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Campbell Harvey

Personal Details

First Name:Campbell
Middle Name:R.
Last Name:Harvey
Suffix:
RePEc Short-ID:pha102
http://www.duke.edu/~charvey
Fuqua School of Business, 100 Fuqua Drive, Durham, NC 27708-0120 USA
9196607768
Terminal Degree:1986 Booth School of Business; University of Chicago (from RePEc Genealogy)

Affiliation

(50%) Finance Area
Fuqua School of Business
Duke University

Durham, North Carolina (United States)
http://www.fuqua.duke.edu/faculty/areas/finance/finance_area.html
RePEc:edi:fadukus (more details at EDIRC)

(50%) National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (United States)
http://www.nber.org/
RePEc:edi:nberrus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters Books

Working papers

  1. Lin William Cong & Campbell R. Harvey & Daniel Rabetti & Zong-Yu Wu, 2023. "An Anatomy of Crypto-Enabled Cybercrimes," NBER Working Papers 30834, National Bureau of Economic Research, Inc.
  2. Michael Boutros & Itzhak Ben-David & John R. Graham & Campbell R. Harvey & John W. Payne, 2020. "The Persistence of Miscalibration," NBER Working Papers 28010, National Bureau of Economic Research, Inc.
  3. John R. Graham & Campbell R. Harvey & Jillian Popadak & Shivaram Rajgopal, 2017. "Corporate Culture: Evidence from the Field," NBER Working Papers 23255, National Bureau of Economic Research, Inc.
  4. Campbell R. Harvey & Yan Liu, 2016. "Rethinking Performance Evaluation," NBER Working Papers 22134, National Bureau of Economic Research, Inc.
  5. Campbell R. Harvey & Yan Liu & Heqing Zhu, 2014. ". . . and the Cross-Section of Expected Returns," NBER Working Papers 20592, National Bureau of Economic Research, Inc.
  6. Geert Bekaert & Campbell R. Harvey & Christian T. Lundblad & Stephan Siegel, 2014. "Political Risk Spreads," NBER Working Papers 19786, National Bureau of Economic Research, Inc.
  7. Claude B. Erb & Campbell R. Harvey, 2013. "The Golden Dilemma," NBER Working Papers 18706, National Bureau of Economic Research, Inc.
  8. John R. Graham & Campbell R. Harvey & Manju Puri, 2011. "Capital Allocation and Delegation of Decision-Making Authority within Firms," NBER Working Papers 17370, National Bureau of Economic Research, Inc.
  9. Geert Bekaert & Campbell R. Harvey & Christian T. Lundblad & Stephan Siegel, 2010. "The European Union, the Euro, and Equity Market Integration," NBER Working Papers 16583, National Bureau of Economic Research, Inc.
  10. John R. Graham & Campbell R. Harvey & Manju Puri, 2010. "A Corporate Beauty Contest," NBER Working Papers 15906, National Bureau of Economic Research, Inc.
  11. Murillo Campello & Erasmo Giambona & John R. Graham & Campbell R. Harvey, 2010. "Liquidity Management and Corporate Investment During a Financial Crisis," NBER Working Papers 16309, National Bureau of Economic Research, Inc.
  12. Itzhak Ben-David & John R. Graham & Campbell R. Harvey, 2010. "Managerial Miscalibration," NBER Working Papers 16215, National Bureau of Economic Research, Inc.
  13. Geert Bekaert & Campbell R. Harvey & Christian Lundblad, 2009. "Financial Openness and Productivity," NBER Working Papers 14843, National Bureau of Economic Research, Inc.
  14. Geert Bekaert & Campbell R. Harvey & Christian Lundblad & Stephan Siegel, 2009. "What Segments Equity Markets?," NBER Working Papers 14802, National Bureau of Economic Research, Inc.
  15. Murillo Campello & John Graham & Campbell R. Harvey, 2009. "The Real Effects of Financial Constraints: Evidence from a Financial Crisis," NBER Working Papers 15552, National Bureau of Economic Research, Inc.
  16. Itzhak Ben-David & John R. Graham & Campbell R. Harvey, 2007. "Managerial Overconfidence and Corporate Policies," NBER Working Papers 13711, National Bureau of Economic Research, Inc.
  17. Claude B. Erb & Campbell R. Harvey, 2005. "The Tactical and Strategic Value of Commodity Futures," NBER Working Papers 11222, National Bureau of Economic Research, Inc.
  18. Geert Bekaert & Campbell R. Harvey & Christian Lundblad, 2005. "Liquidity and Expected Returns: Lessons From Emerging Markets," NBER Working Papers 11413, National Bureau of Economic Research, Inc.
  19. John R. Graham & Campbell R. Harvey & Hai Huang, 2005. "Investor Competence, Trading Frequency, and Home Bias," NBER Working Papers 11426, National Bureau of Economic Research, Inc.
  20. Geert Bekaert & Campbell R. Harvey & Christian Lundblad & Stephan Siegel, 2004. "Global Growth Opportunities and Market Integration," NBER Working Papers 10990, National Bureau of Economic Research, Inc.
  21. Bansal, Ravi & Dahlquist, Magnus & Harvey, Campbell R., 2004. "Dynamic Trading Strategies and Portfolio Choice," SIFR Research Report Series 31, Institute for Financial Research.
  22. John R. Graham & Campbell R. Harvey & Shiva Rajgopal, 2004. "The Economic Implications of Corporate Financial Reporting," NBER Working Papers 10550, National Bureau of Economic Research, Inc.
  23. Geert Bekaert & Campbell R. Harvey & Christian Lundblad, 2004. "Growth Volatility and Financial Liberalization," NBER Working Papers 10560, National Bureau of Economic Research, Inc.
  24. Geert Bekaert & Campbell R. Harvey, 2003. "Market Integration and Contagion," NBER Working Papers 9510, National Bureau of Economic Research, Inc.
  25. Alon Brav & John R. Graham & Campbell R. Harvey & Roni Michaely, 2003. "Payout Policy in the 21st Century," NBER Working Papers 9657, National Bureau of Economic Research, Inc.
  26. John R. Graham & Campbell R. Harvey, 2001. "Expectations of Equity Risk Premia, Volatility and Asymmetry from a Corporate Finance Perspective," NBER Working Papers 8678, National Bureau of Economic Research, Inc.
  27. Geert Bekaert & Campbell R. Harvey & Christian Lundblad, 2001. "Does Financial Liberalization Spur Growth?," NBER Working Papers 8245, National Bureau of Economic Research, Inc.
  28. Campbell R. Harvey & Karl V. Lins & Andrew H. Roper, 2001. "The Effect of Capital Structure When Expected Agency Costs are Extreme," NBER Working Papers 8452, National Bureau of Economic Research, Inc.
  29. Dumas, Bernard & Harvey, Campbell R. & Ruiz, Pierre, 2000. "Are Correlations of Stock Returns Justified by Subsequent Changes in National Outputs?," Working Papers 00-2, University of Pennsylvania, Wharton School, Weiss Center.
  30. Geert Bekaert & Campbell R. Harvey & Christian Lundblad, 2000. "Emerging Equity Markets and Economic Development," NBER Working Papers 7763, National Bureau of Economic Research, Inc.
  31. Wayne E. Ferson & Campbell R. Harvey, 1999. "Conditioning Variables and the Cross-Section of Stock Returns," NBER Working Papers 7009, National Bureau of Economic Research, Inc.
  32. Wayne E. Ferson & Campbell R. Harvey, 1999. "Economic, Financial, and Fundamental Global Risk In and Out of the EMU," NBER Working Papers 6967, National Bureau of Economic Research, Inc.
  33. Geert Bekaert & Campbell R. Harvey & Robin L. Lumsdaine, 1999. "The Dynamics of Emerging Market Equity Flows," NBER Working Papers 7219, National Bureau of Economic Research, Inc.
  34. Geert Bekaert & Campbell R. Harvey, 1998. "Capital Flows and the Behavior of Emerging Market Equity Returns," NBER Working Papers 6669, National Bureau of Economic Research, Inc.
  35. Geert Bekaert & Campbell R. Harvey & Robin L. Lumsdaine, 1998. "Dating the Integration of World Equity Markets," NBER Working Papers 6724, National Bureau of Economic Research, Inc.
  36. Geert Bekaert & Campbell R. Harvey, 1997. "Foreign Speculators and Emerging Equity Markets," NBER Working Papers 6312, National Bureau of Economic Research, Inc.
  37. Bernard Dumas & Campbell R. Harvey & Pierre Ruiz, 1997. "Are Common Swings in International Stock Returns Justified by Subsequent Changes in National Outputs ?," Working Papers hal-00605596, HAL.
  38. Wayne E. Ferson & Campbell R. Harvey, 1996. "Fundamental Determinants of National Equity Market Returns: A Perspective on Conditional Asset Pricing," NBER Working Papers 5860, National Bureau of Economic Research, Inc.
  39. Geert Bekaert & Campbell R. Harvey, 1995. "Emerging Equity Market Volatility," NBER Working Papers 5307, National Bureau of Economic Research, Inc.
  40. Campbell R. Harvey, 1994. "Conditional Asset Allocation in Emerging Markets," NBER Working Papers 4623, National Bureau of Economic Research, Inc.
  41. Campbell R. Harvey, 1994. "Predictable Risk and Returns in Emerging Markets," NBER Working Papers 4621, National Bureau of Economic Research, Inc.
  42. Geert Bekaert & Campbell R. Harvey, 1994. "Time-Varying World Market Integration," NBER Working Papers 4843, National Bureau of Economic Research, Inc.
  43. Wayne E. Ferson & Campbell R. Harvey, 1994. "Sources of Risk and Expected Returns in Global Equity Markets," NBER Working Papers 4622, National Bureau of Economic Research, Inc.
  44. Campbell R. Harvey & Roger D. Huang, 1994. "The Impact of the Federal Reserve Bank's Open Market Operations," NBER Working Papers 4663, National Bureau of Economic Research, Inc.
  45. Campbell R. Harvey & Bruno Solnik & Guofu Zhou, 1994. "What Determines Expected International Asset Returns?," NBER Working Papers 4660, National Bureau of Economic Research, Inc.
  46. John R. Graham & Campbell R. Harvey, 1994. "Market Timing Ability and Volatility Implied in Investment Newletters' Asset Allocation Recommendations," NBER Working Papers 4890, National Bureau of Economic Research, Inc.
  47. Campbell R. Harvey & Guofu Zhou, 1993. "International asset pricing with alternative distributional specifications," CEMA Working Papers 277, China Economics and Management Academy, Central University of Finance and Economics.
  48. Wayne E. Ferson & Campbell R. Harvey, 1993. "An Exploratory Investigation of the Fundamental Determinants of National Equity Market Returns," NBER Working Papers 4595, National Bureau of Economic Research, Inc.

Articles

  1. Erasmo Giambona & John R. Graham & Campbell R. Harvey & Gordon M. Bodnar, 2018. "The Theory and Practice of Corporate Risk Management: Evidence from the Field," Financial Management, Financial Management Association International, vol. 47(4), pages 783-832, December.
  2. Campbell R Harvey & Yan Liu, 2018. "Detecting Repeatable Performance," The Review of Financial Studies, Society for Financial Studies, vol. 31(7), pages 2499-2552.
  3. Campbell R. Harvey, 2017. "Presidential Address: The Scientific Outlook in Financial Economics," Journal of Finance, American Finance Association, vol. 72(4), pages 1399-1440, August.
  4. Erasmo Giambona & John R Graham & Campbell R Harvey, 2017. "The management of political risk," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 48(4), pages 523-533, May.
  5. Jonathan B. Berk & Campbell R. Harvey & David Hirshleifer, 2017. "How to Write an Effective Referee Report and Improve the Scientific Review Process," Journal of Economic Perspectives, American Economic Association, vol. 31(1), pages 231-244, Winter.
  6. Campbell R. Harvey & Yan Liu & Heqing Zhu, 2016. "Editor's Choice … and the Cross-Section of Expected Returns," The Review of Financial Studies, Society for Financial Studies, vol. 29(1), pages 5-68.
  7. Geert Bekaert & Campbell R. Harvey & Andrea Kiguel & Xiaozheng Wang, 2016. "Globalization and Asset Returns," Annual Review of Financial Economics, Annual Reviews, vol. 8(1), pages 221-288, October.
  8. Bekaert, Geert & Harvey, Campbell R. & Lundblad, Christian T. & Siegel, Stephan, 2016. "Political risk and international valuation," Journal of Corporate Finance, Elsevier, vol. 37(C), pages 1-23.
  9. Graham, John R. & Harvey, Campbell R. & Puri, Manju, 2015. "Capital allocation and delegation of decision-making authority within firms," Journal of Financial Economics, Elsevier, vol. 115(3), pages 449-470.
  10. Geert Bekaert & Campbell R Harvey & Christian T Lundblad & Stephan Siegel, 2014. "Political risk spreads," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 45(4), pages 471-493, May.
  11. Bekaert, Geert & Harvey, Campbell R. & Lundblad, Christian T. & Siegel, Stephan, 2013. "The European Union, the Euro, and equity market integration," Journal of Financial Economics, Elsevier, vol. 109(3), pages 583-603.
  12. Graham, John R. & Harvey, Campbell R. & Puri, Manju, 2013. "Managerial attitudes and corporate actions," Journal of Financial Economics, Elsevier, vol. 109(1), pages 103-121.
  13. Dichev, Ilia D. & Graham, John R. & Harvey, Campbell R. & Rajgopal, Shiva, 2013. "Earnings quality: Evidence from the field," Journal of Accounting and Economics, Elsevier, vol. 56(2), pages 1-33.
  14. Campbell R. Harvey, 2012. "Report of the Editor of the Journal of Finance for the Year 2011," Journal of Finance, American Finance Association, vol. 67(4), pages 1539-1553, August.
  15. Geert Bekaert & Campbell R. Harvey & Christian T. Lundblad & Stephan Siegel, 2011. "What Segments Equity Markets?," The Review of Financial Studies, Society for Financial Studies, vol. 24(12), pages 3841-3890.
  16. Bekaert, Geert & Harvey, Campbell R. & Lundblad, Christian, 2011. "Financial Openness and Productivity," World Development, Elsevier, vol. 39(1), pages 1-19, January.
  17. Murillo Campello & Erasmo Giambona & John R. Graham & Campbell R. Harvey, 2011. "Access to Liquidity and Corporate Investment in Europe during the Financial Crisis," Review of Finance, European Finance Association, vol. 16(2), pages 323-346.
  18. Murillo Campello & Erasmo Giambona & John R. Graham & Campbell R. Harvey, 2011. "Liquidity Management and Corporate Investment During a Financial Crisis," The Review of Financial Studies, Society for Financial Studies, vol. 24(6), pages 1944-1979.
  19. Campbell Harvey & John Liechty & Merrill Liechty & Peter Muller, 2010. "Portfolio selection with higher moments," Quantitative Finance, Taylor & Francis Journals, vol. 10(5), pages 469-485.
  20. Campello, Murillo & Graham, John R. & Harvey, Campbell R., 2010. "The real effects of financial constraints: Evidence from a financial crisis," Journal of Financial Economics, Elsevier, vol. 97(3), pages 470-487, September.
  21. John R. Graham & Campbell R. Harvey & Hai Huang, 2009. "Investor Competence, Trading Frequency, and Home Bias," Management Science, INFORMS, vol. 55(7), pages 1094-1106, July.
  22. Alon Brav & John R. Graham & Campbell R. Harvey & Roni Michaely, 2008. "Managerial Response to the May 2003 Dividend Tax Cut," Financial Management, Financial Management Association International, vol. 37(4), pages 611-624, December.
  23. Brav, Alon & Graham, John R. & Harvey, Campbell R. & Michaely, Roni, 2008. "The Effect of the May 2003 Dividend Tax Cut on Corporate Dividend Policy: Empirical and Survey Evidence," National Tax Journal, National Tax Association;National Tax Journal, vol. 61(3), pages 381-396, September.
  24. Geert Bekaert & Campbell R. Harvey & Christian Lundblad, 2007. "Liquidity and Expected Returns: Lessons from Emerging Markets," The Review of Financial Studies, Society for Financial Studies, vol. 20(6), pages 1783-1831, November.
  25. Geert Bekaert & Campbell R. Harvey & Christian Lundblad & Stephan Siegel, 2007. "Global Growth Opportunities and Market Integration," Journal of Finance, American Finance Association, vol. 62(3), pages 1081-1137, June.
  26. Bekaert, Geert & Harvey, Campbell R. & Lundblad, Christian, 2005. "Does financial liberalization spur growth?," Journal of Financial Economics, Elsevier, vol. 77(1), pages 3-55, July.
  27. Brav, Alon & Graham, John R. & Harvey, Campbell R. & Michaely, Roni, 2005. "Payout policy in the 21st century," Journal of Financial Economics, Elsevier, vol. 77(3), pages 483-527, September.
  28. Graham, John R. & Harvey, Campbell R., 2005. "The long-run equity risk premium," Finance Research Letters, Elsevier, vol. 2(4), pages 185-194, December.
  29. Graham, John R. & Harvey, Campbell R. & Rajgopal, Shiva, 2005. "The economic implications of corporate financial reporting," Journal of Accounting and Economics, Elsevier, vol. 40(1-3), pages 3-73, December.
  30. Geert Bekaert & Campbell R. Harvey & Angela Ng, 2005. "Market Integration and Contagion," The Journal of Business, University of Chicago Press, vol. 78(1), pages 39-70, January.
  31. Harvey, Campbell R. & Lins, Karl V. & Roper, Andrew H., 2004. "The effect of capital structure when expected agency costs are extreme," Journal of Financial Economics, Elsevier, vol. 74(1), pages 3-30, October.
  32. Bekaert, Geert & Harvey, Campbell R., 2003. "Emerging markets finance," Journal of Empirical Finance, Elsevier, vol. 10(1-2), pages 3-56, February.
  33. Dumas, Bernard & Harvey, Campbell R. & Ruiz, Pierre, 2003. "Are correlations of stock returns justified by subsequent changes in national outputs?," Journal of International Money and Finance, Elsevier, vol. 22(6), pages 777-811, November.
  34. Geert Bekaert & Campbell Harvey & Christian T. Lundblad, 2003. "Equity market liberalization in emerging markets," Review, Federal Reserve Bank of St. Louis, vol. 85(Jul), pages 53-74.
  35. Bekaert, Geert & Harvey, Campbell R. & Lumsdaine, Robin L., 2002. "Dating the integration of world equity markets," Journal of Financial Economics, Elsevier, vol. 65(2), pages 203-247, August.
  36. John Graham & Campbell Harvey, 2002. "HOW DO CFOs MAKE CAPITAL BUDGETING AND CAPITAL STRUCTURE DECISIONS?," Journal of Applied Corporate Finance, Morgan Stanley, vol. 15(1), pages 8-23, March.
  37. Bekaert, G. & Harvey, C. R. & Lumsdaine, R. L., 2002. "The dynamics of emerging market equity flows," Journal of International Money and Finance, Elsevier, vol. 21(3), pages 295-350, June.
  38. Harvey, Campbell R. & Huang, Roger D., 2002. "The impact of the Federal Reserve Bank's open market operations," Journal of Financial Markets, Elsevier, vol. 5(2), pages 223-257, April.
  39. Bekaert, Geert & Harvey, Campbell R., 2002. "Research in emerging markets finance: looking to the future," Emerging Markets Review, Elsevier, vol. 3(4), pages 429-448, December.
  40. Campbell R. Harvey & Bruno Solnik & Guofu Zhou, 2002. "What Determines Expected International Asset Returns?," Annals of Economics and Finance, Society for AEF, vol. 3(2), pages 249-298, November.
  41. Harvey, Campbell R., 2001. "The specification of conditional expectations," Journal of Empirical Finance, Elsevier, vol. 8(5), pages 573-637, December.
  42. Bekaert, Geert & Harvey, Campbell R. & Lundblad, Christian, 2001. "Emerging equity markets and economic development," Journal of Development Economics, Elsevier, vol. 66(2), pages 465-504, December.
  43. Graham, John R. & Harvey, Campbell R., 2001. "The theory and practice of corporate finance: evidence from the field," Journal of Financial Economics, Elsevier, vol. 60(2-3), pages 187-243, May.
  44. Campbell R. Harvey & Akhtar Siddique, 2000. "Conditional Skewness in Asset Pricing Tests," Journal of Finance, American Finance Association, vol. 55(3), pages 1263-1295, June.
  45. Geert Bekaert & Campbell R. Harvey, 2000. "Foreign Speculators and Emerging Equity Markets," Journal of Finance, American Finance Association, vol. 55(2), pages 565-613, April.
  46. Harvey, Campbell R. & Siddique, Akhtar, 1999. "Autoregressive Conditional Skewness," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 34(4), pages 465-487, December.
  47. Wayne E. Ferson & Campbell R. Harvey, 1999. "Conditioning Variables and the Cross Section of Stock Returns," Journal of Finance, American Finance Association, vol. 54(4), pages 1325-1360, August.
  48. Beneish, Messod D & Harvey, Campbell R, 1998. "Measurement Error and Nonlinearity in the Earnings-Returns Relation," Review of Quantitative Finance and Accounting, Springer, vol. 11(3), pages 219-247, November.
  49. Campbell R. Harvey, 1997. "The Relation between the Term Structure of Interest Rates and Canadian Economic Growth," Canadian Journal of Economics, Canadian Economics Association, vol. 30(1), pages 169-193, February.
  50. Ferson, Wayne E. & Harvey, Campbell R., 1997. "Fundamental determinants of national equity market returns: A perspective on conditional asset pricing," Journal of Banking & Finance, Elsevier, vol. 21(11-12), pages 1625-1665, December.
  51. Bekaert, Geert & Harvey, Campbell R., 1997. "Emerging equity market volatility," Journal of Financial Economics, Elsevier, vol. 43(1), pages 29-77, January.
  52. Graham, John R. & Harvey, Campbell R., 1996. "Market timing ability and volatility implied in investment newsletters' asset allocation recommendations," Journal of Financial Economics, Elsevier, vol. 42(3), pages 397-421, November.
  53. Harvey, Campbell R, 1995. "The Risk Exposure of Emerging Equity Markets," The World Bank Economic Review, World Bank, vol. 9(1), pages 19-50, January.
  54. Bekaert, Geert & Harvey, Campbell R, 1995. "Time-Varying World Market Integration," Journal of Finance, American Finance Association, vol. 50(2), pages 403-444, June.
  55. Harvey, Campbell R, 1995. "Predictable Risk and Returns in Emerging Markets," The Review of Financial Studies, Society for Financial Studies, vol. 8(3), pages 773-816.
  56. Ferson, Wayne E. & Harvey, Campbell R., 1994. "Sources of risk and expected returns in global equity markets," Journal of Banking & Finance, Elsevier, vol. 18(4), pages 775-803, September.
  57. Harvey, Campbell R. & Zhou, Guofu, 1993. "International asset pricing with alternative distributional specifications," Journal of Empirical Finance, Elsevier, vol. 1(1), pages 107-131, June.
  58. Ferson, Wayne E & Harvey, Campbell R, 1993. "The Risk and Predictability of International Equity Returns," The Review of Financial Studies, Society for Financial Studies, vol. 6(3), pages 527-566.
  59. Campbell R. Harvey, 1993. "Strategic Treasury Debt Management in Public Policy," Review of Policy Research, Policy Studies Organization, vol. 12(3‐4), pages 76-89, September.
  60. Ferson, Wayne E & Harvey, Campbell R, 1992. "Seasonality and Consumption-Based Asset Pricing," Journal of Finance, American Finance Association, vol. 47(2), pages 511-552, June.
  61. Campbell R. Harvey & Robert E. Whaley, 1992. "Dividends and S&P 100 index option valuation," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 12(2), pages 123-137, April.
  62. Harvey, Campbell R & Huang, Roger D, 1991. "Volatility in the Foreign Currency Futures Market," The Review of Financial Studies, Society for Financial Studies, vol. 4(3), pages 543-569.
  63. Harvey, Campbell R & Whaley, Robert E, 1991. "S&P 100 Index Option Volatility," Journal of Finance, American Finance Association, vol. 46(4), pages 1251-1261, September.
  64. Harvey, Campbell R, 1991. "The World Price of Covariance Risk," Journal of Finance, American Finance Association, vol. 46(1), pages 111-157, March.
  65. Ferson, Wayne E & Harvey, Campbell R, 1991. "The Variation of Economic Risk Premiums," Journal of Political Economy, University of Chicago Press, vol. 99(2), pages 385-415, April.
  66. Harvey, Campbell R. & Zhou, Guofu, 1990. "Bayesian inference in asset pricing tests," Journal of Financial Economics, Elsevier, vol. 26(2), pages 221-254, August.
  67. Harvey, Campbell R., 1989. "Time-varying conditional covariances in tests of asset pricing models," Journal of Financial Economics, Elsevier, vol. 24(2), pages 289-317.
  68. Harvey, Campbell R., 1988. "The real term structure and consumption growth," Journal of Financial Economics, Elsevier, vol. 22(2), pages 305-333, December.

Chapters

  1. Claude B. Erb & Campbell R. Harvey, 2015. "The Strategic and Tactical Value of Commodity Futures," World Scientific Book Chapters, in: Anastasios G Malliaris & William T Ziemba (ed.), THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS, chapter 6, pages 125-178, World Scientific Publishing Co. Pte. Ltd..
  2. Geert Bekaert & Campbell R. Harvey, 2000. "Capital Flows and the Behavior of Emerging Market Equity Returns," NBER Chapters, in: Capital Flows and the Emerging Economies: Theory, Evidence, and Controversies, pages 159-194, National Bureau of Economic Research, Inc.
  3. Wayne Ferson & Campbell R. Harvey, 1994. "An Exploratory Investigation of the Fundamental Determinants of National Equity Market Returns," NBER Chapters, in: The Internationalization of Equity Markets, pages 59-147, National Bureau of Economic Research, Inc.

Books

  1. Geert Bekaert & Campbell R. Harvey (ed.), 2004. "Emerging Markets," Books, Edward Elgar Publishing, number 2836.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Works
  3. Number of Distinct Works
  4. Number of Distinct Works, Weighted by Simple Impact Factor
  5. Number of Distinct Works, Weighted by Recursive Impact Factor
  6. Number of Distinct Works, Weighted by Number of Authors
  7. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  8. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  9. Number of Citations
  10. Number of Citations, Discounted by Citation Age
  11. Number of Citations, Weighted by Simple Impact Factor
  12. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  13. Number of Citations, Weighted by Recursive Impact Factor
  14. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  15. Number of Citations, Weighted by Number of Authors
  16. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  17. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  18. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  19. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  20. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  21. h-index
  22. Number of Registered Citing Authors
  23. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  24. Number of Journal Pages
  25. Number of Journal Pages, Weighted by Simple Impact Factor
  26. Number of Journal Pages, Weighted by Recursive Impact Factor
  27. Number of Journal Pages, Weighted by Number of Authors
  28. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  29. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  30. Number of Abstract Views in RePEc Services over the past 12 months
  31. Number of Downloads through RePEc Services over the past 12 months
  32. Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
  33. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
  34. Euclidian citation score
  35. Breadth of citations across fields
  36. Wu-Index

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 33 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-FMK: Financial Markets (9) 1998-09-14 1999-03-01 1999-03-08 2000-07-03 2003-02-24 2005-04-03 2009-03-22 2010-10-30 2014-12-13. Author is listed
  2. NEP-FIN: Finance (8) 1999-09-17 2001-12-26 2004-06-22 2004-09-30 2004-10-21 2004-11-22 2004-12-20 2005-06-27. Author is listed
  3. NEP-IFN: International Finance (8) 1998-08-21 1998-09-14 1999-03-01 1999-09-17 2004-06-22 2004-09-30 2010-10-30 2010-12-11. Author is listed
  4. NEP-CFN: Corporate Finance (5) 1999-03-01 1999-03-01 2003-02-24 2003-04-27 2004-06-13. Author is listed
  5. NEP-RMG: Risk Management (5) 2003-02-24 2005-04-03 2005-06-27 2006-12-09 2014-01-10. Author is listed
  6. NEP-MAC: Macroeconomics (4) 2004-06-22 2005-04-03 2010-09-03 2013-01-26
  7. NEP-BEC: Business Economics (3) 2010-09-03 2011-09-05 2017-03-26
  8. NEP-HIS: Business, Economic and Financial History (3) 2000-07-03 2013-01-26 2014-12-13
  9. NEP-ACC: Accounting and Auditing (2) 2001-09-10 2004-06-13
  10. NEP-BAN: Banking (2) 2009-04-05 2009-12-11
  11. NEP-DEV: Development (2) 2000-07-03 2004-12-20
  12. NEP-ECM: Econometrics (2) 2014-12-13 2016-04-16
  13. NEP-EEC: European Economics (2) 1999-03-01 2010-12-11
  14. NEP-CIS: Confederation of Independent States (1) 2023-02-06
  15. NEP-EFF: Efficiency and Productivity (1) 2009-04-05
  16. NEP-EUR: Microeconomic European Issues (1) 2010-12-11
  17. NEP-EVO: Evolutionary Economics (1) 2020-11-30
  18. NEP-FOR: Forecasting (1) 2016-04-16
  19. NEP-HRM: Human Capital and Human Resource Management (1) 2017-03-26
  20. NEP-MFD: Microfinance (1) 2004-06-22
  21. NEP-MIC: Microeconomics (1) 2001-09-10
  22. NEP-PAY: Payment Systems and Financial Technology (1) 2023-02-06
  23. NEP-POL: Positive Political Economics (1) 2014-01-10
  24. NEP-PPM: Project, Program and Portfolio Management (1) 2011-09-05
  25. NEP-SEA: South East Asia (1) 2009-12-11
  26. NEP-SOC: Social Norms and Social Capital (1) 2017-03-26

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