Campbell Harvey : Citation Profile


Are you Campbell Harvey?

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

40

H index

62

i10 index

8731

Citations

RESEARCH PRODUCTION:

61

Articles

55

Papers

2

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   27 years (1988 - 2015). See details.
   Cites by year: 323
   Journals where Campbell Harvey has often published
   Relations with other researchers
   Recent citing documents: 529.    Total self citations: 61 (0.69 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pha102
   Updated: 2016-02-06    RAS profile: 2015-11-25    
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Relations with other researchers


Works with:

Bekaert, Geert (5)

Lundblad, Christian (5)

Siegel, Stephan (4)

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

Is cited by:

Stulz, René (69)

Guesmi, Khaled (65)

Schmukler, Sergio (62)

Bekaert, Geert (57)

Albuquerque, Rui (56)

lucey, brian (54)

GUESMI, Khaled (54)

Ang, Andrew (51)

Nguyen, Duc Khuong (49)

Teulon, Frédéric (49)

Vaihekoski, Mika (47)

Cites to:

Bekaert, Geert (98)

Levine, Ross (43)

French, Kenneth (36)

Campbell, John (33)

Shleifer, Andrei (31)

Ferson, Wayne (29)

Stulz, René (25)

Fama, Eugene (24)

Lopez-de-Silanes, Florencio (24)

La Porta, Rafael (22)

Lundblad, Christian (21)

Main data


Where Campbell Harvey has published?


Journals with more than one article published# docs
Journal of Financial Economics14
Journal of Finance9
Journal of Empirical Finance2
Journal of Banking & Finance2
Journal of Accounting and Economics2
Review of Financial Studies2

Recent works citing Campbell Harvey (2016 and 2015)


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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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2015Firm Leverage and Unemployment during the Great Recession. (2015). Mueller, Holger M ; Giroud, Xavier . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10539.

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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2015Can Governance Quality Predict Stock Market Returns? New Global Evidence. (2015). Thuraisamy, Kannan ; Narayan, Paresh ; Sharma, Susan S. In: Financial Econometics Series. RePEc:dkn:ecomet:fe_2015_04.

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

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

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

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2015Corporate Risk Reporting: A study of The Impact of Risk Disclosure on Firms Reputation. (2015). Louhichi, Wael ; Zreik, Ousayna . In: Economics Bulletin. RePEc:ebl:ecbull:eb-15-00374.

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2015Debt Maturity, Ownership Concentration, and Firm Efficiency. (2015). Murtinu, Samuele. In: Economics Bulletin. RePEc:ebl:ecbull:eb-15-00486.

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2015Commercial bank failures during the Great Recession: the real (estate) story. (2015). Antoniades, Adonis. In: Working Paper Series. RePEc:ecb:ecbwps:20151779.

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2015Sovereign stress, unconventional monetary policy, and SME access to finance. (2015). Udell, Gregory ; Popov, Alexander ; Ferrando, Annalisa . In: Working Paper Series. RePEc:ecb:ecbwps:20151820.

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2015Financing constraints, employment, and labor compensation: evidence from the subprime mortgage crisis. (2015). Popov, Alexander ; Rocholl, Jorg . In: Working Paper Series. RePEc:ecb:ecbwps:20151821.

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2015Financial constraints and productivity: evidence from euro area companies. (2015). Ferrando, Annalisa ; Ruggieri, Alessandro . In: Working Paper Series. RePEc:ecb:ecbwps:20151823.

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2015The great collapse in value added trade. (2015). Stehrer, Robert ; Nagengast, Arne. In: Working Paper Series. RePEc:ecb:ecbwps:20151833.

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2015The real effects of credit constraints: evidence from discouraged borrowers in the euro area. (2015). Mulier, Klaas ; Ferrando, Annalisa . In: Working Paper Series. RePEc:ecb:ecbwps:20151842.

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2015Capital Controls and the Cost of Debt. (2015). Valenzuela, Patricio ; Schindler, Martin ; Andreasen, Eugenia. In: Working Papers. RePEc:ecl:upafin:15-02.

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2015Earnings Response Coefficient as a Measure of Market Expectations: Evidence from Tunis Stock Exchange. (2015). Abaoub, Ezzeddine ; Mahjoubi, Mohamed Naceur . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2015-02-07.

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2015Determinants of Target Dividend Payout Ratio: A Panel Autoregressive Distributed Lag Analysis. (2015). Demirgune, Kartal . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2015-02-11.

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2015Financial Integration, Financial Dependence and Employment Growth. (2015). Gur, Nurullah. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2015-02-22.

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2015The Effect of Macroeconomic Variables on the Capital Structure Decisions of Indian Firms: A Vector Error Correction Model/Vector Autoregressive Approach. (2015). Khanna, Sakshi ; Medury, Yajulu ; Srivastava, Amit . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2015-04-16.

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2015Accrual-based and real earnings management and political connections. (2015). Weitzel, Utz ; Lodh, Suman ; Nandy, Monomita ; Braam, Geert . In: The International Journal of Accounting. RePEc:eee:accoun:v:50:y:2015:i:2:p:111-141.

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2015Corporate Social Responsibility and Earnings Quality: International Evidence. (2015). Bozzolan, Saverio ; Michelon, Giovanna ; Mallin, Christine A ; Fabrizi, Michele . In: The International Journal of Accounting. RePEc:eee:accoun:v:50:y:2015:i:4:p:361-396.

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2015Managing audits to manage earnings: The impact of diversions on an auditor’s detection of earnings management. (2015). Luippold, Benjamin L. ; Kida, Thomas ; Smith, James F. ; Piercey, David M.. In: Accounting, Organizations and Society. RePEc:eee:aosoci:v:41:y:2015:i:c:p:39-54.

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2015The effects of forecast type and performance-based incentives on the quality of management forecasts. (2015). Chen, Clara Xiaoling ; Zhou, Flora H ; Rennekamp, Kristina M. In: Accounting, Organizations and Society. RePEc:eee:aosoci:v:46:y:2015:i:c:p:8-18.

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2015Regulation and the interdependent roles of managers, auditors, and directors in earnings management and accounting choice. (2015). LIBBY, ROBERT ; Seybert, Nicholas ; Rennekamp, Kristina M. In: Accounting, Organizations and Society. RePEc:eee:aosoci:v:47:y:2015:i:c:p:25-42.

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2015Volatility transmission and volatility impulse response functions among the Greater China stock markets. (2015). Jin, Xiaoye . In: Journal of Asian Economics. RePEc:eee:asieco:v:39:y:2015:i:c:p:43-58.

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2015Majority support of shareholders, monitoring incentive, and dividend policy. (2015). Ikeda, Naoshi ; Mori, Naoya . In: Journal of Corporate Finance. RePEc:eee:corfin:v:30:y:2015:i:c:p:1-10.

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2015Valuing diversity: CEOs career experiences and corporate investment. (2015). Hu, Conghui ; Liu, Yu-Jane . In: Journal of Corporate Finance. RePEc:eee:corfin:v:30:y:2015:i:c:p:11-31.

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2015Innovation efficiency, global diversification, and firm value. (2015). Chou, Julia ; Gao, Wenlian . In: Journal of Corporate Finance. RePEc:eee:corfin:v:30:y:2015:i:c:p:278-298.

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2015Politics, instability, and composition of international investment flows. (2015). Petrova, Maria ; Enikolopov, Ruben ; Durnev, Art ; Santarosa, Veronica . In: Journal of Corporate Finance. RePEc:eee:corfin:v:30:y:2015:i:c:p:299-324.

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2015Firms’ earnings smoothing, corporate social responsibility, and valuation. (2015). Zhang, Joseph H. ; Gao, Lei . In: Journal of Corporate Finance. RePEc:eee:corfin:v:32:y:2015:i:c:p:108-127.

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2015Cross-listings and corporate cash savings: International evidence. (2015). Kusnadi, Yuanto . In: Journal of Corporate Finance. RePEc:eee:corfin:v:32:y:2015:i:c:p:91-107.

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2015Governance and Payout Precommitment. (2015). Knyazeva, Anzhela ; John, Kose . In: Journal of Corporate Finance. RePEc:eee:corfin:v:33:y:2015:i:c:p:101-117.

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2015Family firms, soft information and bank lending in a financial crisis. (2015). Oliviero, Tommaso ; Romano, Livio ; D'Aurizio, Leandro . In: Journal of Corporate Finance. RePEc:eee:corfin:v:33:y:2015:i:c:p:279-292.

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2015Dynamics of bank relationships in entrepreneurial finance. (2015). Takahashi, Hidenori . In: Journal of Corporate Finance. RePEc:eee:corfin:v:34:y:2015:i:c:p:23-31.

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2015Young family firms: Financing decisions and the willingness to dilute control. (2015). Keasey, Kevin ; Pindado, Julio ; Martinez, Beatriz . In: Journal of Corporate Finance. RePEc:eee:corfin:v:34:y:2015:i:c:p:47-63.

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2015Dividend changes and stock price informativeness. (2015). Huang-Meier, Winifred ; de Cesari, Amedeo . In: Journal of Corporate Finance. RePEc:eee:corfin:v:35:y:2015:i:c:p:1-17.

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2015Mind the gap: The age dissimilarity between the chair and the CEO. (2015). Goergen, Marc ; Scholz, Meik ; Limbach, Peter . In: Journal of Corporate Finance. RePEc:eee:corfin:v:35:y:2015:i:c:p:136-158.

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2015CEO risk preferences and dividend policy decisions. (2015). Caliskan, Deren ; Doukas, John A. In: Journal of Corporate Finance. RePEc:eee:corfin:v:35:y:2015:i:c:p:18-42.

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2015The financial crisis and corporate debt maturity: The role of banking structure. (2015). Gonzalez, Victor M. In: Journal of Corporate Finance. RePEc:eee:corfin:v:35:y:2015:i:c:p:310-328.

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2015Do managers manipulate earnings prior to management buyouts?. (2015). Mao, Yaping ; Renneboog, Luc . In: Journal of Corporate Finance. RePEc:eee:corfin:v:35:y:2015:i:c:p:43-61.

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2015Unfolded GARCH models. (2015). Liu, Xiaochun ; Luger, Richard . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:58:y:2015:i:c:p:186-217.

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

Campbell Harvey has edited the books:


YearTitleTypeCited
2000Emerging Markets In: Books.
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24

Works by Campbell Harvey:


YearTitleTypeCited
2008Managerial Response to the May 2003 Dividend Tax Cut In: Financial Management.
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article10
2002HOW DO CFOs MAKE CAPITAL BUDGETING AND CAPITAL STRUCTURE DECISIONS? In: Journal of Applied Corporate Finance.
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article23
1991 The World Price of Covariance Risk. In: Journal of Finance.
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article335
1991 S&P 100 Index Option Volatility. In: Journal of Finance.
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article11
1992 Seasonality and Consumption-Based Asset Pricing. In: Journal of Finance.
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article23
1995 Time-Varying World Market Integration. In: Journal of Finance.
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article530
1994Time-Varying World Market Integration.(1994) In: NBER Working Papers.
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This paper has another version. Agregated cites: 530
paper
1999Conditioning Variables and the Cross Section of Stock Returns In: Journal of Finance.
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article209
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: 209
paper
2000Foreign Speculators and Emerging Equity Markets In: Journal of Finance.
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article601
1997Foreign Speculators and Emerging Equity Markets.(1997) In: NBER Working Papers.
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This paper has another version. Agregated cites: 601
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: 601
paper
2000Conditional Skewness in Asset Pricing Tests In: Journal of Finance.
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article386
2007Global Growth Opportunities and Market Integration In: Journal of Finance.
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article84
2004Global Growth Opportunities and Market Integration.(2004) In: NBER Working Papers.
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This paper has another version. Agregated cites: 84
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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article63
2003Equity market liberalization in emerging markets.(2003) In: Review.
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This paper has another version. Agregated cites: 63
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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article23
2006Liquidity and Expected Returns: Lessons from Emerging Markets In: CEPR Discussion Papers.
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paper161
2005Liquidity and Expected Returns: Lessons From Emerging Markets.(2005) In: NBER Working Papers.
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This paper has another version. Agregated cites: 161
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: 161
article
2010What Segments Equity Markets? In: CEPR Discussion Papers.
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paper40
2010What Segments Equity Markets?.(2010) In: National Bank of Poland Working Papers.
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This paper has another version. Agregated cites: 40
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2009What Segments Equity Markets?.(2009) In: NBER Working Papers.
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This paper has another version. Agregated cites: 40
paper
What Segments Equity Markets?.() In: Review of Financial Studies.
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This paper has another version. Agregated cites: 40
article
2002What Determines Expected International Asset Returns? In: Annals of Economics and Finance.
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article35
2002What Determines Expected International Asset Returns?.(2002) In: CEMA Working Papers.
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This paper has another version. Agregated cites: 35
paper
1994What determines expected international asset returns ?.(1994) In: Working Papers.
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This paper has another version. Agregated cites: 35
paper
1994What determines expected international asset returns ?.(1994) In: Working Papers.
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This paper has another version. Agregated cites: 35
paper
1994What Determines Expected International Asset Returns?.(1994) In: NBER Working Papers.
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This paper has another version. Agregated cites: 35
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1993International asset pricing with alternative distributional specifications In: CEMA Working Papers.
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paper49
1993International asset pricing with alternative distributional specifications.(1993) In: Journal of Empirical Finance.
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This paper has another version. Agregated cites: 49
article
1999Autoregressive Conditional Skewness In: Journal of Financial and Quantitative Analysis.
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article205
2010Managerial Miscalibration In: Working Paper Series.
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paper24
2010Managerial Miscalibration.(2010) In: NBER Working Papers.
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This paper has another version. Agregated cites: 24
paper
2013Managerial Miscalibration.(2013) In: The Quarterly Journal of Economics.
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This paper has another version. Agregated cites: 24
2000Are Correlations of Stock Returns Justified by Subsequent Changes in National Outputs? In: Working Papers.
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paper58
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: 58
article
2001Emerging equity markets and economic development In: Journal of Development Economics.
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article147
2000Emerging Equity Markets and Economic Development.(2000) In: NBER Working Papers.
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This paper has another version. Agregated cites: 147
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2002Research in emerging markets finance: looking to the future In: Emerging Markets Review.
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article84
2003Emerging markets finance In: Journal of Empirical Finance.
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article185
2001The specification of conditional expectations In: Journal of Empirical Finance.
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article75
2005The long-run equity risk premium In: Finance Research Letters.
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article20
2002The impact of the Federal Reserve Banks open market operations In: Journal of Financial Markets.
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article12
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: 12
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2005The economic implications of corporate financial reporting In: Journal of Accounting and Economics.
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article269
2004The Economic Implications of Corporate Financial Reporting.(2004) In: NBER Working Papers.
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This paper has another version. Agregated cites: 269
paper
2013Earnings quality: Evidence from the field In: Journal of Accounting and Economics.
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article7
1994Sources of risk and expected returns in global equity markets In: Journal of Banking & Finance.
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article90
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: 90
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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
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2013Managerial attitudes and corporate actions In: Journal of Financial Economics.
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article27
2013The European Union, the Euro, and equity market integration In: Journal of Financial Economics.
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article24
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: 24
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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: 24
paper
2015Capital allocation and delegation of decision-making authority within firms In: Journal of Financial Economics.
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article11
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: 11
paper
1988The real term structure and consumption growth In: Journal of Financial Economics.
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article160
1989Time-varying conditional covariances in tests of asset pricing models In: Journal of Financial Economics.
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article227
1990Bayesian inference in asset pricing tests In: Journal of Financial Economics.
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article24
1996Market timing ability and volatility implied in investment newsletters asset allocation recommendations In: Journal of Financial Economics.
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article36
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: 36
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1997Emerging equity market volatility In: Journal of Financial Economics.
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article462
1995Emerging Equity Market Volatility.(1995) In: NBER Working Papers.
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This paper has another version. Agregated cites: 462
paper
2001The theory and practice of corporate finance: evidence from the field In: Journal of Financial Economics.
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article564
2002Dating the integration of world equity markets In: Journal of Financial Economics.
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article161
1998Dating the Integration of World Equity Markets.(1998) In: NBER Working Papers.
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This paper has another version. Agregated cites: 161
paper
2004The effect of capital structure when expected agency costs are extreme In: Journal of Financial Economics.
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article62
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: 62
paper
2005Does financial liberalization spur growth? In: Journal of Financial Economics.
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article542
2004Does Financial Liberalization Spur Growth?.(2004) In: Working Paper Research.
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This paper has another version. Agregated cites: 542
paper
2001Does Financial Liberalization Spur Growth?.(2001) In: NBER Working Papers.
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This paper has another version. Agregated cites: 542
paper
2005Payout policy in the 21st century In: Journal of Financial Economics.
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article251
2003Payout Policy in the 21st Century.(2003) In: NBER Working Papers.
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This paper has another version. Agregated cites: 251
paper
2010The real effects of financial constraints: Evidence from a financial crisis In: Journal of Financial Economics.
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article175
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: 175
paper
2002The dynamics of emerging market equity flows In: Journal of International Money and Finance.
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article127
1999The Dynamics of Emerging Market Equity Flows.(1999) In: NBER Working Papers.
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This paper has another version. Agregated cites: 127
paper
2011Financial Openness and Productivity In: World Development.
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article45
2009Financial Openness and Productivity.(2009) In: NBER Working Papers.
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This paper has another version. Agregated cites: 45
paper
1997Are Common Swings in International Stock Returns Justified by Subsequent Changes in National Outputs ? In: Working Papers.
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paper0
2004Dynamic Trading Strategies and Portfolio Choice In: SIFR Research Report Series.
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paper5
2004Dynamic Trading Strategies and Portfolio Choice.(2004) In: NBER Working Papers.
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This paper has another version. Agregated cites: 5
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2009Investor Competence, Trading Frequency, and Home Bias In: Management Science.
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article57
2005Investor Competence, Trading Frequency, and Home Bias.(2005) In: NBER Working Papers.
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This paper has another version. Agregated cites: 57
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1998 Measurement 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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chapter65
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: 65
paper
1994An Exploratory Investigation of the Fundamental Determinants of National Equity Market Returns In: NBER Chapters.
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chapter17
1993An Exploratory Investigation of the Fundamental Determinants of National Equity Market Returns.(1993) In: NBER Working Papers.
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This paper has another version. Agregated cites: 17
paper
2004Growth Volatility and Financial Liberalization In: NBER Working Papers.
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paper169
2006Growth volatility and financial liberalization.(2006) In: Journal of International Money and Finance.
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This paper has another version. Agregated cites: 169
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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paper41
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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paper74
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: 74
article
2013The Golden Dilemma In: NBER Working Papers.
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paper13
2014Political Risk Spreads In: NBER Working Papers.
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paper3
2014Political risk spreads.(2014) In: Journal of International Business Studies.
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This paper has another version. Agregated cites: 3
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2014. . . and the Cross-Section of Expected Returns In: NBER Working Papers.
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paper2
1994Predictable Risk and Returns in Emerging Markets In: NBER Working Papers.
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paper375
1995Predictable Risk and Returns in Emerging Markets..(1995) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 375
article
1994Conditional Asset Allocation in Emerging Markets In: NBER Working Papers.
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paper15
1999Economic, Financial, and Fundamental Global Risk In and Out of the EMU In: NBER Working Papers.
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paper13
2001Expectations of Equity Risk Premia, Volatility and Asymmetry from a Corporate Finance Perspective In: NBER Working Papers.
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paper19
2003Market Integration and Contagion In: NBER Working Papers.
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paper294
2005Market Integration and Contagion.(2005) In: The Journal of Business.
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This paper has another version. Agregated cites: 294
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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article1
1991Volatility in the Foreign Currency Futures Market. In: Review of Financial Studies.
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article61
1993The Risk and Predictability of International Equity Returns. In: Review of Financial Studies.
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article288
1995The Risk Exposure of Emerging Equity Markets. In: World Bank Economic Review.
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article48
2010Portfolio selection with higher moments In: Quantitative Finance.
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article31
1991The Variation of Economic Risk Premiums. In: Journal of Political Economy.
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article415
1992Dividends and S&P 100 index option valuation In: Journal of Futures Markets.
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article2

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