Campbell Harvey : Citation Profile


Are you Campbell Harvey?

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

42

H index

64

i10 index

10321

Citations

RESEARCH PRODUCTION:

61

Articles

57

Papers

2

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   29 years (1988 - 2017). See details.
   Cites by year: 355
   Journals where Campbell Harvey has often published
   Relations with other researchers
   Recent citing documents: 711.    Total self citations: 65 (0.63 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pha102
   Updated: 2017-05-20    RAS profile: 2015-11-25    
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Relations with other researchers


Works with:

Bekaert, Geert (3)

Siegel, Stephan (3)

Lundblad, Christian (3)

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

Is cited by:

Warnock, Francis (90)

Guesmi, Khaled (71)

Stulz, René (69)

Bekaert, Geert (68)

Schmukler, Sergio (68)

GUESMI, Khaled (60)

Albuquerque, Rui (56)

Nguyen, Duc Khuong (54)

Teulon, Frédéric (52)

Ang, Andrew (51)

lucey, brian (51)

Cites to:

Bekaert, Geert (98)

Levine, Ross (43)

French, Kenneth (39)

Campbell, John (35)

Shleifer, Andrei (34)

Ferson, Wayne (29)

Lopez-de-Silanes, Florencio (28)

La Porta, Rafael (26)

Stulz, René (25)

Fama, Eugene (24)

Henry, Peter (21)

Main data


Where Campbell Harvey has published?


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

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

Recent works citing Campbell Harvey (2017 and 2016)


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

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

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2017Misallocation and the Distribution of Global Volatility. (2017). Eden, Maya . In: American Economic Review. RePEc:aea:aecrev:v:107:y:2017:i:2:p:592-622.

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

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

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

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

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

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

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2017Bank lending technologies and credit availability in Europe. What can we learn from the crisis?. (2017). Peruzzi, Valentina ; Murro, Pierluigi ; Ferri, Giovanni ; Rotondi, Zeno . In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:135.

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

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

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2017Measuring the frequency dynamics of financial connectedness and systemic risk. (2017). Krehlik, Tomas ; Baruník, Jozef. In: Papers. RePEc:arx:papers:1507.01729.

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

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

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

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

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

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

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

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2016A diagnostic criterion for approximate factor structure. (2016). Scaillet, Olivier ; Gagliardini, Patrick ; Ossola, Elisa . In: Papers. RePEc:arx:papers:1612.04990.

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2017Non-parametric and semi-parametric asset pricing. (2017). Ormos, Mihály ; Zibriczky, David ; Erdos, Peter . In: Papers. RePEc:arx:papers:1703.09500.

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

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

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

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

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2017Flexible Prices and Leverage. (2017). Weber, Michael ; Liu, Ryan ; Pflueger, Carolin . In: Working Papers. RePEc:bfi:wpaper:2017-02.

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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2017Kenya Commercial Banks are Star Performers: Myth or Truth? Exploratory Empirical Evidence from Nairobi Securities Exchange. (2017). Karanja, James Mwangi ; Muinde, Patrick Mumo . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-01-45.

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2017The Impact of Stock Market Performance on Foreign Portfolio Investment in China. (2017). Haider, Muhammad Afaq ; Hashmi, Shujahat Haider ; Saddique, Shamila ; Khan, Muhammad Asif . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-02-60.

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2016Fiscal Support and Earnings Management. (2016). He, Guanming . In: The International Journal of Accounting. RePEc:eee:accoun:v:51:y:2016:i:1:p:57-84.

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2016Auditor Industry Specialization and Discretionary Accruals: The Role of Client Strategy. (2016). Ye, Kangtao ; Cheng, Yingli . In: The International Journal of Accounting. RePEc:eee:accoun:v:51:y:2016:i:2:p:217-239.

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2016Segment Disclosure Quantity and Quality under IFRS 8: Determinants and the Effect on Financial Analysts Earnings Forecast Errors. (2016). Andre, Paul ; Moldovan, Rucsandra ; Filip, Andrei . In: The International Journal of Accounting. RePEc:eee:accoun:v:51:y:2016:i:4:p:443-461.

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2017How Does Being Public Affect Firm Investment? Further Evidence from China. (2017). Xiao, Min ; Zhao, Jingwen ; You, Jiaxing . In: The International Journal of Accounting. RePEc:eee:accoun:v:52:y:2017:i:1:p:1-21.

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2016The effects of a reasonable investor perspective and firms prior disclosure policy on managers disclosure judgments. (2016). Trotman, Ken T ; Mayorga, Diane . In: Accounting, Organizations and Society. RePEc:eee:aosoci:v:53:y:2016:i:c:p:50-62.

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2016Impact of fuel price fluctuations on airline stock returns. (2016). Concha, Diego ; Kristjanpoller, Werner D. In: Applied Energy. RePEc:eee:appene:v:178:y:2016:i:c:p:496-504.

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2016Pricing of foreign exchange risk and market segmentation: Evidence from Pakistans equity market. (2016). Iqbal, Javed ; Azher, Sara . In: Journal of Asian Economics. RePEc:eee:asieco:v:43:y:2016:i:c:p:37-48.

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2016Cash holding adjustments and managerial entrenchment. (2016). Jiang, Zhan ; Lie, Erik . In: Journal of Corporate Finance. RePEc:eee:corfin:v:36:y:2016:i:c:p:190-205.

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2016Do external labor market incentives motivate CEOs to adopt more aggressive corporate tax reporting preferences?. (2016). Kubick, Thomas R ; Lockhart, Brandon G. In: Journal of Corporate Finance. RePEc:eee:corfin:v:36:y:2016:i:c:p:255-277.

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

Campbell Harvey has edited the books:


YearTitleTypeCited

Works by Campbell Harvey:


YearTitleTypeCited
2008Managerial Response to the May 2003 Dividend Tax Cut In: Financial Management.
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article13
2002HOW DO CFOs MAKE CAPITAL BUDGETING AND CAPITAL STRUCTURE DECISIONS? In: Journal of Applied Corporate Finance.
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article35
1991 The World Price of Covariance Risk. In: Journal of Finance.
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article373
1991 S&P 100 Index Option Volatility. In: Journal of Finance.
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article13
1992 Seasonality and Consumption-Based Asset Pricing. In: Journal of Finance.
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article28
1995 Time-Varying World Market Integration. In: Journal of Finance.
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article618
1994Time-Varying World Market Integration.(1994) In: NBER Working Papers.
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This paper has another version. Agregated cites: 618
paper
1999Conditioning Variables and the Cross Section of Stock Returns In: Journal of Finance.
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article234
1999Conditioning Variables and the Cross-Section of Stock Returns.(1999) In: NBER Working Papers.
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This paper has another version. Agregated cites: 234
paper
2000Foreign Speculators and Emerging Equity Markets In: Journal of Finance.
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article667
1997Foreign Speculators and Emerging Equity Markets.(1997) In: NBER Working Papers.
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This paper has another version. Agregated cites: 667
paper
1997Foreign Speculators and Emerging Equity Markets.(1997) In: William Davidson Institute Working Papers Series.
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This paper has another version. Agregated cites: 667
paper
2000Conditional Skewness in Asset Pricing Tests In: Journal of Finance.
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article460
2007Global Growth Opportunities and Market Integration In: Journal of Finance.
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article99
2004Global Growth Opportunities and Market Integration.(2004) In: NBER Working Papers.
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This paper has another version. Agregated cites: 99
paper
2012Report of the Editor of the Journal of Finance for the Year 2011 In: Journal of Finance.
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article0
2003Equity Market Liberalization in Emerging Markets In: Journal of Financial Research.
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article74
2003Equity market liberalization in emerging markets.(2003) In: Review.
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This paper has another version. Agregated cites: 74
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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article27
2006Liquidity and Expected Returns: Lessons from Emerging Markets In: CEPR Discussion Papers.
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paper209
2005Liquidity and Expected Returns: Lessons From Emerging Markets.(2005) In: NBER Working Papers.
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This paper has another version. Agregated cites: 209
paper
2007Liquidity and Expected Returns: Lessons from Emerging Markets.(2007) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 209
article
2010What Segments Equity Markets? In: CEPR Discussion Papers.
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paper40
What Segments Equity Markets?.() In: Review of Financial Studies.
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This paper has another version. Agregated cites: 40
article
2010What Segments Equity Markets?.(2010) In: NBP Working Papers.
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This paper has another version. Agregated cites: 40
paper
2009What Segments Equity Markets?.(2009) In: NBER Working Papers.
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This paper has another version. Agregated cites: 40
paper
2002What Determines Expected International Asset Returns? In: Annals of Economics and Finance.
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article40
2002What Determines Expected International Asset Returns?.(2002) In: CEMA Working Papers.
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This paper has another version. Agregated cites: 40
paper
1994What determines expected international asset returns ?.(1994) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 40
paper
1994What determines expected international asset returns ?.(1994) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 40
paper
1994What Determines Expected International Asset Returns?.(1994) In: NBER Working Papers.
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This paper has another version. Agregated cites: 40
paper
1993International asset pricing with alternative distributional specifications In: CEMA Working Papers.
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paper52
1993International asset pricing with alternative distributional specifications.(1993) In: Journal of Empirical Finance.
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This paper has another version. Agregated cites: 52
article
1999Autoregressive Conditional Skewness In: Journal of Financial and Quantitative Analysis.
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article237
2010Managerial Miscalibration In: Working Paper Series.
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paper45
2010Managerial Miscalibration.(2010) In: NBER Working Papers.
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This paper has another version. Agregated cites: 45
paper
2000Are Correlations of Stock Returns Justified by Subsequent Changes in National Outputs? In: Working Papers.
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paper63
2003Are correlations of stock returns justified by subsequent changes in national outputs?.(2003) In: Journal of International Money and Finance.
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This paper has another version. Agregated cites: 63
article
2001Emerging equity markets and economic development In: Journal of Development Economics.
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article163
2000Emerging Equity Markets and Economic Development.(2000) In: NBER Working Papers.
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This paper has another version. Agregated cites: 163
paper
2002Research in emerging markets finance: looking to the future In: Emerging Markets Review.
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article105
2003Emerging markets finance In: Journal of Empirical Finance.
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article209
2001The specification of conditional expectations In: Journal of Empirical Finance.
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article84
2005The long-run equity risk premium In: Finance Research Letters.
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article23
2002The impact of the Federal Reserve Banks open market operations In: Journal of Financial Markets.
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article14
1994The Impact of the Federal Reserve Banks Open Market Operations.(1994) In: NBER Working Papers.
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This paper has another version. Agregated cites: 14
paper
2005The economic implications of corporate financial reporting In: Journal of Accounting and Economics.
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article367
2004The Economic Implications of Corporate Financial Reporting.(2004) In: NBER Working Papers.
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This paper has another version. Agregated cites: 367
paper
2013Earnings quality: Evidence from the field In: Journal of Accounting and Economics.
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article20
1994Sources of risk and expected returns in global equity markets In: Journal of Banking & Finance.
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article106
1994Sources of Risk and Expected Returns in Global Equity Markets.(1994) In: NBER Working Papers.
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This paper has another version. Agregated cites: 106
paper
1997Fundamental determinants of national equity market returns: A perspective on conditional asset pricing In: Journal of Banking & Finance.
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article26
1996Fundamental Determinants of National Equity Market Returns: A Perspective on Conditional Asset Pricing.(1996) In: NBER Working Papers.
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This paper has another version. Agregated cites: 26
paper
2013Managerial attitudes and corporate actions In: Journal of Financial Economics.
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article54
2013The European Union, the Euro, and equity market integration In: Journal of Financial Economics.
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article32
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: 32
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: 32
paper
2015Capital allocation and delegation of decision-making authority within firms In: Journal of Financial Economics.
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article16
2011Capital Allocation and Delegation of Decision-Making Authority within Firms.(2011) In: NBER Working Papers.
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This paper has another version. Agregated cites: 16
paper
1988The real term structure and consumption growth In: Journal of Financial Economics.
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article193
1989Time-varying conditional covariances in tests of asset pricing models In: Journal of Financial Economics.
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article242
1990Bayesian inference in asset pricing tests In: Journal of Financial Economics.
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article25
1996Market timing ability and volatility implied in investment newsletters asset allocation recommendations In: Journal of Financial Economics.
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article41
1994Market Timing Ability and Volatility Implied in Investment Newletters Asset Allocation Recommendations.(1994) In: NBER Working Papers.
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This paper has another version. Agregated cites: 41
paper
1997Emerging equity market volatility In: Journal of Financial Economics.
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article530
1995Emerging Equity Market Volatility.(1995) In: NBER Working Papers.
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This paper has another version. Agregated cites: 530
paper
2001The theory and practice of corporate finance: evidence from the field In: Journal of Financial Economics.
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article705
2002Dating the integration of world equity markets In: Journal of Financial Economics.
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article183
1998Dating the Integration of World Equity Markets.(1998) In: NBER Working Papers.
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This paper has another version. Agregated cites: 183
paper
2004The effect of capital structure when expected agency costs are extreme In: Journal of Financial Economics.
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article79
2001The Effect of Capital Structure When Expected Agency Costs are Extreme.(2001) In: NBER Working Papers.
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This paper has another version. Agregated cites: 79
paper
2005Does financial liberalization spur growth? In: Journal of Financial Economics.
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article635
2004Does Financial Liberalization Spur Growth?.(2004) In: Working Paper Research.
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This paper has another version. Agregated cites: 635
paper
2001Does Financial Liberalization Spur Growth?.(2001) In: NBER Working Papers.
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This paper has another version. Agregated cites: 635
paper
2005Payout policy in the 21st century In: Journal of Financial Economics.
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article303
2003Payout Policy in the 21st Century.(2003) In: NBER Working Papers.
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This paper has another version. Agregated cites: 303
paper
2010The real effects of financial constraints: Evidence from a financial crisis In: Journal of Financial Economics.
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article249
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: 249
paper
2002The dynamics of emerging market equity flows In: Journal of International Money and Finance.
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article139
1999The Dynamics of Emerging Market Equity Flows.(1999) In: NBER Working Papers.
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This paper has another version. Agregated cites: 139
paper
2011Financial Openness and Productivity In: World Development.
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article53
2009Financial Openness and Productivity.(2009) In: NBER Working Papers.
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This paper has another version. Agregated cites: 53
paper
1997Are Common Swings in International Stock Returns Justified by Subsequent Changes in National Outputs ? In: Working Papers.
[Citation analysis]
paper1
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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article74
2005Investor Competence, Trading Frequency, and Home Bias.(2005) In: NBER Working Papers.
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This paper has another version. Agregated cites: 74
paper
1998Measurement Error and Nonlinearity in the Earnings-Returns Relation. In: Review of Quantitative Finance and Accounting.
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article4
2000Capital Flows and the Behavior of Emerging Market Equity Returns In: NBER Chapters.
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chapter71
1998Capital Flows and the Behavior of Emerging Market Equity Returns.(1998) In: NBER Working Papers.
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This paper has another version. Agregated cites: 71
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19
paper
2004Growth Volatility and Financial Liberalization In: NBER Working Papers.
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paper187
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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paper44
2010A Corporate Beauty Contest In: NBER Working Papers.
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paper1
2010Liquidity Management and Corporate Investment During a Financial Crisis In: NBER Working Papers.
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paper104
2011Liquidity Management and Corporate Investment During a Financial Crisis.(2011) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 104
article
2013The Golden Dilemma In: NBER Working Papers.
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paper16
2014Political Risk Spreads In: NBER Working Papers.
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paper16
2014Political risk spreads.(2014) In: Journal of International Business Studies.
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This paper has another version. Agregated cites: 16
article
2014. . . and the Cross-Section of Expected Returns In: NBER Working Papers.
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paper3
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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paper0
1994Predictable Risk and Returns in Emerging Markets In: NBER Working Papers.
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paper429
1995Predictable Risk and Returns in Emerging Markets..(1995) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 429
article
1994Conditional Asset Allocation in Emerging Markets In: NBER Working Papers.
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paper18
1999Economic, Financial, and Fundamental Global Risk In and Out of the EMU In: NBER Working Papers.
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paper14
2001Expectations of Equity Risk Premia, Volatility and Asymmetry from a Corporate Finance Perspective In: NBER Working Papers.
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paper21
2003Market Integration and Contagion In: NBER Working Papers.
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paper351
2005Market Integration and Contagion.(2005) In: The Journal of Business.
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This paper has another version. Agregated cites: 351
article
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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article0
2011Access to Liquidity and Corporate Investment in Europe during the Financial Crisis In: Review of Finance.
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article5
1991Volatility in the Foreign Currency Futures Market. In: Review of Financial Studies.
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article75
1993The Risk and Predictability of International Equity Returns. In: Review of Financial Studies.
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article320
1995The Risk Exposure of Emerging Equity Markets. In: World Bank Economic Review.
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article62
2010Portfolio selection with higher moments In: Quantitative Finance.
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article42
1991The Variation of Economic Risk Premiums. In: Journal of Political Economy.
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article474
1992Dividends and S&P 100 index option valuation In: Journal of Futures Markets.
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article3

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