Campbell Harvey : Citation Profile


Are you Campbell Harvey?

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

40

H index

64

i10 index

9312

Citations

RESEARCH PRODUCTION:

61

Articles

56

Papers

2

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   28 years (1988 - 2016). See details.
   Cites by year: 332
   Journals where Campbell Harvey has often published
   Relations with other researchers
   Recent citing documents: 797.    Total self citations: 62 (0.66 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pha102
   Updated: 2016-09-24    RAS profile: 2015-11-25    
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Relations with other researchers


Works with:

Bekaert, Geert (5)

Lundblad, Christian (5)

Siegel, Stephan (4)

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

Is cited by:

Stulz, René (69)

Guesmi, Khaled (65)

Schmukler, Sergio (62)

Bekaert, Geert (61)

Albuquerque, Rui (56)

lucey, brian (54)

GUESMI, Khaled (54)

Teulon, Frédéric (52)

Ang, Andrew (51)

Fratzscher, Marcel (48)

Vaihekoski, Mika (47)

Cites to:

Bekaert, Geert (99)

Levine, Ross (43)

French, Kenneth (38)

Campbell, John (33)

Shleifer, Andrei (31)

Ferson, Wayne (29)

Stulz, René (25)

Fama, Eugene (24)

Lopez-de-Silanes, Florencio (24)

La Porta, Rafael (22)

Henry, Peter (21)

Main data


Where Campbell Harvey has published?


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

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

Recent works citing Campbell Harvey (2016 and 2015)


YearTitle of citing document
2015Understanding volatility dynamics in the EU-ETS market. (2015). Violante, Francesco ; Sanin Vázquez, María Eugenia ; Mansanet-Bataller, Maria . In: CREATES Research Papers. RePEc:aah:create:2015-04.

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2015The Forecasting Power of the Yield Curve, a Supervised Factor Model Approach. (2015). Boldrini, Lorenzo ; Hillebrand, Eric . In: CREATES Research Papers. RePEc:aah:create:2015-39.

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2015Option-Based Estimation of the Price of Co-Skewness and Co-Kurtosis Risk. (2015). Christoffersen, Peter ; Karoui, Mehdi ; Jacobs, Kris ; Fournier, Mathieu . In: CREATES Research Papers. RePEc:aah:create:2015-54.

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2015Spillover Effects of the U.S. Financial Crisis on Financial Markets in Emerging Asian Countries. (2015). Kim, Hyeongwoo ; Lee, Bong-Soo . In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2015-01.

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2015Has the US Finance Industry Become Less Efficient? On the Theory and Measurement of Financial Intermediation. (2015). PHILIPPON, Thomas. In: American Economic Review. RePEc:aea:aecrev:v:105:y:2015:i:4:p:1408-38.

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

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2015Overconfident Investors, Predictable Returns, and Excessive Trading. (2015). Hirshleifer, David ; Daniel, Kent . In: Journal of Economic Perspectives. RePEc:aea:jecper:v:29:y:2015:i:4:p:61-88.

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2015Time-varying Industrial Portfolio Betas under the Regime-switching Model: Evidence from the Stock Exchange of Thailand. (2015). Prukumpai, Suthawan . In: Applied Economics Journal. RePEc:aej:apecjn:v:22:y:2015:i:2:p:54-76.

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2015Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty. (2015). Byrne, Joseph P ; Korobilis, Dimitris ; Cao, Shuo . In: 2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon TN. RePEc:ags:aaea07:679.

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2015Education and the local equity bias around the world. (2015). Bose, Udichibarna ; Tsoukas, Serafeim . In: 2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon TN. RePEc:ags:aaea07:684.

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2015Are current EU cereal prices correlated?. (2015). Buczkowski, Rafal ; Garca-Azcarate, Toms . In: Economia Agraria y Recursos Naturales. RePEc:ags:earnsa:229595.

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2016.

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

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2015Probabilistic and statistical properties of moment variations and their use in inference and estimation based on high frequency return data. (2015). Lee, Kyungsub . In: Papers. RePEc:arx:papers:1311.5036.

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2015Custom v. Standardized Risk Models. (2015). Liew, Jim Kyung-Soo ; Kakushadze, Zura . In: Papers. RePEc:arx:papers:1409.2575.

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2015Risk Premia: Asymmetric Tail Risks and Excess Returns. (2015). Deremble, C. ; Y. Lemp'eri`ere, ; Nguyen, T. T. ; Seager, P. ; Potters, M. ; Bouchaud, J. P.. In: Papers. RePEc:arx:papers:1409.7720.

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20154-Factor Model for Overnight Returns. (2015). Kakushadze, Zura . In: Papers. RePEc:arx:papers:1410.5513.

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2015Russian-Doll Risk Models. (2015). Kakushadze, Zura . In: Papers. RePEc:arx:papers:1412.4342.

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2015Measuring the frequency dynamics of financial and macroeconomic connectedness. (2015). Krehlik, Tomas ; Baruník, Jozef. In: Papers. RePEc:arx:papers:1507.01729.

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

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

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

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2016Statistical Risk Models. (2016). Kakushadze, Zura ; Yu, Willie . In: Papers. RePEc:arx:papers:1602.08070.

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

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

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

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2015Factor Models as Explanatory Unifiers versus Explanatory Ideals of Empirical Regularities of Stock Returns. (2015). Kourogenis, Nikolaos ; Koundouri, Phoebe ; Samartzis, Panagiotis . In: DEOS Working Papers. RePEc:aue:wpaper:1507.

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2015Empirical Estimation of the Cost of Equity: An Application to Selected Brazilian Utilities Companies. (2015). Bianconi, Marcelo ; Yoshino, Joe Akira . In: Review of Economics & Finance. RePEc:bap:journl:150101.

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2015Value Premium and Country Risk as Dimensions to Estimate Conditional Returns: a Study of the Brazilian Market. (2015). Bressan, Aureliano ; Lilian de Castro Medeiros, . In: Brazilian Business Review. RePEc:bbz:fcpbbr:v:12:y:2015:i:3:p:67-90.

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2015Downside Variance Risk Premium. (2015). Jahan-Parvar, Mohammad ; Feunou, Bruno ; Okou, Cedric . In: Staff Working Papers. RePEc:bca:bocawp:15-36.

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2015Collateral after the Brazilian Creditor Rights Reform. (2015). Nazar, Bernardus Ferdinandus ; Capelletto, Lucio Rodrigues . In: Working Papers Series. RePEc:bcb:wpaper:404.

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

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2015Financial Contagion in Latin America. (2015). Torres, Jhon ; Melo, Luis ; Gomez-Gonzalez, Jose ; Torres-Gorron, Jhon E. ; Bejarano-Bejarano, Luis V. ; Melo-Velandia, Luis F.. In: Borradores de Economia. RePEc:bdr:borrec:884.

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

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2015Double Bank Runs and Liquidity Risk Management. (2015). Sette, Enrico ; Peydro, Jose-Luis ; Ippolito, Filippo ; Polo, Andrea . In: Working Papers. RePEc:bge:wpaper:855.

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2015The Interaction between Household and Firm Dynamics and the Amplification of Financial Shocks. (2015). Caggese, Andrea ; Orive, Ander Perez . In: Working Papers. RePEc:bge:wpaper:866.

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2015Leverage dynamics and the real burden of debt. (2015). Juselius, John ; Drehmann, Mathias. In: BIS Working Papers. RePEc:bis:biswps:501.

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2015The determinants of long-term debt issuance by European banks: evidence of two crises. (2015). Rixtel, Adrian ; Yang, Jing ; Gonzalez, Luna Romo ; van Rixtel, Adrian . In: BIS Working Papers. RePEc:bis:biswps:513.

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2015Commercial bank failures during The Great Recession: the real (estate) story. (2015). Antoniades, Adonis . In: BIS Working Papers. RePEc:bis:biswps:530.

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

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

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

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2015CENTRAL AND EAST EUROPEAN NON-EURO ZONE CAPITAL MARKETS: ARE THEY WORTH THE RISK?. (2015). Ion-Iulian, MARINESCU . In: Revista Economica. RePEc:blg:reveco:v:67:y:2015:i:1:p:90-98.

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

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2015‘High and dry’: the liquidity and credit of colonial and foreign government debt in the London Stock Exchange (1880–1910). (2015). Chavaz, Matthieu ; Flandreau, Marc . In: Bank of England working papers. RePEc:boe:boeewp:0555.

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

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2015Who gains from credit granted between firms? Evidence from inter-corporate loan announcements made in China. (2015). Ongena, Steven ; Lu, Liping . In: BOFIT Discussion Papers. RePEc:bof:bofitp:2015_001.

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2015Evidence for the existence of downward real earnings management. (2015). HASAN, IFTEKHAR ; Li, Lingxiang ; Francis, Bill . In: Research Discussion Papers. RePEc:bof:bofrdp:2015_013.

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

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

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

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2015Evidence for the existence of downward real earnings management. (2015). Francis, Bill ; Li, Lingxiang ; Hasan, Iftekhar . In: Research Discussion Papers. RePEc:bof:bofrdp:urn:nbn:fi:bof-201508131351.

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

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2015Dynamic corporate capital structure behavior: empirical assessment in the light of heterogeneity and non stationarity. (2015). Golinelli, Roberto ; Bottazzi, Laura ; Bontempi, Maria. In: Working Papers. RePEc:bol:bodewp:wp988.

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2015Financial integration in emerging market economies: Effects on volatility transmission and contagion. (2015). Ben Rejeb, Aymen ; Boughrara, Adel . In: Borsa Istanbul Review. RePEc:bor:bistre:v:15:y:2015:i:3:p:161-179.

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

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2015Commonality in Liquidity: What does the order book say?. (2015). Şensoy, Ahmet. In: Working Paper. RePEc:bor:wpaper:1523.

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2015Commonality in Liquidity: Effects of Monetary Policy and Macroeconomic Announcements. (2015). Şensoy, Ahmet. In: Working Paper. RePEc:bor:wpaper:1529.

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2015Managerial Performance Incentives and Firm Risk during Economic Expansions and Recessions. (2015). Savaser, Tanseli ; Ciamarra, Elif Sisli . In: Working Papers. RePEc:brd:wpaper:93.

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2015From financial to real economic crisis: evidence from individual firm¨Cbank relationships in Germany. (2015). Fossen, Frank ; Dwenger, Nadja ; Simmler, Martin . In: Working Papers. RePEc:btx:wpaper:1516.

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2015How Has the Global Financial Crisis Affected Syndicated Loan Terms in Emerging Markets? Evidence from China. (2015). Lodh, Suman ; Caporale, Guglielmo Maria ; Nandy, Monomita . In: CESifo Working Paper Series. RePEc:ces:ceswps:_5353.

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2015What if Firms Could Borrow More? Evidence from a Natural Experiment. (2015). Thomann, Christian ; Martinsson, Gustav ; Brown, James R. In: CESifo Working Paper Series. RePEc:ces:ceswps:_5458.

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2015International Portfolio Flows and Exchange Rate Volatility for Emerging Markets. (2015). Spagnolo, Nicola ; Menla Ali, Faek ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_5615.

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

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2015Management Earnings Forecasts as a Performance Target in Executive Compensation Contracts. (2015). Otomasa, Shota ; Shuto, Akinobu ; Shiiba, Atsushi . In: CARF F-Series. RePEc:cfi:fseres:cf368.

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2015Managerial discretion over initial earnings forecasts. (2015). Iwasaki, Takuya ; Shuto, Akinobu ; Kitagawa, Norio . In: CARF F-Series. RePEc:cfi:fseres:cf369.

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

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2015Product Market Competition, Capital Constraints and Firm Growth. (2015). Kelly, Patrick ; Hunter, Delroy M. ; Bergbrant, Mikael C.. In: Working Papers. RePEc:cfr:cefirw:w0215.

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

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2015Management Board Composition of Banking Institutions and Bank Risk-Taking: The Case of the Czech Republic. (2015). Zigraiova, Diana. In: Working Papers. RePEc:cnb:wpaper:2015/14.

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2015Financial Contagion in Latin America. (2015). Torres, Jhon ; Melo, Luis ; Gomez-Gonzalez, Jose ; Torres-Gorron, Jhon E. ; Bejarano-Bejarano, Luis V. ; Melo-Velandia, Luis F.. In: BORRADORES DE ECONOMIA. RePEc:col:000094:012820.

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2015Ex-post Equity Risk Premiums and Economic Cycles in Colombia: An Empirical Research Using Kalman and Hodrick-Prescott Filters. (2015). Andres Mauricio Gomez Sanchez, ; Jose Gabriel Astaiza Gomez, . In: REVISTA FINANZAS Y POLÍTICA ECONÓMICA. RePEc:col:000443:012602.

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2015Managing the Family Firm: Evidence from CEOs at Work. (2015). Sadun, Raffaella ; Prat, Andrea ; bandiera, oriana. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10379.

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2015Subcontracting in International Asset Management: New Evidence on Market Integration. (2015). Schumacher, David ; Massa, Massimo . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10465.

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2015Rumors and Runs in Opaque Markets: Evidence from the Panic of 1907. (2015). Gehrig, Thomas ; Fohlin, Caroline ; Haas, Marlene . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10497.

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2015Firm Leverage and Unemployment during the Great Recession. (2015). . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10539.

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2015Downside Risk Timing by Mutual Funds. (2015). Simonov, Andrei ; Chokaev, Bekhan ; Bodnaruk, Andriy . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10639.

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2015An Intertemporal CAPM with Stochastic Volatility. (2015). Giglio, Stefano ; Campbell, John ; Turley, Robert ; Polk, Christopher . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10681.

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2015Asymmetries and Portfolio Choice. (2015). Dahlquist, Magnus ; Tedongap, Romeo ; Farago, Adam . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10706.

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2015Credit Ratings and Acquisitions. (2015). Servaes, Henri ; Petmezas, Dimitris ; Aktas, Nihat ; Karampatsas, Nikolaos . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10719.

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2015Size and Momentum Profitability in International Stock Markets. (2015). Wagner, Alexander ; Schrimpf, Andreas ; Ziegler, Andreas ; von Arx, Urs ; Schmidt, Peter S. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10804.

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2015Financial Fragmentation and Economic Growth in Europe. (2015). Schnabel, Isabel ; Seckinger, Christian . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10805.

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2015Double Bank Runs and Liquidity Risk Management. (2015). Sette, Enrico ; Peydro, Jose-Luis ; Polo, Andrea ; Ippolito, Filippo . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10948.

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2015Has the Pricing of Stocks Become More Global?. (2015). Schrimpf, Andreas ; Wagner, Alexander F ; Petzev, Ivan . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10966.

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2015Heterogenous Taxes and Limited Risk Sharing: Evidence from Municipal Bonds. (2015). Ramadorai, Tarun ; Babina, Tania ; Lundblad, Christian T ; Jotikasthira, Chotibhak . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10971.

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2015Financial Integration and Growth in a Risky World. (2015). Rey, Helene ; Coeurdacier, Nicolas ; Winant, Pablo . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11009.

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2015Liquidity provision: lessons from a natural experiment. (2015). Bermejo, Vicente ; Abad, Jos M. In: DEE - Working Papers. Business Economics. WB. RePEc:cte:wbrepe:wb1503.

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2015Does Commercial Microfinance Belong to the Financial Sector? Lessons from the Stock Market. (2015). . In: Economics Papers from University Paris Dauphine. RePEc:dau:papers:123456789/14039.

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2015When Cutting Dividends Is Not Bad News: The Case Of Optional Stock Dividends. (2015). Ginglinger, Edith ; David, Thomas . In: Economics Papers from University Paris Dauphine. RePEc:dau:papers:123456789/15219.

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2015IMPACT OF THE SHOCKS FROM NYSE ON THE ROMANIAN CAPITAL MARKETS. (2015). Stefanescu, Razvan ; DUMITRIU, Ramona. In: Risk in Contemporary Economy. RePEc:ddj:fserec:y:2015:p:371-376.

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

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2015How Has the Global Financial Crisis Affected Syndicated Loan Terms in Emerging Markets? Evidence from China. (2015). Lodh, Suman ; Caporale, Guglielmo Maria ; Nandy, Monomita . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1481.

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2015From Financial to Real Economic Crisis: Evidence from Individual Firm-Bank Relationships in Germany. (2015). Fossen, Frank ; Dwenger, Nadja ; Simmler, Martin . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1510.

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2015International Portfolio Flows and Exchange Rate Volatility for Emerging Markets. (2015). Spagnolo, Nicola ; Menla Ali, Faek ; Caporale, Guglielmo Maria. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1519.

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2015Heterogeneity in Macroeconomic News Expectations: A disaggregate level analysis. (2015). El Ouadghiri, Imane. In: EconomiX Working Papers. RePEc:drm:wpaper:2015-17.

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2015The Effect of Investor Attention on the Pricing of Seasoned Equity Offerings. (2015). Pinto-Gutierrez, Cristian. In: Serie Working Papers. RePEc:dsr:wpaper:20.

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

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

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2015Investment and Managerial Preferences. (2015). Sonaer, Gokhan ; Chowdhury, Jaideep . In: Economics Bulletin. RePEc:ebl:ecbull:eb-14-00464.

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

Campbell Harvey has edited the books:


YearTitleTypeCited
2004Emerging Markets In: Books.
[Full Text][Citation analysis]
24

Works by Campbell Harvey:


YearTitleTypeCited
2008Managerial Response to the May 2003 Dividend Tax Cut In: Financial Management.
[Full Text][Citation analysis]
article13
2002HOW DO CFOs MAKE CAPITAL BUDGETING AND CAPITAL STRUCTURE DECISIONS? In: Journal of Applied Corporate Finance.
[Full Text][Citation analysis]
article26
1991 The World Price of Covariance Risk. In: Journal of Finance.
[Full Text][Citation analysis]
article351
1991 S&P 100 Index Option Volatility. In: Journal of Finance.
[Citation analysis]
article12
1992 Seasonality and Consumption-Based Asset Pricing. In: Journal of Finance.
[Full Text][Citation analysis]
article25
1995 Time-Varying World Market Integration. In: Journal of Finance.
[Full Text][Citation analysis]
article574
1994Time-Varying World Market Integration.(1994) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 574
paper
1999Conditioning Variables and the Cross Section of Stock Returns In: Journal of Finance.
[Full Text][Citation analysis]
article219
1999Conditioning Variables and the Cross-Section of Stock Returns.(1999) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 219
paper
2000Foreign Speculators and Emerging Equity Markets In: Journal of Finance.
[Full Text][Citation analysis]
article623
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