Why Is Campbell Harvey Influential?
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.
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
1990 2000 2010 2020 0 500 1000 1500 2000 2500 3000 3500 4000 4500 5000 5500 6000 6500 Published Papers The Theory and Practice of Corporate Finance: Evidence from the Field Conditional Skewness in Asset Pricing Tests Time-Varying World Market Integration Foreign Speculators and Emerging Equity Markets The Real Effects of Financial Constraints: Evidence from a Financial Crisis Emerging Equity Market Volatility The Variation of Economic Risk Premiums Predictable Risk and Returns in Emerging Markets . . . And the Cross-Section of Expected Returns The World Price of Covariance Risk The Risk and Predictability of International Equity Returns Managerial Attitudes and Corporate Actions The Theory and Practice of Corporate Finance: Evidence from the Field Time-Varying Conditional Covariances in Tests of Asset Pricing Models The Economic Implications of Corporate Financial Reporting Payout Policy in the 21st Century Liquidity Management and Corporate Investment During a Financial Crisis The Real Term Structure and Consumption Growth Forecasting International Equity Correlations The Strategic and Tactical Value of Commodity Futures Dating the Integration of World Equity Markets Autoregressive Conditional Skewness Emerging Equity Markets and Economic Development Managerial Miscalibration Emerging Markets Finance The Strategic and Tactical Value of Commodity Futures The Effect of Capital Structure When Expected Agency Costs are Extreme Distributional Characteristics of Emerging Market Returns and Asset Allocation Political Risk, Economic Risk and Financial Risk Research in Emerging Markets Finance: Looking to the Future …and the Cross-Section of Expected Returns Market Integration and Contagion What Segments Equity Markets? The Dynamics of Emerging Market Equity Flows Sources of Risk and Expected Returns in Global Equity Markets Forecasts of Economic Growth from the Bond and Stock Markets Growth Volatility and Financial Liberalization Managerial Overconfidence and Corporate Policies Autoregressive conditional skewness The Specification of Conditional Expectations Market volatility prediction and the efficiency of the S & P 100 index option market Financial Openness and Productivity Volatility in the Foreign Currency Futures Market Equity Market Liberalization in Emerging Markets Portfolio Selection with Higher Moments The risk exposure of emerging equity markets Expected Returns and Volatility in 135 Countries Emerging Markets Finance How Do Cfos Make Capital Budgeting and Capital Structure Decisions? Editor's Choice … and the Cross-Section of Expected Returns (213) Country Risk and Global Equity Selection Capital Flows and the Behavior of Emerging Market Equity Returns Portfolio selection with higher moments Fundamental Determinants of National Equity Market Returns: A Perspective on Conditional Asset Pricing Predictable Risk and Returns in Emerging Markets Capital Allocation and Delegation of Decision-Making Authority within Firms The Term Structure and World Economic Growth Are Correlations of Stock Returns Justified by Subsequent Changes in National Outputs? Political risk spreads HOW DO CFOS MAKE CAPITAL BUDGETING AND CAPITAL STRUCTURE DECISIONS ? by The Tactical and Strategic Value of Commodity Futures Market Timing Ability and Volatility Implied in Investment Newsletters' Asset Allocation Recommendations Presidential Address: The Scientific Outlook in Financial Economics The Drivers of Expected Returns in International Markets Corporate Culture: Evidence from the Field The theory and practice of corporate "nance: evidence from the "eld (159) Seasonality and Consumption-Based Asset Pricing Growth volatility and financial liberalization Capital Allocation and Delegation of Decision-Making Authority within Firms S&P 100 Index Option Volatility Time-Varying World Market Integration Expected Returns and Volatility in 135 Countries Presidential Address: The Scientific Outlook in Financial Economics: Scientific Outlook in Finance The effect of capital structure when expected agency costs are extreme Foreign Speculators and Emerging Equity Markets Dating the Integration of World Equity Markets What Determines Expected International Asset Returns? Dividends and S&P 100 index option valuation What Segments Equity Markets? The European Union, the Euro, and Equity Market Integration Sources of Predictability in Portfolio Returns The Asian Bet Liquidity and Expected Returns: Lessons from Emerging Markets Bayesian inference in asset pricing tests Access to Liquidity and Corporate Investment in Europe during the Financial Crisis Market Timing Ability and Volatility Implied in Investment Newsletters' Asset Allocation Recommendations Conditional Asset Allocation in Emerging Markets International Asset Pricing with Alternative Distributional Specifications Emerging Equity Markets in a Globalizing World Research in Emerging Markets Finance: Looking to the Future The Golden Dilemma Time-Varying Conditional Skewness and the Market Risk Premium The Equity Risk Premium in 2008: Evidence from the Global CFO Outlook Survey Value Destruction and Financial Reporting Decisions The Relation between the Term Structure of Interest Rates and Canadian Economic Growth Managerial Response to the May 2003 Dividend Tax Cut Backtesting Inflation and World Equity Selection The European Union, the Euro, and equity market integration. Political Risk and International Valuation Evaluating Trading Strategies Term Structure Forecasts Economic Growth An Exploratory Investigation of the Fundamental Determinants of National Equity Market Returns New Perspectives on Emerging Market Bonds Country Risk Components, the Cost of Capital, and Returns in Emerging Markets Managing Risk Management A Census of the Factor Zoo False (and Missed) Discoveries in Financial Economics The Influence of Political, Economic, and Financial Risk on Expected Fixed-Income Returns The management of political risk Interest rate based forecasts of German economic growth Globalization and Asset Returns Predictability And Time-Varying Risk In World Equity Markets (54) Demographics and International Investment Understanding Emerging Market Bonds (53) Lucky Factors Detecting Repeatable Performance The Misrepresentation of Earnings The behavior of emerging market returns The Economic Implications of Corporate Financial Reporting Dissecting Investment Strategies in the Cross Section and Time Series The Long-Run Equity Risk Premium Global Tactical Asset Allocation The Impact of the Federal Reserve Bank's Open Market Operations International Asset Pricing with Alternative Distributional Specifications Cryptofinance Alice’s Adventures in Factorland: Three Blunders That Plague Factor Investing Bitcoin Myths and Facts Managerial Response to the May 2003 Dividend Tax Cut A Backtesting Protocol in the Era of Machine Learning Corporate Culture: The Interview Evidence The Impact of Volatility Targeting The Golden Dilemma Bayes vs. Resampling: A Rematch (37) The Equity Risk Premium in January 2007: Evidence from the Global Cfo Outlook Survey Economic, Financial and Fundamental Global Risk in and Out of the Emu DeFi and the Future of Finance The Equity Risk Premium amid a Global Financial Crisis Reports of Value’s Death May Be Greatly Exaggerated Understanding Cryptocurrencies* The Equity Risk Premium in 2010 Forecasting Emerging Market Returns Using Neural Networks (33) Payout Policy in the 21th Century: The Data A View Inside Corporate Risk Management The Effect of the May 2003 Dividend Tax Cut on Corporate Dividend Policy: Empirical and Survey Evidence Conditional Skewness in Asset Pricing Tests The International Cost of Capital and Risk Calculator (ICCRC) (30) National Risk in Global Fixed-Income Allocation The Theory and Practice of Corporate Finance: The Data The Cross-Sectional Determinants of Emerging Equity Market Returns Measurement Error and Nonlinearity in the Earnings-Returns Relation Understanding Cryptocurrencies How to Write an Effective Referee Report and Improve the Scientific Review Process Decreasing Returns to Scale, Fund Flows, and Performance Value Destruction and Financial Reporting Decisions The Scientific Outlook in Financial Economics: Transcript of the Presidential Address and Presentation Slides The Theory and Practice of Corporate Risk Management: Evidence from the Field 12 Ways to Calculate the International Cost of Capital (21) Country Risk in Global Financial Management The Financial Crisis of 2008: What Needs to Happen after TARP Multiple Testing in Economics The New York Times Dictionary of Money and Investing: The Essential A-to-Z Guide to the Language of the New Market (20) Evaluating Trading Strategies Asset Pricing: Emerging Markets The Equity Risk Premium in 2012 Are Common Swings in International Stock Returns Justified by Subsequent Changes in National Outputs (18) Man vs. Machine: Comparing Discretionary and Systematic Hedge Fund Performance The Impact of the Federal Reserve Bank's Open Market Operations The Theory and Practice of Corporate Risk Management: Evidence from the Field A Backtesting Protocol in the Era of Machine Learning The Equity Risk Premium in 2013 The Misrepresentation of Earnings The Equity Risk Premium in 2018 How Blockchain Will Change Marketing As We Know It Financial Openness and the Chinese Growth Experience The role of capital markets in economic growth (16) EQUITY RISK PREMIUM FORUM (15) Conquering Misperceptions about Commodity Futures Investing Rebalancing Risk Equity market liberalization in emerging markets Global Risk Exposure to a Trade-Weighted Foreign Currency Index (14) Firm characteristics and investment strategies in Africa: The case of South Africa * (13) Do World Markets Still Serve as a Hedge? An Exploratory Investigation of the Fundamental Determinants of National Equity Market Returns Fundamental Determinants of National Equity Market Returns: A Perspective on Conditional Asset Pricing 2 Instrumental variables estimation of conditional beta pricing models Value Destruction and Financial Reporting Decisions Economic growth and financial liberalization (13) Reflections on Editing the Journal of Finance, 2006-2012 Cross-Sectional Alpha Dispersion and Performance Evaluation Expected Returns and Volatility in 135 Countries Projected returns and variances in countries with and without equity markets. (12) False (and Missed) Discoveries in Financial Economics Rethinking Performance Evaluation Conquering Misperceptions about Commodity Futures Investing A Corporate Beauty Contest The Golden Constant Luck versus Skill in the Cross-Section of Mutual Fund Returns: Reexamining the Evidence A Corporate Beauty Contest An Evaluation of Alternative Multiple Testing Methods for Finance Applications The Risk and Expected Returns of African Equity Investment An Impressionistic View of the 'Real' Price of Gold Around the World Allocation to Emerging Markets in a Globally Diversified Portfolio (9) Conditional Skewness in Asset Pricing Tests 1265 (9) The Impact of Volatility Targeting Earnings Quality: Evidence from the Field Cross-sectional alpha dispersion and performance evaluation The future of investment in emerging markets (8) Editorial: Replication in Financial Economics Emerging Equity Markets in a Globalizing World Economic, financial, and fundamental global risk inside and outside the EMU (8) Stock Selection in Mexico (8) The Persistence of Miscalibration Man vs. Machine: Comparing Discretionary andSystematic Hedge Fund Performance Preparing a Referee Report: Guidelines and Perspectives Lucky factors The Management of Political Risk An Evaluation of Alternative Multiple Testing Methods for Finance Applications* Emerging Equity Markets and Economic Development Reports of Value’s Death May Be Greatly Exaggerated Investor Competence, Trading Frequency, and Home Bias Crowding: Evidence from Fund Managerial Structure Stock Selection in Malaysia (5) A Guide to Earnings Quality The Equity Risk Premium in 2015 Economic and Financial Integration in Europe Economic, Financial, and Fundamental Global Risk In and Out of the EMU Replication in Financial Economics Breaking Bad Trends Unpatented Innovation and Merger Synergies The Equity Risk Premium in 2014 The Best of Strategies for the Worst of Times: Can Portfolios Be Crisis Proofed? How to Write an Effective Referee Report and Improve the Scientific Review Process The Best Strategies for Inflationary Times Do Analyst Experience, Location and Gender Affect the Performance of Broker Recommendations in Europe? Momentum Turning Points The contribution of speculators to effective financial markets (4) The theory and practice of corporate finance : Evidence from the field 1 (4) Bayesian Inference in Asset Pricing Tests Gold, the Golden Constant, and Déjà Vu Access to Liquidity and Corporate Investment in Europe During the Financial Crisis Do European Brokers Add any Value Through Recommendations? Does Scale Impact Skill The Equity Risk Premium in September 2005: Evidence from the Global Cfo Outlook Survey The Equity Risk Premium in 2016 Uncovering the Iceberg from Its Tip: A Model of Publication Bias and p-Hacking Darden conference issue: Capital raising in emerging economies The Best of Strategies for the Worst of Times: Can Portfolios be Crisis Proofed? The Long-Term Cost of the Financial Crisis A Guide to Corporate Risk Management Drawdowns Emerging Equity Market Volatility “Value Destruction and Financial Reporting Decisions”: Author Response Strategic Rebalancing Equity Market Liberalization in Emerging Markets / Commentary (2) The Variation of Economic Risk Premiums The Dynamics of Emerging Market Equity Flows When European Analysts Disagree, Who Should You Pay Attention To? Gold, the Golden Constant, COVID-19, 'Massive Passives' and Déjà Vu Emerging equity markets and economic development q (2) A View Inside Corporate Risk Management A Checklist for Reviewing a Paper First Draft : July 1992 Current Version : August 1 , 1994 Predictable Risk and Returns in Emerging Markets (1) Modeling Analysts’ Recommendations via Bayesian Machine Learning Report of the Editor of the Journal of Finance for the Year 2011 The Persistence of Miscalibration Backtesting THE UNEXPECTED COSTS OF REBALANCING AND HOW TO ADDRESS THEM (1) Strategic Rebalancing The specification of conditional expectations q (1) Quantifying Long-Term Market Impact Time-Varying Conditional Covariances in Tests of Asset Pricing Models Alice’s Adventures in Factorland: Three Blunders That Plague Factor Investing Modeling Analysts’ Recommendations via Bayesian Machine Learning Where Are the World's Best Analysts? The Asian Bet The Golden Constant Managerial Miscalibration: Presentation Slides Up or Out: Resetting Norms for Peer Reviewed Publishing in the Social Sciences Introduction: What We Know—and What We Know We Don’t Know Does the Bond Market Do Better than the Stock Market in Predicting Economic Growth? Parameter Uncertainty in Asset Allocation Performance Characteristics of Commodity Futures Report of the Editor of "The Journal of Finance" for the Year 2007 The Equity Risk Premium in June 2005: Evidence from the Global Cfo Outlook Survey Federal Reserve Bank of St. Louis Review, Annual Index, 2003 (0) Quantifying Long-Term Market Impact Correction Report of the Editor of The Journal of Finance for the Year 2010 Implications for Asset Allocation, Portfolio Management, and Future Research II Report of the Editor of "The Journal of Finance" for the Year 2006 Practical Applications of Evaluating Trading Strategies OP-QJEC130023 1547..1584 (0) EMG Working Paper Series WP-EMG-11-2009 ‘ Financial Openness and Productivity ’ (0) CFA Institute Sources of Predictability in Portfolio Returns Author ( s ) : (0) The Equity Risk Premium in January 2006: Evidence from the Global Cfo Outlook Survey Guest Speaker Term Structure Forecasts Economic Growth (0) Is sector-neutrality in factor investing a mistake? Strategic Treasury Debt Management in Public Policy The Real Term Structure and Consumption Growth Version : April 9 , 2003 Payout policy in the 21 st century (0) Political Risk Spreads Strategic Risk Management: Out-of-Sample Evidence from the COVID-19 Equity Selloff A Protocol for Factor Identification by Kuntara Pukthuanthong and Richard Roll (0) Foreword by the Editors Be Skeptical of Asset Management Research Globalization and Asset Returns Lucky Factors Online Appendix (0) Paper 2018-44 Understanding Cryptocurrencies (0) Current Version : August 28 , 2001 The Dynamics of Emerging Market Equity Flows (0) Hidroaysén Case: Building Dams in Chile’s Patagonia Region SAN MATEO COUNTY TRANSIT DISTRICT 1250 SAN CARLOS AVENUE, SAN CARLOS, CALIFORNIA MINUTES OF LEGISLATIVE COMMITTEE MEETING COMMITTEE OF THE WHOLE (0) Liquidity Management and Corporate Investment During a Financial Crisis Report of the Editor of "The Journal of Finance" for the Year 2009 Practical Applications of Man vs. Machine: Comparing Discretionary and Systematic Hedge Fund Performance Cross-Sectional Alpha Dispersion and Performance Evaluation Online Appendix (0) Drawdowns The Specification of Conditional Expectations Skewness and Leverage (0) Practical Applications of Alice’s Adventures in Factorland: Three Blunders That Plague Factor Investing The Influence of Political, Economic and Financial Risk on Expected Fixed Income Returns The Best Strategies for Inflationary Times Practical Applications of Backtesting 政治リスク,経済リスク,および金融リスク(第1回) (0) Decoding Systematic Relative Investing: A Pairs Approach Report of the Editor of The Journal of Finance for the Year 2008 Two Course Abstracts: Tactical Global Asset Allocation and Stock Selection Emerging Markets Finance (0) Determinants of Cross-Border Mergers and Acquisitions Isil (0) Why Is Systematic Investing Important? “Conquering Misperceptions about Commodity Futures Investing”: Author Response More Papers This paper list is powered by the following services:
Other Resources About Campbell Harvey What Schools Are Affiliated With Campbell Harvey? Campbell Harvey is affiliated with the following schools:
Campbell Harvey's AcademicInfluence.com Rankings
