Campbell Harvey : Citation Profile


Are you Campbell Harvey?

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

50

H index

72

i10 index

15508

Citations

RESEARCH PRODUCTION:

69

Articles

58

Papers

3

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   32 years (1988 - 2020). See details.
   Cites by year: 484
   Journals where Campbell Harvey has often published
   Relations with other researchers
   Recent citing documents: 900.    Total self citations: 69 (0.44 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pha102
   Updated: 2021-03-01    RAS profile: 2018-12-09    
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Relations with other researchers


Works with:

Bekaert, Geert (2)

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

Is cited by:

Guesmi, Khaled (105)

Warnock, Francis (89)

Bekaert, Geert (87)

Stulz, René (80)

Schmukler, Sergio (79)

lucey, brian (66)

Nguyen, Duc Khuong (61)

GUESMI, Khaled (60)

Teulon, Frédéric (57)

Albuquerque, Rui (56)

Levine, Ross (53)

Cites to:

Bekaert, Geert (104)

Levine, Ross (43)

French, Kenneth (36)

Campbell, John (36)

Shleifer, Andrei (33)

Ferson, Wayne (29)

Stulz, René (28)

Lopez-de-Silanes, Florencio (26)

Lundblad, Christian (25)

La Porta, Rafael (24)

Reinhart, Carmen (20)

Main data


Where Campbell Harvey has published?


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

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 (2021 and 2020)


YearTitle of citing document
2020Emerging Markets and Volatility Spillover Effects: Empirical Evidence from Regional Emerging Economies of Pakistan, China, India, and Bangladesh. (2020). Saeed, Muhammad Yasir ; Ghafoor, Muhammad Mudasar ; Hamid, Kashif. In: Global Economics Review. RePEc:aaw:journl:v:5:y:2020:i:1:p:102-116.

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2020Financial Sector Transparency and Net Interest Margins: Should the Private or Public Sector lead Financial Sector Transparency?. (2020). Asongu, Simplice ; Gyeke-Dako, Agyapomaa ; Agbloyor, Elikplimi K ; Kusi, Baah A. In: Research Africa Network Working Papers. RePEc:abh:wpaper:20/028.

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2020Bank 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.

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2020Financial Sector Transparency and Net Interest Margins: Should the Private or Public Sector lead Financial Sector Transparency?. (2020). KUSI, BAAH ; Asongu, Simplice ; Gyeke-Dako, Agyapomaa ; Agbloyor, Elikplimi K. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:20/028.

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2020Does the Yield Curve Signal Recessions? New Evidence from an International Panel Data Analysis. (2020). Hasse, Jean-Baptiste ; Lajaunie, Quentin. In: AMSE Working Papers. RePEc:aim:wpaimx:2013.

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2020Robust portfolio selection using sparse estimation of comoment tensors. (2020). Vrins, Frédéric ; Lassance, Nathan. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2020003.

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2020Googlization and retail investors trading activity. (2020). D'Hondt, Catherine ; Desagre, Christophe. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2020004.

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2020(Why) do central banks care about their profits?. (2020). Ioannidou, Vasso ; Goncharov, Igor ; Schmalz, Martin C. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:018.

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2020Capital Market Financing and Firm Growth. (2020). Schmukler, Sergio ; Levine, Ross ; Didier, Tatiana ; Montanes, Ruth Llovet. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:166.

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2021Limits to Arbitrage in Markets with Stochastic Settlement Latency. (2018). Hautsch, Nikolaus ; Voigt, Stefan ; Scheuch, Christoph. In: Papers. RePEc:arx:papers:1812.00595.

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2020A wavelet analysis of inter-dependence, contagion and long memory among global equity markets. (2020). Bhandari, Avishek. In: Papers. RePEc:arx:papers:2003.14110.

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2020Machine Learning Algorithms for Financial Asset Price Forecasting. (2020). Ndikum, Philip. In: Papers. RePEc:arx:papers:2004.01504.

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2020The illiquidity network of stocks in Chinas market crash. (2020). Zhao, Jichang ; Tan, Xiaoling. In: Papers. RePEc:arx:papers:2004.01917.

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2020Tail Granger causalities and where to find them: extreme risk spillovers vs. spurious linkages. (2020). Lillo, Fabrizio ; Campajola, Carlo ; Zaoli, Silvia ; Mazzarisi, Piero. In: Papers. RePEc:arx:papers:2005.01160.

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2020Defining an intrinsic stickiness parameter of stock price returns. (2020). Andersen, Jorgen Vitting ; Massad, Naji. In: Papers. RePEc:arx:papers:2005.02351.

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2020False (and Missed) Discoveries in Financial Economics. (2020). Liu, Yan ; Harvey, Campbell R. In: Papers. RePEc:arx:papers:2006.04269.

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2020Dynamic Network Risk. (2020). Baruník, Jozef ; Ellington, Michael ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2006.04639.

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2020Applying Dynamic Training-Subset Selection Methods Using Genetic Programming for Forecasting Implied Volatility. (2020). Abdelmalek, Wafa ; ben Hamida, Sana ; Abid, Fathi. In: Papers. RePEc:arx:papers:2007.07207.

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2020Dynamic Networks in Large Financial and Economic Systems. (2020). Baruník, Jozef ; Ellington, Michael. In: Papers. RePEc:arx:papers:2007.07842.

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2020The behavior of stock market prices throughout the episodes of capital inflows. (2020). SEVIL, Guven ; Baba, Boubekeur. In: Papers. RePEc:arx:papers:2008.13472.

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2020Deep Learning, Predictability, and Optimal Portfolio Returns. (2020). Baruník, Jozef ; Babiak, Mykola. In: Papers. RePEc:arx:papers:2009.03394.

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2020Asymptotic Properties of the Maximum Likelihood Estimator in Endogenous Regime-Switching Models. (2020). Liu, Yan. In: Papers. RePEc:arx:papers:2010.04930.

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2020Asset Allocation via Machine Learning and Applications to Equity Portfolio Management. (2020). Hong, Zhenning ; Yang, Qing ; Zhang, Liangliang ; Ye, Tingting ; Tian, Ruyan. In: Papers. RePEc:arx:papers:2011.00572.

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2020Exact Multivariate Amplitude Distributions for Non-Stationary Gaussian or Algebraic Fluctuations of Covariances or Correlations. (2020). Schell, Andreas ; Guhr, Thomas. In: Papers. RePEc:arx:papers:2011.07570.

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2020If Global or Local Investor Sentiments are Prone to Developing an Impact on Stock Returns, is there an Industry Effect?. (2020). Zhu, Tingting ; Ausloos, Marcel ; Shi, Jing. In: Papers. RePEc:arx:papers:2012.12951.

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2021Consumption Tax Reform and the Real Economy: Evidence from India’s Adoption of a Value-Added Tax. (2021). Ritadhi, S K ; Kulkarni, Nirupama ; Aneja, Abhay. In: Working Papers. RePEc:ash:wpaper:48.

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2020The 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.

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2020Outside Investor Access to Top Management: Market Monitoring versus Stock Price Manipulation. (2020). Schroth, Josef. In: Staff Working Papers. RePEc:bca:bocawp:20-43.

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2020Long-term stock returns in Brazil: volatile equity returns for U.S.-like investors. (2020). Sanvicente, Antonio ; Brito, Ricardo D ; Araujo, Eurilton. In: Working Papers Series. RePEc:bcb:wpaper:525.

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2020Labor and finance: the effect of bank relationships. (2020). Oliveira, Raquel ; Norden, Lars ; Behr, Patrick. In: Working Papers Series. RePEc:bcb:wpaper:534.

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2020The regulatory cycle in banking: what lessons from the U.S. experience? (from the Dodd-Frank Act to Covid-19). (2020). Trapanese, Maurizio. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_585_20.

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2020Information versus Investment. (2020). Whited, Toni M ; Terry, Stephen J ; Zakolyukina, Anastasia A. In: Working Papers. RePEc:bfi:wpaper:2020-110.

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2020Private Equity and COVID-19. (2020). Kaplan, Steven N ; Gompers, Paul A ; Mukharlyamov, Vladimir. In: Working Papers. RePEc:bfi:wpaper:2020-140.

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2020Cybersecurity Risk. (2020). Louca, Christodoulos ; Florakis, Chris ; Weber, Michael ; Michaely, Roni. In: Working Papers. RePEc:bfi:wpaper:2020-178.

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2020Share Buybacks, Monetary Policy and the Cost of Debt. (2020). Zago, Riccardo ; Elgouacem, Assia. In: Working papers. RePEc:bfr:banfra:773.

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2020Choc de financement : quels effets sur l’investissement des grandes entreprises françaises ?. (2020). Mazet-Sonilhac, Clément ; Duquerroy, Anne. In: Bulletin de la Banque de France. RePEc:bfr:bullbf:2020:229:01.

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2020Riding Out of a Financial Crisis: The Joint Effect of Trust and Corporate Ownership. (2020). Epure, Mircea ; Amore, Mario Daniele. In: Working Papers. RePEc:bge:wpaper:1194.

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2020Risk Mitigating versus Risk Shifting: Evidence from Banks Security Trading in Crises. (2020). Sette, Enrico ; Peydro, Jose-Luis ; Polo, Andrea. In: Working Papers. RePEc:bge:wpaper:1219.

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2020Foreign participation in the local currency bond markets of emerging market economies: good or bad for market resilience and financial stability?. (2020). Monetary, Hong Kong. In: BIS Papers chapters. RePEc:bis:bisbpc:113-08.

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2020What share for gold? On the interaction of gold and foreign exchange reserve returns. (2020). Zulaica, Omar. In: BIS Working Papers. RePEc:bis:biswps:906.

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2021Sovereign credit and exchange rate risks: evidence from Asia-Pacific local currency bonds. (2021). Creal, Drew ; Chernov, Mikhail ; Hordahl, Peter. In: BIS Working Papers. RePEc:bis:biswps:918.

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2020The Effect of Fair Value Adjustments on Dividend Policy Under Mandatory International Financial Reporting Standards Adoption: Australian Evidence. (2020). Mithani, Safdar R ; Hellmann, Andreas ; Chen, Xiaomeng. In: Abacus. RePEc:bla:abacus:v:56:y:2020:i:3:p:436-453.

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2020Exit as governance: do blockholders affect corporate innovation in large US firms?. (2020). Liljeblom, Eva ; Maury, Benjamin ; Helling, Axel R. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:2:p:1703-1725.

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2020Economic policy uncertainty and corporate inventory holdings: evidence from China. (2020). He, Fan ; Zhong, Teng ; Zeng, Jianyu. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:2:p:1727-1757.

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2020Who monitors opaque borrowers? Debt specialisation, institutional ownership, and information opacity. (2020). Soonawalla, Kazbi ; Platikanova, Petya . In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:2:p:1867-1904.

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2020The pricing of accruals quality in credit default swap spreads. (2020). Lin, Hai ; Alam, Pervaiz ; Pu, Xiaoling ; Hettler, Barry. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:3:p:1943-1977.

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2020Bond market integration of emerging economies and bilateral linkages. (2020). Balli, Faruk ; Rana, Faisal ; Hu, Xuan. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:3:p:2039-2062.

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2020Does gender matter? The association between gender and the use of management control systems and performance measures. (2020). Kober, Ralph ; Bobe, Belete J. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:3:p:2063-2098.

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2020Real earnings management around CEO turnovers. (2020). Lu, Helen ; Lont, David H ; Geertsema, Paul G. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:3:p:2397-2426.

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2020Earnings volatility, ambiguity, and crisis‐period stock returns. (2020). Safdar, Irfan ; McMartin, Andrew S ; Ahmed, Anwer S. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:3:p:2939-2963.

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2020Past managerial guidance and returns to variance trading around earnings announcements. (2020). Neururer, Thaddeus. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:3:p:2995-3031.

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2020The effects of environmental regulation on the stock market: the French experience. (2020). Pham, Huy ; Anh, Huy Nguyen ; Moosa, Imad ; Ramiah, Vikash. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:4:p:3279-3304.

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2020Size?conditioned mandatory capital adequacy disclosure and bank intermediation. (2020). faff, robert ; Zelenyuk, Natalya ; Pathan, Shams. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:4:p:4387-4417.

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2020Managerial risk appetite and asymmetry cost behavior: evidence from China. (2020). Ying, Qianwei ; Li, Ziyang ; Zhang, Xuehui ; Chen, Yuying. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:5:p:4651-4692.

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2020Political embeddedness and firms’ choices of earnings management strategies in China. (2020). Braam, Geert ; Wang, Zhi ; Reimsbach, Daniel. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:5:p:4723-4755.

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2020The importance of cash flow disclosure and cost of capital. (2020). Bu, DI ; Kent, Richard Anthony . In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:s1:p:877-908.

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2020Optimal financing and operation strategy of fresh agricultural supply chain. (2020). Yan, Chang ; Zhang, Zhenyu ; Liu, Gaodi. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:64:y:2020:i:3:p:776-794.

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2020Recalibrating the reported returns to agricultural R&D: what if we all heeded Griliches?. (2020). Pardey, Philip ; Hurley, Terrance ; Rao, Xudong. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:64:y:2020:i:3:p:977-1001.

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2020Broad‐Based Employee Ownership and Labour Productivity During the 2008 Recession: Evidence from Public Firms in Europe. (2020). Patel, Pankaj C ; Kim, Kyoung Yong. In: British Journal of Industrial Relations. RePEc:bla:brjirl:v:58:y:2020:i:2:p:396-423.

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2020Sustainability reporting quality and post‐audit financial reporting quality: Empirical evidence from the UK. (2020). Alshaer, Habiba. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:29:y:2020:i:6:p:2355-2373.

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2020Modelling Financial Contagion Using High Frequency Data. (2020). Yao, Wenying ; Alexeev, Vitali ; Dungey, Mardi. In: The Economic Record. RePEc:bla:ecorec:v:96:y:2020:i:314:p:314-330.

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2020Do bankers on the board reduce crash risk?. (2020). Liao, Qunfeng ; Kim, Hany ; Kang, Minjung. In: European Financial Management. RePEc:bla:eufman:v:26:y:2020:i:3:p:684-723.

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2020Why do stock repurchases change over time?. (2020). Huang, Chiawei ; Hsu, Yuanteng. In: European Financial Management. RePEc:bla:eufman:v:26:y:2020:i:4:p:938-957.

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2020Cash cycle: A cross‐country analysis. (2020). Khaksari, Shahriar ; Jalal, Abu. In: Financial Management. RePEc:bla:finmgt:v:49:y:2020:i:3:p:635-671.

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2020Financing seasonal demand. (2020). Fairhurst, Douglas. In: Financial Management. RePEc:bla:finmgt:v:49:y:2020:i:3:p:839-870.

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2020Capital market frictions and human capital investment: Evidence from workplace safety around regulation SHO. (2020). Zhang, Chi ; Lee, Eunju ; Bai, John. In: The Financial Review. RePEc:bla:finrev:v:55:y:2020:i:2:p:339-360.

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2020Beauty is wealth: CEO attractiveness and firm value. (2020). Hsu, Hungchia S ; Halford, Joseph T. In: The Financial Review. RePEc:bla:finrev:v:55:y:2020:i:4:p:529-556.

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2020Uncertain times and early predictions of bank failure. (2020). Goenner, Cullen F. In: The Financial Review. RePEc:bla:finrev:v:55:y:2020:i:4:p:583-601.

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2020Tax Avoidance, Near‐Future Earnings, and Resource Availability. (2020). Lee, Namryoung. In: International Review of Finance. RePEc:bla:irvfin:v:20:y:2020:i:2:p:537-548.

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2020Unveiling Contemporaneous Relations Between Jump Risk and Cross Section of Stock Returns. (2020). Prasanna, Krishna ; Kshatriya, Saranya. In: International Review of Finance. RePEc:bla:irvfin:v:20:y:2020:i:3:p:581-604.

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2020Measuring executive personality using machine‐learning algorithms: A new approach and audit fee‐based validation tests. (2020). Novak, Jiri ; Zhang, Ray ; Wiedman, Christine ; Rogo, Rafael ; Hrazdil, Karel. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:47:y:2020:i:3-4:p:519-544.

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2020Foreign currency borrowing surrounding the global financial crisis: Evidence from Korea. (2020). Ho, Taek ; Kim, Hyeon Sook ; Bae, Sung C. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:47:y:2020:i:5-6:p:786-817.

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2020Does religiosity enhance the quality of management earnings forecasts?. (2020). Zhong, Ligang ; He, Luo ; Chourou, Lamia. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:47:y:2020:i:7-8:p:910-948.

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2020Underlying risk preferences and analyst risk‐taking behavior. (2020). Shemesh, Joshua ; Lee, Gladys ; Jona, Jonathan ; Cleary, Sean. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:47:y:2020:i:7-8:p:949-981.

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2020Taming the Factor Zoo: A Test of New Factors. (2020). Xiu, Dacheng ; Giglio, Stefano ; Feng, Guanhao. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:3:p:1327-1370.

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2020How Skilled Are Security Analysts?. (2020). Crotty, Kevin ; Crane, Alan. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:3:p:1629-1675.

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2020Presidential Address: Social Transmission Bias in Economics and Finance. (2020). Hirshleifer, David. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:4:p:1779-1831.

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2020What Matters to Individual Investors? Evidence from the Horses Mouth. (2020). Choi, James ; Robertson, Adriana Z. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:4:p:1965-2020.

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2020Cash Flow News and Stock Price Dynamics. (2020). Pettenuzzo, Davide ; Sabbatucci, Riccardo ; Timmermann, Allan. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:4:p:2221-2270.

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2020False (and Missed) Discoveries in Financial Economics. (2020). Harvey, Campbell R ; Liu, Yan. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:5:p:2503-2553.

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2020Low‐Risk Anomalies?. (2020). Zechner, Josef ; Wagner, Christian ; Schneider, Paul. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:5:p:2673-2718.

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2020Sovereign Debt Portfolios, Bond Risks, and the Credibility of Monetary Policy. (2020). Pflueger, Carolin E ; Du, Wenxin ; Schreger, Jesse. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:6:p:3097-3138.

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2020STOCK MARKET OPENNESS AND MARKET QUALITY: EVIDENCE FROM THE SHANGHAI–HONG KONG STOCK CONNECT PROGRAM. (2020). Zhang, Xuekui ; Xing, LI ; Pan, Deng ; Zheng, Xinwei ; Xu, KE. In: Journal of Financial Research. RePEc:bla:jfnres:v:43:y:2020:i:2:p:373-406.

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2020POSTCRISIS M&As AND THE IMPACT OF FINANCIAL CONSTRAINTS. (2020). Hossain, Ashrafee ; Cleary, Sean . In: Journal of Financial Research. RePEc:bla:jfnres:v:43:y:2020:i:2:p:407-454.

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2020Contracts Between Firms and Shareholders. (2020). Schoenfeld, Jordan. In: Journal of Accounting Research. RePEc:bla:joares:v:58:y:2020:i:2:p:383-427.

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2020Reproducibility in Accounting Research: Views of the Research Community. (2020). Leuz, Christian ; Lang, Mark ; Hail, Luzi. In: Journal of Accounting Research. RePEc:bla:joares:v:58:y:2020:i:2:p:519-543.

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2020Foreign Exchange Risk, Hedging, and Tax‐Motivated Outbound Income Shifting. (2020). Deng, Zero. In: Journal of Accounting Research. RePEc:bla:joares:v:58:y:2020:i:4:p:953-987.

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2020Asymmetric Cost Behavior and Dividend Policy. (2020). Zuo, Luo ; Yang, Huan ; Tian, Xuan ; He, Jie. In: Journal of Accounting Research. RePEc:bla:joares:v:58:y:2020:i:4:p:989-1021.

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2020Information asymmetry and leverage adjustments: a semiparametric varying‐coefficient approach. (2020). Kumbhakar, Subal ; Zhao, Shunan ; Jin, Man. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:183:y:2020:i:2:p:581-605.

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2020Monetary regimes, the term structure and business cycles in Ireland, 1972–2018. (2020). Stuart, Rebecca. In: Manchester School. RePEc:bla:manchs:v:88:y:2020:i:5:p:731-748.

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2020Shortfall aversion. (2020). Ren, Dan ; Huberman, Gur ; Guasoni, Paolo. In: Mathematical Finance. RePEc:bla:mathfi:v:30:y:2020:i:3:p:869-920.

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2020How firms finance innovation. Further empirics from European SMEs. (2020). Bonanno, Graziella ; Aiello, Francesco. In: Metroeconomica. RePEc:bla:metroe:v:71:y:2020:i:4:p:689-714.

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2020Firm financial soundness and knowledge externalities: A comparative regional analysis. (2020). Arcuri, Giuseppe ; Fattah, Lara Abdel ; Levratto, Nadine ; Garsaa, Aziza. In: Papers in Regional Science. RePEc:bla:presci:v:99:y:2020:i:5:p:1459-1486.

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2020The influence of CEO risk tolerance on initial pay packages. (2020). Lee, Eric Y ; Christensen, Dane M ; Hubbard, Timothy D ; Graffin, Scott D. In: Strategic Management Journal. RePEc:bla:stratm:v:41:y:2020:i:4:p:788-811.

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2020Is managerial entrenchment always bad and corporate social responsibility always good? A cross‐national examination of their combined influence on shareholder value. (2020). Tribó, Josep ; Desender, Kurt ; Aguilera, Ruth V ; Surroca, Jordi A. In: Strategic Management Journal. RePEc:bla:stratm:v:41:y:2020:i:5:p:891-920.

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2020Biased interpretation of performance feedback: The role of CEO overconfidence. (2020). Tang, Wenjie ; Keck, Steffen ; Schumacher, Christian. In: Strategic Management Journal. RePEc:bla:stratm:v:41:y:2020:i:6:p:1139-1165.

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2020Corporate social responsibility of U.S.‐listed firms headquartered in tax havens. (2020). Lee, Dong Young. In: Strategic Management Journal. RePEc:bla:stratm:v:41:y:2020:i:9:p:1547-1571.

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2020Who violates expectations when? How firms growth and dividend reputations affect investors reactions to acquisitions. (2020). Kavusan, Korcan ; Blagoeva, Radina R. In: Strategic Management Journal. RePEc:bla:stratm:v:41:y:2020:i:9:p:1712-1742.

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2020Dynamics of FII flows and stock market returns in a major developing country: How does economic uncertainty matter?. (2020). Tiwari, Aviral ; Shahbaz, Muhammad ; Hammoudeh, Shawkat ; Jena, Sangram Keshari. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:8:p:2263-2284.

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2020The effect of the China Connect. (2020). Zhou, Sili ; Rogers, John ; Ma, Chang. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2020_001.

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2020Are bank capital requirements optimally set? Evidence from researchers’ views. (2020). Ristolainen, Kim ; HASAN, IFTEKHAR ; Ambrocio, Gene ; Jokivuolle, Esa. In: Research Discussion Papers. RePEc:bof:bofrdp:2020_010.

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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
2017How to Write an Effective Referee Report and Improve the Scientific Review Process In: Journal of Economic Perspectives.
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article7
2016Globalization and Asset Returns In: Annual Review of Financial Economics.
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2008Managerial Response to the May 2003 Dividend Tax Cut In: Financial Management.
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article25
2018The Theory and Practice of Corporate Risk Management: Evidence from the Field In: Financial Management.
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article2
2002HOW DO CFOs MAKE CAPITAL BUDGETING AND CAPITAL STRUCTURE DECISIONS? In: Journal of Applied Corporate Finance.
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article53
1991 The World Price of Covariance Risk. In: Journal of Finance.
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article443
1991 S&P 100 Index Option Volatility. In: Journal of Finance.
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article16
1992 Seasonality and Consumption-Based Asset Pricing. In: Journal of Finance.
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article38
1995 Time-Varying World Market Integration. In: Journal of Finance.
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article867
1994Time-Varying World Market Integration.(1994) In: NBER Working Papers.
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paper
1999Conditioning Variables and the Cross Section of Stock Returns In: Journal of Finance.
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article304
1999Conditioning Variables and the Cross-Section of Stock Returns.(1999) In: NBER Working Papers.
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paper
2000Foreign Speculators and Emerging Equity Markets In: Journal of Finance.
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article824
1997Foreign Speculators and Emerging Equity Markets.(1997) In: NBER Working Papers.
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paper
1997Foreign Speculators and Emerging Equity Markets.(1997) In: William Davidson Institute Working Papers Series.
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paper
2000Conditional Skewness in Asset Pricing Tests In: Journal of Finance.
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article707
2007Global Growth Opportunities and Market Integration In: Journal of Finance.
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article145
2004Global Growth Opportunities and Market Integration.(2004) In: NBER Working Papers.
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paper
2012Report of the Editor of the Journal of Finance for the Year 2011 In: Journal of Finance.
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article0
2017Presidential Address: The Scientific Outlook in Financial Economics In: Journal of Finance.
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article51
2003Equity Market Liberalization in Emerging Markets In: Journal of Financial Research.
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article97
2003Equity market liberalization in emerging markets.(2003) In: Review.
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article
1993Strategic Treasury Debt Management in Public Policy In: Review of Policy Research.
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article0
1997The Relation between the Term Structure of Interest Rates and Canadian Economic Growth. In: Canadian Journal of Economics.
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article39
2006Liquidity and Expected Returns: Lessons from Emerging Markets In: CEPR Discussion Papers.
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paper334
2005Liquidity and Expected Returns: Lessons From Emerging Markets.(2005) In: NBER Working Papers.
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paper
2007Liquidity and Expected Returns: Lessons from Emerging Markets.(2007) In: Review of Financial Studies.
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article
2010What Segments Equity Markets? In: CEPR Discussion Papers.
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paper97
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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paper
2011What Segments Equity Markets?.(2011) In: Review of Financial Studies.
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article
2002What Determines Expected International Asset Returns? In: Annals of Economics and Finance.
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article43
2002What Determines Expected International Asset Returns?.(2002) In: CEMA Working Papers.
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paper
1994What determines expected international asset returns ?.(1994) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 43
paper
1994What determines expected international asset returns ?.(1994) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 43
paper
1994What Determines Expected International Asset Returns?.(1994) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 43
paper
1993International asset pricing with alternative distributional specifications In: CEMA Working Papers.
[Full Text][Citation analysis]
paper60
1993International asset pricing with alternative distributional specifications.(1993) In: Journal of Empirical Finance.
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article
1999Autoregressive Conditional Skewness In: Journal of Financial and Quantitative Analysis.
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article303
2010Managerial Miscalibration In: Working Paper Series.
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paper123
2010Managerial Miscalibration.(2010) In: NBER Working Papers.
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paper
2000Are Correlations of Stock Returns Justified by Subsequent Changes in National Outputs? In: Working Papers.
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paper80
2003Are correlations of stock returns justified by subsequent changes in national outputs?.(2003) In: Journal of International Money and Finance.
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article
2016Political risk and international valuation In: Journal of Corporate Finance.
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article17
2001Emerging equity markets and economic development In: Journal of Development Economics.
[Full Text][Citation analysis]
article203
2000Emerging Equity Markets and Economic Development.(2000) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 203
paper
2002Research in emerging markets finance: looking to the future In: Emerging Markets Review.
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article148
2003Emerging markets finance In: Journal of Empirical Finance.
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article289
2001The specification of conditional expectations In: Journal of Empirical Finance.
[Full Text][Citation analysis]
article121
2005The long-run equity risk premium In: Finance Research Letters.
[Full Text][Citation analysis]
article31
2002The impact of the Federal Reserve Banks open market operations In: Journal of Financial Markets.
[Full Text][Citation analysis]
article15
1994The Impact of the Federal Reserve Banks Open Market Operations.(1994) In: NBER Working Papers.
[Full Text][Citation analysis]
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paper
2005The economic implications of corporate financial reporting In: Journal of Accounting and Economics.
[Full Text][Citation analysis]
article979
2004The Economic Implications of Corporate Financial Reporting.(2004) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 979
paper
2013Earnings quality: Evidence from the field In: Journal of Accounting and Economics.
[Full Text][Citation analysis]
article101
1994Sources of risk and expected returns in global equity markets In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article140
1994Sources of Risk and Expected Returns in Global Equity Markets.(1994) In: NBER Working Papers.
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paper
1997Fundamental determinants of national equity market returns: A perspective on conditional asset pricing In: Journal of Banking & Finance.
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article33
1996Fundamental Determinants of National Equity Market Returns: A Perspective on Conditional Asset Pricing.(1996) In: NBER Working Papers.
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paper
2013Managerial attitudes and corporate actions In: Journal of Financial Economics.
[Full Text][Citation analysis]
article192
2013The European Union, the Euro, and equity market integration In: Journal of Financial Economics.
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article63
2010The European Union, the Euro, and Equity Market Integration.(2010) In: NBER Working Papers.
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This paper has another version. Agregated cites: 63
paper
2011The European Union, the Euro, and Equity Market Integration.(2011) In: 2011 Meeting Papers.
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This paper has another version. Agregated cites: 63
paper
2015Capital allocation and delegation of decision-making authority within firms In: Journal of Financial Economics.
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article59
2011Capital 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: 59
paper
1988The real term structure and consumption growth In: Journal of Financial Economics.
[Full Text][Citation analysis]
article259
1989Time-varying conditional covariances in tests of asset pricing models In: Journal of Financial Economics.
[Full Text][Citation analysis]
article305
1990Bayesian inference in asset pricing tests In: Journal of Financial Economics.
[Full Text][Citation analysis]
article33
1996Market timing ability and volatility implied in investment newsletters asset allocation recommendations In: Journal of Financial Economics.
[Full Text][Citation analysis]
article55
1994Market 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: 55
paper
1997Emerging equity market volatility In: Journal of Financial Economics.
[Full Text][Citation analysis]
article689
1995Emerging Equity Market Volatility.(1995) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 689
paper
2001The theory and practice of corporate finance: evidence from the field In: Journal of Financial Economics.
[Full Text][Citation analysis]
article1134
2002Dating the integration of world equity markets In: Journal of Financial Economics.
[Full Text][Citation analysis]
article227
1998Dating the Integration of World Equity Markets.(1998) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 227
paper
2004The effect of capital structure when expected agency costs are extreme In: Journal of Financial Economics.
[Full Text][Citation analysis]
article128
2001The Effect of Capital Structure When Expected Agency Costs are Extreme.(2001) In: NBER Working Papers.
[Full Text][Citation analysis]
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paper
2005Does financial liberalization spur growth? In: Journal of Financial Economics.
[Full Text][Citation analysis]
article863
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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article559
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.
[Full Text][Citation analysis]
article570
2009The Real Effects of Financial Constraints: Evidence from a Financial Crisis.(2009) In: NBER Working Papers.
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This paper has another version. Agregated cites: 570
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2002The dynamics of emerging market equity flows In: Journal of International Money and Finance.
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article176
1999The Dynamics of Emerging Market Equity Flows.(1999) In: NBER Working Papers.
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2011Financial Openness and Productivity In: World Development.
[Full Text][Citation analysis]
article90
2009Financial Openness and Productivity.(2009) In: NBER Working Papers.
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paper
1997Are Common Swings in International Stock Returns Justified by Subsequent Changes in National Outputs ? In: Working Papers.
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paper2
2004Dynamic Trading Strategies and Portfolio Choice In: SIFR Research Report Series.
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paper7
2004Dynamic Trading Strategies and Portfolio Choice.(2004) In: NBER Working Papers.
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This paper has another version. Agregated cites: 7
paper
2009Investor Competence, Trading Frequency, and Home Bias In: Management Science.
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article127
2005Investor Competence, Trading Frequency, and Home Bias.(2005) In: NBER Working Papers.
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paper
1998Measurement Error and Nonlinearity in the Earnings-Returns Relation. In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]
article6
2000Capital Flows and the Behavior of Emerging Market Equity Returns In: NBER Chapters.
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chapter78
1998Capital Flows and the Behavior of Emerging Market Equity Returns.(1998) In: NBER Working Papers.
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paper
1994An Exploratory Investigation of the Fundamental Determinants of National Equity Market Returns In: NBER Chapters.
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chapter19
1993An Exploratory Investigation of the Fundamental Determinants of National Equity Market Returns.(1993) In: NBER Working Papers.
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paper
2004Growth Volatility and Financial Liberalization In: NBER Working Papers.
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paper247
2005The Tactical and Strategic Value of Commodity Futures In: NBER Working Papers.
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paper11
2007Managerial Overconfidence and Corporate Policies In: NBER Working Papers.
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paper80
2010A Corporate Beauty Contest In: NBER Working Papers.
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paper4
2010Liquidity Management and Corporate Investment During a Financial Crisis In: NBER Working Papers.
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paper194
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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paper18
2014Political Risk Spreads In: NBER Working Papers.
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paper42
2014Political risk spreads.(2014) In: Journal of International Business Studies.
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article
2014. . . and the Cross-Section of Expected Returns In: NBER Working Papers.
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paper8
2016Rethinking Performance Evaluation In: NBER Working Papers.
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paper2
2017Corporate Culture: Evidence from the Field In: NBER Working Papers.
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paper19
2020The Persistence of Miscalibration In: NBER Working Papers.
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1994Predictable Risk and Returns in Emerging Markets In: NBER Working Papers.
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1995Predictable Risk and Returns in Emerging Markets..(1995) In: Review of Financial Studies.
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1999Economic, Financial, and Fundamental Global Risk In and Out of the EMU In: NBER Working Papers.
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2001Expectations of Equity Risk Premia, Volatility and Asymmetry from a Corporate Finance Perspective In: NBER Working Papers.
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2003Market Integration and Contagion In: NBER Working Papers.
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2005Market Integration and Contagion.(2005) In: The Journal of Business.
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2008The Effect of the May 2003 Dividend Tax Cut on Corporate Dividend Policy: Empirical and Survey Evidence In: National Tax Journal.
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2011Access to Liquidity and Corporate Investment in Europe during the Financial Crisis In: Review of Finance.
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2016Editors Choice … and the Cross-Section of Expected Returns In: Review of Financial Studies.
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2018Detecting Repeatable Performance In: Review of Financial Studies.
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1991Volatility in the Foreign Currency Futures Market. In: Review of Financial Studies.
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1993The Risk and Predictability of International Equity Returns. In: Review of Financial Studies.
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2017The management of political risk In: Journal of International Business Studies.
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2010Portfolio selection with higher moments In: Quantitative Finance.
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1991The Variation of Economic Risk Premiums. In: Journal of Political Economy.
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1992Dividends and S&P 100 index option valuation In: Journal of Futures Markets.
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2015The Strategic and Tactical Value of Commodity Futures In: World Scientific Book Chapters.
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