Campbell Harvey | Academic Influence

Campbell Harvey's AcademicInfluence.com Rankings

Campbell Harvey

Economics

#693

World Rank

#836

Historical Rank

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Economics

Campbell Harvey's Degrees

PhD Finance University of Chicago
Masters Finance University of Chicago

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Why Is Campbell Harvey Influential?

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According to Wikipedia, Campbell Russell "Cam" Harvey is a Canadian economist, known for his work on asset allocation with changing risk and risk premiums and the problem of separating luck from skill in investment management. He is currently the J. Paul Sticht Professor of International Business at Duke University's Fuqua School of Business in Durham, North Carolina, as well as a research associate with the National Bureau of Economic Research in Cambridge, Massachusetts. He is also a research associate with the Institute of International Integration Studies at Trinity College Dublin and a visiting researcher at the University of Oxford. He served as the 2016 president of the American Finance Association.

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Campbell Harvey's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

The Theory and Practice of Corporate Finance: Evidence from the Field (1999) (5356)
Conditional Skewness in Asset Pricing Tests (1999) (2530)
Time-Varying World Market Integration (1994) (2333)
Payout Policy in the 21st Century (2003) (2010)
The Real Effects of Financial Constraints: Evidence from a Financial Crisis (2009) (1957)
Foreign Speculators and Emerging Equity Markets (1997) (1950)
Emerging Equity Market Volatility (1995) (1736)
The Variation of Economic Risk Premiums (1990) (1684)
Predictable Risk and Returns in Emerging Markets (1994) (1588)
. . . And the Cross-Section of Expected Returns (2014) (1438)
The World Price of Covariance Risk (1991) (1132)
The Risk and Predictability of International Equity Returns (1993) (1065)
The Strategic and Tactical Value of Commodity Futures (2006) (942)
Managerial Attitudes and Corporate Actions (2012) (938)
Time-Varying Conditional Covariances in Tests of Asset Pricing Models (1989) (861)
Earnings Quality: Evidence from the Field (2013) (820)
Autoregressive Conditional Skewness (1999) (818)
Emerging Markets Finance (2002) (665)
Dating the Integration of World Equity Markets (1998) (630)
Liquidity Management and Corporate Investment During a Financial Crisis (2010) (629)
The Real Term Structure and Consumption Growth (1988) (612)
Forecasting International Equity Correlations (1994) (564)
The Effect of Capital Structure When Expected Agency Costs are Extreme (2001) (546)
Managerial Miscalibration (2010) (513)
Growth Volatility and Financial Liberalization (2004) (502)
What Segments Equity Markets? (2009) (487)
Portfolio selection with higher moments (2004) (486)
Emerging Equity Markets and Economic Development (2000) (475)
Research in Emerging Markets Finance: Looking to the Future (2002) (450)
…and the Cross-Section of Expected Returns (2015) (427)
Political Risk, Economic Risk and Financial Risk (1996) (413)
Distributional Characteristics of Emerging Market Returns and Asset Allocation (1998) (409)
The Dynamics of Emerging Market Equity Flows (1999) (382)
Forecasts of Economic Growth from the Bond and Stock Markets (1989) (370)
Managerial Overconfidence and Corporate Policies (2007) (362)
Sources of Risk and Expected Returns in Global Equity Markets (1994) (354)
Expected Returns and Volatility in 135 Countries (1996) (348)
The Specification of Conditional Expectations (1991) (345)
Market volatility prediction and the efficiency of the S & P 100 index option market (1992) (332)
Financial Openness and Productivity (2009) (322)
Capital Allocation and Delegation of Decision-Making Authority within Firms (2011) (306)
Equity Market Liberalization in Emerging Markets (2002) (292)
Volatility in the Foreign Currency Futures Market (1991) (279)
Market Timing Ability and Volatility Implied in Investment Newsletters' Asset Allocation Recommendations (1994) (249)
The risk exposure of emerging equity markets (1995) (244)
How Do Cfos Make Capital Budgeting and Capital Structure Decisions? (2002) (209)
Country Risk and Global Equity Selection (1995) (208)
Fundamental Determinants of National Equity Market Returns: A Perspective on Conditional Asset Pricing (1996) (204)
Capital Flows and the Behavior of Emerging Market Equity Returns (1998) (199)
Editor's Choice … and the Cross-Section of Expected Returns (2016) (194)
HOW DO CFOS MAKE CAPITAL BUDGETING AND CAPITAL STRUCTURE DECISIONS ? by (2002) (194)
The European Union, the Euro, and Equity Market Integration (2010) (192)
Political risk spreads (2013) (186)
The Term Structure and World Economic Growth (1991) (175)
Are Correlations of Stock Returns Justified by Subsequent Changes in National Outputs? (2002) (175)
The Drivers of Expected Returns in International Markets (2000) (166)
The Tactical and Strategic Value of Commodity Futures (2005) (164)
Presidential Address: The Scientific Outlook in Financial Economics: Scientific Outlook in Finance (2017) (163)
Presidential Address: The Scientific Outlook in Financial Economics (2017) (159)
S&P 100 Index Option Volatility (1991) (148)
Corporate Culture: Evidence from the Field (2015) (145)
The theory and practice of corporate "nance: evidence from the "eld (2001) (144)
Seasonality and Consumption-Based Asset Pricing (1992) (142)
International Asset Pricing with Alternative Distributional Specifications (1992) (130)
The Golden Dilemma (2013) (127)
What Determines Expected International Asset Returns? (1994) (121)
Dividends and S&P 100 index option valuation (1992) (118)
Sources of Predictability in Portfolio Returns (1991) (115)
Emerging Equity Markets in a Globalizing World (2014) (113)
Managerial Response to the May 2003 Dividend Tax Cut (2007) (111)
Access to Liquidity and Corporate Investment in Europe During the Financial Crisis (2011) (110)
The Asian Bet (1999) (109)
Bayesian Inference in Asset Pricing Tests (1990) (107)
Conditional Asset Allocation in Emerging Markets (1994) (97)
Time-Varying Conditional Skewness and the Market Risk Premium (2000) (88)
Evaluating Trading Strategies (2014) (87)
Political Risk and International Valuation (2015) (86)
Backtesting (2015) (84)
Value Destruction and Financial Reporting Decisions (2006) (83)
The Equity Risk Premium in 2018 (2010) (82)
The Relation between the Term Structure of Interest Rates and Canadian Economic Growth (1997) (81)
The Equity Risk Premium in 2008: Evidence from the Global CFO Outlook Survey (2005) (80)
Inflation and World Equity Selection (1995) (79)
False (and Missed) Discoveries in Financial Economics (2020) (75)
Term Structure Forecasts Economic Growth (1993) (72)
Lucky Factors (2021) (72)
The management of political risk (2016) (69)
DeFi and the Future of Finance (2021) (69)
An Exploratory Investigation of the Fundamental Determinants of National Equity Market Returns (1993) (67)
Understanding Cryptocurrencies* (2020) (67)
New Perspectives on Emerging Market Bonds (1999) (65)
A Census of the Factor Zoo (2019) (64)
Country Risk Components, the Cost of Capital, and Returns in Emerging Markets (2004) (64)
A Backtesting Protocol in the Era of Machine Learning (2018) (61)
Managing Risk Management (2011) (60)
Predictability And Time-Varying Risk In World Equity Markets (1995) (58)
Understanding Emerging Market Bonds (2000) (56)
The Influence of Political, Economic, and Financial Risk on Expected Fixed-Income Returns (1996) (54)
Interest rate based forecasts of German economic growth (1991) (54)
Demographics and International Investment (1996) (54)
The Impact of the Federal Reserve Bank's Open Market Operations (1994) (53)
The Misrepresentation of Earnings (2015) (52)
Globalization and Asset Returns (2016) (51)
Global Tactical Asset Allocation (2001) (49)
The behavior of emerging market returns (1998) (49)
Detecting Repeatable Performance (2018) (47)
Dissecting Investment Strategies in the Cross Section and Time Series (2015) (46)
Bitcoin Myths and Facts (2014) (46)
Alice’s Adventures in Factorland: Three Blunders That Plague Factor Investing (2019) (46)
The Long-Run Equity Risk Premium (2005) (45)
The Impact of Volatility Targeting (2018) (45)
Corporate Culture: The Interview Evidence (2016) (43)
Cryptofinance (2016) (43)
The Equity Risk Premium in January 2007: Evidence from the Global Cfo Outlook Survey (2007) (42)
Reports of Value’s Death May Be Greatly Exaggerated (2020) (40)
Bayes vs. Resampling: A Rematch (2008) (36)
The Equity Risk Premium amid a Global Financial Crisis (2009) (36)
A View Inside Corporate Risk Management (2016) (35)
Economic, Financial and Fundamental Global Risk in and Out of the Emu (1999) (34)
Forecasting Emerging Market Returns Using Neural Networks (2000) (33)
The Effect of the May 2003 Dividend Tax Cut on Corporate Dividend Policy: Empirical and Survey Evidence (2008) (32)
Measurement Error and Nonlinearity in the Earnings-Returns Relation (1998) (31)
The International Cost of Capital and Risk Calculator (ICCRC) (2001) (29)
National Risk in Global Fixed-Income Allocation (1994) (29)
How to Write an Effective Referee Report and Improve the Scientific Review Process (2016) (28)
The Scientific Outlook in Financial Economics: Transcript of the Presidential Address and Presentation Slides (2017) (28)
The Cross-Sectional Determinants of Emerging Equity Market Returns (1996) (28)
The Theory and Practice of Corporate Finance: The Data (2003) (27)
Decreasing Returns to Scale, Fund Flows, and Performance (2017) (27)
Cross-Sectional Alpha Dispersion and Performance Evaluation (2019) (24)
Payout Policy in the 21th Century: The Data (2005) (23)
Man vs. Machine: Comparing Discretionary and Systematic Hedge Fund Performance (2017) (22)
12 Ways to Calculate the International Cost of Capital (2005) (22)
The Theory and Practice of Corporate Risk Management: Evidence from the Field (2018) (22)
Asset Pricing: Emerging Markets (2001) (21)
Country Risk in Global Financial Management (1998) (21)
How Blockchain Will Change Marketing As We Know It (2018) (21)
The Financial Crisis of 2008: What Needs to Happen after TARP (2008) (20)
The New York Times Dictionary of Money and Investing: The Essential A-to-Z Guide to the Language of the New Market (2002) (20)
The Theory and Practice of Corporate Risk Management: Evidence from the Field: The Theory and Practice of Corporate Risk Management (2018) (20)
Understanding Cryptocurrencies (2019) (20)
An Evaluation of Alternative Multiple Testing Methods for Finance Applications (2020) (19)
Multiple Testing in Economics (2013) (18)
The role of capital markets in economic growth (1995) (17)
Are Common Swings in International Stock Returns Justified by Subsequent Changes in National Outputs (1997) (16)
Financial Openness and the Chinese Growth Experience (2007) (16)
The Golden Constant (2016) (15)
EQUITY RISK PREMIUM FORUM (2002) (15)
Conquering Misperceptions about Commodity Futures Investing (2016) (14)
Rethinking Performance Evaluation (2016) (14)
Firm characteristics and investment strategies in Africa: The case of South Africa * (1999) (13)
Global Risk Exposure to a Trade-Weighted Foreign Currency Index (1995) (13)
Do World Markets Still Serve as a Hedge? (1995) (13)
The Best Strategies for Inflationary Times (2021) (13)
Economic growth and financial liberalization (2001) (13)
Rebalancing Risk (2014) (12)
Man vs. Machine: Comparing Discretionary andSystematic Hedge Fund Performance (2017) (12)
The Risk and Expected Returns of African Equity Investment (2000) (11)
The Persistence of Miscalibration (2020) (11)
Luck versus Skill in the Cross-Section of Mutual Fund Returns: Reexamining the Evidence (2020) (11)
2 Instrumental variables estimation of conditional beta pricing models (1996) (11)
The Best of Strategies for the Worst of Times: Can Portfolios Be Crisis Proofed? (2019) (11)
Reflections on Editing the Journal of Finance, 2006-2012 (2015) (11)
Expected Returns and Volatility in 135 Countries Projected returns and variances in countries with and without equity markets. (1996) (10)
Editorial: Replication in Financial Economics (2019) (10)
Crowding: Evidence from Fund Managerial Structure (2020) (9)
Conditional Skewness in Asset Pricing Tests 1265 (2000) (9)
Stock Selection in Mexico (1999) (8)
Momentum Turning Points (2019) (8)
The future of investment in emerging markets (1998) (8)
An Impressionistic View of the 'Real' Price of Gold Around the World (2012) (8)
Economic, Financial, and Fundamental Global Risk In and Out of the EMU (1999) (8)
Economic, financial, and fundamental global risk inside and outside the EMU (1999) (8)
Allocation to Emerging Markets in a Globally Diversified Portfolio (2012) (8)
Uncovering the Iceberg from Its Tip: A Model of Publication Bias and p-Hacking (2021) (7)
Gold, the Golden Constant, and Déjà Vu (2020) (6)
Preparing a Referee Report: Guidelines and Perspectives (2016) (6)
Do Analyst Experience, Location and Gender Affect the Performance of Broker Recommendations in Europe? (2011) (5)
Replication in Financial Economics (2019) (5)
Economic and Financial Integration in Europe (2017) (5)
Stock Selection in Malaysia (1998) (5)
The Equity Risk Premium in September 2005: Evidence from the Global Cfo Outlook Survey (2005) (5)
A Guide to Earnings Quality (2013) (5)
The Long-Term Cost of the Financial Crisis (2009) (4)
Darden conference issue: Capital raising in emerging economies (2008) (4)
Drawdowns (2020) (4)
Do European Brokers Add any Value Through Recommendations? (2009) (4)
The contribution of speculators to effective financial markets (1995) (4)
The theory and practice of corporate finance : Evidence from the field 1 (1999) (4)
Modeling Analysts’ Recommendations via Bayesian Machine Learning (2018) (4)
Strategic Rebalancing (2019) (4)
Breaking Bad Trends (2020) (4)
Political risk spreads (2014) (4)
Does Scale Impact Skill (2016) (3)
Emerging equity markets and economic development q (2001) (3)
The Equity Risk Premium in January 2006: Evidence from the Global Cfo Outlook Survey (2005) (2)
“Value Destruction and Financial Reporting Decisions”: Author Response (2007) (2)
A Guide to Corporate Risk Management (2014) (2)
Gold, the Golden Constant, COVID-19, 'Massive Passives' and Déjà Vu (2020) (2)
When European Analysts Disagree, Who Should You Pay Attention To? (2010) (2)
Equity Market Liberalization in Emerging Markets / Commentary (2003) (2)
A Checklist for Reviewing a Paper (2016) (2)
Why Is Systematic Investing Important? (2021) (1)
Where Are the World's Best Analysts? (2013) (1)
Managerial Miscalibration: Presentation Slides (2019) (1)
Practical Applications of Alice’s Adventures in Factorland: Three Blunders That Plague Factor Investing (2019) (1)
Parameter Uncertainty in Asset Allocation (2009) (1)
Performance Characteristics of Commodity Futures (2011) (1)
First Draft : July 1992 Current Version : August 1 , 1994 Predictable Risk and Returns in Emerging Markets (1999) (1)
Does the Bond Market Do Better than the Stock Market in Predicting Economic Growth? (1989) (1)
Conditional Skewness in Asset Pricing: 25 Years of Out-of-Sample Evidence (2022) (1)
THE UNEXPECTED COSTS OF REBALANCING AND HOW TO ADDRESS THEM (2015) (1)
Quantifying Long-Term Market Impact (2021) (1)
Be Skeptical of Asset Management Research (2021) (1)
Report of the Editor of the Journal of Finance for the Year 2011 (2012) (1)
“Conquering Misperceptions about Commodity Futures Investing”: Author Response (2016) (1)
The specification of conditional expectations q (2001) (1)
Introduction: What We Know—and What We Know We Don’t Know (2015) (1)
Luck versus Skill in the Cross‐Section of Mutual Fund Returns: Reexamining the Evidence (2022) (1)
Up or Out: Resetting Norms for Peer Reviewed Publishing in the Social Sciences (2020) (1)
Strategic Risk Management: Out-of-Sample Evidence from the COVID-19 Equity Selloff (2020) (1)
THE MASTERS SERIES Campbell R. Harvey, PhD: Examining Quantitative Investment Strategies (2022) (0)
Paper 2018-44 Understanding Cryptocurrencies (2018) (0)
A Protocol for Factor Identification by Kuntara Pukthuanthong and Richard Roll (2015) (0)
Guest Speaker Term Structure Forecasts Economic Growth (0)
Report of the Editor of "The Journal of Finance" for the Year 2007 (2008) (0)
Practical Applications of Evaluating Trading Strategies (2015) (0)
Correction (2021) (0)
Determinants of Cross-Border Mergers and Acquisitions Isil (2010) (0)
EMG Working Paper Series WP-EMG-11-2009 ‘ Financial Openness and Productivity ’ (2009) (0)
The Term Structure and World Economic Growth: A Retrospective and 30 Years of Out-of-sample Evidence (2022) (0)
Practical Applications of Backtesting (2016) (0)
Current Version : August 28 , 2001 The Dynamics of Emerging Market Equity Flows (2000) (0)
CFA Institute Sources of Predictability in Portfolio Returns Author ( s ) : (2008) (0)
政治リスク,経済リスク,および金融リスク(第1回) (1998) (0)
OP-QJEC130023 1547..1584 (2013) (0)
Hidroaysén Case: Building Dams in Chile’s Patagonia Region (2016) (0)
Report of the Editor of The Journal of Finance for the Year 2008 (2009) (0)
Lucky Factors Online Appendix (2016) (0)
Strategic Treasury Debt Management in Public Policy (1993) (0)
Is sector-neutrality in factor investing a mistake? (2021) (0)
Report of the Editor of "The Journal of Finance" for the Year 2009 (2010) (0)
Skewness and Leverage (0)
Implications for Asset Allocation, Portfolio Management, and Future Research II (2002) (0)
Two Course Abstracts: Tactical Global Asset Allocation and Stock Selection Emerging Markets Finance (2000) (0)
What Do Financial Executives Say about Corporate Culture and Strategy? (2022) (0)
Report of the Editor of The Journal of Finance for the Year 2010 (2011) (0)
Practical Applications of Man vs. Machine: Comparing Discretionary and Systematic Hedge Fund Performance (2018) (0)
Cross-Sectional Alpha Dispersion and Performance Evaluation Online Appendix (2018) (0)
Foreword by the Editors (2003) (0)
The management of political risk (2017) (0)
The Equity Risk Premium in June 2005: Evidence from the Global Cfo Outlook Survey (2005) (0)
Federal Reserve Bank of St. Louis Review, Annual Index, 2003 (2003) (0)
The Pitfalls of Asset Management Research (2022) (0)
Report of the Editor of "The Journal of Finance" for the Year 2006 (2007) (0)
Decoding Systematic Relative Investing: A Pairs Approach (2020) (0)

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