Last updated April, 2 2014 602.332 documents processed, 15.470.533 references and 5.811.572 citations

Campbell Harvey : Citation Profile

Are you Campbell Harvey?

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

h-index: 39
i10-index: 73

Articles: 57 (5854 citations)
Papers: 40 (1579 citations)
Chapters: 2 (34 citations)

Recent citing documents: 484
Total times cited: 7467
Total self citations: 225 (3.01 %)
Production: 24 years
Average cites by year: 311.13

More details in:
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Author's homepage

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

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Created: 2014-04-16 01:40:05    

Relations with other researchers

Works with:

Bekaert, Geert (9)

Siegel, Stephan (5)

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:

Bekaert, Geert (180)

Albuquerque, Rui (67)

Schmukler, Sergio (60)

lucey, brian (59)

Ang, Andrew (54)

Lundblad, Christian (52)

Vaihekoski, Mika (49)

Stulz, René (49)

Ferson, Wayne (47)

Gómez Biscarri, Javier (45)

AROURI, Mohamed El Hedi (44)

Cites to:

Bekaert, Geert (132)

Levine, Ross (67)

Campbell, John (54)

French, Kenneth (47)

Shleifer, Andrei (43)

Ferson, Wayne (36)

Lopez-de-Silanes, Florencio (30)

Fama, Eugene (28)

Stulz, René (28)

Henry, Peter (26)

Vishny, Robert (26)

Main data

Recent works citing Campbell Harvey (2014 and 2013)

YearTitle of citing documentCited
2013Does Realized Skewness Predict the Cross-Section of Equity Returns?. (2013). Christoffersen, Peter ; Amaya, Diego ; Vasquez, Aurelio ; Jacobs, Kris . In: CREATES Research Papers. RePEc:aah:create:2013-41.

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2013Risk Rationing and Jump Utility. (2013). Chiu, Leslie J. Verteramo, . In: 2013 Annual Meeting, August 4-6, 2013, Washington, D.C.. RePEc:ags:aaea13:150589.

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2013A Risk Rationing Model. (2013). Turvey, Calum G. ; Chiu, Leslie J. Verteramo, . In: 2013 Annual Meeting, August 4-6, 2013, Washington, D.C.. RePEc:ags:aaea13:150628.

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2013Analyzing Financial Integration in East Asia through Fractional Cointegration in Volatilities. (2013). Keddad, Benjamin ; DE TRUCHIS, Gilles. In: AMSE Working Papers. RePEc:aim:wpaimx:1346.

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2014Shift-Volatility Transmission in East Asian Equity Markets. (2014). Keddad, Benjamin ; DE TRUCHIS, Gilles ; ALOY, Marcel ; Dufrenot, Gilles . In: AMSE Working Papers. RePEc:aim:wpaimx:1402.

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2013Portfolio return distributions: Sample statistics with non-stationary correlations. (2013). Chetalova, Desislava ; Guhr, Thomas ; Schafer, Rudi ; Schmitt, Thilo A.. In: Papers. RePEc:arx:papers:1308.3961.

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2013On pricing kernels, information and risk. (2013). Wilcox, D. L. ; Gebbie, T. J.. In: Papers. RePEc:arx:papers:1310.4067.

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2013High moment variations and their application. (2013). Choe, Geon Ho ; Lee, Kyungsub . In: Papers. RePEc:arx:papers:1311.4973.

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2013Probabilistic and statistical properties of realized moments and their use in inference, estimation and risk management. (2013). Lee, Kyungsub . In: Papers. RePEc:arx:papers:1311.5036.

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2013Global Energy Prices and the Behavior of Energy Stock Price Fluctuations. (2013). Ergun, Ugur ; Ibrahim, Azizah . In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2013:p:1460-1465.

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2013Emerging Stock Premia: Some Evidence From Industrial Stock Market Data. (2013). Lucchetta, Marcella ; Donadelli, Michael. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2013:p:398-422.

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2013Financial Market Structure and Economic Growth: Evidence from Nigeria Data. (2013). Maduka, Anne C. ; Onwuka, Kevin O.. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2013:p:75-98.

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2013The Predictive Role of Stock Market Return for Real Activity in Thailand. (2013). Jiranyakul, Komain. In: Asian Journal of Empirical Research. RePEc:asi:ajoerj:2013:p:317-328.

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2013The Dynamic Relationship between the Foreign Exchange Exposure and Stock Markets: Evidence during the Global Economic Crisis. (2013). Nik Muhamad Naziman Ab Rahman, ; Amri Ab. Rahman, ; Yusrina hayati Nik Muhd naziman, . In: Asian Journal of Empirical Research. RePEc:asi:ajoerj:2013:p:763-774.

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2013On the Predictive Power of Yield Spread for Future Growth and Recession: The Turkish Case. (2013). Kaya, Huseyin. In: Working Papers. RePEc:bae:wpaper:010.

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2013Financial Liberalization, Foreign Ownership and Corporate Operational Efficiency: The Case of Taiwan Market. (2013). Lee, Tung-Hao ; Huang, Jiun-Kai . In: Review of Economics & Finance. RePEc:bap:journl:130303.

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2013Earnings management in Brazil: a survey of the literature. (2013). Martinez, Antonio Lopo . In: Brazilian Business Review. RePEc:bbz:fcpbbr:v:10:y:2013:i:4:p:1-29.

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2013Which Parametric Model for Conditional Skewness?. (2013). Jahan-Parvar, Mohammad ; Feunou, Bruno ; Tedongap, Romeo . In: Working Papers. RePEc:bca:bocawp:13-32.

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2013Cross Fertilizations and Controversies in the Origins and Evolution of Portfolio Selection Models. (2013). Corso, Eduardo. In: Ensayos Económicos. RePEc:bcr:ensayo:v:1:y:2013:i:68:p:43-74.

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2013Disentangling contagion among sovereign cds spreads during the european debt crisis. (2013). Perez Quiros, Gabriel ; Broto, Carmen ; Perez-Quiros, Gabriel . In: Banco de España Working Papers. RePEc:bde:wpaper:1314.

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2013Is Bank Debt Special for the Transmission of Monetary Policy? Evidence from the Stock Market. (2013). Ippolito, Filippo ; Perez, Ander ; Ozdagli, Ali K.. In: Working Papers. RePEc:bge:wpaper:721.

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2013An Empirical Evaluation of GARCH Models in Value-at-Risk Estimation: Evidence from the Macedonian Stock Exchange. (2013). Bucevska, Vesna . In: Business Systems Research. RePEc:bit:bsrysr:v:4:y:2013:i:1:p:49-64.

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2013Determinants of capital budgeting methods and hurdle rates in Nordic firms. (2013). Vaihekoski, Mika ; Liljeblom, Eva ; Brunzell, Tor. In: Accounting and Finance. RePEc:bla:acctfi:v:53:y:2013:i:1:p:85-110.

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2013Time-Varying Spillover Effects on Sectoral Equity Returns. (2013). Balli, Faruk ; Louis, Rosmy Jean . In: International Review of Finance. RePEc:bla:irvfin:v:13:y:2013:i:1:p:67-91.

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2013Return dispersion, stock market liquidity and aggregate economic activity. (2013). Floros, Christos ; Degiannakis, Stavros ; Angelidis, Timotheos ; Andrikopoulos, Andreas . In: Working Papers. RePEc:bog:wpaper:166.

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2013Forecasting Stock Returns under Economic Constraints. (2013). Pettenuzzo, Davide ; Valkanov, Rossen ; Timmermann, Allan . In: Working Papers. RePEc:brd:wpaper:57.

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2013Thin capitalization rules and multinational firm capital structure. (2013). Nicodème, Gaëtan ; Laeven, Luc ; Huizinga, Harry ; Blouin, Jennifer . In: Working Papers. RePEc:btx:wpaper:1323.

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2013Benefits and Costs of Auditors Assurance: Evidence from the Review of Quarterly Financial Statements. (2013). Bedard, Jean ; Courteau, Lucie . In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps11.

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2013Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis. (2013). Wong, Wing-Keung ; McAleer, Michael ; Suen, John . In: Working Papers in Economics. RePEc:cbt:econwp:13/20.

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2013EARNINGS MANGEMENT OCCURENCE IN TIMES OF CRISIS: INSIGHTS FROM THE LITERATURE Abstract: This paper discusses the main findings in the literature and offers interesting insights in order to understand. (2013). VLADU ALINA BEATTRICE Author-Workplace-Name: BABE, . In: Annals - Economy Series. RePEc:cbu:jrnlec:y:2013:v:5:p:115-119.

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2013Managing the Family Firm: Evidence from CEOs at Work. (2013). Sadun, Raffaella ; Prat, Andrea ; bandiera, oriana. In: STICERD - Economic Organisation and Public Policy Discussion Papers Series. RePEc:cep:stieop:49.

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2013Financial Signaling and Earnings Forecasts.. (2013). Brushko, Iuliia . In: CERGE-EI Working Papers. RePEc:cer:papers:wp498.

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2013Market Structure and the Cost of Capital. (2013). Sova, Anamaria ; Rault, Christophe ; AROURI, Mohamed El Hedi ; Mohamed El Hedi Arouri, ; Mohamed El Hedi Arouri, . In: CESifo Working Paper Series. RePEc:ces:ceswps:_4097.

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

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2013Nowhere Left to Hide? Stock Market Correlation, Regional Diversification, and the Case for Investing in Africa. (2013). Thuotte, Ross ; Moss, Todd . In: Working Papers. RePEc:cgd:wpaper:316.

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2013The Influence of Country- and Firm-Level Governance on Financial Reporting Quality: Revisiting the Evidence. (2013). Parbonetti, Antonio ; Magnan, Michel . In: CIRANO Working Papers. RePEc:cir:cirwor:2013s-03.

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2013CAPM, Components of Beta and the Cross Section of Expected Returns. (2013). Reeves, Jonathan J. ; Cenesizoglu, Tolga . In: CIRANO Working Papers. RePEc:cir:cirwor:2013s-09.

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2013Loans Growth and Banks’ Risk: New Evidence. (2013). Murcia Pabón, Andrés ; Gomez-Gonzalez, Jose ; Amador Torres, Juan ; Pabon, Andres Murcia ; Juan Sebastian Amador Torres, ; Jose Eduardo Gomez G., . In: BORRADORES DE ECONOMIA. RePEc:col:000094:010710.

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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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2013French Firms in the face of the 2008/2009 crisis. (2013). P.-Y. CABANNES, ; SICSIC, M. ; LELARGE, C. ; DUBOIS, Y. ; COTTET, V.. In: Documents de Travail de la DESE - Working Papers of the DESE. RePEc:crs:wpdeee:g2013-13.

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2013Shocks Abroad, Pain at Home? Bank-firm Level Evidence on the International Transmission of Financial Shocks. (2013). Van Horen, Neeltje ; Peydro, Jose-Luis ; Ongena, Steven. In: Discussion Paper. RePEc:dgr:kubcen:2013040.

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2013Do Managers Manipulate Earnings Prior to Management Buyouts?. (2013). Mao, Y. ; Renneboog, L. D. R., . In: Discussion Paper. RePEc:dgr:kubcen:2013055.

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2014Thin Capitalization Rules and Multinational Firm Capital Structure. (2014). Nicodème, Gaëtan ; Laeven, Luc ; Blouin, J. ; 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, Marco ; 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, Marco ; Phalippou, L.. In: Discussion Paper. RePEc:dgr:kubtil:2014010.

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2013Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis. (2013). Wong, Wing-Keung ; McAleer, Michael ; Suen, John . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:20130077.

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2013Does it pay to invest in Art? A Selection-corrected Returns Perspective. (2013). Korteweg, Arthur ; Verwijmeren, Patrick ; Kraussl, Roman . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:20130152.

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2013The Size Effect in Value and Momentum Factors: Implications for the Cross-section of International Stock Returns. (2013). Atanasov, Victoria ; Nitschka, Thomas . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:20130180.

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2013Robust Estimation and Forecasting of the Capital Asset Pricing Model. (2013). Bian, Guorui ; WONG, WING-KEUNG . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:2013036.

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

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2013Volatility spillovers and contagion: an empirical analysis of structural changes in emerging market volatility. (2013). Ben Rejeb, Aymen. In: Economics Bulletin. RePEc:ebl:ecbull:eb-12-00821.

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2013On the Determinants of Equity International Risk Premium: Are Emerging Zones Different?. (2013). Teulon, Frédéric ; GUESMI, Khaled ; AROURI, Mohamed El Hedi ; Abid, Ilyes . In: Economics Bulletin. RePEc:ebl:ecbull:eb-12-00921.

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2013Timing Differences between SEO Methods. (2013). Krakstad, Svein olav . In: Economics Bulletin. RePEc:ebl:ecbull:eb-13-00741.

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2013Large global volatility shocks, equity markets and globalisation: 1885-2011. (2013). Mehl, Arnaud. In: Working Paper Series. RePEc:ecb:ecbwps:20131548.

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2013The dynamics of spillover effects during the European sovereign debt crisis. (2013). Alter, Adrian ; Beyer, Andreas . In: Working Paper Series. RePEc:ecb:ecbwps:20131558.

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2013Asset returns under model uncertainty: evidence from the euro area, the U.S. and the U.K.. (2013). Sousa, Ricardo. In: Working Paper Series. RePEc:ecb:ecbwps:20131575.

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2013Credit constraints and investment in human capital: training evidence from transition economies. (2013). Popov, Alexander. In: Working Paper Series. RePEc:ecb:ecbwps:20131606.

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2013The Impact of Overconfidence on Capital Structure in Turkey. (2013). Tomak, Serpil . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2013-02-23.

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2013The Development of Stock Markets: In Search of a Theory. (2013). EL-WASSAL, KAMAL A.. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2013-03-6.

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2013Dynamic Conditional Correlation Analysis of Stock Market Contagion: Evidence from the 2007-2010 Financial Crises. (2013). Mighri, Zouheir ; Mansouri, Faysal . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2013-03-8.

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2013Financial Decision of Tunisian Firms in the Context of Market Timing Theory. (2013). GHAZOUANI, Assaad ; Drissi, Ramzi . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2013-04-13.

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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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2013Legal Institutions, Ownership Concentration, and Stock Repurchases Around the World: Signal Mimicking?. (2013). Haw, In-Mu ; Zhang, Xu ; Hu, Bingbing ; Ho, Simon S. M., . In: The International Journal of Accounting. RePEc:eee:accoun:v:48:y:2013:i:4:p:427-458.

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2013The profit versus loss heuristic and firm financing decisions. (2013). Pinnuck, Matt ; Shekhar, Chander . In: Accounting, Organizations and Society. RePEc:eee:aosoci:v:38:y:2013:i:6:p:420-439.

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2013The relationship between Asian equity and commodity futures markets. (2013). Thuraisamy, Kannan ; Sharma, Susan ; Ali Ahmed, Huson ; Ali Ahmed, Huson Joher, . In: Journal of Asian Economics. RePEc:eee:asieco:v:28:y:2013:i:c:p:67-75.

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2013Intraday liquidity patterns in Indian stock market. (2013). KRISHNAN, R. ; Mishra, Vinod . In: Journal of Asian Economics. RePEc:eee:asieco:v:28:y:2013:i:c:p:99-114.

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2013Catering driven substitution in corporate payouts. (2013). Kulchania, Manoj. In: Journal of Corporate Finance. RePEc:eee:corfin:v:21:y:2013:i:c:p:180-195.

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2013Share repurchases, catering, and dividend substitution. (2013). Kim, Kenneth ; Lie, Erik ; Jiang, Zhan ; Yang, Sean . In: Journal of Corporate Finance. RePEc:eee:corfin:v:21:y:2013:i:c:p:36-50.

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2013Do senior citizens prefer dividends? Local clienteles vs. firm characteristics. (2013). Mauck, Nathan ; Krieger, Kevin ; Lee, Bong-Soo . In: Journal of Corporate Finance. RePEc:eee:corfin:v:23:y:2013:i:c:p:150-165.

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2013The international zero-leverage phenomenon. (2013). Bessler, Wolfgang ; Meier, Iwan ; Haller, Rebekka ; DROBETZ, WOLFGANG . In: Journal of Corporate Finance. RePEc:eee:corfin:v:23:y:2013:i:c:p:196-221.

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2013Investment opportunities and share repurchases. (2013). Boudry, Walter I. ; Liu, Crocker H. ; Kallberg, Jarl G.. In: Journal of Corporate Finance. RePEc:eee:corfin:v:23:y:2013:i:c:p:23-38.

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2013Demographics of dividends. (2013). Nicolosi, Gina . In: Journal of Corporate Finance. RePEc:eee:corfin:v:23:y:2013:i:c:p:54-70.

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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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2013Long-run risk and hidden growth persistence. (2013). Pakoš, Michal. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:37:y:2013:i:9:p:1911-1928.

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2013The expected real return to equity. (2013). Warusawitharana, Missaka. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:37:y:2013:i:9:p:1929-1946.

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2013An empirical analysis of the downside risk-return trade-off at daily frequency. (2013). Sévi, Benoît ; Sevi, Benoit . In: Economic Modelling. RePEc:eee:ecmode:v:31:y:2013:i:c:p:189-197.

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2013Testing for Granger causality in distribution tails: An application to oil markets integration. (2013). Tokpavi, Sessi ; Candelon, Bertrand ; Joets, Marc . In: Economic Modelling. RePEc:eee:ecmode:v:31:y:2013:i:c:p:276-285.

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2013Market structure and the cost of capital. (2013). Teulon, Frédéric ; Sova, Anamaria ; AROURI, Mohamed El Hedi ; El Hedi Arouri, Mohamed, ; Rault, Christophe . In: Economic Modelling. RePEc:eee:ecmode:v:31:y:2013:i:c:p:664-671.

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2013Economic growth and financial development in Asian countries: A bootstrap panel Granger causality analysis. (2013). Tu, Chien-Heng ; Hu, Yu-Hau ; Hsueh, Shun-Jen . In: Economic Modelling. RePEc:eee:ecmode:v:32:y:2013:i:c:p:294-301.

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2013Integration of world leaders and emerging powers into the Malaysian stock market: A DCC-MGARCH approach. (2013). Lean, Hooi ; Teng, Kee Tuan . In: Economic Modelling. RePEc:eee:ecmode:v:32:y:2013:i:c:p:333-342.

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2013Eurozone crisis and BRIICKS stock markets: Contagion or market interdependence?. (2013). Bhanumurthy, N R ; Ahmad, Wasim ; Sehgal, Sanjay . In: Economic Modelling. RePEc:eee:ecmode:v:33:y:2013:i:c:p:209-225.

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2013Equity risk premium and time horizon: What do the U.S. secular data say?. (2013). Prat, Georges. In: Economic Modelling. RePEc:eee:ecmode:v:34:y:2013:i:c:p:76-88.

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2013A core–periphery framework in stock markets of the euro zone. (2013). Ramos, Sofia ; Dias, Jose G.. In: Economic Modelling. RePEc:eee:ecmode:v:35:y:2013:i:c:p:320-329.

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2013A novel nonlinear value-at-risk method for modeling risk of option portfolio with multivariate mixture of normal distributions. (2013). Chen, Rongda ; Yu, Lean . In: Economic Modelling. RePEc:eee:ecmode:v:35:y:2013:i:c:p:796-804.

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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). GUESMI, Khaled ; 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). Walle, Yabibal ; Herwartz, Helmut . In: Economic Modelling. RePEc:eee:ecmode:v:37:y:2014:i:c:p:417-427.

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2013Dynamic relationships between industry returns and stock market returns. (2013). Lee, Chien-Chiang ; Chang, Chi-Hung ; Chen, Mei-Ping . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:26:y:2013:i:c:p:119-144.

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2013Using CARRX models to study factors affecting the volatilities of Asian equity markets. (2013). Sin, Chor-yiu . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:26:y:2013:i:c:p:552-564.

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2013Taxation and the cash flow sensitivity of dividends. (2013). Jacob, Marcus . In: Economics Letters. RePEc:eee:ecolet:v:118:y:2013:i:1:p:186-188.

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2013Managerial optimism and post-financing stock performance in Taiwan: A comparison of debt and equity financing. (2013). Yu, Chia-Wen ; Chen, Yu-Fen ; Wang, Chih-Yung . In: Economics Letters. RePEc:eee:ecolet:v:119:y:2013:i:3:p:332-335.

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2013Testing the predictive power of the term structure without data snooping bias. (2013). Kao, Yi-Cheng ; Chen, Shikuan ; Kuan, Chung-Ming . In: Economics Letters. RePEc:eee:ecolet:v:121:y:2013:i:3:p:546-549.

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2014A unified approach to validating univariate and multivariate conditional distribution models in time series. (2014). Hong, Yongmiao ; Chen, Bin . In: Journal of Econometrics. RePEc:eee:econom:v:178:y:2014:i:p1:p:22-44.

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2013International stock market integration: Central and South Eastern Europe compared. (2013). Horvath, Roman ; Petrovski, Dragan . In: Economic Systems. RePEc:eee:ecosys:v:37:y:2013:i:1:p:81-91.

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2013Institutions and economic development: A Granger causality analysis of panel data evidence. (2013). Law, Siong Hook ; Ismail, Normaz Wana ; Lim, Thong Cheen . In: Economic Systems. RePEc:eee:ecosys:v:37:y:2013:i:4:p:610-624.

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2013Credit availability and investment: Lessons from the “great recession”. (2013). Gaiotti, Eugenio. In: European Economic Review. RePEc:eee:eecrev:v:59:y:2013:i:c:p:212-227.

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2013Portfolio selection with skewness: A comparison of methods and a generalized one fund result. (2013). Kerstens, Kristiaan ; Van de Woestyne, Ignace ; Briec, Walter . In: European Journal of Operational Research. RePEc:eee:ejores:v:230:y:2013:i:2:p:412-421.

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2014Seasonality and idiosyncratic risk in mutual fund performance. (2014). Vidal-Garcia, Javier . In: European Journal of Operational Research. RePEc:eee:ejores:v:233:y:2014:i:3:p:613-624.

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201460 Years of portfolio optimization: Practical challenges and current trends. (2014). Kolm, Petter N. ; Fabozzi, Frank J. ; Tutuncu, Reha . In: European Journal of Operational Research. RePEc:eee:ejores:v:234:y:2014:i:2:p:356-371.

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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]		7
2002HOW DO CFOs MAKE CAPITAL BUDGETING AND CAPITAL STRUCTURE DECISIONS? In: Journal of Applied Corporate Finance.
[Full Text][Citation analysis]		15
1991 The World Price of Covariance Risk. In: Journal of Finance.
[Full Text][Citation analysis]		312
1991 S&P 100 Index Option Volatility. In: Journal of Finance.
[Citation analysis]		12
1992 Seasonality and Consumption-Based Asset Pricing. In: Journal of Finance.
[Full Text][Citation analysis]		19
1995 Time-Varying World Market Integration. In: Journal of Finance.
[Full Text][Citation analysis]		295
1999Conditioning Variables and the Cross Section of Stock Returns In: Journal of Finance.
[Full Text][Citation analysis]		107
2000Foreign Speculators and Emerging Equity Markets In: Journal of Finance.
[Full Text][Citation analysis]		463
2000Conditional Skewness in Asset Pricing Tests In: Journal of Finance.
[Full Text][Citation analysis]		286
2007Global Growth Opportunities and Market Integration In: Journal of Finance.
[Full Text][Citation analysis]		60
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]		46
2003Equity market liberalization in emerging markets.(2003) In: Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 46
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]		19
2002What Determines Expected International Asset Returns? In: Annals of Economics and Finance.
[Full Text][Citation analysis]		20
1999Autoregressive Conditional Skewness In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		160
2001Emerging equity markets and economic development In: Journal of Development Economics.
[Full Text][Citation analysis]		114
2002Research in emerging markets finance: looking to the future In: Emerging Markets Review.
[Full Text][Citation analysis]		62
2003Emerging markets finance In: Journal of Empirical Finance.
[Full Text][Citation analysis]		144
1993International asset pricing with alternative distributional specifications In: Journal of Empirical Finance.
[Full Text][Citation analysis]		38
2001The specification of conditional expectations In: Journal of Empirical Finance.
[Full Text][Citation analysis]		61
2005The long-run equity risk premium In: Finance Research Letters.
[Full Text][Citation analysis]		15
2002The impact of the Federal Reserve Banks open market operations In: Journal of Financial Markets.
[Full Text][Citation analysis]		10
2005The economic implications of corporate financial reporting In: Journal of Accounting and Economics.
[Full Text][Citation analysis]		151
2013Earnings quality: Evidence from the field In: Journal of Accounting and Economics.
[Full Text][Citation analysis]		0
1994Sources of risk and expected returns in global equity markets In: Journal of Banking & Finance.
[Full Text][Citation analysis]		75
1997Fundamental determinants of national equity market returns: A perspective on conditional asset pricing In: Journal of Banking & Finance.
[Full Text][Citation analysis]		11
2013Managerial attitudes and corporate actions In: Journal of Financial Economics.
[Full Text][Citation analysis]		4
2013The European Union, the Euro, and equity market integration In: Journal of Financial Economics.
[Full Text][Citation analysis]		0
1988The real term structure and consumption growth In: Journal of Financial Economics.
[Full Text][Citation analysis]		143
1989Time-varying conditional covariances in tests of asset pricing models In: Journal of Financial Economics.
[Full Text][Citation analysis]		196
1990Bayesian inference in asset pricing tests In: Journal of Financial Economics.
[Full Text][Citation analysis]		22
1996Market timing ability and volatility implied in investment newsletters asset allocation recommendations In: Journal of Financial Economics.
[Full Text][Citation analysis]		27
1997Emerging equity market volatility In: Journal of Financial Economics.
[Full Text][Citation analysis]		390
2001The theory and practice of corporate finance: evidence from the field In: Journal of Financial Economics.
[Full Text][Citation analysis]		423
2002Dating the integration of world equity markets In: Journal of Financial Economics.
[Full Text][Citation analysis]		133
2004The effect of capital structure when expected agency costs are extreme In: Journal of Financial Economics.
[Full Text][Citation analysis]		41
2005Does financial liberalization spur growth? In: Journal of Financial Economics.
[Full Text][Citation analysis]		312
2005Payout policy in the 21st century In: Journal of Financial Economics.
[Full Text][Citation analysis]		127
2010The real effects of financial constraints: Evidence from a financial crisis In: Journal of Financial Economics.
[Full Text][Citation analysis]		43
2002The dynamics of emerging market equity flows In: Journal of International Money and Finance.
[Full Text][Citation analysis]		104
2003Are correlations of stock returns justified by subsequent changes in national outputs? In: Journal of International Money and Finance.
[Full Text][Citation analysis]		38
2011Financial Openness and Productivity In: World Development.
[Full Text][Citation analysis]		16
2009Investor Competence, Trading Frequency, and Home Bias In: Management Science.
[Full Text][Citation analysis]		14
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]		0
2007Liquidity and Expected Returns: Lessons from Emerging Markets In: Review of Financial Studies.
[Full Text][Citation analysis]		81
2011Liquidity Management and Corporate Investment During a Financial Crisis In: Review of Financial Studies.
[Full Text][Citation analysis]		14
0000What Segments Equity Markets? In: Review of Financial Studies.
[Full Text][Citation analysis]		0
1991Volatility in the Foreign Currency Futures Market. In: Review of Financial Studies.
[Full Text][Citation analysis]		56
1993The Risk and Predictability of International Equity Returns. In: Review of Financial Studies.
[Full Text][Citation analysis]		259
1995Predictable Risk and Returns in Emerging Markets. In: Review of Financial Studies.
[Full Text][Citation analysis]		313
1995The Risk Exposure of Emerging Equity Markets. In: World Bank Economic Review.
[Citation analysis]		41
2010Portfolio selection with higher moments In: Quantitative Finance.
[Full Text][Citation analysis]		19
2005Market Integration and Contagion In: The Journal of Business.
[Full Text][Citation analysis]		179
1991The Variation of Economic Risk Premiums. In: Journal of Political Economy.
[Full Text][Citation analysis]		354

Papers by Campbell Harvey:

YearTitleCited
2010Managerial Miscalibration.(2010) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites:
2001Does Financial Liberalization Spur Growth?.(2001) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites:
2006Liquidity and Expected Returns: Lessons from Emerging Markets In: CEPR Discussion Papers.
[Full Text][Citation analysis]		25
2005Liquidity and Expected Returns: Lessons From Emerging Markets.(2005) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 25
2010What Segments Equity Markets? In: CEPR Discussion Papers.
[Full Text][Citation analysis]		37
2010What Segments Equity Markets?.(2010) In: National Bank of Poland Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 37
2009What Segments Equity Markets?.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 37
1993International asset pricing with alternative distributional specifications In: CEMA Working Papers.
[Full Text][Citation analysis]		25
2002What Determines Expected International Asset Returns? In: CEMA Working Papers.
[Full Text][Citation analysis]		32
1994What Determines Expected International Asset Returns?.(1994) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 32
2000Are Correlations of Stock Returns Justified by Subsequent Changes in National Outputs? In: Working Papers.
[Full Text][Citation analysis]		6
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
2004The Economic Implications of Corporate Financial Reporting In: NBER Working Papers.
[Full Text][Citation analysis]		10
2004Growth Volatility and Financial Liberalization In: NBER Working Papers.
[Full Text][Citation analysis]		54
2004Global Growth Opportunities and Market Integration In: NBER Working Papers.
[Full Text][Citation analysis]		14
2005The Tactical and Strategic Value of Commodity Futures In: NBER Working Papers.
[Full Text][Citation analysis]		8
2005Investor Competence, Trading Frequency, and Home Bias In: NBER Working Papers.
[Full Text][Citation analysis]		17
2007Managerial Overconfidence and Corporate Policies In: NBER Working Papers.
[Full Text][Citation analysis]		36
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]		41
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]		30
2010The European Union, the Euro, and Equity Market Integration In: NBER Working Papers.
[Full Text][Citation analysis]		9
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: 9
2011Capital Allocation and Delegation of Decision-Making Authority within Firms In: NBER Working Papers.
[Full Text][Citation analysis]		3
2013The Golden Dilemma In: NBER Working Papers.
[Full Text][Citation analysis]		0
2014Political Risk Spreads 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]		10
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]		16
1994The Impact of the Federal Reserve Banks Open Market Operations In: NBER Working Papers.
[Full Text][Citation analysis]		0
1994Time-Varying World Market Integration In: NBER Working Papers.
[Full Text][Citation analysis]		182
1997Market Timing Ability and Volatility Implied in Investment Newletters Asset Allocation Recommendations In: NBER Working Papers.
[Full Text][Citation analysis]		0
1997Emerging Equity Market Volatility In: NBER Working Papers.
[Full Text][Citation analysis]		360
1996Fundamental Determinants of National Equity Market Returns: A Perspective on Conditional Asset Pricing In: NBER Working Papers.
[Full Text][Citation analysis]		18
1997Foreign Speculators and Emerging Equity Markets In: NBER Working Papers.
[Full Text][Citation analysis]		39
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: 39
1998Capital Flows and the Behavior of Emerging Market Equity Returns In: NBER Working Papers.
[Full Text][Citation analysis]		44
1998Dating the Integration of World Equity Markets In: NBER Working Papers.
[Full Text][Citation analysis]		16
1999Economic, Financial, and Fundamental Global Risk In and Out of the EMU In: NBER Working Papers.
[Full Text][Citation analysis]		11
1999Conditioning Variables and the Cross-Section of Stock Returns In: NBER Working Papers.
[Full Text][Citation analysis]		160
1999The Dynamics of Emerging Market Equity Flows In: NBER Working Papers.
[Full Text][Citation analysis]		5
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]		3
2001Expectations of Equity Risk Premia, Volatility and Asymmetry from a Corporate Finance Perspective In: NBER Working Papers.
[Full Text][Citation analysis]		14
2003Market Integration and Contagion In: NBER Working Papers.
[Full Text][Citation analysis]		34
2003Payout Policy in the 21st Century In: NBER Working Papers.
[Full Text][Citation analysis]		64

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]		21
1994An Exploratory Investigation of the Fundamental Determinants of National Equity Market Returns In: NBER Chapters.
[Full Text][Citation analysis]		13