Last updated March, 2 2015 706.248 documents processed, 18.622.315 references and 7.211.197 citations

Campbell Harvey : Citation Profile

Are you Campbell Harvey?

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

h-index: 43

i10-index: 77

Articles: 57 (7193 citations)
Papers: 43 (1483 citations)
Chapters: 2 (35 citations)

Where has he/she published?

Recent citing documents: 492
Total times cited: 8711
Total self citations: 239 (2.74 %)

Research activity: 26 years
Starts: 1988
Ends:  2014
Cites by year: 335.04

More details in:
EconPapers
Author's homepage

Note: Citations are only consolidated across paper versions, not across document types. This may result in a higher h-index than in IDEAS rankings

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Permalink for this report:
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Profiles updated:
Citations: 2015-03-05T08:24:07    
Personal: 2014-04-18 14:31:14 -0500    

Relations with other researchers

Works with:

Lundblad, Christian (7)

Bekaert, Geert (7)

Siegel, Stephan (6)

Ben-David, Itzhak (2)

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

Is cited by:

Bekaert, Geert (187)

Stulz, René (75)

Guesmi, Khaled (72)

Lundblad, Christian (68)

Albuquerque, Rui (67)

Schmukler, Sergio (63)

lucey, brian (61)

GUESMI, Khaled (61)

Ang, Andrew (57)

Teulon, Frédéric (57)

Nguyen, Duc Khuong (53)

Cites to:

Bekaert, Geert (137)

Levine, Ross (67)

Campbell, John (61)

French, Kenneth (51)

Shleifer, Andrei (43)

Ferson, Wayne (39)

Fama, Eugene (32)

Stulz, René (31)

Lopez-de-Silanes, Florencio (30)

La Porta, Rafael (28)

Henry, Peter (27)

Main data

Where Campbell Harvey has published?

Journals with more than one article publishedDocs
Journal of Financial Economics13
Journal of Finance9
Review of Financial Studies6
Journal of Empirical Finance3
Journal of Banking & Finance2
Journal of International Money and Finance2
Journal of Accounting and Economics2

Recent works citing Campbell Harvey (2015 and 2014)

YearTitle of citing document
2014Extreme negative coexceedances in South Eastern European stock markets. (2014). . In: CREATES Research Papers. RePEc:aah:create:2014-18.

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2014Roughing up Beta: Continuous vs. Discontinuous Betas, and the Cross-Section of Expected Stock Returns. (2014). Bollerslev, Tim ; Todorov, Viktor ; Li, Sophia Zhengzi . In: CREATES Research Papers. RePEc:aah:create:2014-48.

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2015Understanding volatility dynamics in the EU-ETS market. (2015). Sanin, Maria Eugenia ; VIOLANTE, Francesco ; Mansanet-Bataller, Maria . In: CREATES Research Papers. RePEc:aah:create:2015-04.

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2014Oil Volatility Risk and Expected Stock Returns. (2014). Christoffersen, Peter ; Pan, Xuhui . In: CREATES Research Papers. RePEc:aah:create:2015-06.

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

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2014Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset: Comment. (2014). Bauer, Michael D. ; Wu, Jing Cynthia . In: American Economic Review. RePEc:aea:aecrev:v:104:y:2014:i:1:p:323-37.

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2014The Dividend Clientele Hypothesis: Evidence from the 2003 Tax Act. (2014). Kawano, Laura . In: American Economic Journal: Economic Policy. RePEc:aea:aejpol:v:6:y:2014:i:1:p:114-36.

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2014Shift-Volatility Transmission in East Asian Equity Markets. (2014). Dufrenot, Gilles ; de Truchis, Gilles ; Aloy, Marcel . In: AMSE Working Papers. RePEc:aim:wpaimx:1402.

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2014Rhetorical impression management in corporate narratives and institutional environment. (2014). YAN, Beibei ; Aerts, Walter . In: Working Papers. RePEc:ant:wpaper:2014014.

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2014A Closed-Form Solution of the Multi-Period Portfolio Choice Problem for a Quadratic Utility Function. (2014). Parolya, Nestor ; Schmid, Wolfgang ; Bodnar, Taras . In: Papers. RePEc:arx:papers:1207.1003.

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2014Portfolio return distributions: Sample statistics with non-stationary correlations. (2014). Chetalova, Desislava ; Guhr, Thomas ; Schafer, Rudi ; Schmitt, Thilo A.. In: Papers. RePEc:arx:papers:1308.3961.

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2014Least quartic Regression Criterion with Application to Finance. (2014). ARBIA, GIUSEPPE . In: Papers. RePEc:arx:papers:1403.4171.

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2014Zooming into market states. (2014). Chetalova, Desislava ; Guhr, Thomas ; Schafer, Rudi . In: Papers. RePEc:arx:papers:1406.5386.

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

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2014Risk Premia: Asymmetric Tail Risks and Excess Returns. (2014). Y. Lemp'eri`ere, ; Bouchaud, J. P. ; Potters, M. ; Seager, P. ; Nguyen, T. T. ; Deremble, C.. In: Papers. RePEc:arx:papers:1409.7720.

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20144-Factor Model for Overnight Returns. (2014). Kakushadze, Zura . In: Papers. RePEc:arx:papers:1410.5513.

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2014Russian-Doll Risk Models. (2014). Kakushadze, Zura . In: Papers. RePEc:arx:papers:1412.4342.

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2014Factor Models of Stock Returns: GARCH Errors versus Time - Varying Betas. (2014). Koundouri, Phoebe ; Samartzis, Panagiotis ; Kourogenis, Nikolaos ; Pittis, Nikitas . In: DEOS Working Papers. RePEc:aue:wpaper:1409.

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

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2014Real Activities Manipulation and Subsequent Accounting Performance ---Yes, the Manipulating Direction Matters. (2014). Chen, Ching-Lung ; Weng, Pei-Yu ; Lin, Pin-Yu . In: Review of Economics & Finance. RePEc:bap:journl:140107.

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2014Banks’ Financial Distress, Lending Supply and Consumption Expenditure. (2014). Damar, Evren H. ; Mordel, Adi ; Group, Reint . In: Working Papers. RePEc:bca:bocawp:14-7.

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2014A Composite Indicator of Systemic Stress (CISS) for Colombia. (2014). Cabrera, Wilmar ; Rojas, Juan Sebastian ; Morales, Miguel ; Hurtado, Jorge . In: Borradores de Economia. RePEc:bdr:borrec:826.

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2014Liquidity Risk and the Credit Crunch of 2007-2008: Evidence from Micro-Level Data on Mortgage Loan Applications. (2014). Antoniades, Adonis . In: BIS Working Papers. RePEc:bis:biswps:473.

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2014How to Measure Illiquidity on European Emerging Stock Markets?. (2014). Vidovi, Jelena ; Aljinovi, Zdravka ; Poklepovi, Tea . In: Business Systems Research. RePEc:bit:bsrysr:v:5:y:2014:i:3:p:67-81.

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2014Sequential Learning, Predictability, and Optimal Portfolio Returns. (2014). Johannes, Michael ; Polson, Nicholas ; Korteweg, Arthur . In: Journal of Finance. RePEc:bla:jfinan:v:69:y:2014:i:2:p:611-644.

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2014The Impact of Thin-Capitalization Rules on External Debt Usage – A Propensity Score Matching Approach. (2014). . In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:76:y:2014:i:5:p:764-781.

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2014LINKAGES BETWEEN THE STOCK MARKETS OF EASTERN EUROPE. (2014). Nicolae, PETRIA ; Eva, Dezsi ; Ioan, TRENCA . In: Revista Economica. RePEc:blg:reveco:v:66:y:2014:i:1:p:91-104.

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2014Debt Maturity Choices, Multi-stage Investments and Financing Constraints. (2014). Koussis, N.. In: Working Papers. RePEc:bol:bodewp:wp980.

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

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2014Optimal Portfolio Choice under Decision-Based Model Combinations. (2014). Ravazzolo, Francesco ; Pettenuzzo, Davide . In: Working Papers. RePEc:brd:wpaper:80.

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2014Open Market Share Repurchases in Germany - A Conditional Event Study Approach. (2014). Andres, Christian ; Betzer, Andre ; Doumet, Markus ; Theissen, Erik . In: Schumpeter Discussion Papers. RePEc:bwu:schdps:sdp14010.

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2014A long-run survival analysis of corporate liquidations in Ireland. (2014). Kelly, Robert ; Stuart, Rebecca ; O'Brien, Eoin . In: Research Technical Papers. RePEc:cbi:wpaper:10/rt/14.

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2014Corporate Governance in Banks and its Impact on Risk and Performance: Review of Literature on the Selected Governance Mechanisms. (2014). Himaj, Shkendije . In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:3:y:2014:i:3:p:53-85.

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2014Dynamic Panels with Threshold Effect and Endogeneity. (2014). Seo, Myunghwan ; Shin, Yongcheol . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/2014/577.

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2014Thin Capitalization Rules and Multinational Firm Capital Structure. (2014). Blouin, Jennifer ; Laeven, Luc ; Huizinga, Harry . In: CESifo Working Paper Series. RePEc:ces:ceswps:_4695.

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2014Capital Inflows, Exchange Rate Regimes and Credit Dynamics in Emerging Market Economies. (2014). Boudias, Robin . In: Working Papers. RePEc:cii:cepidt:2014-17.

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2014A Composite Indicator of Systemic Stress (CISS) for Colombia. (2014). Cabrera, Wilmar ; Rojas, Juan Sebastian ; Morales, Miguel ; Hurtado, Jorge . In: BORRADORES DE ECONOMIA. RePEc:col:000094:011697.

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2014Banks, Financial Markets and Growth in Developed Countries: a Survey of the empirical literature. (2014). Bijlsma, Michiel ; Dubovik, Andrei . In: CPB Discussion Paper. RePEc:cpb:discus:266.

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2014Skewness Term Structure Tests. (2014). Lin, Yuehao ; Lehnert, Thorsten . In: LSF Research Working Paper Series. RePEc:crf:wpaper:14-08.

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2014The Evolving Beta-Liquidity Relationship of Hedge Funds. (2014). Siegmann, Arjen ; Stefanova, Denitsa . In: LSF Research Working Paper Series. RePEc:crf:wpaper:14-12.

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2014An Alternative Model to Basel Regulation. (2014). Aboura, Sofiane ; Lepinette-Denis, Emmanuel . In: Economics Papers from University Paris Dauphine. RePEc:dau:papers:123456789/13633.

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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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2014A STATE-OWNED PAYMENT AND SAVINGS SYSTEM AS AN ALTERNATIVE TO THE BANKING REGULATIONS STRENGTHENING. (2014). STEFANESCU, Razvan ; Dumitriu, Ramona . In: Risk in Contemporary Economy. RePEc:ddj:fserec:y:2014:p:297-301.

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2014Thin Capitalization Rules and Multinational Firm Capital Structure. (2014). Blouin, J. ; Laeven, L. ; Huizinga, H. P.. In: Discussion Paper. RePEc:dgr:kubcen:2014007.

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2014There is Something Special About Large Investors: Evidence From a Survey of Private Equity Limited Partners. (2014). Da Rin, M. ; Phalippou, L.. In: Discussion Paper. RePEc:dgr:kubcen:2014016.

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2014There is Something Special About Large Investors: Evidence From a Survey of Private Equity Limited Partners. (2014). Da Rin, M. ; Phalippou, L.. In: Discussion Paper. RePEc:dgr:kubtil:2014010.

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2014Financial Liberalization and Capital Flight: Evidence from the African Continent. (2014). Lensink, R. ; Hermes, N.. In: Research Report. RePEc:dgr:rugsom:14031-eef.

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2014Risk, Uncertainty and Entrepreneurship: Evidence From a Lab-in-the-Field Experiment. (2014). Koudstaal, Martin ; van Praag, Mirjam ; Sloof, Randolph . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:20140136.

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2014The Global Crisis and Equity Market Contagion. (2014). Bekaert, Geert ; Mehl, Arnaud ; Fratzscher, Marcel ; Ehrmann, Michael . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1352.

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2014Financial Development and Employment: Evidence from Transition Countries. (2014). Schafer, Dorothea ; Steiner, Susan . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1390.

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2014Drivers of Structural Change in Cross-Border Banking since the Global Financial Crisis. (2014). Bremus, Franziska ; Fratzscher, Marcel . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1411.

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2014Market Efficiency in Asian and Australasian Stock Markets: A Fresh Look at the Evidence. (2014). Kim, Jae ; College, Hendrix ; Doucouliagos, Hristos . In: Economics Series. RePEc:dkn:econwp:eco_2014_9.

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2014On the impact of macroeconomic news surprises on Treasury-bond yields. (2014). El Ouadghiri, Imane ; Boitout, Nicolas . In: EconomiX Working Papers. RePEc:drm:wpaper:2014-20.

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2014Financial integration, financial turmoil and risk premia in emerging markets. (2014). . In: EconomiX Working Papers. RePEc:drm:wpaper:2014-52.

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2014Conservadurismo financiero y creación de empleo. (2014). hernandez-Robles, Myriam ; F. Javier Sanchez Vidal, . In: Economic Analysis Working Papers (2002-2010). Atlantic Review of Economics (2011-2014). RePEc:eac:articl:08/13.

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2014A multiscale approach to emerging market pricing. (2014). Milani, Bruno ; Ceretta, Paulo Sergio . In: Economics Bulletin. RePEc:ebl:ecbull:eb-13-00316.

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2014Does managerial overconfidence matter in explaining debt financing policy?. (2014). Boubaker, Sabri ; Hamza, Taher . In: Economics Bulletin. RePEc:ebl:ecbull:eb-14-00689.

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2014Financial flexibility across the euro area and the UK. (2014). Ferrando, Annalisa ; Mura, Roberto ; Marchica, Maria-Teresa . In: Working Paper Series. RePEc:ecb:ecbwps:20141630.

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2014Forward-looking reaction to bank regulation. (2014). Herrala, Risto . In: Working Paper Series. RePEc:ecb:ecbwps:20141645.

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2014Commonality in hedge fund returns: driving factors and implications. (2014). Hoerova, Marie . In: Working Paper Series. RePEc:ecb:ecbwps:20141658.

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2014Wealth shocks, credit-supply shocks, and asset allocation: evidence from household and firm portfolios. (2014). Schaeck, Klaus ; Kick, Thomas ; Ruprecht, Benedikt ; Onali, Enrico . In: Working Paper Series. RePEc:ecb:ecbwps:20141662.

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2014Measuring Liquidity Risk in an Emerging Market: Liquidity Adjusted Value at Risk Approach for High Frequency Data. (2014). Emnal, Rouetbi ; Chokri, Mamoghli . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2014-01-6.

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2014The Real and Accrual-based Earnings Management Behaviors: Evidence from the Split Share Structure Reform in China. (2014). Ning, Lutao ; Kuo, Jing-Ming ; Song, Xiaoqi . In: The International Journal of Accounting. RePEc:eee:accoun:v:49:y:2014:i:1:p:101-136.

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2014A manipulationist view of causality in cross-sectional survey research. (2014). Van der Stede, Wim A.. In: Accounting, Organizations and Society. RePEc:eee:aosoci:v:39:y:2014:i:7:p:567-574.

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2014Why are conversion-forcing call announcements associated with negative wealth effects?. (2014). Grundy, Bruce D. ; Zabolotnyuk, Yuriy ; Verwijmeren, Patrick ; Veld, Chris . In: Journal of Corporate Finance. RePEc:eee:corfin:v:24:y:2014:i:c:p:149-157.

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2014What we do and do not know about convertible bond financing. (2014). Dutordoir, Marie ; Veld, Chris ; Seward, James ; Lewis, Craig . In: Journal of Corporate Finance. RePEc:eee:corfin:v:24:y:2014:i:c:p:3-20.

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2014Does corporate governance influence convertible bond issuance?. (2014). Dutordoir, Marie ; Ziegan, Marius C. ; Strong, Norman . In: Journal of Corporate Finance. RePEc:eee:corfin:v:24:y:2014:i:c:p:80-100.

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2014International variation in sin stocks and its effects on equity valuation. (2014). Fauver, Larry ; McDonald, Michael B.. In: Journal of Corporate Finance. RePEc:eee:corfin:v:25:y:2014:i:c:p:173-187.

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2014Dividends: Relevance, rigidity, and signaling. (2014). Karpaviius, Sigitas . In: Journal of Corporate Finance. RePEc:eee:corfin:v:25:y:2014:i:c:p:289-312.

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2014Creditor rights and capital structure: Evidence from international data. (2014). Cho, Seong-Soon ; Suh, Jungwon ; Guedhami, Omrane ; El Ghoul, Sadok . In: Journal of Corporate Finance. RePEc:eee:corfin:v:25:y:2014:i:c:p:40-60.

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2014Corporate payout policy in dual-class firms. (2014). Wu, Qun ; Liu, Mark H. ; Jordan, Bradford D.. In: Journal of Corporate Finance. RePEc:eee:corfin:v:26:y:2014:i:c:p:1-19.

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2014Capital structure, equity mispricing, and stock repurchases. (2014). Bonaime, Alice Adams ; Warr, Richard S. ; oztekin, ozde . In: Journal of Corporate Finance. RePEc:eee:corfin:v:26:y:2014:i:c:p:182-200.

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2014Do markets anticipate capital structure decisions? — Feedback effects in equity liquidity. (2014). Andres, Christian ; Schweizer, Denis ; Karabiber, Timur . In: Journal of Corporate Finance. RePEc:eee:corfin:v:27:y:2014:i:c:p:133-156.

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2014Bank lending constraints, trade credit and alternative financing during the financial crisis: Evidence from European SMEs. (2014). Casey, Eddie ; O'Toole, Conor M.. In: Journal of Corporate Finance. RePEc:eee:corfin:v:27:y:2014:i:c:p:173-193.

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2014On the value of restrictive covenants: Empirical investigation of public bond issues. (2014). Reisel, Natalia . In: Journal of Corporate Finance. RePEc:eee:corfin:v:27:y:2014:i:c:p:251-268.

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2014Managerial cash use, default, and corporate financial policies. (2014). Arnold, Marc . In: Journal of Corporate Finance. RePEc:eee:corfin:v:27:y:2014:i:c:p:305-325.

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2014Declining propensity to pay? A re-examination of the lifecycle theory. (2014). Kahle, Kathleen M. ; Banyi, Monica L.. In: Journal of Corporate Finance. RePEc:eee:corfin:v:27:y:2014:i:c:p:345-366.

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2014The effect of government quality on corporate cash holdings. (2014). Chen, Deqiu ; Zou, Hong ; Xiao, Jason Zezhong ; Li, Sifei . In: Journal of Corporate Finance. RePEc:eee:corfin:v:27:y:2014:i:c:p:384-400.

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2014Director gender and mergers and acquisitions. (2014). Levi, Maurice ; Zhang, Feng ; Li, Kai . In: Journal of Corporate Finance. RePEc:eee:corfin:v:28:y:2014:i:c:p:185-200.

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2014Executive board composition and bank risk taking. (2014). Schaeck, Klaus ; Kick, Thomas ; Berger, Allen N.. In: Journal of Corporate Finance. RePEc:eee:corfin:v:28:y:2014:i:c:p:48-65.

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2014EGARCH models with fat tails, skewness and leverage. (2014). Harvey, Andrew ; Sucarrat, Genaro . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:320-338.

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2014Credit constraints, equity market liberalization, and growth rate asymmetry. (2014). . In: Journal of Development Economics. RePEc:eee:deveco:v:107:y:2014:i:c:p:202-214.

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2014Location-scale portfolio selection with factor-recentered skew normal asset returns. (2014). Gan, Quan . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:48:y:2014:i:c:p:176-187.

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2014Co-movements of GCC emerging stock markets: New evidence from wavelet coherence analysis. (2014). Aloui, Chaker ; Hkiri, Besma . In: Economic Modelling. RePEc:eee:ecmode:v:36:y:2014:i:c:p:421-431.

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2014Stock market integration and risk premium: Empirical evidence for emerging economies of South Asia. (2014). Abid, Ilyes ; Kaabia, Olfa . In: Economic Modelling. RePEc:eee:ecmode:v:37:y:2014:i:c:p:408-416.

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2014Determinants of the link between financial and economic development: Evidence from a functional coefficient model. (2014). Herwartz, Helmut . In: Economic Modelling. RePEc:eee:ecmode:v:37:y:2014:i:c:p:417-427.

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2014Stock market integration of emerging Asian economies: Patterns and causes. (2014). Narayan, S. ; Islam, S. Z. ; Sriananthakumar, S.. In: Economic Modelling. RePEc:eee:ecmode:v:39:y:2014:i:c:p:19-31.

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2014Dynamic relationship between Turkey and European countries during the global financial crisis. (2014). Sensoy, Ahmet ; Hacihasanoglu, Erk ; Yildirim, Irem ; Soytas, Ugur . In: Economic Modelling. RePEc:eee:ecmode:v:40:y:2014:i:c:p:290-298.

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2014Energy price transmissions during extreme movements. (2014). Joets, Marc . In: Economic Modelling. RePEc:eee:ecmode:v:40:y:2014:i:c:p:392-399.

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2014Financial liberalization, disaggregated capital flows and banking crisis: Evidence from developing countries. (2014). Jlassi, Nabila Boukef . In: Economic Modelling. RePEc:eee:ecmode:v:41:y:2014:i:c:p:124-132.

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2014Optimal stopping time with stochastic volatility. (2014). Zhang, Ran ; Xu, Shuang . In: Economic Modelling. RePEc:eee:ecmode:v:41:y:2014:i:c:p:319-328.

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2014Diversification across ASEAN-wide sectoral and national equity returns. (2014). Luu, Mong Ngoc . In: Economic Modelling. RePEc:eee:ecmode:v:41:y:2014:i:c:p:398-407.

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2014Financial integration, capital market development and economic performance: Empirical evidence from Botswana. (2014). Ahmed, Abdullahi D. ; Mmolainyane, Kelesego K.. In: Economic Modelling. RePEc:eee:ecmode:v:42:y:2014:i:c:p:1-14.

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2014New estimates of time-varying currency betas: A trivariate BEKK approach. (2014). Jayasinghe, Prabhath ; Zhang, Zhaoyong ; Tsui, Albert K.. In: Economic Modelling. RePEc:eee:ecmode:v:42:y:2014:i:c:p:128-139.

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2014The impact of international financial integration on economic growth: New evidence on threshold effects. (2014). Quang, Therese . In: Economic Modelling. RePEc:eee:ecmode:v:42:y:2014:i:c:p:475-489.

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2014Regional stock market integration in Singapore: A multivariate analysis. (2014). Guesmi, Khaled ; Mankai, Selim . In: Economic Modelling. RePEc:eee:ecmode:v:43:y:2014:i:c:p:217-224.

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2014An empirical analysis of currency volatilities during the recent global financial crisis. (2014). OZER-IMER, Itir ; Ozkan, Ibrahim . In: Economic Modelling. RePEc:eee:ecmode:v:43:y:2014:i:c:p:394-406.

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2014A two-regime threshold model with conditional skewed Student t distributions for stock returns. (2014). Massacci, Daniele . In: Economic Modelling. RePEc:eee:ecmode:v:43:y:2014:i:c:p:9-20.

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2014The small open macroeconomy and the yield curve: A state-space representation. (2014). Lange, Ronald H.. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:29:y:2014:i:c:p:1-21.

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2014Country and industry convergence of equity markets: International evidence from club convergence and clustering. (2014). Apergis, Nicholas ; Christou, Christina . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:29:y:2014:i:c:p:36-58.

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2014Islamic equity market integration and volatility spillover between emerging and US stock markets. (2014). Majdoub, Jihed ; Mansour, Walid . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:29:y:2014:i:c:p:452-470.

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

Articles by Campbell Harvey:

YearTitleCited
2008Managerial Response to the May 2003 Dividend Tax Cut In: Financial Management.
[Full Text][Citation analysis]		9
2002HOW DO CFOs MAKE CAPITAL BUDGETING AND CAPITAL STRUCTURE DECISIONS? In: Journal of Applied Corporate Finance.
[Full Text][Citation analysis]		21
1991 The World Price of Covariance Risk. In: Journal of Finance.
[Full Text][Citation analysis]		336
1991 S&P 100 Index Option Volatility. In: Journal of Finance.
[Citation analysis]		13
1992 Seasonality and Consumption-Based Asset Pricing. In: Journal of Finance.
[Full Text][Citation analysis]		23
1995 Time-Varying World Market Integration. In: Journal of Finance.
[Full Text][Citation analysis]		476
1999Conditioning Variables and the Cross Section of Stock Returns In: Journal of Finance.
[Full Text][Citation analysis]		185
2000Foreign Speculators and Emerging Equity Markets In: Journal of Finance.
[Full Text][Citation analysis]		542
2000Conditional Skewness in Asset Pricing Tests In: Journal of Finance.
[Full Text][Citation analysis]		347
2007Global Growth Opportunities and Market Integration In: Journal of Finance.
[Full Text][Citation analysis]		76
2012Report of the Editor of the Journal of Finance for the Year 2011 In: Journal of Finance.
[Full Text][Citation analysis]		0
2003Equity Market Liberalization in Emerging Markets In: Journal of Financial Research.
[Full Text][Citation analysis]		58
2003Equity market liberalization in emerging markets.(2003) In: Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 58
1993Strategic Treasury Debt Management in Public Policy In: Review of Policy Research.
[Full Text][Citation analysis]		0
1997The Relation between the Term Structure of Interest Rates and Canadian Economic Growth. In: Canadian Journal of Economics.
[Full Text][Citation analysis]		21
2002What Determines Expected International Asset Returns? In: Annals of Economics and Finance.
[Full Text][Citation analysis]		30
1999Autoregressive Conditional Skewness In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		189
2001Emerging equity markets and economic development In: Journal of Development Economics.
[Full Text][Citation analysis]		124
2002Research in emerging markets finance: looking to the future In: Emerging Markets Review.
[Full Text][Citation analysis]		71
2003Emerging markets finance In: Journal of Empirical Finance.
[Full Text][Citation analysis]		165
1993International asset pricing with alternative distributional specifications In: Journal of Empirical Finance.
[Full Text][Citation analysis]		45
2001The specification of conditional expectations In: Journal of Empirical Finance.
[Full Text][Citation analysis]		69
2005The long-run equity risk premium In: Finance Research Letters.
[Full Text][Citation analysis]		18
2002The impact of the Federal Reserve Banks open market operations In: Journal of Financial Markets.
[Full Text][Citation analysis]		9
2005The economic implications of corporate financial reporting In: Journal of Accounting and Economics.
[Full Text][Citation analysis]		220
2013Earnings quality: Evidence from the field In: Journal of Accounting and Economics.
[Full Text][Citation analysis]		2
1994Sources of risk and expected returns in global equity markets In: Journal of Banking & Finance.
[Full Text][Citation analysis]		88
1997Fundamental determinants of national equity market returns: A perspective on conditional asset pricing In: Journal of Banking & Finance.
[Full Text][Citation analysis]		21
2013Managerial attitudes and corporate actions In: Journal of Financial Economics.
[Full Text][Citation analysis]		16
2013The European Union, the Euro, and equity market integration In: Journal of Financial Economics.
[Full Text][Citation analysis]		8
1988The real term structure and consumption growth In: Journal of Financial Economics.
[Full Text][Citation analysis]		154
1989Time-varying conditional covariances in tests of asset pricing models In: Journal of Financial Economics.
[Full Text][Citation analysis]		227
1990Bayesian inference in asset pricing tests In: Journal of Financial Economics.
[Full Text][Citation analysis]		23
1996Market timing ability and volatility implied in investment newsletters asset allocation recommendations In: Journal of Financial Economics.
[Full Text][Citation analysis]		35
1997Emerging equity market volatility In: Journal of Financial Economics.
[Full Text][Citation analysis]		443
2001The theory and practice of corporate finance: evidence from the field In: Journal of Financial Economics.
[Full Text][Citation analysis]		513
2002Dating the integration of world equity markets In: Journal of Financial Economics.
[Full Text][Citation analysis]		140
2004The effect of capital structure when expected agency costs are extreme In: Journal of Financial Economics.
[Full Text][Citation analysis]		50
2005Does financial liberalization spur growth? In: Journal of Financial Economics.
[Full Text][Citation analysis]		367
2005Payout policy in the 21st century In: Journal of Financial Economics.
[Full Text][Citation analysis]		159
2010The real effects of financial constraints: Evidence from a financial crisis In: Journal of Financial Economics.
[Full Text][Citation analysis]		105
2002The dynamics of emerging market equity flows In: Journal of International Money and Finance.
[Full Text][Citation analysis]		114
2003Are correlations of stock returns justified by subsequent changes in national outputs? In: Journal of International Money and Finance.
[Full Text][Citation analysis]		47
2011Financial Openness and Productivity In: World Development.
[Full Text][Citation analysis]		31
2009Investor Competence, Trading Frequency, and Home Bias In: Management Science.
[Full Text][Citation analysis]		26
1998 Measurement Error and Nonlinearity in the Earnings-Returns Relation. In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]		3
2008The Effect of the May 2003 Dividend Tax Cut on Corporate Dividend Policy: Empirical and Survey Evidence In: National Tax Journal.
[Full Text][Citation analysis]		0
2011Access to Liquidity and Corporate Investment in Europe during the Financial Crisis In: Review of Finance.
[Full Text][Citation analysis]		1
2007Liquidity and Expected Returns: Lessons from Emerging Markets In: Review of Financial Studies.
[Full Text][Citation analysis]		123
2011Liquidity Management and Corporate Investment During a Financial Crisis In: Review of Financial Studies.
[Full Text][Citation analysis]		44
What Segments Equity Markets? In: Review of Financial Studies.
[Full Text][Citation analysis]		15
1991Volatility in the Foreign Currency Futures Market. In: Review of Financial Studies.
[Full Text][Citation analysis]		60
1993The Risk and Predictability of International Equity Returns. In: Review of Financial Studies.
[Full Text][Citation analysis]		287
1995Predictable Risk and Returns in Emerging Markets. In: Review of Financial Studies.
[Full Text][Citation analysis]		357
1995The Risk Exposure of Emerging Equity Markets. In: World Bank Economic Review.
[Citation analysis]		47
2010Portfolio selection with higher moments In: Quantitative Finance.
[Full Text][Citation analysis]		25
2005Market Integration and Contagion In: The Journal of Business.
[Full Text][Citation analysis]		218
1991The Variation of Economic Risk Premiums. In: Journal of Political Economy.
[Full Text][Citation analysis]		397

Papers by Campbell Harvey:

YearTitleCited
2006Liquidity and Expected Returns: Lessons from Emerging Markets In: CEPR Discussion Papers.
[Full Text][Citation analysis]		8
2005Liquidity and Expected Returns: Lessons From Emerging Markets.(2005) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
2010What Segments Equity Markets? In: CEPR Discussion Papers.
[Full Text][Citation analysis]		24
2010What Segments Equity Markets?.(2010) In: National Bank of Poland Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 24
2009What Segments Equity Markets?.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 24
1993International asset pricing with alternative distributional specifications In: CEMA Working Papers.
[Full Text][Citation analysis]		29
2002What Determines Expected International Asset Returns? In: CEMA Working Papers.
[Full Text][Citation analysis]		25
1994What Determines Expected International Asset Returns?.(1994) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 25
2010Managerial Miscalibration In: Working Paper Series.
[Full Text][Citation analysis]		12
2010Managerial Miscalibration.(2010) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12
2000Are Correlations of Stock Returns Justified by Subsequent Changes in National Outputs? In: Working Papers.
[Full Text][Citation analysis]		8
2004Dynamic Trading Strategies and Portfolio Choice In: SIFR Research Report Series.
[Full Text][Citation analysis]		4
2004Dynamic Trading Strategies and Portfolio Choice.(2004) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
2004Does Financial Liberalization Spur Growth? In: Working Paper Research.
[Full Text][Citation analysis]		145
2001Does Financial Liberalization Spur Growth?.(2001) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 145
2004The Economic Implications of Corporate Financial Reporting In: NBER Working Papers.
[Full Text][Citation analysis]		1
2004Growth Volatility and Financial Liberalization In: NBER Working Papers.
[Full Text][Citation analysis]		45
2004Global Growth Opportunities and Market Integration In: NBER Working Papers.
[Full Text][Citation analysis]		5
2005The Tactical and Strategic Value of Commodity Futures In: NBER Working Papers.
[Full Text][Citation analysis]		11
2005Investor Competence, Trading Frequency, and Home Bias In: NBER Working Papers.
[Full Text][Citation analysis]		22
2007Managerial Overconfidence and Corporate Policies In: NBER Working Papers.
[Full Text][Citation analysis]		37
2009Financial Openness and Productivity In: NBER Working Papers.
[Full Text][Citation analysis]		9
2009The Real Effects of Financial Constraints: Evidence from a Financial Crisis In: NBER Working Papers.
[Full Text][Citation analysis]		18
2010A Corporate Beauty Contest In: NBER Working Papers.
[Full Text][Citation analysis]		0
2010Liquidity Management and Corporate Investment During a Financial Crisis In: NBER Working Papers.
[Full Text][Citation analysis]		40
2010The European Union, the Euro, and Equity Market Integration In: NBER Working Papers.
[Full Text][Citation analysis]		8
2011The European Union, the Euro, and Equity Market Integration.(2011) In: 2011 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
2011Capital Allocation and Delegation of Decision-Making Authority within Firms In: NBER Working Papers.
[Full Text][Citation analysis]		7
2013The Golden Dilemma In: NBER Working Papers.
[Full Text][Citation analysis]		2
2014Political Risk Spreads In: NBER Working Papers.
[Full Text][Citation analysis]		0
2014. . . and the Cross-Section of Expected Returns In: NBER Working Papers.
[Full Text][Citation analysis]		0
1993An Exploratory Investigation of the Fundamental Determinants of National Equity Market Returns In: NBER Working Papers.
[Full Text][Citation analysis]		13
1994Predictable Risk and Returns in Emerging Markets In: NBER Working Papers.
[Full Text][Citation analysis]		11
1994Sources of Risk and Expected Returns in Global Equity Markets In: NBER Working Papers.
[Full Text][Citation analysis]		82
1994Conditional Asset Allocation in Emerging Markets In: NBER Working Papers.
[Full Text][Citation analysis]		17
1994The Impact of the Federal Reserve Banks Open Market Operations In: NBER Working Papers.
[Full Text][Citation analysis]		3
1994Time-Varying World Market Integration In: NBER Working Papers.
[Full Text][Citation analysis]		91
1997Market Timing Ability and Volatility Implied in Investment Newletters Asset Allocation Recommendations In: NBER Working Papers.
[Full Text][Citation analysis]		0
1995Emerging Equity Market Volatility In: NBER Working Papers.
[Full Text][Citation analysis]		381
1996Fundamental Determinants of National Equity Market Returns: A Perspective on Conditional Asset Pricing In: NBER Working Papers.
[Full Text][Citation analysis]		11
1997Foreign Speculators and Emerging Equity Markets In: NBER Working Papers.
[Full Text][Citation analysis]		43
1997Foreign Speculators and Emerging Equity Markets.(1997) In: William Davidson Institute Working Papers Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 43
1998Capital Flows and the Behavior of Emerging Market Equity Returns In: NBER Working Papers.
[Full Text][Citation analysis]		51
1998Dating the Integration of World Equity Markets In: NBER Working Papers.
[Full Text][Citation analysis]		19
1999Economic, Financial, and Fundamental Global Risk In and Out of the EMU In: NBER Working Papers.
[Full Text][Citation analysis]		13
1999Conditioning Variables and the Cross-Section of Stock Returns In: NBER Working Papers.
[Full Text][Citation analysis]		127
1999The Dynamics of Emerging Market Equity Flows In: NBER Working Papers.
[Full Text][Citation analysis]		7
2000Emerging Equity Markets and Economic Development In: NBER Working Papers.
[Full Text][Citation analysis]		23
2001The Effect of Capital Structure When Expected Agency Costs are Extreme In: NBER Working Papers.
[Full Text][Citation analysis]		5
2001Expectations of Equity Risk Premia, Volatility and Asymmetry from a Corporate Finance Perspective In: NBER Working Papers.
[Full Text][Citation analysis]		18
2003Market Integration and Contagion In: NBER Working Papers.
[Full Text][Citation analysis]		36
2003Payout Policy in the 21st Century In: NBER Working Papers.
[Full Text][Citation analysis]		72

Books by Campbell Harvey:

YearTitleCited

Chapters by Campbell Harvey:

YearTitleCited
2000Capital Flows and the Behavior of Emerging Market Equity Returns In: NBER Chapters.
[Full Text][Citation analysis]		22
1994An Exploratory Investigation of the Fundamental Determinants of National Equity Market Returns In: NBER Chapters.
[Full Text][Citation analysis]		13