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Details about Campbell Harvey

E-mail:
Homepage:http://www.duke.edu/~charvey
Phone:9196607768
Postal address:Fuqua School of Business, 100 Fuqua Drive, Durham, NC 27708-0120 USA
Workplace:Finance Area, Fuqua School of Business, Duke University, (more information at EDIRC)
National Bureau of Economic Research (NBER), (more information at EDIRC)

Access statistics for papers by Campbell Harvey.

Last updated 2015-11-25. Update your information in the RePEc Author Service.

Short-id: pha102


Jump to Journal Articles Edited books Chapters

Working Papers

2017

  1. Corporate Culture: Evidence from the Field
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads

2016

  1. Rethinking Performance Evaluation
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)

2014

  1. ... and the Cross-Section of Expected Returns
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (3)
  2. Political Risk Spreads
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (16)
    See also Journal Article in Journal of International Business Studies (2014)

2013

  1. The Golden Dilemma
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (16)

2011

  1. Capital Allocation and Delegation of Decision-Making Authority within Firms
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (9)
    See also Journal Article in Journal of Financial Economics (2015)
  2. The European Union, the Euro, and Equity Market Integration
    2011 Meeting Papers, Society for Economic Dynamics Downloads View citations (1)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2010) Downloads View citations (6)

    See also Journal Article in Journal of Financial Economics (2013)

2010

  1. A Corporate Beauty Contest
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
  2. Liquidity Management and Corporate Investment During a Financial Crisis
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (55)
    See also Journal Article in Review of Financial Studies (2011)
  3. Managerial Miscalibration
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (12)
    Also in Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics (2010) Downloads View citations (13)
  4. What Segments Equity Markets?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (15)
    Also in National Bank of Poland Working Papers, National Bank of Poland, Economic Institute (2010) Downloads View citations (4)
    NBER Working Papers, National Bureau of Economic Research, Inc (2009) Downloads View citations (12)

    See also Journal Article in Review of Financial Studies

2009

  1. Financial Openness and Productivity
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (11)
    See also Journal Article in World Development (2011)
  2. The Real Effects of Financial Constraints: Evidence from a Financial Crisis
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (19)
    See also Journal Article in Journal of Financial Economics (2010)

2007

  1. Managerial Overconfidence and Corporate Policies
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (44)

2006

  1. Liquidity and Expected Returns: Lessons from Emerging Markets
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (2)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2005) Downloads View citations (7)

    See also Journal Article in Review of Financial Studies (2007)

2005

  1. Investor Competence, Trading Frequency, and Home Bias
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (24)
    See also Journal Article in Management Science (2009)
  2. The Tactical and Strategic Value of Commodity Futures
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (11)

2004

  1. Does Financial Liberalization Spur Growth?
    Working Paper Research, National Bank of Belgium Downloads View citations (6)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2001) Downloads View citations (146)

    See also Journal Article in Journal of Financial Economics (2005)
  2. Dynamic Trading Strategies and Portfolio Choice
    SIFR Research Report Series, Institute for Financial Research Downloads View citations (6)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2004) Downloads View citations (7)
  3. Global Growth Opportunities and Market Integration
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (3)
    See also Journal Article in Journal of Finance (2007)
  4. Growth Volatility and Financial Liberalization
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (51)
  5. The Economic Implications of Corporate Financial Reporting
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)
    See also Journal Article in Journal of Accounting and Economics (2005)

2003

  1. Market Integration and Contagion
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (40)
    See also Journal Article in The Journal of Business (2005)
  2. Payout Policy in the 21st Century
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (92)
    See also Journal Article in Journal of Financial Economics (2005)

2002

  1. What Determines Expected International Asset Returns?
    CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics Downloads View citations (25)
    Also in Working Papers, HAL (1994) View citations (5)
    NBER Working Papers, National Bureau of Economic Research, Inc (1994) Downloads View citations (15)
    Working Papers, HAL (1994) View citations (5)

    See also Journal Article in Annals of Economics and Finance (2002)

2001

  1. Expectations of Equity Risk Premia, Volatility and Asymmetry from a Corporate Finance Perspective
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (21)
  2. The Effect of Capital Structure When Expected Agency Costs are Extreme
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (4)
    See also Journal Article in Journal of Financial Economics (2004)

2000

  1. Are Correlations of Stock Returns Justified by Subsequent Changes in National Outputs?
    Working Papers, University of Pennsylvania, Wharton School, Weiss Center Downloads View citations (8)
    See also Journal Article in Journal of International Money and Finance (2003)
  2. Emerging Equity Markets and Economic Development
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (26)
    See also Journal Article in Journal of Development Economics (2001)

1999

  1. Conditioning Variables and the Cross-Section of Stock Returns
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (172)
    See also Journal Article in Journal of Finance (1999)
  2. Economic, Financial, and Fundamental Global Risk In and Out of the EMU
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (14)
  3. The Dynamics of Emerging Market Equity Flows
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (7)
    See also Journal Article in Journal of International Money and Finance (2002)

1998

  1. Capital Flows and the Behavior of Emerging Market Equity Returns
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (57)
    See also Chapter (2000)
  2. Dating the Integration of World Equity Markets
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (19)
    See also Journal Article in Journal of Financial Economics (2002)

1997

  1. Are Common Swings in International Stock Returns Justified by Subsequent Changes in National Outputs ?
    Working Papers, HAL View citations (1)
  2. Foreign Speculators and Emerging Equity Markets
    William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan Downloads View citations (39)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1997) Downloads View citations (20)

    See also Journal Article in Journal of Finance (2000)

1996

  1. Fundamental Determinants of National Equity Market Returns: A Perspective on Conditional Asset Pricing
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (11)
    See also Journal Article in Journal of Banking & Finance (1997)

1995

  1. Emerging Equity Market Volatility
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (371)
    See also Journal Article in Journal of Financial Economics (1997)

1994

  1. Conditional Asset Allocation in Emerging Markets
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (20)
  2. Market Timing Ability and Volatility Implied in Investment Newletters' Asset Allocation Recommendations
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
    See also Journal Article in Journal of Financial Economics (1996)
  3. Predictable Risk and Returns in Emerging Markets
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (13)
    See also Journal Article in Review of Financial Studies (1995)
  4. Sources of Risk and Expected Returns in Global Equity Markets
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (106)
    See also Journal Article in Journal of Banking & Finance (1994)
  5. The Impact of the Federal Reserve Bank's Open Market Operations
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (3)
    See also Journal Article in Journal of Financial Markets (2002)
  6. Time-Varying World Market Integration
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (89)
    See also Journal Article in Journal of Finance (1995)

1993

  1. An Exploratory Investigation of the Fundamental Determinants of National Equity Market Returns
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (14)
    See also Chapter (1994)
  2. International asset pricing with alternative distributional specifications
    CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics Downloads View citations (32)
    See also Journal Article in Journal of Empirical Finance (1993)

Journal Articles

2015

  1. Capital allocation and delegation of decision-making authority within firms
    Journal of Financial Economics, 2015, 115, (3), 449-470 Downloads View citations (6)
    See also Working Paper (2011)

2014

  1. Political risk spreads
    Journal of International Business Studies, 2014, 45, (4), 471-493 Downloads View citations (16)
    See also Working Paper (2014)

2013

  1. Earnings quality: Evidence from the field
    Journal of Accounting and Economics, 2013, 56, (2), 1-33 Downloads View citations (20)
  2. Managerial attitudes and corporate actions
    Journal of Financial Economics, 2013, 109, (1), 103-121 Downloads View citations (53)
  3. The European Union, the Euro, and equity market integration
    Journal of Financial Economics, 2013, 109, (3), 583-603 Downloads View citations (25)
    See also Working Paper (2011)

2012

  1. Report of the Editor of the Journal of Finance for the Year 2011
    Journal of Finance, 2012, 67, (4), 1539-1553 Downloads

2011

  1. Access to Liquidity and Corporate Investment in Europe during the Financial Crisis
    Review of Finance, 2011, 16, (2), 323-346 Downloads View citations (5)
  2. Financial Openness and Productivity
    World Development, 2011, 39, (1), 1-19 Downloads View citations (43)
    See also Working Paper (2009)
  3. Liquidity Management and Corporate Investment During a Financial Crisis
    Review of Financial Studies, 2011, 24, (6), 1944-1979 Downloads View citations (78)
    See also Working Paper (2010)

2010

  1. Portfolio selection with higher moments
    Quantitative Finance, 2010, 10, (5), 469-485 Downloads View citations (42)
  2. The real effects of financial constraints: Evidence from a financial crisis
    Journal of Financial Economics, 2010, 97, (3), 470-487 Downloads View citations (232)
    See also Working Paper (2009)

2009

  1. Investor Competence, Trading Frequency, and Home Bias
    Management Science, 2009, 55, (7), 1094-1106 Downloads View citations (50)
    See also Working Paper (2005)

2008

  1. Managerial Response to the May 2003 Dividend Tax Cut
    Financial Management, 2008, 37, (4), 611-624 Downloads View citations (13)
  2. The Effect of the May 2003 Dividend Tax Cut on Corporate Dividend Policy: Empirical and Survey Evidence
    National Tax Journal, 2008, 61, (3), 381-96 Downloads

2007

  1. Global Growth Opportunities and Market Integration
    Journal of Finance, 2007, 62, (3), 1081-1137 Downloads View citations (99)
    See also Working Paper (2004)
  2. Liquidity and Expected Returns: Lessons from Emerging Markets
    Review of Financial Studies, 2007, 20, (6), 1783-1831 Downloads View citations (201)
    See also Working Paper (2006)

2005

  1. Does financial liberalization spur growth?
    Journal of Financial Economics, 2005, 77, (1), 3-55 Downloads View citations (494)
    See also Working Paper (2004)
  2. Market Integration and Contagion
    The Journal of Business, 2005, 78, (1), 39-70 Downloads View citations (314)
    See also Working Paper (2003)
  3. Payout policy in the 21st century
    Journal of Financial Economics, 2005, 77, (3), 483-527 Downloads View citations (241)
    See also Working Paper (2003)
  4. The economic implications of corporate financial reporting
    Journal of Accounting and Economics, 2005, 40, (1-3), 3-73 Downloads View citations (368)
    See also Working Paper (2004)
  5. The long-run equity risk premium
    Finance Research Letters, 2005, 2, (4), 185-194 Downloads View citations (23)

2004

  1. The effect of capital structure when expected agency costs are extreme
    Journal of Financial Economics, 2004, 74, (1), 3-30 Downloads View citations (74)
    See also Working Paper (2001)

2003

  1. Are correlations of stock returns justified by subsequent changes in national outputs?
    Journal of International Money and Finance, 2003, 22, (6), 777-811 Downloads View citations (56)
    See also Working Paper (2000)
  2. Emerging markets finance
    Journal of Empirical Finance, 2003, 10, (1-2), 3-56 Downloads View citations (206)
  3. Equity Market Liberalization in Emerging Markets
    Journal of Financial Research, 2003, 26, (3), 275-299 Downloads View citations (70)
    Also in Review, 2003, (Jul), 53-74 (2003) Downloads View citations (72)

2002

  1. Dating the integration of world equity markets
    Journal of Financial Economics, 2002, 65, (2), 203-247 Downloads View citations (173)
    See also Working Paper (1998)
  2. HOW DO CFOs MAKE CAPITAL BUDGETING AND CAPITAL STRUCTURE DECISIONS?
    Journal of Applied Corporate Finance, 2002, 15, (1), 8-23 Downloads View citations (35)
  3. Research in emerging markets finance: looking to the future
    Emerging Markets Review, 2002, 3, (4), 429-448 Downloads View citations (104)
  4. The dynamics of emerging market equity flows
    Journal of International Money and Finance, 2002, 21, (3), 295-350 Downloads View citations (137)
    See also Working Paper (1999)
  5. The impact of the Federal Reserve Bank's open market operations
    Journal of Financial Markets, 2002, 5, (2), 223-257 Downloads View citations (11)
    See also Working Paper (1994)
  6. What Determines Expected International Asset Returns?
    Annals of Economics and Finance, 2002, 3, (2), 249-298 Downloads View citations (36)
    See also Working Paper (2002)

2001

  1. Emerging equity markets and economic development
    Journal of Development Economics, 2001, 66, (2), 465-504 Downloads View citations (145)
    See also Working Paper (2000)
  2. The specification of conditional expectations
    Journal of Empirical Finance, 2001, 8, (5), 573-637 Downloads View citations (85)
  3. The theory and practice of corporate finance: evidence from the field
    Journal of Financial Economics, 2001, 60, (2-3), 187-243 Downloads View citations (711)

2000

  1. Conditional Skewness in Asset Pricing Tests
    Journal of Finance, 2000, 55, (3), 1263-1295 Downloads View citations (461)
  2. Foreign Speculators and Emerging Equity Markets
    Journal of Finance, 2000, 55, (2), 565-613 Downloads View citations (642)
    See also Working Paper (1997)

1999

  1. Autoregressive Conditional Skewness
    Journal of Financial and Quantitative Analysis, 1999, 34, (04), 465-487 Downloads View citations (237)
  2. Conditioning Variables and the Cross Section of Stock Returns
    Journal of Finance, 1999, 54, (4), 1325-1360 Downloads View citations (218)
    See also Working Paper (1999)

1998

  1. Measurement Error and Nonlinearity in the Earnings-Returns Relation
    Review of Quantitative Finance and Accounting, 1998, 11, (3), 219-47 Downloads View citations (4)

1997

  1. Emerging equity market volatility
    Journal of Financial Economics, 1997, 43, (1), 29-77 Downloads View citations (535)
    See also Working Paper (1995)
  2. Fundamental determinants of national equity market returns: A perspective on conditional asset pricing
    Journal of Banking & Finance, 1997, 21, (11-12), 1625-1665 Downloads View citations (23)
    See also Working Paper (1996)
  3. The Relation between the Term Structure of Interest Rates and Canadian Economic Growth
    Canadian Journal of Economics, 1997, 30, (1), 169-93 Downloads View citations (27)

1996

  1. Market timing ability and volatility implied in investment newsletters' asset allocation recommendations
    Journal of Financial Economics, 1996, 42, (3), 397-421 Downloads View citations (42)
    See also Working Paper (1994)

1995

  1. Predictable Risk and Returns in Emerging Markets
    Review of Financial Studies, 1995, 8, (3), 773-816 Downloads View citations (428)
    See also Working Paper (1994)
  2. The Risk Exposure of Emerging Equity Markets
    World Bank Economic Review, 1995, 9, (1), 19-50 View citations (63)
  3. Time-Varying World Market Integration
    Journal of Finance, 1995, 50, (2), 403-44 Downloads View citations (630)
    See also Working Paper (1994)

1994

  1. Sources of risk and expected returns in global equity markets
    Journal of Banking & Finance, 1994, 18, (4), 775-803 Downloads View citations (112)
    See also Working Paper (1994)

1993

  1. International asset pricing with alternative distributional specifications
    Journal of Empirical Finance, 1993, 1, (1), 107-131 Downloads View citations (48)
    See also Working Paper (1993)
  2. Strategic Treasury Debt Management in Public Policy
    Review of Policy Research, 1993, 12, (3-4), 76-89 Downloads
  3. The Risk and Predictability of International Equity Returns
    Review of Financial Studies, 1993, 6, (3), 527-66 Downloads View citations (333)

1992

  1. Dividends and S&P 100 index option valuation
    Journal of Futures Markets, 1992, 12, (2), 123-137 Downloads View citations (3)
  2. Seasonality and Consumption-Based Asset Pricing
    Journal of Finance, 1992, 47, (2), 511-52 Downloads View citations (29)

1991

  1. S&P 100 Index Option Volatility
    Journal of Finance, 1991, 46, (4), 1251-61 View citations (13)
  2. The Variation of Economic Risk Premiums
    Journal of Political Economy, 1991, 99, (2), 385-415 Downloads View citations (483)
  3. The World Price of Covariance Risk
    Journal of Finance, 1991, 46, (1), 111-57 Downloads View citations (391)
  4. Volatility in the Foreign Currency Futures Market
    Review of Financial Studies, 1991, 4, (3), 543-69 Downloads View citations (77)

1990

  1. Bayesian inference in asset pricing tests
    Journal of Financial Economics, 1990, 26, (2), 221-254 Downloads View citations (27)

1989

  1. Time-varying conditional covariances in tests of asset pricing models
    Journal of Financial Economics, 1989, 24, (2), 289-317 Downloads View citations (254)

1988

  1. The real term structure and consumption growth
    Journal of Financial Economics, 1988, 22, (2), 305-333 Downloads View citations (194)

Undated

  1. What Segments Equity Markets?
    Review of Financial Studies, 24, (12), 3841-3890 Downloads View citations (14)
    See also Working Paper (2010)

Edited books

2004

  1. Emerging Markets
    Books, Edward Elgar Publishing Downloads View citations (35)

Chapters

2000

  1. Capital Flows and the Behavior of Emerging Market Equity Returns
    A chapter in Capital Flows and the Emerging Economies: Theory, Evidence, and Controversies, 2000, pp 159-194 Downloads View citations (23)
    See also Working Paper (1998)

1994

  1. An Exploratory Investigation of the Fundamental Determinants of National Equity Market Returns
    A chapter in The Internationalization of Equity Markets, 1994, pp 59-147 Downloads View citations (15)
    See also Working Paper (1993)
 
Page updated 2017-04-22