48
H index
71
i10 index
14107
Citations
Campbell Harvey : Citation Profile
Duke University (50% share) | RESEARCH PRODUCTION: 69 Articles 57 Papers 3 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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30 years (1988 - 2018). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Campbell Harvey. | Is cited by:
| Cites to:
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Main data
Where Campbell Harvey has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / HAL | 3 |
| CEMA Working Papers / China Economics and Management Academy, Central University of Finance and Economics | 2 |
Recent works citing Campbell Harvey (2018 and 2017)
| Year | Title of citing document | |
|---|---|---|
| 2018 | EARNINGS, MERGERS AND ACQUISITIONS UNDER PENSION DISCLOSURE STANDARDS. (2018). Wang, Anxing ; Qin, Yiyi ; Cai, Jun. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:22:y:2018:i:1:p:137-179. Full description at Econpapers || Download paper | |
| 2019 | Loss aversion and the zero-earnings discontinuity. (2019). de la Rosa, Leonidas ; Niebuhr, Nikolaj Kirkeby. In: Economics Working Papers. RePEc:aah:aarhec:2019-09. Full description at Econpapers || Download paper | |
| 2017 | Picking Funds with Confidence. (2017). Timmermann, Allan ; Lunde, Asger ; Gronborg, Niels S ; Wermers, Russ. In: CREATES Research Papers. RePEc:aah:create:2017-13. Full description at Econpapers || Download paper | |
| 2017 | Long- 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. Full description at Econpapers || Download paper | |
| 2018 | The 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. Full description at Econpapers || Download paper | |
| 2018 | Mutual Fund Selection for Realistically Short Samples. (2018). Christiansen, Charlotte ; Nielsen, Ole L ; Gronborg, Niels S. In: CREATES Research Papers. RePEc:aah:create:2018-36. Full description at Econpapers || Download paper | |
| 2018 | Contagion 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. Full description at Econpapers || Download paper | |
| 2018 | Contagion 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. Full description at Econpapers || Download paper | |
| 2017 | Linkages between financial development, financial instability, financial liberalisation and economic growth in Africa. (2017). Asongu, Simplice ; Mlambo, Kupukile ; Batuo, Enowbi . In: Research Africa Network Working Papers. RePEc:abh:wpaper:17/030. Full description at Econpapers || Download paper | |
| 2017 | The Relaxing of Capital Controls and Rise of External Debt. (2017). Zehri, Chokri. In: American Journal of Economics and Business Administration. RePEc:abk:jajeba:ajebasp.2017.61.70. Full description at Econpapers || Download paper | |
| 2018 | INFLUENCE OF INFORMATION SIGNALS ON THE FUTURE EARNINGS. (2018). Lutsenko, S I. In: Strategic decisions and risk management. RePEc:abw:journl:y:2018:id:804. Full description at Econpapers || Download paper | |
| 2020 | Bank Credit, Public Financial Incentives, Tax Financial Incentives and Export Performance During the Global Financial Crisis: A Review. (2020). Lau, Wee Yeap. In: Shanlax International Journal of Economics. RePEc:acg:journl:v:8:y:2020:i:2:p:1-4. Full description at Econpapers || Download paper | |
| 2017 | Working Paper 291 - Regional Financial Integration and Economic Activity in Africa. (2017). Chuku, Chuku ; Akpan, Ekpo. In: Working Paper Series. RePEc:adb:adbwps:2403. Full description at Econpapers || Download paper | |
| 2017 | Misallocation 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. Full description at Econpapers || Download paper | |
| 2019 | Vulnerable Growth. (2019). Giannone, Domenico ; Boyarchenko, Nina ; Adrian, Tobias. In: American Economic Review. RePEc:aea:aecrev:v:109:y:2019:i:4:p:1263-89. Full description at Econpapers || Download paper | |
| 2018 | Investment 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. Full description at Econpapers || Download paper | |
| 2017 | The 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. Full description at Econpapers || Download paper | |
| 2017 | The 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. Full description at Econpapers || Download paper | |
| 2017 | Excellence 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. Full description at Econpapers || Download paper | |
| 2017 | Linkages 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. Full description at Econpapers || Download paper | |
| 2017 | What 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. Full description at Econpapers || Download paper | |
| 2017 | Recalibrating the Reported Returns to Agricultural R&D: What if We All Heeded Griliches?. (2017). Rao, Xudong ; Pardey, Philip ; Hurley, Terrance. In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. RePEc:ags:aaea17:259125. Full description at Econpapers || Download paper | |
| 2017 | SYSTEMATIC 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. Full description at Econpapers || Download paper | |
| 2018 | Operating and financial leverage as risk measures in agricultural companies. (2018). Wasilewski, Mirosaw ; Zabolotnyy, Serihiy. In: Problems of Agricultural Economics / Zagadnienia Ekonomiki Rolnej. RePEc:ags:iafepa:276377. Full description at Econpapers || Download paper | |
| 2018 | Determinants 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. Full description at Econpapers || Download paper | |
| 2018 | Determinants 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. Full description at Econpapers || Download paper | |
| 2017 | Wave after Wave: Contagion Risk from Commodity Markets. (2017). Leccadito, Arturo ; Algieri, Bernardina. In: Discussion Papers. RePEc:ags:ubzefd:257801. Full description at Econpapers || Download paper | |
| 2017 | Bank 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. Full description at Econpapers || Download paper | |
| 2018 | Measuring Investor Sentiment. (2018). Zhou, Guofu. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:10:y:2018:p:239-259. Full description at Econpapers || Download paper | |
| 2018 | Forecasting Methods in Finance. (2018). Timmermann, Allan. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:10:y:2018:p:449-479. Full description at Econpapers || Download paper | |
| 2017 | Financial Development, Growth, and Crisis: Is There a Trade-Off?. (2017). Ouazad, Amine ; Loayza, Norman ; Ranciere, Romain. In: Working Papers. RePEc:apc:wpaper:2017-114. Full description at Econpapers || Download paper | |
| 2017 | Impact 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. Full description at Econpapers || Download paper | |
| 2017 | Russian-Doll Risk Models. (2017). Kakushadze, Zura. In: Papers. RePEc:arx:papers:1412.4342. Full description at Econpapers || Download paper | |
| 2017 | Measuring the frequency dynamics of financial connectedness and systemic risk. (2017). Krehlik, Tomas ; BarunÃk, Jozef. In: Papers. RePEc:arx:papers:1507.01729. Full description at Econpapers || Download paper | |
| 2017 | Statistical Risk Models. (2017). Kakushadze, Zura ; Yu, Willie. In: Papers. RePEc:arx:papers:1602.08070. Full description at Econpapers || Download paper | |
| 2019 | Hong 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. Full description at Econpapers || Download paper | |
| 2017 | A diagnostic criterion for approximate factor structure. (2017). Scaillet, Olivier ; Gagliardini, Patrick ; Ossola, Elisa . In: Papers. RePEc:arx:papers:1612.04990. Full description at Econpapers || Download paper | |
| 2017 | Non-parametric and semi-parametric asset pricing. (2017). Ormos, Mihály ; Zibriczky, David ; Erdos, Peter . In: Papers. RePEc:arx:papers:1703.09500. Full description at Econpapers || Download paper | |
| 2018 | Optimal sequential treatment allocation. (2018). Kock, Anders ; Thyrsgaard, Martin. In: Papers. RePEc:arx:papers:1705.09952. Full description at Econpapers || Download paper | |
| 2018 | Uniform Inference for Characteristic Effects of Large Continuous-Time Linear Models. (2018). Yang, Xiye ; Liao, Yuan. In: Papers. RePEc:arx:papers:1711.04392. Full description at Econpapers || Download paper | |
| 2017 | An 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. Full description at Econpapers || Download paper | |
| 2017 | Foreign Portfolio Investment and Economy: The Network Perspective. (2017). Suzuki, Ken-Ichi ; Hakeem, Muhammad Mohsin . In: Papers. RePEc:arx:papers:1712.10274. Full description at Econpapers || Download paper | |
| 2018 | Comparing Asset Pricing Models: Distance-based Metrics and Bayesian Interpretations. (2018). He, Zhongzhi Lawrence. In: Papers. RePEc:arx:papers:1803.01389. Full description at Econpapers || Download paper | |
| 2018 | The 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. Full description at Econpapers || Download paper | |
| 2018 | Deep Learning for Predicting Asset Returns. (2018). Feng, Guanhao ; Polson, Nicholas G ; He, Jingyu. In: Papers. RePEc:arx:papers:1804.09314. Full description at Econpapers || Download paper | |
| 2018 | Diversifying 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. Full description at Econpapers || Download paper | |
| 2020 | Limits to Arbitrage in Markets with Stochastic Settlement Latency. (2018). Hautsch, Nikolaus ; Voigt, Stefan ; Scheuch, Christoph. In: Papers. RePEc:arx:papers:1812.00595. Full description at Econpapers || Download paper | |
| 2019 | Conditional 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. Full description at Econpapers || Download paper | |
| 2019 | The 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. Full description at Econpapers || Download paper | |
| 2019 | Computational method for probability distribution on recursive relationships in financial applications. (2019). Lee, Kyungsub ; Park, Jong Jun. In: Papers. RePEc:arx:papers:1908.04959. Full description at Econpapers || Download paper | |
| 2019 | Performance of tail hedged portfolio with third moment variation swap. (2019). Ki, Byoung ; Lee, Kyungsub. In: Papers. RePEc:arx:papers:1908.05105. Full description at Econpapers || Download paper | |
| 2019 | The survival of start-ups in time of crisis. A machine learning approach to measure innovation. (2019). Nava, Consuelo ; Nuccio, Massimiliano ; Guerzoni, Marco. In: Papers. RePEc:arx:papers:1911.01073. Full description at Econpapers || Download paper | |
| 2020 | A wavelet analysis of inter-dependence, contagion and long memory among global equity markets. (2020). Bhandari, Avishek. In: Papers. RePEc:arx:papers:2003.14110. Full description at Econpapers || Download paper | |
| 2020 | Machine Learning Algorithms for Financial Asset Price Forecasting. (2020). Ndikum, Philip. In: Papers. RePEc:arx:papers:2004.01504. Full description at Econpapers || Download paper | |
| 2020 | The illiquidity network of stocks in Chinas market crash. (2020). Zhao, Jichang ; Tan, Xiaoling. In: Papers. RePEc:arx:papers:2004.01917. Full description at Econpapers || Download paper | |
| 2020 | Tail Granger causalities and where to find them: extreme risk spillovers vs. spurious linkages. (2020). Mazzarisi, Piero ; Lillo, Fabrizio ; Campajola, Carlo ; Zaoli, Silvia. In: Papers. RePEc:arx:papers:2005.01160. Full description at Econpapers || Download paper | |
| 2020 | Defining an intrinsic stickiness parameter of stock price returns. (2020). Massad, Naji ; Andersen, Jorgen Vitting. In: Papers. RePEc:arx:papers:2005.02351. Full description at Econpapers || Download paper | |
| 2018 | Does 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. Full description at Econpapers || Download paper | |
| 2017 | Effect 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. Full description at Econpapers || Download paper | |
| 2017 | Nonlinear 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. Full description at Econpapers || Download paper | |
| 2018 | Has 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. Full description at Econpapers || Download paper | |
| 2018 | Managerial 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. Full description at Econpapers || Download paper | |
| 2018 | Option Pricing Model with Stochastic Implied Volatility. (2018). Liu, Tianxiang ; Wu, Desheng. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2018:p:925-946. Full description at Econpapers || Download paper | |
| 2019 | Leverage, Debt Maturity and Corporate Performance: Evidence from Chinese Listed Companies. (2019). Vijayakumaran, Sunitha. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2019:p:491-506. Full description at Econpapers || Download paper | |
| 2019 | Determinants 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. Full description at Econpapers || Download paper | |
| 2019 | Internet 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. Full description at Econpapers || Download paper | |
| 2020 | The Dynamic Relationships between the Baltic Dry Index and the BRICS Stock Markets: A Wavelet Analysis. (2020). Wang, Mei-Chih ; Chen, Chan-Sheng ; Chiu, Chien-Liang ; Kuo, Pao-Lan. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:340-351. Full description at Econpapers || Download paper | |
| 2019 | Interaction between Energy Consumption and Economic Growth in Pakistan: A More Comprehensive Analysis Using ARDL Approach. (2019). Younas, Muhammad Zeeshan ; Khan, Oshin. In: Energy Economics Letters. RePEc:asi:eneclt:2019:p:30-51. Full description at Econpapers || Download paper | |
| 2017 | Sensitivity 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. Full description at Econpapers || Download paper | |
| 2017 | Taming Leviathan: Mitigating Political Interference in Sovereign Wealth Funds’ Public Equity Investments. (2017). Loss, Giacomo ; Fotak, Veljko ; Bortolotti, Bernardo. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1764. Full description at Econpapers || Download paper | |
| 2018 | Interdependence 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. Full description at Econpapers || Download paper | |
| 2019 | Extreme Downside Risk in Asset Returns. (2019). Ergun, Lerby. In: Staff Working Papers. RePEc:bca:bocawp:19-46. Full description at Econpapers || Download paper | |
| 2018 | Multivariate Jump Diffusion Model with Markovian Contagion. (2018). de Carvalho, Pablo ; Gupta, Aparna ; Campos, Pablo Jose. In: Working Papers Series. RePEc:bcb:wpaper:482. Full description at Econpapers || Download paper | |
| 2019 | Credit Shock Propagation in Firm Networks: evidence from government bank credit expansions. (2019). Silva, Thiago ; Cortes, Gustavo. In: Working Papers Series. RePEc:bcb:wpaper:507. Full description at Econpapers || Download paper | |
| 2019 | Can survey-based information help assess investment gaps in the eu?. (2019). Maurin, Laurent ; Dejuan, Daniel ; Alves, Pana. In: Occasional Papers. RePEc:bde:opaper:1908. Full description at Econpapers || Download paper | |
| 2017 | Dealing with dealers: sovereign CDS comovements. (). Rodriguez-Moreno, Maria ; Mayordomo, Sergio ; Anton, Miguel. In: Working Papers. RePEc:bde:wpaper:1723. Full description at Econpapers || Download paper | |
| 2017 | Permissible collateral and access to finance: evidence from a quasi-natural experiment. (2017). Xu, Bing. In: Working Papers. RePEc:bde:wpaper:1750. Full description at Econpapers || Download paper | |
| 2018 | Credit constraints, firms investment and growth evidence from survey data. (2018). Gomez, Miguel Garcia-Posada. In: Working Papers. RePEc:bde:wpaper:1808. Full description at Econpapers || Download paper | |
| 2018 | Corporate 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. Full description at Econpapers || Download paper | |
| 2017 | Investment decisions by European firms and financing constraints. (2017). Silvestrini, Andrea ; Mäkinen, Taneli ; Mercatanti, Andrea ; Makinen, Taneli. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1148_17. Full description at Econpapers || Download paper | |
| 2018 | Firms’ investments during two crises. (2018). Sette, Enrico ; De Socio, Antonio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1173_18. Full description at Econpapers || Download paper | |
| 2018 | Asset 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. Full description at Econpapers || Download paper | |
| 2018 | Contagion in the CoCos market? A case study of two stress events. (2018). miglietta, arianna ; Bologna, Pierluigi ; Segura, Anatoli. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1201_18. Full description at Econpapers || Download paper | |
| 2018 | Finance and Employment Formalization: Evidence from Mexicos ENIGH, 2000-2016. (2018). Santiago, Bazdresch. In: Working Papers. RePEc:bdm:wpaper:2018-14. Full description at Econpapers || Download paper | |
| 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. Full description at Econpapers || Download paper | |
| 2017 | Volatility 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. Full description at Econpapers || Download paper | |
| 2018 | Return 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. Full description at Econpapers || Download paper | |
| 2017 | Role 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. Full description at Econpapers || Download paper | |
| 2017 | Flexible Prices and Leverage. (2017). Weber, Michael ; Pflueger, Carolin ; Liu, Ryan . In: Working Papers. RePEc:bfi:wpaper:2017-02. Full description at Econpapers || Download paper | |
| 2019 | Investment and the WACC: new micro evidence for France. (2019). Mésonnier, Jean-Stéphane ; Mesonnier, Jean-Stephane ; Mazet-Sonilhac, Clement ; Carluccio, Juan. In: Working papers. RePEc:bfr:banfra:710. Full description at Econpapers || Download paper | |
| 2019 | Bayesian Inference for Markov-switching Skewed Autoregressive Models. (2019). Lhuissier, Stéphane. In: Working papers. RePEc:bfr:banfra:726. Full description at Econpapers || Download paper | |
| 2019 | How Do Short-term Financial Constraints Affect SMEs’ Long-Term Investment: Evidence from the Working Capital Channel. (2019). Nicolas, Theo. In: Working papers. RePEc:bfr:banfra:731. Full description at Econpapers || Download paper | |
| 2018 | Firing the Wrong Workers: Financing Constraints and Labor Misallocation. (2018). Cuñat, Vicente ; Caggese, Andrea ; Metzger, Daniel ; Cuat, Vicente. In: Working Papers. RePEc:bge:wpaper:1057. Full description at Econpapers || Download paper | |
| 2017 | Corporate leverage in emerging Asia. (2017). Goyal, Vidhan ; Packer, Frank. In: BIS Papers chapters. RePEc:bis:bisbpc:91-08. Full description at Econpapers || Download paper | |
| 2018 | Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M. In: BIS Papers. RePEc:bis:bisbps:95. Full description at Econpapers || Download paper | |
| 2019 | From carry trades to trade credit: financial intermediation by non-financial corporations. (2019). Saffie, Felipe ; Hardy, Bryan. In: BIS Working Papers. RePEc:bis:biswps:773. Full description at Econpapers || Download paper | |
| 2019 | Unintended consequences of unemployment insurance benefits: the role of banks. (2019). Kabaş, Gazi ; arslan, yavuz ; Degerli, Ahmet. In: BIS Working Papers. RePEc:bis:biswps:795. Full description at Econpapers || Download paper | |
| 2018 | Analysis 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. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
Campbell Harvey has edited the books:
| Year | Title | Type | Cited |
|---|
Works by Campbell Harvey:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2017 | How to Write an Effective Referee Report and Improve the Scientific Review Process In: Journal of Economic Perspectives. [Full Text][Citation analysis] | article | 7 |
| 2016 | Globalization and Asset Returns In: Annual Review of Financial Economics. [Full Text][Citation analysis] | article | 14 |
| 2008 | Managerial Response to the May 2003 Dividend Tax Cut In: Financial Management. [Full Text][Citation analysis] | article | 23 |
| 2018 | The Theory and Practice of Corporate Risk Management: Evidence from the Field In: Financial Management. [Full Text][Citation analysis] | article | 2 |
| 2002 | HOW DO CFOs MAKE CAPITAL BUDGETING AND CAPITAL STRUCTURE DECISIONS? In: Journal of Applied Corporate Finance. [Full Text][Citation analysis] | article | 49 |
| 1991 | The World Price of Covariance Risk. In: Journal of Finance. [Full Text][Citation analysis] | article | 425 |
| 1991 | S&P 100 Index Option Volatility. In: Journal of Finance. [Citation analysis] | article | 15 |
| 1992 | Seasonality and Consumption-Based Asset Pricing. In: Journal of Finance. [Full Text][Citation analysis] | article | 37 |
| 1995 | Time-Varying World Market Integration. In: Journal of Finance. [Full Text][Citation analysis] | article | 825 |
| 1994 | Time-Varying World Market Integration.(1994) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 825 | paper | |
| 1999 | Conditioning Variables and the Cross Section of Stock Returns In: Journal of Finance. [Full Text][Citation analysis] | article | 296 |
| 1999 | Conditioning Variables and the Cross-Section of Stock Returns.(1999) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 296 | paper | |
| 2000 | Foreign Speculators and Emerging Equity Markets In: Journal of Finance. [Full Text][Citation analysis] | article | 787 |
| 1997 | Foreign Speculators and Emerging Equity Markets.(1997) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 787 | paper | |
| 1997 | Foreign Speculators and Emerging Equity Markets.(1997) In: William Davidson Institute Working Papers Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 787 | paper | |
| 2000 | Conditional Skewness in Asset Pricing Tests In: Journal of Finance. [Full Text][Citation analysis] | article | 633 |
| 2007 | Global Growth Opportunities and Market Integration In: Journal of Finance. [Full Text][Citation analysis] | article | 133 |
| 2004 | Global Growth Opportunities and Market Integration.(2004) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 133 | paper | |
| 2012 | Report of the Editor of the Journal of Finance for the Year 2011 In: Journal of Finance. [Full Text][Citation analysis] | article | 0 |
| 2017 | Presidential Address: The Scientific Outlook in Financial Economics In: Journal of Finance. [Full Text][Citation analysis] | article | 26 |
| 2003 | Equity Market Liberalization in Emerging Markets In: Journal of Financial Research. [Full Text][Citation analysis] | article | 96 |
| 2003 | Equity market liberalization in emerging markets.(2003) In: Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 96 | article | |
| 1993 | Strategic Treasury Debt Management in Public Policy In: Review of Policy Research. [Full Text][Citation analysis] | article | 0 |
| 1997 | The Relation between the Term Structure of Interest Rates and Canadian Economic Growth. In: Canadian Journal of Economics. [Full Text][Citation analysis] | article | 36 |
| 2006 | Liquidity and Expected Returns: Lessons from Emerging Markets In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 307 |
| 2007 | Liquidity and Expected Returns: Lessons from Emerging Markets.(2007) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 307 | article | |
| 2005 | Liquidity and Expected Returns: Lessons From Emerging Markets.(2005) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 307 | paper | |
| 2010 | What Segments Equity Markets? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 82 |
| 2010 | What Segments Equity Markets?.(2010) In: NBP Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 82 | paper | |
| 2009 | What Segments Equity Markets?.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 82 | paper | |
| 2011 | What Segments Equity Markets?.(2011) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 82 | article | |
| 2002 | What Determines Expected International Asset Returns? In: Annals of Economics and Finance. [Full Text][Citation analysis] | article | 42 |
| 2002 | What Determines Expected International Asset Returns?.(2002) In: CEMA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 42 | paper | |
| 1994 | What determines expected international asset returns ?.(1994) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 42 | paper | |
| 1994 | What determines expected international asset returns ?.(1994) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 42 | paper | |
| 1994 | What Determines Expected International Asset Returns?.(1994) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 42 | paper | |
| 1993 | International asset pricing with alternative distributional specifications In: CEMA Working Papers. [Full Text][Citation analysis] | paper | 60 |
| 1993 | International asset pricing with alternative distributional specifications.(1993) In: Journal of Empirical Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 60 | article | |
| 1999 | Autoregressive Conditional Skewness In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 294 |
| 2010 | Managerial Miscalibration In: Working Paper Series. [Full Text][Citation analysis] | paper | 94 |
| 2010 | Managerial Miscalibration.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 94 | paper | |
| 2000 | Are Correlations of Stock Returns Justified by Subsequent Changes in National Outputs? In: Working Papers. [Full Text][Citation analysis] | paper | 77 |
| 2003 | Are correlations of stock returns justified by subsequent changes in national outputs?.(2003) In: Journal of International Money and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 77 | article | |
| 2016 | Political risk and international valuation In: Journal of Corporate Finance. [Full Text][Citation analysis] | article | 10 |
| 2001 | Emerging equity markets and economic development In: Journal of Development Economics. [Full Text][Citation analysis] | article | 200 |
| 2000 | Emerging Equity Markets and Economic Development.(2000) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 200 | paper | |
| 2002 | Research in emerging markets finance: looking to the future In: Emerging Markets Review. [Full Text][Citation analysis] | article | 135 |
| 2003 | Emerging markets finance In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 273 |
| 2001 | The specification of conditional expectations In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 114 |
| 2005 | The long-run equity risk premium In: Finance Research Letters. [Full Text][Citation analysis] | article | 29 |
| 2002 | The impact of the Federal Reserve Banks open market operations In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 15 |
| 1994 | The Impact of the Federal Reserve Banks Open Market Operations.(1994) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
| 2005 | The economic implications of corporate financial reporting In: Journal of Accounting and Economics. [Full Text][Citation analysis] | article | 779 |
| 2004 | The Economic Implications of Corporate Financial Reporting.(2004) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 779 | paper | |
| 2013 | Earnings quality: Evidence from the field In: Journal of Accounting and Economics. [Full Text][Citation analysis] | article | 71 |
| 1994 | Sources of risk and expected returns in global equity markets In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 133 |
| 1994 | Sources of Risk and Expected Returns in Global Equity Markets.(1994) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 133 | paper | |
| 1997 | Fundamental determinants of national equity market returns: A perspective on conditional asset pricing In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 33 |
| 1996 | Fundamental Determinants of National Equity Market Returns: A Perspective on Conditional Asset Pricing.(1996) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 33 | paper | |
| 2013 | Managerial attitudes and corporate actions In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 146 |
| 2013 | The European Union, the Euro, and equity market integration In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 48 |
| 2010 | The European Union, the Euro, and Equity Market Integration.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 48 | paper | |
| 2011 | The European Union, the Euro, and Equity Market Integration.(2011) In: 2011 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 48 | paper | |
| 2015 | Capital allocation and delegation of decision-making authority within firms In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 41 |
| 2011 | Capital Allocation and Delegation of Decision-Making Authority within Firms.(2011) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 41 | paper | |
| 1988 | The real term structure and consumption growth In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 242 |
| 1989 | Time-varying conditional covariances in tests of asset pricing models In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 293 |
| 1990 | Bayesian inference in asset pricing tests In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 32 |
| 1996 | Market timing ability and volatility implied in investment newsletters asset allocation recommendations In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 51 |
| 1994 | Market Timing Ability and Volatility Implied in Investment Newletters Asset Allocation Recommendations.(1994) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 51 | paper | |
| 1997 | Emerging equity market volatility In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 654 |
| 1995 | Emerging Equity Market Volatility.(1995) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 654 | paper | |
| 2001 | The theory and practice of corporate finance: evidence from the field In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 977 |
| 2002 | Dating the integration of world equity markets In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 216 |
| 1998 | Dating the Integration of World Equity Markets.(1998) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 216 | paper | |
| 2004 | The effect of capital structure when expected agency costs are extreme In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 113 |
| 2001 | The Effect of Capital Structure When Expected Agency Costs are Extreme.(2001) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 113 | paper | |
| 2005 | Does financial liberalization spur growth? In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 806 |
| 2004 | Does Financial Liberalization Spur Growth?.(2004) In: Working Paper Research. [Full Text][Citation analysis] This paper has another version. Agregated cites: 806 | paper | |
| 2001 | Does Financial Liberalization Spur Growth?.(2001) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 806 | paper | |
| 2005 | Payout policy in the 21st century In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 494 |
| 2003 | Payout Policy in the 21st Century.(2003) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 494 | paper | |
| 2010 | The real effects of financial constraints: Evidence from a financial crisis In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 465 |
| 2009 | The Real Effects of Financial Constraints: Evidence from a Financial Crisis.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 465 | paper | |
| 2002 | The dynamics of emerging market equity flows In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 169 |
| 1999 | The Dynamics of Emerging Market Equity Flows.(1999) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 169 | paper | |
| 2011 | Financial Openness and Productivity In: World Development. [Full Text][Citation analysis] | article | 80 |
| 2009 | Financial Openness and Productivity.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 80 | paper | |
| 1997 | Are Common Swings in International Stock Returns Justified by Subsequent Changes in National Outputs ? In: Working Papers. [Citation analysis] | paper | 2 |
| 2004 | Dynamic Trading Strategies and Portfolio Choice In: SIFR Research Report Series. [Full Text][Citation analysis] | paper | 7 |
| 2004 | Dynamic Trading Strategies and Portfolio Choice.(2004) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2009 | Investor Competence, Trading Frequency, and Home Bias In: Management Science. [Full Text][Citation analysis] | article | 107 |
| 2005 | Investor Competence, Trading Frequency, and Home Bias.(2005) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 107 | paper | |
| 1998 | Measurement Error and Nonlinearity in the Earnings-Returns Relation. In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 4 |
| 2000 | Capital Flows and the Behavior of Emerging Market Equity Returns In: NBER Chapters. [Full Text][Citation analysis] | chapter | 77 |
| 1998 | Capital Flows and the Behavior of Emerging Market Equity Returns.(1998) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 77 | paper | |
| 1994 | An Exploratory Investigation of the Fundamental Determinants of National Equity Market Returns In: NBER Chapters. [Full Text][Citation analysis] | chapter | 19 |
| 1993 | An Exploratory Investigation of the Fundamental Determinants of National Equity Market Returns.(1993) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
| 2004 | Growth Volatility and Financial Liberalization In: NBER Working Papers. [Full Text][Citation analysis] | paper | 233 |
| 2005 | The Tactical and Strategic Value of Commodity Futures In: NBER Working Papers. [Full Text][Citation analysis] | paper | 11 |
| 2007 | Managerial Overconfidence and Corporate Policies In: NBER Working Papers. [Full Text][Citation analysis] | paper | 73 |
| 2010 | A Corporate Beauty Contest In: NBER Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2010 | Liquidity Management and Corporate Investment During a Financial Crisis In: NBER Working Papers. [Full Text][Citation analysis] | paper | 178 |
| 2011 | Liquidity Management and Corporate Investment During a Financial Crisis.(2011) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 178 | article | |
| 2013 | The Golden Dilemma In: NBER Working Papers. [Full Text][Citation analysis] | paper | 17 |
| 2014 | Political Risk Spreads In: NBER Working Papers. [Full Text][Citation analysis] | paper | 31 |
| 2014 | Political risk spreads.(2014) In: Journal of International Business Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 31 | article | |
| 2014 | . . . and the Cross-Section of Expected Returns In: NBER Working Papers. [Full Text][Citation analysis] | paper | 8 |
| 2016 | Rethinking Performance Evaluation In: NBER Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2017 | Corporate Culture: Evidence from the Field In: NBER Working Papers. [Full Text][Citation analysis] | paper | 10 |
| 1994 | Predictable Risk and Returns in Emerging Markets In: NBER Working Papers. [Full Text][Citation analysis] | paper | 536 |
| 1995 | Predictable Risk and Returns in Emerging Markets..(1995) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 536 | article | |
| 1994 | Conditional Asset Allocation in Emerging Markets In: NBER Working Papers. [Full Text][Citation analysis] | paper | 24 |
| 1999 | Economic, Financial, and Fundamental Global Risk In and Out of the EMU In: NBER Working Papers. [Full Text][Citation analysis] | paper | 14 |
| 2001 | Expectations of Equity Risk Premia, Volatility and Asymmetry from a Corporate Finance Perspective In: NBER Working Papers. [Full Text][Citation analysis] | paper | 27 |
| 2003 | Market Integration and Contagion In: NBER Working Papers. [Full Text][Citation analysis] | paper | 451 |
| 2005 | Market Integration and Contagion.(2005) In: The Journal of Business. [Full Text][Citation analysis] This paper has another version. Agregated cites: 451 | article | |
| 2008 | The Effect of the May 2003 Dividend Tax Cut on Corporate Dividend Policy: Empirical and Survey Evidence In: National Tax Journal. [Full Text][Citation analysis] | article | 1 |
| 2011 | Access to Liquidity and Corporate Investment in Europe during the Financial Crisis In: Review of Finance. [Full Text][Citation analysis] | article | 19 |
| 2016 | Editors Choice … and the Cross-Section of Expected Returns In: Review of Financial Studies. [Full Text][Citation analysis] | article | 66 |
| 2018 | Detecting Repeatable Performance In: Review of Financial Studies. [Full Text][Citation analysis] | article | 4 |
| 1991 | Volatility in the Foreign Currency Futures Market. In: Review of Financial Studies. [Full Text][Citation analysis] | article | 95 |
| 1993 | The Risk and Predictability of International Equity Returns. In: Review of Financial Studies. [Full Text][Citation analysis] | article | 369 |
| 1995 | The Risk Exposure of Emerging Equity Markets. In: World Bank Economic Review. [Citation analysis] | article | 74 |
| 2017 | The management of political risk In: Journal of International Business Studies. [Full Text][Citation analysis] | article | 8 |
| 2010 | Portfolio selection with higher moments In: Quantitative Finance. [Full Text][Citation analysis] | article | 72 |
| 1991 | The Variation of Economic Risk Premiums. In: Journal of Political Economy. [Full Text][Citation analysis] | article | 552 |
| 1992 | Dividends and S&P 100 index option valuation In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 11 |
| 2015 | The Strategic and Tactical Value of Commodity Futures In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
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