Details about Campbell Harvey
Access statistics for papers by Campbell Harvey.
Last updated 2018-12-09. Update your information in the RePEc Author Service.
Short-id: pha102
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Working Papers
2023
- An Anatomy of Crypto-Enabled Cybercrimes
NBER Working Papers, National Bureau of Economic Research, Inc
2020
- The Persistence of Miscalibration
NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)
2017
- Corporate Culture: Evidence from the Field
NBER Working Papers, National Bureau of Economic Research, Inc View citations (30)
2016
- Rethinking Performance Evaluation
NBER Working Papers, National Bureau of Economic Research, Inc View citations (5)
2014
- ... and the Cross-Section of Expected Returns
NBER Working Papers, National Bureau of Economic Research, Inc View citations (16)
- Political Risk Spreads
NBER Working Papers, National Bureau of Economic Research, Inc View citations (76)
See also Journal Article in Journal of International Business Studies (2014)
2013
- The Golden Dilemma
NBER Working Papers, National Bureau of Economic Research, Inc View citations (47)
2011
- Capital Allocation and Delegation of Decision-Making Authority within Firms
NBER Working Papers, National Bureau of Economic Research, Inc View citations (19)
See also Journal Article in Journal of Financial Economics (2015)
- The European Union, the Euro, and Equity Market Integration
2011 Meeting Papers, Society for Economic Dynamics View citations (4)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2010) View citations (7)
See also Journal Article in Journal of Financial Economics (2013)
2010
- A Corporate Beauty Contest
NBER Working Papers, National Bureau of Economic Research, Inc View citations (5)
- Liquidity Management and Corporate Investment During a Financial Crisis
NBER Working Papers, National Bureau of Economic Research, Inc View citations (78)
See also Journal Article in Review of Financial Studies (2011)
- Managerial Miscalibration
Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics View citations (19)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2010) View citations (23)
- What Segments Equity Markets?
NBP Working Papers, Narodowy Bank Polski View citations (10)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010) View citations (20) NBER Working Papers, National Bureau of Economic Research, Inc (2009) View citations (19)
See also Journal Article in Review of Financial Studies (2011)
2009
- Financial Openness and Productivity
NBER Working Papers, National Bureau of Economic Research, Inc View citations (16)
See also Journal Article in World Development (2011)
- The Real Effects of Financial Constraints: Evidence from a Financial Crisis
NBER Working Papers, National Bureau of Economic Research, Inc View citations (51)
See also Journal Article in Journal of Financial Economics (2010)
2007
- Managerial Overconfidence and Corporate Policies
NBER Working Papers, National Bureau of Economic Research, Inc View citations (103)
2006
- Liquidity and Expected Returns: Lessons from Emerging Markets
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (8)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2005) View citations (12)
See also Journal Article in Review of Financial Studies (2007)
2005
- Investor Competence, Trading Frequency, and Home Bias
NBER Working Papers, National Bureau of Economic Research, Inc View citations (37)
- The Tactical and Strategic Value of Commodity Futures
NBER Working Papers, National Bureau of Economic Research, Inc View citations (12)
2004
- Does Financial Liberalization Spur Growth?
Working Paper Research, National Bank of Belgium View citations (36)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2001) View citations (185)
See also Journal Article in Journal of Financial Economics (2005)
- Dynamic Trading Strategies and Portfolio Choice
NBER Working Papers, National Bureau of Economic Research, Inc View citations (12)
Also in SIFR Research Report Series, Institute for Financial Research (2004) View citations (12)
- Global Growth Opportunities and Market Integration
NBER Working Papers, National Bureau of Economic Research, Inc View citations (6)
See also Journal Article in Journal of Finance (2007)
- Growth Volatility and Financial Liberalization
NBER Working Papers, National Bureau of Economic Research, Inc View citations (61)
- The Economic Implications of Corporate Financial Reporting
NBER Working Papers, National Bureau of Economic Research, Inc View citations (13)
See also Journal Article in Journal of Accounting and Economics (2005)
2003
- Market Integration and Contagion
NBER Working Papers, National Bureau of Economic Research, Inc View citations (80)
See also Journal Article in The Journal of Business (2005)
- Payout Policy in the 21st Century
NBER Working Papers, National Bureau of Economic Research, Inc View citations (114)
See also Journal Article in Journal of Financial Economics (2005)
2002
- What Determines Expected International Asset Returns?
CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics View citations (38)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (1994) View citations (21) Working Papers, HAL (1994) View citations (13) Working Papers, HAL (1994) View citations (13)
See also Journal Article in Annals of Economics and Finance (2002)
2001
- Expectations of Equity Risk Premia, Volatility and Asymmetry from a Corporate Finance Perspective
NBER Working Papers, National Bureau of Economic Research, Inc View citations (42)
- The Effect of Capital Structure When Expected Agency Costs are Extreme
NBER Working Papers, National Bureau of Economic Research, Inc View citations (11)
See also Journal Article in Journal of Financial Economics (2004)
2000
- Are Correlations of Stock Returns Justified by Subsequent Changes in National Outputs?
Working Papers, University of Pennsylvania, Wharton School, Weiss Center View citations (13)
See also Journal Article in Journal of International Money and Finance (2003)
- Emerging Equity Markets and Economic Development
NBER Working Papers, National Bureau of Economic Research, Inc View citations (34)
See also Journal Article in Journal of Development Economics (2001)
1999
- Conditioning Variables and the Cross-Section of Stock Returns
NBER Working Papers, National Bureau of Economic Research, Inc View citations (331)
See also Journal Article in Journal of Finance (1999)
- Economic, Financial, and Fundamental Global Risk In and Out of the EMU
NBER Working Papers, National Bureau of Economic Research, Inc View citations (17)
- The Dynamics of Emerging Market Equity Flows
NBER Working Papers, National Bureau of Economic Research, Inc View citations (13)
See also Journal Article in Journal of International Money and Finance (2002)
1998
- Capital Flows and the Behavior of Emerging Market Equity Returns
NBER Working Papers, National Bureau of Economic Research, Inc View citations (80)
See also Chapter (2000)
- Dating the Integration of World Equity Markets
NBER Working Papers, National Bureau of Economic Research, Inc View citations (25)
See also Journal Article in Journal of Financial Economics (2002)
1997
- Are Common Swings in International Stock Returns Justified by Subsequent Changes in National Outputs ?
Working Papers, HAL View citations (2)
- Foreign Speculators and Emerging Equity Markets
NBER Working Papers, National Bureau of Economic Research, Inc View citations (25)
Also in William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan (1997) View citations (43)
See also Journal Article in Journal of Finance (2000)
1996
- Fundamental Determinants of National Equity Market Returns: A Perspective on Conditional Asset Pricing
NBER Working Papers, National Bureau of Economic Research, Inc View citations (13)
See also Journal Article in Journal of Banking & Finance (1997)
1995
- Emerging Equity Market Volatility
NBER Working Papers, National Bureau of Economic Research, Inc View citations (369)
See also Journal Article in Journal of Financial Economics (1997)
1994
- Conditional Asset Allocation in Emerging Markets
NBER Working Papers, National Bureau of Economic Research, Inc View citations (31)
- Market Timing Ability and Volatility Implied in Investment Newletters' Asset Allocation Recommendations
NBER Working Papers, National Bureau of Economic Research, Inc View citations (5)
See also Journal Article in Journal of Financial Economics (1996)
- Predictable Risk and Returns in Emerging Markets
NBER Working Papers, National Bureau of Economic Research, Inc View citations (20)
See also Journal Article in Review of Financial Studies (1995)
- Sources of Risk and Expected Returns in Global Equity Markets
NBER Working Papers, National Bureau of Economic Research, Inc View citations (157)
See also Journal Article in Journal of Banking & Finance (1994)
- The Impact of the Federal Reserve Bank's Open Market Operations
NBER Working Papers, National Bureau of Economic Research, Inc View citations (3)
See also Journal Article in Journal of Financial Markets (2002)
- Time-Varying World Market Integration
NBER Working Papers, National Bureau of Economic Research, Inc View citations (87)
See also Journal Article in Journal of Finance (1995)
1993
- An Exploratory Investigation of the Fundamental Determinants of National Equity Market Returns
NBER Working Papers, National Bureau of Economic Research, Inc View citations (14)
See also Chapter (1994)
- International asset pricing with alternative distributional specifications
CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics View citations (56)
See also Journal Article in Journal of Empirical Finance (1993)
Journal Articles
2018
- Detecting Repeatable Performance
Review of Financial Studies, 2018, 31, (7), 2499-2552 View citations (18)
- The Theory and Practice of Corporate Risk Management: Evidence from the Field
Financial Management, 2018, 47, (4), 783-832 View citations (13)
2017
- How to Write an Effective Referee Report and Improve the Scientific Review Process
Journal of Economic Perspectives, 2017, 31, (1), 231-44 View citations (11)
- Presidential Address: The Scientific Outlook in Financial Economics
Journal of Finance, 2017, 72, (4), 1399-1440 View citations (148)
- The management of political risk
Journal of International Business Studies, 2017, 48, (4), 523-533 View citations (39)
2016
- Editor's Choice … and the Cross-Section of Expected Returns
Review of Financial Studies, 2016, 29, (1), 5-68 View citations (75)
- Globalization and Asset Returns
Annual Review of Financial Economics, 2016, 8, (1), 221-288 View citations (34)
- Political risk and international valuation
Journal of Corporate Finance, 2016, 37, (C), 1-23 View citations (36)
2015
- Capital allocation and delegation of decision-making authority within firms
Journal of Financial Economics, 2015, 115, (3), 449-470 View citations (93)
See also Working Paper (2011)
2014
- Political risk spreads
Journal of International Business Studies, 2014, 45, (4), 471-493 View citations (76)
See also Working Paper (2014)
2013
- Earnings quality: Evidence from the field
Journal of Accounting and Economics, 2013, 56, (2), 1-33 View citations (172)
- Managerial attitudes and corporate actions
Journal of Financial Economics, 2013, 109, (1), 103-121 View citations (322)
- The European Union, the Euro, and equity market integration
Journal of Financial Economics, 2013, 109, (3), 583-603 View citations (76)
See also Working Paper (2011)
2012
- Report of the Editor of the Journal of Finance for the Year 2011
Journal of Finance, 2012, 67, (4), 1539-1553 View citations (1)
2011
- Access to Liquidity and Corporate Investment in Europe during the Financial Crisis
Review of Finance, 2011, 16, (2), 323-346 View citations (34)
- Financial Openness and Productivity
World Development, 2011, 39, (1), 1-19 View citations (135)
See also Working Paper (2009)
- Liquidity Management and Corporate Investment During a Financial Crisis
Review of Financial Studies, 2011, 24, (6), 1944-1979 View citations (234)
See also Working Paper (2010)
- What Segments Equity Markets?
Review of Financial Studies, 2011, 24, (12), 3841-3890 View citations (201)
See also Working Paper (2010)
2010
- Portfolio selection with higher moments
Quantitative Finance, 2010, 10, (5), 469-485 View citations (139)
- The real effects of financial constraints: Evidence from a financial crisis
Journal of Financial Economics, 2010, 97, (3), 470-487 View citations (856)
See also Working Paper (2009)
2008
- Managerial Response to the May 2003 Dividend Tax Cut
Financial Management, 2008, 37, (4), 611-624 View citations (38)
- 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 View citations (4)
2007
- Global Growth Opportunities and Market Integration
Journal of Finance, 2007, 62, (3), 1081-1137 View citations (173)
See also Working Paper (2004)
- Liquidity and Expected Returns: Lessons from Emerging Markets
Review of Financial Studies, 2007, 20, (6), 1783-1831 View citations (414)
See also Working Paper (2006)
2005
- Does financial liberalization spur growth?
Journal of Financial Economics, 2005, 77, (1), 3-55 View citations (907)
See also Working Paper (2004)
- Market Integration and Contagion
The Journal of Business, 2005, 78, (1), 39-70 View citations (514)
See also Working Paper (2003)
- Payout policy in the 21st century
Journal of Financial Economics, 2005, 77, (3), 483-527 View citations (669)
See also Working Paper (2003)
- The economic implications of corporate financial reporting
Journal of Accounting and Economics, 2005, 40, (1-3), 3-73 View citations (1412)
See also Working Paper (2004)
- The long-run equity risk premium
Finance Research Letters, 2005, 2, (4), 185-194 View citations (38)
2004
- The effect of capital structure when expected agency costs are extreme
Journal of Financial Economics, 2004, 74, (1), 3-30 View citations (156)
See also Working Paper (2001)
2003
- Are correlations of stock returns justified by subsequent changes in national outputs?
Journal of International Money and Finance, 2003, 22, (6), 777-811 View citations (97)
See also Working Paper (2000)
- Emerging markets finance
Journal of Empirical Finance, 2003, 10, (1-2), 3-56 View citations (340)
- Equity Market Liberalization in Emerging Markets
Journal of Financial Research, 2003, 26, (3), 275-299 View citations (120)
Also in Review, 2003, 85, (Jul), 53-74 (2003) View citations (114)
2002
- Dating the integration of world equity markets
Journal of Financial Economics, 2002, 65, (2), 203-247 View citations (252)
See also Working Paper (1998)
- HOW DO CFOs MAKE CAPITAL BUDGETING AND CAPITAL STRUCTURE DECISIONS?
Journal of Applied Corporate Finance, 2002, 15, (1), 8-23 View citations (68)
- Research in emerging markets finance: looking to the future
Emerging Markets Review, 2002, 3, (4), 429-448 View citations (182)
- The dynamics of emerging market equity flows
Journal of International Money and Finance, 2002, 21, (3), 295-350 View citations (189)
See also Working Paper (1999)
- The impact of the Federal Reserve Bank's open market operations
Journal of Financial Markets, 2002, 5, (2), 223-257 View citations (16)
See also Working Paper (1994)
- What Determines Expected International Asset Returns?
Annals of Economics and Finance, 2002, 3, (2), 249-298 View citations (43)
See also Working Paper (2002)
2001
- Emerging equity markets and economic development
Journal of Development Economics, 2001, 66, (2), 465-504 View citations (204)
See also Working Paper (2000)
- The specification of conditional expectations
Journal of Empirical Finance, 2001, 8, (5), 573-637 View citations (149)
- The theory and practice of corporate finance: evidence from the field
Journal of Financial Economics, 2001, 60, (2-3), 187-243 View citations (1567)
2000
- Conditional Skewness in Asset Pricing Tests
Journal of Finance, 2000, 55, (3), 1263-1295 View citations (971)
- Foreign Speculators and Emerging Equity Markets
Journal of Finance, 2000, 55, (2), 565-613 View citations (924)
See also Working Paper (1997)
1999
- Autoregressive Conditional Skewness
Journal of Financial and Quantitative Analysis, 1999, 34, (4), 465-487 View citations (353)
- Conditioning Variables and the Cross Section of Stock Returns
Journal of Finance, 1999, 54, (4), 1325-1360 View citations (336)
See also Working Paper (1999)
1998
- Measurement Error and Nonlinearity in the Earnings-Returns Relation
Review of Quantitative Finance and Accounting, 1998, 11, (3), 219-47 View citations (9)
1997
- Emerging equity market volatility
Journal of Financial Economics, 1997, 43, (1), 29-77 View citations (772)
See also Working Paper (1995)
- Fundamental determinants of national equity market returns: A perspective on conditional asset pricing
Journal of Banking & Finance, 1997, 21, (11-12), 1625-1665 View citations (35)
See also Working Paper (1996)
- The Relation between the Term Structure of Interest Rates and Canadian Economic Growth
Canadian Journal of Economics, 1997, 30, (1), 169-93 View citations (43)
1996
- Market timing ability and volatility implied in investment newsletters' asset allocation recommendations
Journal of Financial Economics, 1996, 42, (3), 397-421 View citations (74)
See also Working Paper (1994)
1995
- Predictable Risk and Returns in Emerging Markets
Review of Financial Studies, 1995, 8, (3), 773-816 View citations (628)
See also Working Paper (1994)
- The Risk Exposure of Emerging Equity Markets
The World Bank Economic Review, 1995, 9, (1), 19-50 View citations (90)
- Time-Varying World Market Integration
Journal of Finance, 1995, 50, (2), 403-44 View citations (1124)
See also Working Paper (1994)
1994
- Sources of risk and expected returns in global equity markets
Journal of Banking & Finance, 1994, 18, (4), 775-803 View citations (157)
See also Working Paper (1994)
1993
- International asset pricing with alternative distributional specifications
Journal of Empirical Finance, 1993, 1, (1), 107-131 View citations (64)
See also Working Paper (1993)
- Strategic Treasury Debt Management in Public Policy
Review of Policy Research, 1993, 12, (3‐4), 76-89
- The Risk and Predictability of International Equity Returns
Review of Financial Studies, 1993, 6, (3), 527-66 View citations (446)
1992
- Dividends and S&P 100 index option valuation
Journal of Futures Markets, 1992, 12, (2), 123-137 View citations (17)
- Seasonality and Consumption-Based Asset Pricing
Journal of Finance, 1992, 47, (2), 511-52 View citations (62)
1991
- S&P 100 Index Option Volatility
Journal of Finance, 1991, 46, (4), 1251-61 View citations (33)
- The Variation of Economic Risk Premiums
Journal of Political Economy, 1991, 99, (2), 385-415 View citations (698)
- The World Price of Covariance Risk
Journal of Finance, 1991, 46, (1), 111-57 View citations (505)
- Volatility in the Foreign Currency Futures Market
Review of Financial Studies, 1991, 4, (3), 543-69 View citations (114)
1990
- Bayesian inference in asset pricing tests
Journal of Financial Economics, 1990, 26, (2), 221-254 View citations (45)
1989
- Time-varying conditional covariances in tests of asset pricing models
Journal of Financial Economics, 1989, 24, (2), 289-317 View citations (359)
1988
- The real term structure and consumption growth
Journal of Financial Economics, 1988, 22, (2), 305-333 View citations (323)
Edited books
2004
- Emerging Markets
Books, Edward Elgar Publishing View citations (35)
Chapters
2015
- The Strategic and Tactical Value of Commodity Futures
Chapter 6 in THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS, 2015, pp 125-178 View citations (1)
2000
- 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 View citations (41)
See also Working Paper (1998)
1994
- An Exploratory Investigation of the Fundamental Determinants of National Equity Market Returns
A chapter in The Internationalization of Equity Markets, 1994, pp 59-147 View citations (19)
See also Working Paper (1993)
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