Campbell Harvey : Citation Profile

Are you Campbell Harvey?

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

42

H index

64

i10 index

10513

Citations

RESEARCH PRODUCTION:

61

Articles

57

Papers

2

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   29 years (1988 - 2017). See details.
   Cites by year: 362
   Journals where Campbell Harvey has often published
   Relations with other researchers
   Recent citing documents: 829.    Total self citations: 65 (0.61 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pha102
   Updated: 2017-08-19    RAS profile: 2015-11-25    
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Relations with other researchers

Works with:

Siegel, Stephan (3)

Bekaert, Geert (3)

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 (90)

Bekaert, Geert (72)

Guesmi, Khaled (71)

Schmukler, Sergio (71)

Stulz, René (69)

GUESMI, Khaled (60)

Albuquerque, Rui (56)

Nguyen, Duc Khuong (54)

Teulon, Frédéric (52)

lucey, brian (51)

Ang, Andrew (50)

Cites to:

Bekaert, Geert (98)

Levine, Ross (43)

French, Kenneth (39)

Campbell, John (35)

Shleifer, Andrei (34)

Ferson, Wayne (29)

Lopez-de-Silanes, Florencio (28)

La Porta, Rafael (26)

Stulz, René (25)

Fama, Eugene (24)

Henry, Peter (21)

Main data

Where Campbell Harvey has published?

Journals with more than one article published# docs
Journal of Financial Economics14
Journal of Finance9
Review of Financial Studies6
Journal of Empirical Finance3
Journal of International Money and Finance2
Journal of Accounting and Economics2
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 (2017 and 2016)

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

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2016Efficient Bailouts?. (2016). Bianchi, Javier. In: American Economic Review. RePEc:aea:aecrev:v:106:y:2016:i:12:p:3607-59.

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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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2016Optimal Intermediary Rents. (2016). Schroth, Josef. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:8:y:2016:i:1:p:98-118.

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2016Financial Integration into EU: The Romanian Case. (2016). Bozkurt, Ibrahim ; Akman, Engin . In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:42:y:2016:i:18:p:269.

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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. RePEc:agd:wpaper:17/030.

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2016Economic freedom index and stock returns in Malaysia. (2016). solarin, sakiru ; Rasiah, Devinaga ; Ying, Tay Lee . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiii:y:2016:i:1(606):p:213-236.

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2016Accelerated Depreciation, Default Risk and Investment Decisions. (2016). Panteghini, Paolo ; Vergalli, Sergio . In: ET: Economic Theory. RePEc:ags:feemet:232220.

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2016Anchoring and Adjustment Heuristic: A Unified Explanation for Asset-Return Puzzles. (2016). Siddiqi, Hammad . In: Risk and Sustainable Management Group Working Papers. RePEc:ags:uqsers:229607.

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2016FISCAL POLICY, FDI AND MACROECONOMIC STABILIZATION. (2016). Albulescu, Claudiu ; Ianc, Nicolae Bogdan . In: Review of Economic and Business Studies. RePEc:aic:revebs:y:2016:j:18:albulescut.

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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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2016The Perceived Relations between Development Reforms, Stock Market Performance and Economic Growth in Nigeria: 1984-2014. (2016). , Okoroafor ; Mohammed, Yelwa . In: Economy. RePEc:aoj:econom:2016:p:31-39.

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2016Examining the Relationship between Term Structure of Interest Rates and Economic Activity in Namibia. (2016). Sheefeni, Johannes Peyavali ; Kaulihowa, Teresia . In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2016:p:161-168.

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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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2016Heterotic Risk Models. (2016). Kakushadze, Zura . In: Papers. RePEc:arx:papers:1508.04883.

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2016Portfolio Optimisation Under Flexible Dynamic Dependence Modelling. (2016). Catania, Leopoldo ; Bernardi, Mauro . In: Papers. RePEc:arx:papers:1601.05199.

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2016Multifactor Risk Models and Heterotic CAPM. (2016). Yu, Willie ; Kakushadze, Zura . In: Papers. RePEc:arx:papers:1602.04902.

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

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2016Hong 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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2016The behavioural aspect of green technology investments: a general positive model in the context of heterogeneous agents. (2016). Mercure, Jean-Francois ; Knobloch, F. In: Papers. RePEc:arx:papers:1603.06888.

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2016Mean-correction and Higher Order Moments for a Stochastic Volatility Model with Correlated Errors. (2016). Mukhoti, Sujay ; Ranjan, Pritam . In: Papers. RePEc:arx:papers:1605.02418.

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2016A diagnostic criterion for approximate factor structure. (2016). 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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2016The determinants of long-term debt issuance by European banks: evidence of two crises.. (2016). Yang, Jing ; Rixtel, Adrian ; Gonzalez, Luna Romo ; van Rixtel, Adrian . In: Working Papers. RePEc:bde:wpaper:1621.

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2016Distributional Policy Effects with Many Treatment Outcomes. (2016). Carlos, Caon Salazar . In: Working Papers. RePEc:bdm:wpaper:2016-01.

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

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2016SUBOPTIMAL INVESTMENTS AND M&A DEALS IN EMERGING CAPITAL MARKETS. (2016). Cherkasova, Victoria ; Zakharova, Evgeniya . In: Economic Annals. RePEc:beo:journl:v:61:y:2016:i:208:p:93-120.

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

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2016Threat of entry and debt maturity: evidence from airlines. (2016). Parise, Gianpaolo . In: BIS Working Papers. RePEc:bis:biswps:556.

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2016Has the pricing of stocks become more global?. (2016). Schrimpf, Andreas ; Wagner, Alexander F ; Petzev, Ivan . In: BIS Working Papers. RePEc:bis:biswps:560.

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2016Expectations and investment. (2016). Shleifer, Andrei ; Gennaioli, Nicola ; Ma, Yueran . In: BIS Working Papers. RePEc:bis:biswps:562.

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2016Testing Monotonicity in Unobservables with Panel Data. (2016). Su, Liangjun ; hoderlein, stefan ; White, Halbert . In: Boston College Working Papers in Economics. RePEc:boc:bocoec:892.

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2016The dynamic Black-Litterman approach to asset allocation. (2016). Stoja, Evarist ; Harris, Richard ; Tan, Linzhi . In: Bank of England working papers. RePEc:boe:boeewp:0596.

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2016Systematic tail risk. (2016). Harris, Richard ; Stoja, Evarist ; Nguyen, Linh . In: Bank of England working papers. RePEc:boe:boeewp:0637.

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2016Leverage dynamics and the burden of debt. (2016). Juselius, John ; Drehmann, Mathias. In: Research Discussion Papers. RePEc:bof:bofrdp:2016_003.

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2016When do peers matter?: A cross-country perspective. (2016). HASAN, IFTEKHAR ; Kostova, Gergana L ; Francis, Bill B. In: Research Discussion Papers. RePEc:bof:bofrdp:2016_008.

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2016Uncertainty and firm dividend policy – a natural experiment. (2016). Liljeblom, Eva ; Cao, Xuying ; Weihrich, Susan . In: Research Discussion Papers. RePEc:bof:bofrdp:2016_011.

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2016International propagation of financial shocks in a search and matching environment. (2016). Isoré, Marlène. In: Research Discussion Papers. RePEc:bof:bofrdp:2016_028.

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2016Forecasting stock market returns by summing the frequency-decomposed parts. (2016). Verona, Fabio ; Faria, Gonçalo. In: Research Discussion Papers. RePEc:bof:bofrdp:2016_029.

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2017Forecasting the equity risk premium with frequency-decomposed predictors. (2017). Verona, Fabio ; Faria, Gonçalo. In: Research Discussion Papers. RePEc:bof:bofrdp:2017_001.

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2016Firm investment and financial conditions in the euro area: evidence from firm-level data. (2016). Gibson, Heather ; Balfoussia, Hiona . In: Working Papers. RePEc:bog:wpaper:208.

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2016Cognitive Biases and Entrepreneurial Under-Diversification. (2016). Savioli, Marco ; Pattitoni, Pierpaolo ; Cervellati, E M. In: Working Papers. RePEc:bol:bodewp:wp1076.

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2016Behavioural finance perspectives on Malaysian stock market efficiency. (2016). Tuyon, Jasman ; Ahmada, Zamri . In: Borsa Istanbul Review. RePEc:bor:bistre:v:16:y:2016:i:1:p:43-61.

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2016Probabilistic and statistical properties of moment variations and their use in inference and estimation based on high frequency return data. (2016). Kyungsub, Lee . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:20:y:2016:i:1:p:19-36:n:3.

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2017Testing for asymmetry in betas of cumulative returns: Impact of the financial crisis and crude oil price. (2017). Piotr, Kokoszka ; Ben, Zheng ; Hong, Miao . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:34:y:2017:i:1-2:p:33-53:n:5.

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2017Are Generalists Beneficial to Corporate Shareholders? Evidence from Sudden Deaths. (2017). Betzer, Andre ; Salas, Jesus M ; Limbach, Peter ; Lee, Hye Seung ; Ibel, Maximilian . In: Schumpeter Discussion Papers. RePEc:bwu:schdps:sdp16009.

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2017Divestitures and the financial conglomerate excess value. (2017). Curi, Claudia ; Murgia, Maurizio . In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps43.

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2016Forecasting stock market returns by summing the frequency-decomposed parts. (2016). Verona, Fabio ; Faria, Gonçalo. In: Working Papers de Economia (Economics Working Papers). RePEc:cap:wpaper:052016.

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2016Forecasting the equity risk premium with frequency-decomposed predictors. (2016). Verona, Fabio ; Faria, Gonçalo. In: Working Papers de Economia (Economics Working Papers). RePEc:cap:wpaper:062016.

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2017Bank Credit, Liquidity Shocks and Firm Performance: Evidence from the Financial Crisis of 2007-2009. (2017). Vovchak, Tamara . In: CERGE-EI Working Papers. RePEc:cer:papers:wp584.

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2016Accelerated Depreciation, Default Risk and Investment Decisions. (2016). Panteghini, Paolo ; Vergalli, Sergio . In: CESifo Working Paper Series. RePEc:ces:ceswps:_5713.

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2016The Emergence of the Global Fintech Market: Economic and Technological Determinants. (2016). Hornuf, Lars ; Haddad, Christian . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6131.

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2017Flexible Prices and Leverage. (2017). Weber, Michael ; D'Acunto, Francesco ; Pflueger, Carolin ; Liu, Ryan . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6317.

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2017Networks of Volatility Spillovers among Stock Markets. (2017). Kočenda, Evžen ; Baumohl, Eduard ; Vyrost, Tomas ; Lyocsa, Stefan . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6476.

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2017Relational Contracts, the Cost of Enforcing Formal Contracts, and Capital Structure Choice - Theory and Evidence. (2017). Fahn, Matthias ; Wamser, Georg ; Merlo, Valeria . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6562.

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2016Monopoly Rights and Economic Growth: An Inverted U-Shaped Relation. (2016). Ueda, Kenichi ; Claessen, Stijn. In: CARF F-Series. RePEc:cfi:fseres:cf396.

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2016Predicting accounting fraud: Evidence from Japan. (2016). Oshiro, Naoto ; Mingzi, Song ; Shuto, Akinobu . In: CARF F-Series. RePEc:cfi:fseres:cf402.

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2016Firm’s precautionary savings and employment during a credit crisis. (2016). Melcangi, Davide . In: Discussion Papers. RePEc:cfm:wpaper:1610.

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2016Sovereign Bond Spreads and Extra-Financial Performance: An Empirical Analysis of Emerging Markets. (2016). Berg, Florian ; Pouget, Sebastien ; Margaretic, Paula . In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:789.

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2016Fair Value Accounting and the Cost of Debt / La comptabilité à la juste valeur et le coût de la dette pour une entreprise. (2016). Magnan, Michel ; Shi, Yaqi ; Wang, Haiping . In: CIRANO Working Papers. RePEc:cir:cirwor:2016s-32.

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2017CONFIDENCE AND OVERCONFIDENCE IN BANKING. (2017). Silipo, Damiano Bruno ; Hlebik, Sviatlana ; Verga, Giovanni . In: Working Papers. RePEc:clb:wpaper:201703.

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2017Disentangling the relationship between liquidity and returns in Latin America. (2017). Taborda, Rodrigo ; French, Joseph. In: DOCUMENTOS CEDE. RePEc:col:000089:015606.

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2016The Determinants of Systematic Risk: A Firm Lifecycle Perspective. (2016). Saravia, Jimmy ; Garcia, Carlos ; Almonacid, Paula . In: DOCUMENTOS DE TRABAJO CIEF. RePEc:col:000122:015299.

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2016Does managerial discretion affect debt maturity in Chilean firms? An agency cost and asymmetric information approach. (2016). Muoz, Jorge Andres ; Sepulveda, Sandra Maria . In: REVISTA ECOS DE ECONOMÍA. RePEc:col:000442:015649.

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2017Robust Estimation of beta and the hedging ratio in Stock Index Futures In the Integrated Latin American Market. (2017). Gutierrez, Juan Carlos . In: REVISTA ECOS DE ECONOMÍA. RePEc:col:000442:015652.

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2016Measuring sovereign risk spillovers and assessing the role of transmission channels: a spatial econometrics approach. (2016). Dossougoin, Cyrille ; Debarsy, Nicolas ; Gnabo, Jean-Yves ; Ertur, Cem . In: CORE Discussion Papers. RePEc:cor:louvco:2016053.

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2016Understanding Bank Payouts during the Crisis of 2007-2009. (2016). Cziraki, Peter ; Loranth, Gyongyi ; Laux, Christian . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11453.

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2016Nascent markets: Understanding the success and failure of new stock markets. (2016). Beck, Thorsten ; de Sousa, Jose Albuquerque ; van Dijk, Mathijs A ; VAN BERGEIJK, Peter . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11604.

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2016High & Dry: The Liquidity and Credit of Colonial and Foreign Government Debt and the London Stock Exchange (1880-1910). (2016). Flandreau, Marc ; Chavaz, Matthieu. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11679.

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2017The World We Live In: Local or Global?. (2017). Koedijk, Kees ; van Toor, Joris ; Horst, Jenke Ter ; Mahieu, Ronald J. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11831.

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2017Picking Funds with Confidence. (2017). Wermers, Russ ; Timmermann, Allan G ; Lunde, Asger ; Groenborg, Niels . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11896.

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2017Cross-border Acquisitions and Restructuring: Multinational Enterprises and Private Equity-Firms. (2017). Persson, Lars. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11953.

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2017CEO Behavior and Firm Performance. (2017). Sadun, Raffaella ; Prat, Andrea ; Hansen, Stephen ; Bandiera, Oriana . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11960.

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2017Choices in Equity Finance A Global Perspective. (2017). Groen-Xu, Moqi ; Vermaelen, Theo ; Mataigne, Virginie ; Massa, Massimo . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11987.

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2017Inefficient Globalization of Finance: Evidence from Marketing-Oriented Overseas Expansions of Low-Skilled Mutual Fund Families. (2017). Cheng, SI ; Zhang, Hong ; Massa, Massimo . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11990.

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2017Cross-Border Mergers and Acquisitions: Evidence from the Indochina Region. (2017). Ekkayokkaya, Manapol ; Wolff, Christian C ; Foojinphan, Pimnipa . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12078.

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2017The Reaction of Stock Market Returns to Unemployment. (2017). Taamouti, Abderrahim ; Gonzalo, Jesus. In: UC3M Working papers. Economics. RePEc:cte:werepe:24120.

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2016Change Detection and the Causal Impact of the Yield Curve. (2016). Shi, Shuping ; Phillips, Peter ; Hurn, Stan ; PEter, . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2058.

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2016CONDITIONAL CORRELATION COEFFICIENT AS A TOOL FOR ANALYSIS OF CONTAGION IN FINANCIAL MARKETS AND REAL ECONOMY INDEXES BASED ON THE SYNTHETIC RATIO. (2016). Siedlecki, Rafa ; Papla, Daniel . In: ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH. RePEc:cys:ecocyb:v:50:y:2016:i:4:p:287-299.

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2016Impact of the NYSE Shocks on the European Developed Capital Markets. (2016). Stefanescu, Razvan ; Dumitriu, Ramona . In: Risk in Contemporary Economy. RePEc:ddj:fserec:y:2016:p:327-334.

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2017What account for the differences in rent-price ratio and turnover rate? A search-and-matching approach. (2017). Tse, Chung-Yi ; Leung, Charles ; Huang, Daisy J ; Ka, Charles . In: ISER Discussion Paper. RePEc:dpr:wpaper:0990.

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2016Volatility Transmission between Dow Jones Stock Index and Emerging Bond Index. (2016). SAADAOUI, Amir ; Boujelbene, Younes . In: Acta Universitatis Danubius. OEconomica. RePEc:dug:actaec:y:2016:i:2:p:194-216.

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2016Volatility Transmission between Dow Jones Stock Index and Emerging Bond Index. (2016). Saadaoui, Amir ; Boujelbene, Younes . In: EuroEconomica. RePEc:dug:journl:y:2016:i:2:p:194-216.

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2016THE MACROECONOMIC AND FINANCIAL IMPACTS OF EUROPEAN CRISIS ON SAUDI ARABIA. (2016). Mseddi, Slim ; Benlagha, Noureddine . In: Applied Econometrics and International Development. RePEc:eaa:aeinde:v:16:y:2016:i:1_12.

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2016Financial Integration and Japanese Stock market Performance. (2016). Kablan, Akassi ; Guesmi, Khaled . In: Economics Bulletin. RePEc:ebl:ecbull:eb-15-00434.

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2016Capital Account Liberalization, Financial Development and Economic Growth in Presence of Structural Breaks and Cross-Section Dependence. (2016). Saidi, Hichem ; Rachdi, Houssem ; Guesmi, Khaled . In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00231.

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2017Liquidity and Capital Structure: The Case of Pakistani Non-Financial Firms. (2017). Rashid, Abdul ; Mehmood, Hira . In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00669.

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2016Credit risk spillover between financials and sovereigns in the euro area during 2007-2015. (2016). Vergote, Olivier. In: Working Paper Series. RePEc:ecb:ecbwps:20161898.

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2016Credit spreads, economic activity and fragmentation. (2016). De Santis, Roberto A. In: Working Paper Series. RePEc:ecb:ecbwps:20161930.

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2016Got rejected? Real effects of not getting a loan. (2016). Berg, Tobias . In: Working Paper Series. RePEc:ecb:ecbwps:20161960.

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2017Volatility spillovers of Federal Reserve and ECB balance sheet expansions to emerging market economies. (2017). Beirne, John ; Apostolou, Apostolos. In: Working Paper Series. RePEc:ecb:ecbwps:20172044.

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2016Credit Rating Inflation during the 2000s: Lessons from the U.S. State Governments. (2016). Kim, Sungchan ; Park, Soyoung . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2016-01-03.

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2016Do Structural Breaks Affect Portfolio Designs and Hedging Strategies? International Evidence from Stock-Commodity Markets Linkages. (2016). Mongi, Arfaoui ; Dhouha, Hajali . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2016-01-34.

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2016Pricing of Risk, Various Volatility Dynamics and Macroeconomic Exposure of Firm Returns: New Evidence on Age Effect. (2016). Khan, Faisal . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2016-02-27.

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2016The Effect of Earnings Recognition on Firm-Specific Information Variation. (2016). Park, Ji-Hye ; Cho, Joong-Seok . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2016-02-3.

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2016Interest Rate Liberalization, Quality institutions and Stock Market Development in Selected Sub-Saharan African Countries. (2016). Balogun, Wakilat Olabisi ; Hassan, Sallahuddin B ; Dahalan, Jauhari B. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2016-02-56.

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2016Measure and Evaluation of Financial Openness in China. (2016). Dou, Xiangsheng . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2016-03-22.

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2016The Determinants of Investment Rewards: Evidence for Selected Developed and Developing Countries. (2016). Gan, Pei-Tha ; Tay, Bee-Hoong . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2016-03-47.

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2016Commonality in Liquidity in the Context of Different Trading Systems: Evidence from an Emerging Market. (2016). Tayeh, Mohammad . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2016-04-07.

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2016The Effect of International Financial Reporting Standars on the Real Earnings Management and Internal Control Structure as a Moderating Variable. (2016). Hastuti, Theresia Dwi ; Yuyetta, Etna Nur ; Ghozali, Imam . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2016-04-70.

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

Campbell Harvey has edited the books:

YearTitleTypeCited

Works by Campbell Harvey:

YearTitleTypeCited
2008Managerial Response to the May 2003 Dividend Tax Cut In: Financial Management.
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2002HOW DO CFOs MAKE CAPITAL BUDGETING AND CAPITAL STRUCTURE DECISIONS? In: Journal of Applied Corporate Finance.
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1991 The World Price of Covariance Risk. In: Journal of Finance.
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1991 S&P 100 Index Option Volatility. In: Journal of Finance.
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1992 Seasonality and Consumption-Based Asset Pricing. In: Journal of Finance.
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1995 Time-Varying World Market Integration. In: Journal of Finance.
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1994Time-Varying World Market Integration.(1994) In: NBER Working Papers.
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1999Conditioning Variables and the Cross Section of Stock Returns In: Journal of Finance.
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1999Conditioning Variables and the Cross-Section of Stock Returns.(1999) In: NBER Working Papers.
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2000Foreign Speculators and Emerging Equity Markets In: Journal of Finance.
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1997Foreign Speculators and Emerging Equity Markets.(1997) In: NBER Working Papers.
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1997Foreign Speculators and Emerging Equity Markets.(1997) In: William Davidson Institute Working Papers Series.
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2000Conditional Skewness in Asset Pricing Tests In: Journal of Finance.
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2007Global Growth Opportunities and Market Integration In: Journal of Finance.
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2004Global Growth Opportunities and Market Integration.(2004) In: NBER Working Papers.
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2012Report of the Editor of the Journal of Finance for the Year 2011 In: Journal of Finance.
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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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2006Liquidity and Expected Returns: Lessons from Emerging Markets In: CEPR Discussion Papers.
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2005Liquidity and Expected Returns: Lessons From Emerging Markets.(2005) In: NBER Working Papers.
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2007Liquidity and Expected Returns: Lessons from Emerging Markets.(2007) In: Review of Financial Studies.
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2010What Segments Equity Markets? In: CEPR Discussion Papers.
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2010What Segments Equity Markets?.(2010) In: NBP Working Papers.
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2009What Segments Equity Markets?.(2009) In: NBER Working Papers.
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2002What Determines Expected International Asset Returns? In: Annals of Economics and Finance.
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2002What Determines Expected International Asset Returns?.(2002) In: CEMA Working Papers.
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1994What determines expected international asset returns ?.(1994) In: Working Papers.
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1994What determines expected international asset returns ?.(1994) In: Working Papers.
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1994What Determines Expected International Asset Returns?.(1994) In: NBER Working Papers.
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1993International asset pricing with alternative distributional specifications In: CEMA Working Papers.
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1993International asset pricing with alternative distributional specifications.(1993) In: Journal of Empirical Finance.
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1999Autoregressive Conditional Skewness In: Journal of Financial and Quantitative Analysis.
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2010Managerial Miscalibration In: Working Paper Series.
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2010Managerial Miscalibration.(2010) In: NBER Working Papers.
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2000Are Correlations of Stock Returns Justified by Subsequent Changes in National Outputs? In: Working Papers.
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2003Are correlations of stock returns justified by subsequent changes in national outputs?.(2003) In: Journal of International Money and Finance.
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2001Emerging equity markets and economic development In: Journal of Development Economics.
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2000Emerging Equity Markets and Economic Development.(2000) In: NBER Working Papers.
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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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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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1994The Impact of the Federal Reserve Banks Open Market Operations.(1994) In: NBER Working Papers.
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2005The economic implications of corporate financial reporting In: Journal of Accounting and Economics.
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2004The Economic Implications of Corporate Financial Reporting.(2004) In: NBER Working Papers.
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2013Earnings quality: Evidence from the field 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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1994Sources of Risk and Expected Returns in Global Equity Markets.(1994) In: NBER Working Papers.
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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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1996Fundamental Determinants of National Equity Market Returns: A Perspective on Conditional Asset Pricing.(1996) In: NBER Working Papers.
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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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2010The European Union, the Euro, and Equity Market Integration.(2010) In: NBER Working Papers.
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2011The European Union, the Euro, and Equity Market Integration.(2011) In: 2011 Meeting Papers.
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2015Capital allocation and delegation of decision-making authority within firms In: Journal of Financial Economics.
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2011Capital Allocation and Delegation of Decision-Making Authority within Firms.(2011) In: NBER Working Papers.
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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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1994Market Timing Ability and Volatility Implied in Investment Newletters Asset Allocation Recommendations.(1994) In: NBER Working Papers.
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1997Emerging equity market volatility In: Journal of Financial Economics.
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1995Emerging Equity Market Volatility.(1995) In: NBER Working Papers.
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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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1998Dating the Integration of World Equity Markets.(1998) In: NBER Working Papers.
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2004The effect of capital structure when expected agency costs are extreme In: Journal of Financial Economics.
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2001The Effect of Capital Structure When Expected Agency Costs are Extreme.(2001) In: NBER Working Papers.
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2005Does financial liberalization spur growth? In: Journal of Financial Economics.
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2004Does Financial Liberalization Spur Growth?.(2004) In: Working Paper Research.
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2001Does Financial Liberalization Spur Growth?.(2001) In: NBER Working Papers.
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2005Payout policy in the 21st century In: Journal of Financial Economics.
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2003Payout Policy in the 21st Century.(2003) In: NBER Working Papers.
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2010The real effects of financial constraints: Evidence from a financial crisis In: Journal of Financial Economics.
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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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1999The Dynamics of Emerging Market Equity Flows.(1999) In: NBER Working Papers.
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2011Financial Openness and Productivity In: World Development.
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2009Financial Openness and Productivity.(2009) In: NBER Working Papers.
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1997Are Common Swings in International Stock Returns Justified by Subsequent Changes in National Outputs ? In: Working Papers.
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2004Dynamic Trading Strategies and Portfolio Choice In: SIFR Research Report Series.
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2004Dynamic Trading Strategies and Portfolio Choice.(2004) In: NBER Working Papers.
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2009Investor Competence, Trading Frequency, and Home Bias In: Management Science.
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2005Investor Competence, Trading Frequency, and Home Bias.(2005) In: NBER Working Papers.
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1998Measurement Error and Nonlinearity in the Earnings-Returns Relation. In: Review of Quantitative Finance and Accounting.
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2000Capital Flows and the Behavior of Emerging Market Equity Returns In: NBER Chapters.
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1998Capital Flows and the Behavior of Emerging Market Equity Returns.(1998) In: NBER Working Papers.
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1994An Exploratory Investigation of the Fundamental Determinants of National Equity Market Returns In: NBER Chapters.
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1993An Exploratory Investigation of the Fundamental Determinants of National Equity Market Returns.(1993) In: NBER Working Papers.
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2004Growth Volatility and Financial Liberalization In: NBER Working Papers.
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2005The Tactical and Strategic Value of Commodity Futures In: NBER Working Papers.
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2007Managerial Overconfidence and Corporate Policies In: NBER Working Papers.
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2010A Corporate Beauty Contest In: NBER Working Papers.
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2010Liquidity Management and Corporate Investment During a Financial Crisis In: NBER Working Papers.
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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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2014Political Risk Spreads In: NBER Working Papers.
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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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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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1994Conditional Asset Allocation in Emerging Markets In: NBER Working Papers.
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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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