Campbell Harvey : Citation Profile


Are you Campbell Harvey?

Duke University (50% share)
National Bureau of Economic Research (NBER) (50% share)

46

H index

69

i10 index

13482

Citations

RESEARCH PRODUCTION:

70

Articles

57

Papers

3

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   30 years (1988 - 2018). See details.
   Cites by year: 449
   Journals where Campbell Harvey has often published
   Relations with other researchers
   Recent citing documents: 1836.    Total self citations: 69 (0.51 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pha102
   Updated: 2019-10-15    RAS profile: 2018-12-09    
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Relations with other researchers


Works with:

Bekaert, Geert (6)

Siegel, Stephan (5)

Lundblad, Christian (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Campbell Harvey.

Is cited by:

Warnock, Francis (91)

Guesmi, Khaled (84)

Bekaert, Geert (81)

Schmukler, Sergio (74)

Stulz, René (70)

lucey, brian (66)

GUESMI, Khaled (60)

Nguyen, Duc Khuong (57)

Albuquerque, Rui (56)

Fratzscher, Marcel (53)

Teulon, Frédéric (52)

Cites to:

Bekaert, Geert (105)

Levine, Ross (43)

French, Kenneth (41)

Campbell, John (35)

Shleifer, Andrei (34)

Ferson, Wayne (29)

Lopez-de-Silanes, Florencio (28)

Stulz, René (28)

La Porta, Rafael (26)

Fama, Eugene (25)

Lundblad, Christian (25)

Main data


Where Campbell Harvey has published?


Journals with more than one article published# docs
Journal of Financial Economics14
Journal of Finance10
Review of Financial Studies8
Journal of Empirical Finance3
Journal of Accounting and Economics2
Journal of International Money and Finance2
Journal of International Business Studies2
Financial Management2
Journal of Banking & Finance2

Working Papers Series with more than one paper published# docs
Working Papers / HAL3
CEMA Working Papers / China Economics and Management Academy, Central University of Finance and Economics2

Recent works citing Campbell Harvey (2018 and 2017)


YearTitle of citing document
2019Loss aversion and the zero-earnings discontinuity. (2019). Niebuhr, Nikolaj Kirkeby ; De La Rosa, Leonidas Enrique. In: Economics Working Papers. RePEc:aah:aarhec:2019-09.

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2017Picking Funds with Confidence. (2017). Timmermann, Allan ; Lunde, Asger ; Gronborg, Niels S ; Wermers, Russ. In: CREATES Research Papers. RePEc:aah:create:2017-13.

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2017Long- and Short-Run Components of Factor Betas: Implications for Equity Pricing. (2017). Christiansen, Charlotte ; Asgharian, Hossein ; Wang, Weining ; Jun, AI. In: CREATES Research Papers. RePEc:aah:create:2017-34.

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2018The Pricing of Tail Risk and the Equity Premium: Evidence from International Option Markets. (2018). Andersen, Torben ; Todorov, Viktor ; Fusari, Nicola. In: CREATES Research Papers. RePEc:aah:create:2018-02.

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2018Mutual Fund Selection for Realistically Short Samples. (2018). Christiansen, Charlotte ; Nielsen, Ole L ; Gronborg, Niels S. In: CREATES Research Papers. RePEc:aah:create:2018-36.

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2018Contagion between Islamic and Conventional Banks in Malaysia: Empirical Investigation using a DCC-GARCH Model العدوى بين البنوك الإسلامية والتقليدية في ماليزي. (2018). Khoufi, Walid ; ben Latifa, Monia. In: Articles published in the Journal of King Abdulaziz University: Islamic Economics.. RePEc:abd:kauiea:v:31:y:2018:i:1:no:11:p:167-178.

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2018Contagion between Islamic and Conventional Banks in Malaysia: Empirical Investigation using a DCC-GARCH Model العدوى بين البنوك الإسلامية والتقليدية في ماليزي. (2018). Khoufi, Walid ; ben Latifa, Monia. In: Articles published in the Journal of King Abdulaziz University: Islamic Economics.. RePEc:abd:kauiea:v:31:y:2018:i:1:p:167-178.

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2017Linkages between financial development, financial instability, financial liberalisation and economic growth in Africa. (2017). Asongu, Simplice A ; Mlambo, Kupukile ; Batuo, Enowbi. In: Research Africa Network Working Papers. RePEc:abh:wpaper:17/030.

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2018INFLUENCE OF INFORMATION SIGNALS ON THE FUTURE EARNINGS. (2018). Lutsenko, S I. In: Strategic decisions and risk management. RePEc:abw:journl:y:2018:id:804.

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2017Working Paper 291 - Regional Financial Integration and Economic Activity in Africa. (2017). Chuku, Chuku ; Akpan, Ekpo. In: Working Paper Series. RePEc:adb:adbwps:2403.

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2017Misallocation and the Distribution of Global Volatility. (2017). Eden, Maya. In: American Economic Review. RePEc:aea:aecrev:v:107:y:2017:i:2:p:592-622.

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2019Vulnerable Growth. (2019). Giannone, Domenico ; Boyarchenko, Nina ; Adrian, Tobias. In: American Economic Review. RePEc:aea:aecrev:v:109:y:2019:i:4:p:1263-89.

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2018Investment Hangover and the Great Recession. (2018). Shleifer, Andrei ; Rognlie, Matthew ; Simsek, Alp. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:10:y:2018:i:2:p:113-53.

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2017The Impact of Liberalization and Environmental Policy on the Financial Returns of European Energy Utilities. (2017). Premachandra, I M ; Daniel, Ivan Diaz-Rainey . In: The Energy Journal. RePEc:aen:journl:ej38-2-tulloch.

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2017The Role of Property Rights in the Relationship between Openness to International Capital Flows and Economic Growth in Sub-Saharan Africa Countries: An Estimate from Non-Stationary Panel Data. (2017). Gakpa, Lewis Landry ; Coulibaly, Sionfou Seydou. In: Research Papers. RePEc:aer:rpaper:rp_320.

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2017Excellence Model for Sustainable Convergence in the EU Higher Education. (2017). Hadad, Shahrazad ; Dima, Alina Mihaela ; Ghinea, Valentina Mihaela. In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:19:y:2017:i:s11:p:1107.

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2017Linkages between financial development, financial instability, financial liberalisation and economic growth in Africa. (2017). Batuo, Michael ; Asongu, Simplice. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:17/030.

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2017What drives the regional integration of agribusiness stocks? Evidence in worldwide perspective. (2017). Valdes, Rodrigo . In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. RePEc:ags:aaea17:258265.

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2017Recalibrating the Reported Returns to Agricultural R&D: What if We All Heeded Griliches?. (2017). Rao, Xudong ; Pardey, Philip G ; Hurley, Terrance M. In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. RePEc:ags:aaea17:259125.

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2017SYSTEMATIC RISK FACTORS AND STOCK RETURN VOLATILITY. (2017). Ali, Syed Kamran ; Ahmed, Ishtiaq ; Hashmi, Shujahat Haider. In: APSTRACT: Applied Studies in Agribusiness and Commerce. RePEc:ags:apstra:265587.

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2018Operating and financial leverage as risk measures in agricultural companies. (2018). Zabolotnyy, Serihiy ; Wasilewski, Mirosaw. In: Problems of Agricultural Economics. RePEc:ags:iafepa:276377.

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2018Determinants of corporate cash holdings in times of crisis: insights from Brazilian sugarcane industry private firms. (2018). Silva, Aviner Augusto ; Never, Marcos Fava ; Lopes, David Ferreira ; da Costa, Marcelo Botelho . In: International Food and Agribusiness Management Review. RePEc:ags:ifaamr:269548.

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2018Determinants of financing decisions and management implications: evidence from Spanish agricultural cooperatives. (2018). Mateos-Ronco, Alicia ; Guzman-Asuncion, Sandra. In: International Food and Agribusiness Management Review. RePEc:ags:ifaamr:274985.

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2017Wave after Wave: Contagion Risk from Commodity Markets. (2017). Algieri, Bernardina ; Leccadito, Arturo. In: Discussion Papers. RePEc:ags:ubzefd:257801.

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2017Bank lending technologies and credit availability in Europe. What can we learn from the crisis?. (2017). Peruzzi, Valentina ; Murro, Pierluigi ; Ferri, Giovanni ; Rotondi, Zeno. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:135.

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2018Measuring Investor Sentiment. (2018). Zhou, Guofu. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:10:y:2018:p:239-259.

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2017Financial Development, Growth, and Crisis: Is There a Trade-Off?. (2017). Ouazad, Amine ; Loayza, Norman ; Ranciere, Romain. In: Working Papers. RePEc:apc:wpaper:2017-114.

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2017Impact of Index Options on Emerging Market Volatility: The Case of the Malaysian Equity Market. (2017). Mohibul, MD ; Islam, Anisul M. In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2017:p:157--172.

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2017Russian-Doll Risk Models. (2017). Kakushadze, Zura. In: Papers. RePEc:arx:papers:1412.4342.

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2017Measuring the frequency dynamics of financial connectedness and systemic risk. (2017). Krehlik, Tomas ; Baruník, Jozef. In: Papers. RePEc:arx:papers:1507.01729.

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2017Statistical Risk Models. (2017). Kakushadze, Zura ; Yu, Willie. In: Papers. RePEc:arx:papers:1602.08070.

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2019Hong Kong - Shanghai Connect / Hong Kong - Beijing Disconnect (?), Scaling the Great Wall of Chinese Securities Trading Costs. (2016). Kashyap, Ravi. In: Papers. RePEc:arx:papers:1603.01341.

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2017A diagnostic criterion for approximate factor structure. (2017). Scaillet, Olivier ; Gagliardini, Patrick ; Ossola, Elisa . In: Papers. RePEc:arx:papers:1612.04990.

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2017Non-parametric and semi-parametric asset pricing. (2017). Ormos, Mihály ; Erdos, Peter ; Zibriczky, David . In: Papers. RePEc:arx:papers:1703.09500.

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2018Optimal sequential treatment allocation. (2018). Kock, Anders ; Thyrsgaard, Martin. In: Papers. RePEc:arx:papers:1705.09952.

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2018Uniform Inference for Characteristic Effects of Large Continuous-Time Linear Models. (2018). Yang, Xiye ; Liao, Yuan. In: Papers. RePEc:arx:papers:1711.04392.

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2017An Inverse Problem Study: Credit Risk Ratings as a Determinant of Corporate Governance and Capital Structure in Emerging Markets: Evidence from Chinese Listed Companies. (2017). ausloos, marcel ; Kang, Manying. In: Papers. RePEc:arx:papers:1712.00602.

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2017Foreign Portfolio Investment and Economy: The Network Perspective. (2017). Hakeem, Muhammad Mohsin ; Suzuki, Ken-Ichi. In: Papers. RePEc:arx:papers:1712.10274.

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2018Comparing Asset Pricing Models: Distance-based Metrics and Bayesian Interpretations. (2018). He, Zhongzhi Lawrence . In: Papers. RePEc:arx:papers:1803.01389.

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2018The Determinants of Home Bias in Stock Portfolio: An Emerging and Developed Markets Study. (2018). Henchiri, Jamel ; Kefi, Mohamed ; Chniguir, Mounira. In: Papers. RePEc:arx:papers:1804.05103.

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2018Deep Learning for Predicting Asset Returns. (2018). Feng, Guanhao ; Polson, Nicholas G ; He, Jingyu. In: Papers. RePEc:arx:papers:1804.09314.

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2018Diversifying portfolios of U.S. stocks with crude oil and natural gas: A regime-dependent optimization with several risk measures. (2018). Gatfaoui, Hayette. In: Papers. RePEc:arx:papers:1811.02382.

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2018Limits to Arbitrage in Markets with Stochastic Settlement Latency. (2018). Hautsch, Nikolaus ; Voigt, Stefan ; Scheuch, Christoph. In: Papers. RePEc:arx:papers:1812.00595.

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2019Conditional Density Estimation with Neural Networks: Best Practices and Benchmarks. (2019). Ulrich, Maxim ; Walther, Simon ; Ferreira, Fabio ; Rothfuss, Jonas. In: Papers. RePEc:arx:papers:1903.00954.

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2019The Coevolution of Banks and Corporate Securities Markets: The Financing of Belgiums Industrial Take-Off in the 1830s. (2019). Ugolini, Stefano. In: Papers. RePEc:arx:papers:1906.11023.

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2019Computational method for probability distribution on recursive relationships in financial applications. (2019). Lee, Kyungsub ; Park, Jong Jun . In: Papers. RePEc:arx:papers:1908.04959.

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2019Performance of tail hedged portfolio with third moment variation swap. (2019). Ki, Byoung ; Lee, Kyungsub. In: Papers. RePEc:arx:papers:1908.05105.

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2018Does Financial and Trade Liberalization Drive Private Savings in Pakistan?. (2018). Hye, Qazi-Muhammad Adnan ; Lau, Wee-Yeap. In: Asian Development Policy Review. RePEc:asi:adprev:2018:p:198-212.

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2017Effect of Disagreement on Corporate Financing Policy and Investment Level. (2017). Weining, Niu . In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2017:p:349-357.

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2017Nonlinear Analysis of Economic Growth, Public Debt and Policy Tools. (2017). Cai, Yifei. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2017:p:99-108.

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2018Has Financial Liberalisation Promoted Economic Growth in Nigeria? Evidence from Auto-Regressive Distributed Lag (ARDL) Approach. (2018). Akpansung, Aniekan Okon ; Waziri, Shall Erinus. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2018:p:172-188.

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2018Managerial Behavior and Capital Structure Decisions; Do Overconfidence, Optimism and Risk Aversion Matter?. (2018). Abdeldayem, Marwan M ; Sedeek, Doaa S. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2018:p:925-945.

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2018Option Pricing Model with Stochastic Implied Volatility. (2018). Liu, Tianxiang ; Wu, Desheng. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2018:p:925-946.

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2019Determinants of Dividend Payout Policy in Emerging Markets: Evidence from the ASEAN Region. (2019). Tran, Manh Dung ; Nguyen, Xuan Hung ; Ha, Thi Thai. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2019:p:531-546.

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2019Internet Plus Strategy and Transformation and Upgrading of Traditional Enterprises. (2019). Lv, Benfu ; Peng, Geng ; Duan, Litao ; Li, Bin. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2019:p:712-723.

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2017Sensitivity analysis for the determinants of investment appraisal. (2017). Khan, Muhammad Asif ; Hashmi, Shujahat Haider ; Ahsan, Raja Muhammad ; Hussain, Munawar. In: The Audit Financiar journal. RePEc:aud:audfin:v:15:y:2017:i:148:p:686.

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2017Taming Leviathan: Mitigating Political Interference in Sovereign Wealth Funds’ Public Equity Investments. (2017). Bortolotti, Bernardo ; Loss, Giacomo ; Fotak, Veljko. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1764.

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2018Interdependence and asymmetries: Latin American ADRs and developed markets. (2018). Costa, Ana Carolina ; Gaio, Luiz Eduardo ; Junior, Tabajara Pimenta . In: Brazilian Business Review. RePEc:bbz:fcpbbr:v:15:y:2018:i:4:p391-409.

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2018Multivariate Jump Diffusion Model with Markovian Contagion. (2018). de Carvalho, Pablo ; Gupta, Aparna ; Campos, Pablo Jose. In: Working Papers Series. RePEc:bcb:wpaper:482.

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2019Can survey-based information help assess investment gaps in the eu?. (2019). Maurin, Laurent ; Dejuan, Daniel ; Alves, Pana. In: Occasional Papers. RePEc:bde:opaper:1908.

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2017Permissible collateral and access to finance: evidence from a quasi-natural experiment. (2017). Xu, Bing. In: Working Papers. RePEc:bde:wpaper:1750.

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2018Credit constraints, firms investment and growth evidence from survey data. (2018). Gomez, Miguel Garcia-Posada. In: Working Papers. RePEc:bde:wpaper:1808.

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2018Corporate liquidity in Italy and its increase in the long recession. (2018). Dottori, Davide ; Micucci, Giacinto. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_420_18.

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2017Investment decisions by European firms and financing constraints. (2017). Silvestrini, Andrea ; Mäkinen, Taneli ; Makinen, Taneli ; Mercatanti, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1148_17.

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2018Firms’ investments during two crises. (2018). Sette, Enrico ; De Socio, Antonio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1173_18.

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2018Asset price volatility in EU-6 economies: how large is the role played by the ECB?. (2018). Colabella, Andrea ; Ciarlone, Alessio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1175_18.

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2018Contagion in the CoCos market? A case study of two stress events. (2018). Bologna, Pierluigi ; Segura, Anatoli ; Miglietta, Arianna. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1201_18.

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2018Finance and Employment Formalization: Evidence from Mexicos ENIGH, 2000-2016. (2018). Santiago, Bazdresch. In: Working Papers. RePEc:bdm:wpaper:2018-14.

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2019¿Cómo y qué tanto impacta la deuda pública a las tasas de interés de mercado?. (2019). Rincon-Castro, Hernan ; Ardila-Dueas, Carlos David. In: Borradores de Economia. RePEc:bdr:borrec:1077.

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2017Volatility Spillovers among Global Stock Markets: Measuring Total and Directional Effects. (2017). Melo-Velandia, Luis ; Gomez-Gonzalez, Jose ; Gamba, Santiago ; Gamba-Santamaria, Santiago ; Hurtado-Guarin, Jorge Luis . In: Borradores de Economia. RePEc:bdr:borrec:983.

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2018Return Volatility and Macroeconomic Factors: A Comparison of US and Pakistani Firms. (2018). Jan, Sharif Ullah ; Khan, Hashim . In: Business & Economic Review. RePEc:bec:imsber:v:10:y:2018:i:2:p:1-28.

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2017Role of Liquidity in Explaining Anomalous Returns: Evidence from Emerging Market. (2017). Sadaqat, Mohsin ; Butt, Hilal Anwar. In: Business & Economic Review. RePEc:bec:imsber:v:9:y:2017:i:3:p:1-35.

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2017Flexible Prices and Leverage. (2017). Weber, Michael ; Liu, Ryan ; Pflueger, Carolin . In: Working Papers. RePEc:bfi:wpaper:2017-02.

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2019Investment and the WACC: new micro evidence for France. (2019). Mesonnier, Jean-Stephane ; Mazet-Sonilhac, Clement ; Carluccio, Juan. In: Working papers. RePEc:bfr:banfra:710.

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2019Bayesian Inference for Markov-switching Skewed Autoregressive Models. (2019). Lhuissier, Stephane. In: Working papers. RePEc:bfr:banfra:726.

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2018Firing the Wrong Workers: Financing Constraints and Labor Misallocation. (2018). Cuñat, Vicente ; Caggese, Andrea ; Metzger, Daniel ; Cuat, Vicente. In: Working Papers. RePEc:bge:wpaper:1057.

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2017Corporate leverage in emerging Asia. (2017). Goyal, Vidhan ; Packer, Frank. In: BIS Papers chapters. RePEc:bis:bisbpc:91-08.

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2018Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M. In: BIS Papers. RePEc:bis:bisbps:95.

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2019From carry trades to trade credit: financial intermediation by non-financial corporations. (2019). Saffie, Felipe ; Hardy, Bryan. In: BIS Working Papers. RePEc:bis:biswps:773.

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2019Unintended consequences of unemployment insurance benefits: the role of banks. (2019). Kaba, Gazi ; Degerli, Ahmet ; Arslan, Yavuz. In: BIS Working Papers. RePEc:bis:biswps:795.

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2018Analysis of the debt burden in Russian economy sectors. (2018). Popova, Svetlana ; Ponomarenko, Alexey ; Deryugina, Elena ; Karlova, Natalia . In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps29.

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2017Does Integrated Reporting Matter to the Capital Market?. (2017). Zhou, Shan ; Green, Wendy ; Simnett, Roger. In: Abacus. RePEc:bla:abacus:v:53:y:2017:i:1:p:94-132.

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2018Discretionary Accruals: Earnings Management ... or Not?. (2018). Jackson, Andrew B. In: Abacus. RePEc:bla:abacus:v:54:y:2018:i:2:p:136-153.

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2018Inference†in†residuals as an Estimation Method for Earnings Management. (2018). Vasnev, Andrey ; Ma, LE ; Christodoulou, Demetris. In: Abacus. RePEc:bla:abacus:v:54:y:2018:i:2:p:154-180.

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2018The Impact of CEO Narcissism on Earnings Management. (2018). Capalbo, Francesco ; Palumbo, Riccardo ; Mollica, Vito ; Lim, Ming Ying ; Frino, Alex. In: Abacus. RePEc:bla:abacus:v:54:y:2018:i:2:p:210-226.

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2018Open Market Share Repurchases in Germany: A Conditional Event Study Approach. (2018). Andres, Christian ; Theissen, Erik ; Doumet, Markus ; Betzer, Andre. In: Abacus. RePEc:bla:abacus:v:54:y:2018:i:4:p:417-444.

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2018Optimistic Disclosure Tone and Conservative Debt Policy. (2018). Ataullah, Ali ; Xu, Bin ; Vivian, Andrew. In: Abacus. RePEc:bla:abacus:v:54:y:2018:i:4:p:445-484.

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2018Significance Testing in Accounting Research: A Critical Evaluation Based on Evidence. (2018). Kim, Jae H ; Ji, Philip Inyeob ; Ahmed, Kamran. In: Abacus. RePEc:bla:abacus:v:54:y:2018:i:4:p:524-546.

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2017Risk, return and mean-variance efficiency of Islamic and non-Islamic stocks: evidence from a unique Malaysian data set. (2017). Akhtar, Shumi ; Smith, Tom ; Jahromi, Maria. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:1:p:3-46.

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2017Design of MySuper default funds: influences and outcomes. (2017). Thorp, Susan ; Smith, Tom ; Warren, Geoffrey J ; Foster, Douglas F ; Donald, Scott M ; Butt, Adam. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:1:p:47-85.

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2017Earnings benchmark hierarchy. (2017). Carvajal, Mariela ; Smith, Tom ; Jackson, Andrew B ; Coulton, Jeffrey J. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:1:p:87-111.

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2017Rare disaster risk and the expected equity risk premium. (2017). Berkman, Henk ; Lee, John B ; Jacobsen, Ben. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:2:p:351-372.

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2017How return and risk experiences shape investor beliefs and preferences. (2017). , Arvid ; Smith, Tom ; Post, Thomas. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:3:p:759-788.

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2017Fund Volatility Index using equity market state prices. (2017). O'Neill, Michael J ; Smith, Tom ; Liu, Zhangxin. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:3:p:837-853.

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2017Externally reported performance measures and benchmarks in Australia. (2017). Woodhouse, Kerrie ; Smith, Tom ; Ranasinghe, Dinithi ; Mather, Paul. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:3:p:879-905.

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2017Pension accrual management and research and development investment. (2017). Sasaki, Takafumi. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:4:p:1127-1147.

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2017Insights into accounting choice from the adoption timing of International Financial Reporting Standards. (2017). Stent, Warwick ; Hooks, Jill ; Bradbury, Michael E. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i::p:255-276.

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2018Dividend payout determinants for Australian Multinational and Domestic Corporations. (2018). Akhtar, Shumi. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:1:p:11-55.

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2018Timing of earnings restatements: CEO equity compensation and market reaction. (2018). Ben Youssef, Nourhene ; Khan, Saqib ; Benyoussef, Nourhene. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:2:p:341-365.

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More than 100 citations found, this list is not complete...

Campbell Harvey has edited the books:


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Works by Campbell Harvey:


YearTitleTypeCited
2017How to Write an Effective Referee Report and Improve the Scientific Review Process In: Journal of Economic Perspectives.
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article7
2016Globalization and Asset Returns In: Annual Review of Financial Economics.
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article12
2008Managerial Response to the May 2003 Dividend Tax Cut In: Financial Management.
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article22
2018The Theory and Practice of Corporate Risk Management: Evidence from the Field In: Financial Management.
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article0
2002HOW DO CFOs MAKE CAPITAL BUDGETING AND CAPITAL STRUCTURE DECISIONS? In: Journal of Applied Corporate Finance.
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article45
1991 The World Price of Covariance Risk. In: Journal of Finance.
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article421
1991 S&P 100 Index Option Volatility. In: Journal of Finance.
[Citation analysis]
article15
1992 Seasonality and Consumption-Based Asset Pricing. In: Journal of Finance.
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article36
1995 Time-Varying World Market Integration. In: Journal of Finance.
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article803
1994Time-Varying World Market Integration.(1994) In: NBER Working Papers.
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This paper has another version. Agregated cites: 803
paper
1999Conditioning Variables and the Cross Section of Stock Returns In: Journal of Finance.
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article291
1999Conditioning Variables and the Cross-Section of Stock Returns.(1999) In: NBER Working Papers.
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This paper has another version. Agregated cites: 291
paper
2000Foreign Speculators and Emerging Equity Markets In: Journal of Finance.
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article769
1997Foreign Speculators and Emerging Equity Markets.(1997) In: NBER Working Papers.
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paper
1997Foreign Speculators and Emerging Equity Markets.(1997) In: William Davidson Institute Working Papers Series.
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paper
2000Conditional Skewness in Asset Pricing Tests In: Journal of Finance.
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article589
2007Global Growth Opportunities and Market Integration In: Journal of Finance.
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article128
2004Global Growth Opportunities and Market Integration.(2004) In: NBER Working Papers.
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paper
2012Report of the Editor of the Journal of Finance for the Year 2011 In: Journal of Finance.
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article0
2017Presidential Address: The Scientific Outlook in Financial Economics In: Journal of Finance.
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article19
2003Equity Market Liberalization in Emerging Markets In: Journal of Financial Research.
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article93
2003Equity market liberalization in emerging markets.(2003) In: Review.
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article
1993Strategic Treasury Debt Management in Public Policy In: Review of Policy Research.
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article0
2017Economic and Financial Integration in Europe In: ifo DICE Report.
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article1
1997The Relation between the Term Structure of Interest Rates and Canadian Economic Growth. In: Canadian Journal of Economics.
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article36
2006Liquidity and Expected Returns: Lessons from Emerging Markets In: CEPR Discussion Papers.
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paper285
2005Liquidity and Expected Returns: Lessons From Emerging Markets.(2005) In: NBER Working Papers.
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paper
2007Liquidity and Expected Returns: Lessons from Emerging Markets.(2007) In: Review of Financial Studies.
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article
2010What Segments Equity Markets? In: CEPR Discussion Papers.
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paper66
2010What Segments Equity Markets?.(2010) In: NBP Working Papers.
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paper
2009What Segments Equity Markets?.(2009) In: NBER Working Papers.
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paper
2011What Segments Equity Markets?.(2011) In: Review of Financial Studies.
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2002What Determines Expected International Asset Returns? In: Annals of Economics and Finance.
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article41
2002What Determines Expected International Asset Returns?.(2002) In: CEMA Working Papers.
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paper
1994What determines expected international asset returns ?.(1994) In: Working Papers.
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paper
1994What determines expected international asset returns ?.(1994) In: Working Papers.
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This paper has another version. Agregated cites: 41
paper
1994What Determines Expected International Asset Returns?.(1994) In: NBER Working Papers.
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paper
1993International asset pricing with alternative distributional specifications In: CEMA Working Papers.
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paper59
1993International asset pricing with alternative distributional specifications.(1993) In: Journal of Empirical Finance.
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article
1999Autoregressive Conditional Skewness In: Journal of Financial and Quantitative Analysis.
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article283
2010Managerial Miscalibration In: Working Paper Series.
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paper85
2010Managerial Miscalibration.(2010) In: NBER Working Papers.
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paper
2000Are Correlations of Stock Returns Justified by Subsequent Changes in National Outputs? In: Working Papers.
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paper76
2003Are correlations of stock returns justified by subsequent changes in national outputs?.(2003) In: Journal of International Money and Finance.
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article
2016Political risk and international valuation In: Journal of Corporate Finance.
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article7
2001Emerging equity markets and economic development In: Journal of Development Economics.
[Full Text][Citation analysis]
article197
2000Emerging Equity Markets and Economic Development.(2000) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 197
paper
2002Research in emerging markets finance: looking to the future In: Emerging Markets Review.
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article132
2003Emerging markets finance In: Journal of Empirical Finance.
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article265
2001The specification of conditional expectations In: Journal of Empirical Finance.
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article112
2005The long-run equity risk premium In: Finance Research Letters.
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article29
2002The impact of the Federal Reserve Banks open market operations In: Journal of Financial Markets.
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article14
1994The Impact of the Federal Reserve Banks Open Market Operations.(1994) In: NBER Working Papers.
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paper
2005The economic implications of corporate financial reporting In: Journal of Accounting and Economics.
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article721
2004The Economic Implications of Corporate Financial Reporting.(2004) In: NBER Working Papers.
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This paper has another version. Agregated cites: 721
paper
2013Earnings quality: Evidence from the field In: Journal of Accounting and Economics.
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article64
1994Sources of risk and expected returns in global equity markets In: Journal of Banking & Finance.
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article130
1994Sources of Risk and Expected Returns in Global Equity Markets.(1994) In: NBER Working Papers.
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This paper has another version. Agregated cites: 130
paper
1997Fundamental determinants of national equity market returns: A perspective on conditional asset pricing In: Journal of Banking & Finance.
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article33
1996Fundamental Determinants of National Equity Market Returns: A Perspective on Conditional Asset Pricing.(1996) In: NBER Working Papers.
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paper
2013Managerial attitudes and corporate actions In: Journal of Financial Economics.
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article130
2013The European Union, the Euro, and equity market integration In: Journal of Financial Economics.
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article44
2010The European Union, the Euro, and Equity Market Integration.(2010) In: NBER Working Papers.
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paper
2011The European Union, the Euro, and Equity Market Integration.(2011) In: 2011 Meeting Papers.
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This paper has another version. Agregated cites: 44
paper
2015Capital allocation and delegation of decision-making authority within firms In: Journal of Financial Economics.
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article36
2011Capital Allocation and Delegation of Decision-Making Authority within Firms.(2011) In: NBER Working Papers.
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This paper has another version. Agregated cites: 36
paper
1988The real term structure and consumption growth In: Journal of Financial Economics.
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article236
1989Time-varying conditional covariances in tests of asset pricing models In: Journal of Financial Economics.
[Full Text][Citation analysis]
article288
1990Bayesian inference in asset pricing tests In: Journal of Financial Economics.
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article31
1996Market timing ability and volatility implied in investment newsletters asset allocation recommendations In: Journal of Financial Economics.
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article51
1994Market Timing Ability and Volatility Implied in Investment Newletters Asset Allocation Recommendations.(1994) In: NBER Working Papers.
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This paper has another version. Agregated cites: 51
paper
1997Emerging equity market volatility In: Journal of Financial Economics.
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article638
1995Emerging Equity Market Volatility.(1995) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 638
paper
2001The theory and practice of corporate finance: evidence from the field In: Journal of Financial Economics.
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article918
2002Dating the integration of world equity markets In: Journal of Financial Economics.
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article209
1998Dating the Integration of World Equity Markets.(1998) In: NBER Working Papers.
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This paper has another version. Agregated cites: 209
paper
2004The effect of capital structure when expected agency costs are extreme In: Journal of Financial Economics.
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article103
2001The Effect of Capital Structure When Expected Agency Costs are Extreme.(2001) In: NBER Working Papers.
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This paper has another version. Agregated cites: 103
paper
2005Does financial liberalization spur growth? In: Journal of Financial Economics.
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article778
2004Does Financial Liberalization Spur Growth?.(2004) In: Working Paper Research.
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paper
2001Does Financial Liberalization Spur Growth?.(2001) In: NBER Working Papers.
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paper
2005Payout policy in the 21st century In: Journal of Financial Economics.
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article461
2003Payout Policy in the 21st Century.(2003) In: NBER Working Papers.
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This paper has another version. Agregated cites: 461
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2010The real effects of financial constraints: Evidence from a financial crisis In: Journal of Financial Economics.
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article414
2009The Real Effects of Financial Constraints: Evidence from a Financial Crisis.(2009) In: NBER Working Papers.
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2002The dynamics of emerging market equity flows In: Journal of International Money and Finance.
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article167
1999The Dynamics of Emerging Market Equity Flows.(1999) In: NBER Working Papers.
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paper
2011Financial Openness and Productivity In: World Development.
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article72
2009Financial Openness and Productivity.(2009) In: NBER Working Papers.
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paper
1997Are Common Swings in International Stock Returns Justified by Subsequent Changes in National Outputs ? In: Working Papers.
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paper2
2004Dynamic Trading Strategies and Portfolio Choice In: SIFR Research Report Series.
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paper7
2004Dynamic Trading Strategies and Portfolio Choice.(2004) In: NBER Working Papers.
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This paper has another version. Agregated cites: 7
paper
2009Investor Competence, Trading Frequency, and Home Bias In: Management Science.
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article96
2005Investor Competence, Trading Frequency, and Home Bias.(2005) In: NBER Working Papers.
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This paper has another version. Agregated cites: 96
paper
1998Measurement Error and Nonlinearity in the Earnings-Returns Relation. In: Review of Quantitative Finance and Accounting.
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article4
2000Capital Flows and the Behavior of Emerging Market Equity Returns In: NBER Chapters.
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chapter75
1998Capital Flows and the Behavior of Emerging Market Equity Returns.(1998) In: NBER Working Papers.
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paper
1994An Exploratory Investigation of the Fundamental Determinants of National Equity Market Returns In: NBER Chapters.
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chapter19
1993An Exploratory Investigation of the Fundamental Determinants of National Equity Market Returns.(1993) In: NBER Working Papers.
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paper
2004Growth Volatility and Financial Liberalization In: NBER Working Papers.
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paper228
2005The Tactical and Strategic Value of Commodity Futures In: NBER Working Papers.
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paper11
2007Managerial Overconfidence and Corporate Policies In: NBER Working Papers.
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paper71
2010A Corporate Beauty Contest In: NBER Working Papers.
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paper2
2010Liquidity Management and Corporate Investment During a Financial Crisis In: NBER Working Papers.
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paper164
2011Liquidity Management and Corporate Investment During a Financial Crisis.(2011) In: Review of Financial Studies.
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2013The Golden Dilemma In: NBER Working Papers.
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paper17
2014Political Risk Spreads In: NBER Working Papers.
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paper29
2014Political risk spreads.(2014) In: Journal of International Business Studies.
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2014. . . and the Cross-Section of Expected Returns In: NBER Working Papers.
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paper8
2016Rethinking Performance Evaluation In: NBER Working Papers.
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2017Corporate Culture: Evidence from the Field In: NBER Working Papers.
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1994Predictable Risk and Returns in Emerging Markets In: NBER Working Papers.
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1995Predictable Risk and Returns in Emerging Markets..(1995) In: Review of Financial Studies.
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1999Economic, Financial, and Fundamental Global Risk In and Out of the EMU In: NBER Working Papers.
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2001Expectations of Equity Risk Premia, Volatility and Asymmetry from a Corporate Finance Perspective In: NBER Working Papers.
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2003Market Integration and Contagion In: NBER Working Papers.
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2005Market Integration and Contagion.(2005) In: The Journal of Business.
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2008The Effect of the May 2003 Dividend Tax Cut on Corporate Dividend Policy: Empirical and Survey Evidence In: National Tax Journal.
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2011Access to Liquidity and Corporate Investment in Europe during the Financial Crisis In: Review of Finance.
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2016Editors Choice … and the Cross-Section of Expected Returns In: Review of Financial Studies.
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2018Detecting Repeatable Performance In: Review of Financial Studies.
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1991Volatility in the Foreign Currency Futures Market. In: Review of Financial Studies.
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1993The Risk and Predictability of International Equity Returns. In: Review of Financial Studies.
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1995The Risk Exposure of Emerging Equity Markets. In: World Bank Economic Review.
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2010Portfolio selection with higher moments In: Quantitative Finance.
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1991The Variation of Economic Risk Premiums. In: Journal of Political Economy.
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1992Dividends and S&P 100 index option valuation In: Journal of Futures Markets.
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2015The Strategic and Tactical Value of Commodity Futures In: World Scientific Book Chapters.
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