

Market Microstructure, Common Factor Components, Financial Economics +8

A revenue management approach to demand management and order booking in assemble‐to‐order manufacturing

Frederick H. deB. Harris, Jonathan P. Pinder · Journal of Operations Management · 1995 · 128 citations

Logistics Processes, Assemble‐to‐order Manufacturing, Smart Manufacturing +19

An investigation of price discovery in informationally-linked markets: equity trading in Malaysia and Singapore

David K. Ding, Frederick H. deB. Harris, Sie Ting Lau et al. · Journal of Multinational Financial Management · 1999 · 86 citations

Market Microstructure, Informationally-linked Markets, Asset Pricing +9

Common factor components versus information shares: a reply

Frederick H. deB. Harris, Thomas H. McInish, R.J.K. Wood · Journal of Financial Markets · 2002 · 86 citations

Common Factor Components, Parallel Analysis, Factor Models +8