Last updated December, 2 2013 560.674 documents processed, 13.960.344 references and 5.338.870 citations

Campbell Harvey

Citation Profile:

Articles: 55 (5386 citations)
Papers: 40 (1569 citations)
Chapters: 2 (36 citations)

Recent citing documents: 495
Total times cited: 6991
Total self citations: 221 (3.16 %)
Average times cited by year: 291.29 (24 years)
h-index: 38

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Created: 2013-12-07 01:43:18    
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Affiliation:

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

[More details in EconPapers]

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Works with:

Bekaert, Geert (8)

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:

Bekaert, Geert (176)

Albuquerque, Rui (67)

Schmukler, Sergio (66)

lucey, brian (59)

AROURI, Mohamed El Hedi (56)

Lundblad, Christian (54)

Ang, Andrew (54)

Stulz, René (51)

Vaihekoski, Mika (49)

Ferson, Wayne (47)

Gómez Biscarri, Javier (46)

Cites to:

Bekaert, Geert (129)

Levine, Ross (73)

Campbell, John (54)

Shleifer, Andrei (50)

French, Kenneth (47)

Lopez-de-Silanes, Florencio (37)

Ferson, Wayne (36)

Vishny, Robert (32)

La Porta, Rafael (30)

Stulz, René (29)

Fama, Eugene (28)

Recent works citing Campbell Harvey (2013 and 2012)

YearTitle of citing documentCited
2012Integration of European Bond Markets. (2012). Christiansen, Charlotte. In: CREATES Research Papers. RePEc:aah:create:2012-33.

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2012Is the Potential for International Diversi?cation Disappearing? A Dynamic Copula Approach. (2012). Christoffersen, Peter ; Langlois, Hugues ; Errunza, Vihang ; Jacobs, Kris . In: CREATES Research Papers. RePEc:aah:create:2012-48.

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2012Spillover Effects of the U.S. Financial Crisis on Financial Markets in Emerging Asian Countries. (2012). Kim, Hyeongwoo ; Lee, Bong-Soo . In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2012-06.

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2012Working Paper 144 - An Analysis of the Impact of Financial Integration on Economic Activity and Macroeconomic Volatility in Africa within the Financial Globalization Context. (2012). AfDB, . In: Working Paper Series. RePEc:adb:adbwps:375.

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2013Risk Rationing and Jump Utility. (2013). Chiu, Leslie J. Verteramo, . In: 2013 Annual Meeting, August 4-6, 2013, Washington, D.C.. RePEc:ags:aaea13:150589.

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2013A Risk Rationing Model. (2013). Turvey, Calum G. ; Chiu, Leslie J. Verteramo, . In: 2013 Annual Meeting, August 4-6, 2013, Washington, D.C.. RePEc:ags:aaea13:150628.

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2012A real-options analysis of wine grape farming in north west Victoria. (2012). Chan, Chris ; Seyoum, Emayenesh . In: 2012 Conference (56th), February 7-10, 2012, Freemantle, Australia. RePEc:ags:aare12:124446.

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2012The International CAPM When Expected Returns Are Time-Varying. (2012). Ng, David ; Ng, David T. C., ; Ng, David T. C., . In: Working Papers. RePEc:ags:cudawp:127283.

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2012FINANZIELLE FLEXIBILITÄT IN LANDWIRTSCHAFTLICHEN INVESTITIONSENTSCHEIDUNGEN: EIN DISCRETE CHOICE EXPERIMENT. (2012). Musshoff, Oliver ; Anastassiadis, Friederike ; Liebe, Ulf . In: 52nd Annual Conference, Stuttgart, Germany, September 26-28, 2012. RePEc:ags:gewi12:137142.

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2013Analyzing Financial Integration in East Asia through Fractional Cointegration in Volatilities. (2013). Keddad, Benjamin ; DE TRUCHIS, Gilles. In: AMSE Working Papers. RePEc:aim:wpaimx:1346.

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2012Public Debt and Economic Growth: Is There a Causal Effect?. (2012). Presbitero, Andrea ; Panizza, Ugo. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:65.

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2012Are extreme returns priced in the stock market? European evidence. (2012). Annaert J., ; Verstegen K., ; De Ceuster M., . In: Working Papers. RePEc:ant:wpaper:2012018.

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2012An empirical test for Eurozone contagion using an asset-pricing model with heavy-tailed stochastic volatility. (2012). Scott, James G. ; Polson, Nicholas G.. In: Papers. RePEc:arx:papers:1110.5789.

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2012A Closed-Form Solution of the Multi-Period Portfolio Choice Problem for a Quadratic Utility Function. (2012). Parolya, Nestor ; Schmid, Wolfgang ; Bodnar, Taras . In: Papers. RePEc:arx:papers:1207.1003.

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2012Can Metropolitan Housing Risk be Diversified? A Cautionary Tale from the Recent Boom and Bust. (2012). Gabriel, Stuart ; cotter, john ; Roll, Richard . In: Papers. RePEc:arx:papers:1208.0371.

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2013Portfolio return distributions: Sample statistics with non-stationary correlations. (2013). Chetalova, Desislava ; Guhr, Thomas ; Schafer, Rudi ; Schmitt, Thilo A.. In: Papers. RePEc:arx:papers:1308.3961.

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2013On pricing kernels, information and risk. (2013). Wilcox, D. L. ; Gebbie, T. J.. In: Papers. RePEc:arx:papers:1310.4067.

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2013Global Energy Prices and the Behavior of Energy Stock Price Fluctuations. (2013). Ergun, Ugur ; Ibrahim, Azizah . In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2013:p:1460-1465.

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2013Emerging Stock Premia: Some Evidence From Industrial Stock Market Data. (2013). Lucchetta, Marcella ; Donadelli, Michael . In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2013:p:398-422.

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2013The Predictive Role of Stock Market Return for Real Activity in Thailand. (2013). Jiranyakul, Komain. In: Asian Journal of Empirical Research. RePEc:asi:ajoerj:2013:p:317-328.

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2013The Dynamic Relationship between the Foreign Exchange Exposure and Stock Markets: Evidence during the Global Economic Crisis. (2013). Nik Muhamad Naziman Ab Rahman, ; Amri Ab. Rahman, ; Yusrina hayati Nik Muhd naziman, . In: Asian Journal of Empirical Research. RePEc:asi:ajoerj:2013:p:763-774.

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2013On the Predictive Power of Yield Spread for Future Growth and Recession: The Turkish Case. (2013). Kaya, Huseyin. In: Working Papers. RePEc:bae:wpaper:010.

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2013.

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2013Which Parametric Model for Conditional Skewness?. (2013). Jahan-Parvar, Mohammad ; Feunou, Bruno ; Tedongap, Romeo . In: Working Papers. RePEc:bca:bocawp:13-32.

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2012Contagion in CDS, Banking and Equity Markets.. (2012). Tabak, Benjamin ; Miranda, Rodrigo ; Rodrigo Cesar de Castro Miranda, ; Junior, Mauricio Medeiros . In: Working Papers Series. RePEc:bcb:wpaper:293.

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2013Cross Fertilizations and Controversies in the Origins and Evolution of Portfolio Selection Models. (2013). Corso, Eduardo. In: Ensayos Económicos. RePEc:bcr:ensayo:v:1:y:2013:i:68:p:43-74.

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2013Disentangling contagion among sovereign cds spreads during the european debt crisis. (2013). Broto, Carmen ; Perez-Quiros, Gabriel . In: Banco de España Working Papers. RePEc:bde:wpaper:1314.

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2012Non-Parametric and Semi-Parametric Asset Pricing: An Application to the Colombian Stock Exchange. (2012). Sanabria, Elioth ; Gomez-Gonzalez, Jose ; Sanabria-Buenaventura, Elioth Mirsha . In: Borradores de Economia. RePEc:bdr:borrec:697.

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2012.

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2012Equity Yields. (2012). koijen, ralph ; Vrugt, Evert B. ; Hueskes, Wouter H. ; Ralph S. J. Koijen, ; van Binsbegen, Jules H.. In: Working Papers. RePEc:bfi:wpaper:2012-007.

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2013Is Bank Debt Special for the Transmission of Monetary Policy? Evidence from the Stock Market. (2013). Ippolito, Filippo ; Perez, Ander ; Ozdagli, Ali K.. In: Working Papers. RePEc:bge:wpaper:721.

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2012What managers think of capital structure and how they act: Evidence from Central and Eastern Europe. (2012). Ormos, Mihály ; Hernadi, Peter . In: Baltic Journal of Economics. RePEc:bic:journl:v:12:y:2012:i:2:p:47-71.

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2013An Empirical Evaluation of GARCH Models in Value-at-Risk Estimation: Evidence from the Macedonian Stock Exchange. (2013). Bucevska, Vesna . In: Business Systems Research. RePEc:bit:bsrysr:v:4:y:2013:i:1:p:49-64.

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2013Determinants of capital budgeting methods and hurdle rates in Nordic firms. (2013). Vaihekoski, Mika ; Liljeblom, Eva ; Brunzell, Tor. In: Accounting and Finance. RePEc:bla:acctfi:v:53:y:2013:i:1:p:85-110.

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2012Trading Activity and Financial Market Integration. (2012). Lee, Chia-Hao ; Pei-I Chou, ; Pei-I Chou, . In: The Financial Review. RePEc:bla:finrev:v:47:y:2012:i:3:p:589-616.

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2013Time-Varying Spillover Effects on Sectoral Equity Returns. (2013). Balli, Faruk ; Louis, Rosmy Jean . In: International Review of Finance. RePEc:bla:irvfin:v:13:y:2013:i:1:p:67-91.

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2012Dynamic Linkages among Financial Markets in the Greater China Region: A Multivariate Asymmetric Approach. (2012). Zhang, Zhaoyong ; HO, Kin Yip. In: The World Economy. RePEc:bla:worlde:v:35:y:2012:i:4:p:500-523.

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2012Bank ratings: What determines their quality?. (2012). Hau, Harald ; Marques-Ibanez, David ; Langfield, Sam . In: Working Papers. RePEc:bng:wpaper:12012.

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2012Liquidity risk, cash-flow constraints and systemic feedbacks. (2012). Drehmann, Mathias ; Sterne, Gabriel ; Kapadia, Sujit ; Elliott, John . In: Bank of England working papers. RePEc:boe:boeewp:0456.

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2012International Financial Contagion: The Role of the UK. (2012). Yalama, Abdullah . In: Bogazici Journal of Economics and Administrative Sciences. RePEc:boz:journl:v:26:y:2012:i:2:p:115-129.

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2012Market Microstructure and the Profitability of Currency Trading. (2012). Osler, Carol . In: Working Papers. RePEc:brd:wpaper:48.

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2013Forecasting Stock Returns under Economic Constraints. (2013). Pettenuzzo, Davide ; Valkanov, Rossen ; Timmermann, Allan . In: Working Papers. RePEc:brd:wpaper:57.

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2012Dividend Policy, Corporate Control and the Tax Status of the Controlling Shareholder. (2012). Goergen, Marc ; Betzer, Andre ; Andres, Christian . In: Schumpeter Discussion Papers. RePEc:bwu:schdps:sdp12006.

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2013.

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2012EGARCH models with fat tails, skewness and leverage. (2012). Sucarrat, Genaro ; Harvey, Andrew. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1236.

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2012Information Asymmetry, Market Segmentation and Cross-Listing: Implicatons for Event Study Methodology. (2012). Reed, W. ; Gu, Lulu . In: Working Papers in Economics. RePEc:cbt:econwp:12/08.

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2013Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis. (2013). Wong, Wing-Keung ; McAleer, Michael ; Suen, John . In: Working Papers in Economics. RePEc:cbt:econwp:13/20.

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2012Nonexponential Discounting: A Direct Test And Perhaps A New Puzzle. (2012). Tsang, Kwok Ping ; Startz, Richard. In: University of California at Santa Barbara, Economics Working Paper Series. RePEc:cdl:ucsbec:qt8pw4h6vk.

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2012Financial Integration, Globalization, and Real Activity. (2012). Juvenal, Luciana ; De Nicolo, Gianni . In: CESifo Working Paper Series. RePEc:ces:ceswps:_3737.

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2012Interpreting How Others Interpret It: Social Value of Public Information. (2012). Gizatulina, Alia . In: CESifo Working Paper Series. RePEc:ces:ceswps:_3787.

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2013Market Structure and the Cost of Capital. (2013). Sova, Robert ; Rault, Christophe ; AROURI, Mohamed El Hedi ; Mohamed El Hedi Arouri, ; Mohamed El Hedi Arouri, . In: CESifo Working Paper Series. RePEc:ces:ceswps:_4097.

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2013Nowhere Left to Hide? Stock Market Correlation, Regional Diversification, and the Case for Investing in Africa. (2013). Thuotte, Ross ; Moss, Todd . In: Working Papers. RePEc:cgd:wpaper:316.

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2012Corporate Diversification and Firm Value: A Survey of Recent Literature. (2012). Matz, Michael ; Hartmann-Wendels, Thomas ; Erdorf, Stefan ; Heinrichs, Nicolas . In: Cologne Graduate School Working Paper Series. RePEc:cgr:cgsser:03-01.

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2013The Influence of Country- and Firm-Level Governance on Financial Reporting Quality: Revisiting the Evidence. (2013). Parbonetti, Antonio ; Magnan, Michel . In: CIRANO Working Papers. RePEc:cir:cirwor:2013s-03.

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2013CAPM, Components of Beta and the Cross Section of Expected Returns. (2013). Reeves, Jonathan J. ; Cenesizoglu, Tolga . In: CIRANO Working Papers. RePEc:cir:cirwor:2013s-09.

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2012Financial globalization and financial development in Latin America. (2012). Tovar Garcia, Edgar Demetrio ; Edgar Demetrio Tovar Garcia, . In: REVISTA CUADERNOS DE ECONOMÍA. RePEc:col:000093:010244.

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2012Non-Parametric and Semi-Parametric Asset Pricing: An Application to the Colombian Stock Exchange. (2012). Sanabria, Elioth ; Gomez-Gonzalez, Jose ; Sanabria-Buenaventura, Elioth Mirsha . In: BORRADORES DE ECONOMIA. RePEc:col:000094:009384.

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2013Loans Growth and Banks’ Risk: New Evidence. (2013). Murcia Pabón, Andrés ; Gomez-Gonzalez, Jose ; Amador Torres, Juan ; Pabon, Andres Murcia ; Juan Sebastian Amador Torres, ; Jose Eduardo Gomez G., . In: BORRADORES DE ECONOMIA. RePEc:col:000094:010710.

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2012Asimetría en la información y su efecto en los rendimientos en los mercados accionarios latinoamericanos. (2012). Agudelo, Diego ; Diego Alonso Agudelo Rueda, ; Giraldo, Santiago ; Villarraga, Edwin . In: DOCUMENTOS DE TRABAJO CIEF. RePEc:col:000122:010669.

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2012The International Evidence on Discouraged Small Businesses. (2012). Chakravarty, Sugato ; Chiyachantana, Chiraphol N. ; Jiang, Christine . In: Working Papers. RePEc:csr:wpaper:1012.

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2012The reaction of stock market returns to anticipated unemployment. (2012). Taamouti, Abderrahim ; Gonzalo, Jesus. In: Economics Working Papers. RePEc:cte:werepe:we1237.

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2012.

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2012The Cross-Section of Stock Returns in Frontier Emerging Markets. (2012). Swinkels, Laurens ; Pang, J. ; de Groot, W. ; Swinkels, L. A. P., . In: Research Paper. RePEc:dgr:eureri:1765037284.

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2012Uncertainty and Disagreement in Forecasting Inflation: Evidence from the Laboratory (Revised version of CentER DP 2011-053). (2012). Pfajfar, Damjan ; Zakelj, B.. In: Discussion Paper. RePEc:dgr:kubcen:2012072.

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2012The Impact of Asset Repurchases and Issues in an Experimental Market. (2012). Noussair, Charles ; Haruvy, E. ; Powell, O. R.. In: Discussion Paper. RePEc:dgr:kubcen:2012092.

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2013Shocks Abroad, Pain at Home? Bank-firm Level Evidence on the International Transmission of Financial Shocks. (2013). Van Horen, Neeltje ; Peydro, Jose-Luis ; Ongena, Steven. In: Discussion Paper. RePEc:dgr:kubcen:2013040.

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2013Do Managers Manipulate Earnings Prior to Management Buyouts?. (2013). Mao, Y. ; Renneboog, L. D. R., . In: Discussion Paper. RePEc:dgr:kubcen:2013055.

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2013Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis. (2013). Wong, Wing-Keung ; McAleer, Michael ; Suen, John . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:20130077.

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2013Does it pay to invest in Art? A Selection-corrected Returns Perspective. (2013). Korteweg, Arthur ; Verwijmeren, Patrick ; Kraussl, Roman . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:20130152.

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2013The Size Effect in Value and Momentum Factors: Implications for the Cross-section of International Stock Returns. (2013). Atanasov, Victoria ; Nitschka, Thomas . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:20130180.

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2013Robust Estimation and Forecasting of the Capital Asset Pricing Model. (2013). Bian, Guorui ; Wong, Wing-Keung . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:2013036.

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2012Modelling the Sovereign Linkages of Key Latin American Economies. (2012). Gannon, Gerard ; Thuraisamy, Kannan . In: Financial Econometics Series. RePEc:dkn:ecomet:fe_2012_03.

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2012The relationship between Asian equity and commodity futures markets. (2012). Sharma, Susan ; Ali Ahmed, Huson ; Thuraisamy, Kannan . In: Financial Econometics Series. RePEc:dkn:ecomet:fe_2012_07.

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2012Conditional Spread Determinants for Emerging Sovereign Debt. (2012). Riedel, Christoph ; Wagner, Niklas ; Thuraisamy, Kannan . In: Financial Econometics Series. RePEc:dkn:ecomet:fe_2012_08.

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2012Testing for crude oil markets globalization during extreme price movements. (2012). Joëts, Marc ; Candelon, Bertrand ; Tokpavi, Sessi . In: EconomiX Working Papers. RePEc:drm:wpaper:2012-28.

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2012Energy price transmissions during extreme movements. (2012). Joëts, Marc ; Joets, Marc . In: EconomiX Working Papers. RePEc:drm:wpaper:2012-38.

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2012Is currency risk priced for emerging stock markets?. (2012). Chkili, Walid. In: Economics Bulletin. RePEc:ebl:ecbull:eb-12-00112.

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2013Volatility spillovers and contagion: an empirical analysis of structural changes in emerging market volatility. (2013). Ben Rejeb, Aymen. In: Economics Bulletin. RePEc:ebl:ecbull:eb-12-00821.

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2013On the Determinants of Equity International Risk Premium: Are Emerging Zones Different?. (2013). Teulon, Frédéric ; GUESMI, Khaled ; AROURI, Mohamed El Hedi ; Abid, Ilyes . In: Economics Bulletin. RePEc:ebl:ecbull:eb-12-00921.

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2012Liquidity, risk and the global transmission of the 2007-08 financial crisis and the 2010-2011 sovereign debt crisis. (2012). Fratzscher, Marcel ; Chudik, Alexander. In: Working Paper Series. RePEc:ecb:ecbwps:20121416.

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2012Financial integration, specialization and systemic risk. (2012). Fecht, Falko ; Hartmann, Philipp ; Gruner, Hans Peter . In: Working Paper Series. RePEc:ecb:ecbwps:20121425.

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2013Large global volatility shocks, equity markets and globalisation: 1885-2011. (2013). Mehl, Arnaud. In: Working Paper Series. RePEc:ecb:ecbwps:20131548.

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2013The dynamics of spillover effects during the European sovereign debt crisis. (2013). Alter, Adrian ; Beyer, Andreas . In: Working Paper Series. RePEc:ecb:ecbwps:20131558.

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2013Asset returns under model uncertainty: evidence from the euro area, the U.S. and the U.K.. (2013). Sousa, Ricardo. In: Working Paper Series. RePEc:ecb:ecbwps:20131575.

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2013Credit constraints and investment in human capital: training evidence from transition economies. (2013). Popov, Alexander. In: Working Paper Series. RePEc:ecb:ecbwps:20131606.

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2012Contagion in International Stock Markets during the Sub Prime Mortgage Crisis. (2012). Lee, Hsien-Yi . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2012-01-6.

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2013The Impact of Overconfidence on Capital Structure in Turkey. (2013). Tomak, Serpil . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2013-02-23.

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2013The Development of Stock Markets: In Search of a Theory. (2013). EL-WASSAL, KAMAL A.. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2013-03-6.

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2013Dynamic Conditional Correlation Analysis of Stock Market Contagion: Evidence from the 2007-2010 Financial Crises. (2013). Mighri, Zouheir ; Mansouri, Faysal. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2013-03-8.

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2013Financial Decision of Tunisian Firms in the Context of Market Timing Theory. (2013). Drissi, Ramzi ; Ghazouani, Assaad . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2013-04-13.

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2012Attitude, Machiavellianism and the rationalization of misreporting. (2012). Murphy, Pamela R.. In: Accounting, Organizations and Society. RePEc:eee:aosoci:v:37:y:2012:i:4:p:242-259.

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2012The current global financial crisis: Do Asian stock markets show contagion or interdependence effects?. (2012). Andreosso-OCallaghan, Bernadette ; Morales, Lucia . In: Journal of Asian Economics. RePEc:eee:asieco:v:23:y:2012:i:6:p:616-626.

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2012Financial reform and financing constraints: Some evidence from listed Chinese firms. (2012). Dang, Vinh Q. T., ; Yan, Isabel K. M., ; Chan, Kenneth S. ; KennethS. Chan, . In: China Economic Review. RePEc:eee:chieco:v:23:y:2012:i:2:p:482-497.

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2012Bilateral political relations and sovereign wealth fund investment. (2012). Mauck, Nathan ; Knill, April ; Lee, Bong-Soo . In: Journal of Corporate Finance. RePEc:eee:corfin:v:18:y:2012:i:1:p:108-123.

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2012The value of information in cross-listing. (2012). Nishiotis, George ; Bris, Arturo ; Cantale, Salvatore ; Hrnjia, Emir . In: Journal of Corporate Finance. RePEc:eee:corfin:v:18:y:2012:i:2:p:207-220.

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2012Currency hedging and corporate governance: A cross-country analysis. (2012). Lel, Ugur. In: Journal of Corporate Finance. RePEc:eee:corfin:v:18:y:2012:i:2:p:221-237.

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2012Does favorable investor sentiment lead to costly decisions to go public?. (2012). Alimov, Azizjon ; Mikkelson, Wayne . In: Journal of Corporate Finance. RePEc:eee:corfin:v:18:y:2012:i:3:p:519-540.

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2012Political connections and the cost of equity capital. (2012). Mishra, Dev ; Saffar, Walid ; Guedhami, Omrane ; Boubakri, Narjess . In: Journal of Corporate Finance. RePEc:eee:corfin:v:18:y:2012:i:3:p:541-559.

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2012Why are firms unlevered?. (2012). Krishnamurthy, Srinivasan ; devos, erik ; Dhillon, Upinder ; Jagannathan, Murali. In: Journal of Corporate Finance. RePEc:eee:corfin:v:18:y:2012:i:3:p:664-682.

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2012Complex ownership and capital structure. (2012). Paligorova, Teodora ; Xu, Zhaoxia . In: Journal of Corporate Finance. RePEc:eee:corfin:v:18:y:2012:i:4:p:701-716.

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2012Investor protection, taxation, and dividends. (2012). Lasfer, Meziane ; Alzahrani, Mohammed. In: Journal of Corporate Finance. RePEc:eee:corfin:v:18:y:2012:i:4:p:745-762.

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

Articles by Campbell Harvey:

YearTitleCited
2008Managerial Response to the May 2003 Dividend Tax Cut In: Financial Management.
[Full Text][Citation analysis]		5
2002HOW DO CFOs MAKE CAPITAL BUDGETING AND CAPITAL STRUCTURE DECISIONS? In: Journal of Applied Corporate Finance.
[Full Text][Citation analysis]		12
1991 The World Price of Covariance Risk. In: Journal of Finance.
[Full Text][Citation analysis]		303
1991 S&P 100 Index Option Volatility. In: Journal of Finance.
[Citation analysis]		12
1992 Seasonality and Consumption-Based Asset Pricing. In: Journal of Finance.
[Full Text][Citation analysis]		18
1995 Time-Varying World Market Integration. In: Journal of Finance.
[Full Text][Citation analysis]		255
1999Conditioning Variables and the Cross Section of Stock Returns In: Journal of Finance.
[Full Text][Citation analysis]		99
2000Foreign Speculators and Emerging Equity Markets In: Journal of Finance.
[Full Text][Citation analysis]		429
2000Conditional Skewness in Asset Pricing Tests In: Journal of Finance.
[Full Text][Citation analysis]		266
2007Global Growth Opportunities and Market Integration In: Journal of Finance.
[Full Text][Citation analysis]		54
2012Report of the Editor of the Journal of Finance for the Year 2011 In: Journal of Finance.
[Full Text][Citation analysis]		0
2003Equity Market Liberalization in Emerging Markets In: Journal of Financial Research.
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2003Equity market liberalization in emerging markets.(2003) In: Review.
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1993Strategic Treasury Debt Management in Public Policy In: Review of Policy Research.
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1997The Relation between the Term Structure of Interest Rates and Canadian Economic Growth. In: Canadian Journal of Economics.
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2002What Determines Expected International Asset Returns? In: Annals of Economics and Finance.
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1999Autoregressive Conditional Skewness In: Journal of Financial and Quantitative Analysis.
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2001Emerging equity markets and economic development In: Journal of Development Economics.
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2002Research in emerging markets finance: looking to the future In: Emerging Markets Review.
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2003Emerging markets finance In: Journal of Empirical Finance.
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1993International asset pricing with alternative distributional specifications In: Journal of Empirical Finance.
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2001The specification of conditional expectations In: Journal of Empirical Finance.
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2005The long-run equity risk premium In: Finance Research Letters.
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2002The impact of the Federal Reserve Banks open market operations In: Journal of Financial Markets.
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2005The economic implications of corporate financial reporting In: Journal of Accounting and Economics.
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1994Sources of risk and expected returns in global equity markets In: Journal of Banking & Finance.
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1997Fundamental determinants of national equity market returns: A perspective on conditional asset pricing In: Journal of Banking & Finance.
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2013Managerial attitudes and corporate actions In: Journal of Financial Economics.
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2013The European Union, the Euro, and equity market integration In: Journal of Financial Economics.
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1988The real term structure and consumption growth In: Journal of Financial Economics.
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1989Time-varying conditional covariances in tests of asset pricing models In: Journal of Financial Economics.
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1990Bayesian inference in asset pricing tests In: Journal of Financial Economics.
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1996Market timing ability and volatility implied in investment newsletters asset allocation recommendations In: Journal of Financial Economics.
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1997Emerging equity market volatility In: Journal of Financial Economics.
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2001The theory and practice of corporate finance: evidence from the field In: Journal of Financial Economics.
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2002Dating the integration of world equity markets In: Journal of Financial Economics.
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2004The effect of capital structure when expected agency costs are extreme In: Journal of Financial Economics.
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2005Does financial liberalization spur growth? In: Journal of Financial Economics.
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2005Payout policy in the 21st century In: Journal of Financial Economics.
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2010The real effects of financial constraints: Evidence from a financial crisis In: Journal of Financial Economics.
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2002The dynamics of emerging market equity flows In: Journal of International Money and Finance.
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2003Are correlations of stock returns justified by subsequent changes in national outputs? In: Journal of International Money and Finance.
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2011Financial Openness and Productivity In: World Development.
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2009Investor Competence, Trading Frequency, and Home Bias In: Management Science.
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1998 Measurement Error and Nonlinearity in the Earnings-Returns Relation. In: Review of Quantitative Finance and Accounting.
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2011Access to Liquidity and Corporate Investment in Europe during the Financial Crisis In: Review of Finance.
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2007Liquidity and Expected Returns: Lessons from Emerging Markets In: Review of Financial Studies.
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2011Liquidity Management and Corporate Investment During a Financial Crisis In: Review of Financial Studies.
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0000What Segments Equity Markets? 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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1995Predictable Risk and Returns in Emerging Markets. 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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2005Market Integration and Contagion In: The Journal of Business.
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1991The Variation of Economic Risk Premiums. In: Journal of Political Economy.
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Papers by Campbell Harvey:

YearTitleCited
2010Managerial Miscalibration.(2010) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites:
2006Liquidity and Expected Returns: Lessons from Emerging Markets In: CEPR Discussion Papers.
[Full Text][Citation analysis]		26
2005Liquidity and Expected Returns: Lessons From Emerging Markets.(2005) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 26
2010What Segments Equity Markets? In: CEPR Discussion Papers.
[Full Text][Citation analysis]		37
2009What Segments Equity Markets?.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 37
2010What Segments Equity Markets?.(2010) In: National Bank of Poland Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 37
1993International asset pricing with alternative distributional specifications In: CEMA Working Papers.
[Full Text][Citation analysis]		22
2002What Determines Expected International Asset Returns? In: CEMA Working Papers.
[Full Text][Citation analysis]		32
1994What Determines Expected International Asset Returns?.(1994) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 32
2000Are Correlations of Stock Returns Justified by Subsequent Changes in National Outputs? In: Working Papers.
[Full Text][Citation analysis]		6
2004Dynamic Trading Strategies and Portfolio Choice In: SIFR Research Report Series.
[Full Text][Citation analysis]		3
2004Dynamic Trading Strategies and Portfolio Choice.(2004) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
2004Does Financial Liberalization Spur Growth? In: Working Paper Research.
[Full Text][Citation analysis]		177
2001Does Financial Liberalization Spur Growth?.(2001) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 177
2004The Economic Implications of Corporate Financial Reporting In: NBER Working Papers.
[Full Text][Citation analysis]		10
2004Growth Volatility and Financial Liberalization In: NBER Working Papers.
[Full Text][Citation analysis]		53
2004Global Growth Opportunities and Market Integration In: NBER Working Papers.
[Full Text][Citation analysis]		13
2005The Tactical and Strategic Value of Commodity Futures In: NBER Working Papers.
[Full Text][Citation analysis]		6
2005Investor Competence, Trading Frequency, and Home Bias In: NBER Working Papers.
[Full Text][Citation analysis]		18
2007Managerial Overconfidence and Corporate Policies In: NBER Working Papers.
[Full Text][Citation analysis]		34
2009Financial Openness and Productivity In: NBER Working Papers.
[Full Text][Citation analysis]		8
2009The Real Effects of Financial Constraints: Evidence from a Financial Crisis In: NBER Working Papers.
[Full Text][Citation analysis]		40
2010A Corporate Beauty Contest In: NBER Working Papers.
[Full Text][Citation analysis]		0
2010Liquidity Management and Corporate Investment During a Financial Crisis In: NBER Working Papers.
[Full Text][Citation analysis]		26
2010The European Union, the Euro, and Equity Market Integration In: NBER Working Papers.
[Full Text][Citation analysis]		6
2011The European Union, the Euro, and Equity Market Integration.(2011) In: 2011 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
2011Capital Allocation and Delegation of Decision-Making Authority within Firms In: NBER Working Papers.
[Full Text][Citation analysis]		1
2013The Golden Dilemma In: NBER Working Papers.
[Full Text][Citation analysis]		0
1993An Exploratory Investigation of the Fundamental Determinants of National Equity Market Returns In: NBER Working Papers.
[Full Text][Citation analysis]		13
1994Predictable Risk and Returns in Emerging Markets In: NBER Working Papers.
[Full Text][Citation analysis]		10
1994Sources of Risk and Expected Returns in Global Equity Markets In: NBER Working Papers.
[Full Text][Citation analysis]		77
1994Conditional Asset Allocation in Emerging Markets In: NBER Working Papers.
[Full Text][Citation analysis]		16
1994The Impact of the Federal Reserve Banks Open Market Operations In: NBER Working Papers.
[Full Text][Citation analysis]		0
1994Time-Varying World Market Integration In: NBER Working Papers.
[Full Text][Citation analysis]		185
1997Market Timing Ability and Volatility Implied in Investment Newletters Asset Allocation Recommendations In: NBER Working Papers.
[Full Text][Citation analysis]		0
1997Emerging Equity Market Volatility In: NBER Working Papers.
[Full Text][Citation analysis]		336
1996Fundamental Determinants of National Equity Market Returns: A Perspective on Conditional Asset Pricing In: NBER Working Papers.
[Full Text][Citation analysis]		18
1997Foreign Speculators and Emerging Equity Markets In: NBER Working Papers.
[Full Text][Citation analysis]		37
1997Foreign Speculators and Emerging Equity Markets.(1997) In: William Davidson Institute Working Papers Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 37
1998Capital Flows and the Behavior of Emerging Market Equity Returns In: NBER Working Papers.
[Full Text][Citation analysis]		45
1998Dating the Integration of World Equity Markets In: NBER Working Papers.
[Full Text][Citation analysis]		16
1999Economic, Financial, and Fundamental Global Risk In and Out of the EMU In: NBER Working Papers.
[Full Text][Citation analysis]		11
1999Conditioning Variables and the Cross-Section of Stock Returns In: NBER Working Papers.
[Full Text][Citation analysis]		144
1999The Dynamics of Emerging Market Equity Flows In: NBER Working Papers.
[Full Text][Citation analysis]		5
2000Emerging Equity Markets and Economic Development In: NBER Working Papers.
[Full Text][Citation analysis]		22
2001The Effect of Capital Structure When Expected Agency Costs are Extreme In: NBER Working Papers.
[Full Text][Citation analysis]		2
2001Expectations of Equity Risk Premia, Volatility and Asymmetry from a Corporate Finance Perspective In: NBER Working Papers.
[Full Text][Citation analysis]		13
2003Market Integration and Contagion In: NBER Working Papers.
[Full Text][Citation analysis]		34
2003Payout Policy in the 21st Century In: NBER Working Papers.
[Full Text][Citation analysis]		57

Books by Campbell Harvey:

YearTitleCited

Chapters by Campbell Harvey:

YearTitleCited
2000Capital Flows and the Behavior of Emerging Market Equity Returns In: NBER Chapters.
[Full Text][Citation analysis]		24
1994An Exploratory Investigation of the Fundamental Determinants of National Equity Market Returns In: NBER Chapters.
[Full Text][Citation analysis]		12