Campbell R. Harvey - Publications

Affiliations: 
Business Administration Duke University, Durham, NC 
Area:
Finance, Statistics

112 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2020 Harvey CR, Liu Y, Saretto A. An Evaluation of Alternative Multiple Testing Methods for Finance Applications The Review of Asset Pricing Studies. 10: 199-248. DOI: 10.1093/Rapstu/Raaa003  0.302
2019 Harvey CR, Hoyle E, Rattray S, Sargaison M, Taylor D, Hemert OV. The Best of Strategies for the Worst of Times: Can Portfolios be Crisis Proofed? The Journal of Portfolio Management. 45: 7-28. DOI: 10.3905/Jpm.2019.45.5.007  0.459
2019 Arnott RD, Harvey CR, Kalesnik V, Linnainmaa JT. Alice’s Adventures in Factorland: Three Blunders That Plague Factor Investing The Journal of Portfolio Management. 45: 18-36. DOI: 10.3905/Jpm.2019.45.4.018  0.428
2019 Bodnar GM, Giambona E, Graham JR, Harvey CR. A View Inside Corporate Risk Management Management Science. 65: 5001-5026. DOI: 10.1287/Mnsc.2018.3081  0.374
2019 Harvey CR, Liu Y. Cross-Sectional Alpha Dispersion and Performance Evaluation Journal of Financial Economics. 134: 273-296. DOI: 10.1016/J.Jfineco.2019.04.005  0.337
2018 Harvey CR, Hoyle E, Korgaonkar R, Rattray S, Sargaison M, Hemert OV. The Impact of Volatility Targeting The Journal of Portfolio Management. 45: 14-33. DOI: 10.2139/Ssrn.3175538  0.418
2018 Giambona E, Graham JR, Harvey CR, Bodnar GM. The Theory and Practice of Corporate Risk Management: Evidence from the Field Financial Management. 47: 783-832. DOI: 10.2139/Ssrn.3143797  0.42
2017 Bekaert G, Harvey CR, Lundblad CT, Siegel S. Economic and Financial Integration in Europe Cesifo Dice Report. 15: 36-42. DOI: 10.2139/Ssrn.2953006  0.495
2017 Harvey CR. Presidential Address: The Scientific Outlook in Financial Economics Journal of Finance. 72: 1399-1440. DOI: 10.2139/Ssrn.2893930  0.391
2017 Harvey CR, Rattray S, Sinclair AC, Hemert OV. Man vs. Machine: Comparing Discretionary and Systematic Hedge Fund Performance The Journal of Portfolio Management. 43: 55-69. DOI: 10.2139/Ssrn.2880641  0.408
2017 Graham JR, Harvey CR, Popadak JA, Rajgopal S. Corporate Culture: Evidence from the Field National Bureau of Economic Research. DOI: 10.2139/Ssrn.2805602  0.322
2017 Erb CB, Harvey CR. The Golden Constant The Journal of Investing. 26: 94-100. DOI: 10.2139/Ssrn.2639284  0.476
2017 Graham JR, Harvey CR, Puri M. A Corporate Beauty Contest Management Science. 63: 3044-3056. DOI: 10.1287/Mnsc.2016.2484  0.391
2017 Berk JB, Harvey CR, Hirshleifer D. How to Write an Effective Referee Report and Improve the Scientific Review Process Journal of Economic Perspectives. 31: 231-244. DOI: 10.1257/Jep.31.1.231  0.333
2017 Harvey CR. Presidential Address: The Scientific Outlook in Financial Economics: Scientific Outlook in Finance Journal of Finance. 72: 1399-1440. DOI: 10.1111/Jofi.12530  0.417
2017 Giambona E, Graham JR, Harvey CR. The Management of Political Risk Journal of International Business Studies. 48: 523-533. DOI: 10.1057/S41267-016-0058-4  0.387
2016 Bekaert G, Harvey CR, Lundblad CT, Siegel S. Political risk and international valuation Journal of Corporate Finance. 37: 1-23. DOI: 10.2139/Ssrn.2659257  0.345
2016 Erb CB, Harvey CR. Conquering Misperceptions about Commodity Futures Investing Financial Analysts Journal. 72: 26-35. DOI: 10.2139/Ssrn.2645444  0.557
2016 Dichev ID, Graham JR, Harvey CR, Rajgopal S. The Misrepresentation of Earnings Financial Analysts Journal. 72: 22-35. DOI: 10.2139/Ssrn.2376408  0.396
2016 Bekaert G, Harvey CR, Kiguel A, Wang XS. Globalization and Asset Returns Review of Financial Economics. 8: 221-288. DOI: 10.1146/Annurev-Financial-121415-032905  0.504
2015 Graham JR, Harvey CR, Puri M. A Corporate Beauty Contest National Bureau of Economic Research. DOI: 10.2139/Ssrn.1571469  0.368
2015 Graham JR, Harvey CR, Puri M. Capital allocation and delegation of decision-making authority within firms Journal of Financial Economics. 115: 449-470. DOI: 10.1016/J.Jfineco.2014.10.011  0.402
2014 Harvey CR, Yan L. Evaluating trading strategies Journal of Portfolio Management. 40: 108-118. DOI: 10.2139/Ssrn.2474755  0.335
2014 Bekaert G, Harvey CR, Lundblad CT, Siegel S. Political risk spreads Journal of International Business Studies. 45: 471-493. DOI: 10.1057/Jibs.2014.4  0.367
2013 Erb CB, Harvey CR. The golden dilemma Financial Analysts Journal. 69: 10-42. DOI: 10.2139/Ssrn.2078535  0.494
2013 Bekaert G, Harvey CR, Lundblad CT, Siegel S. The European Union, the Euro, and equity market integration Journal of Financial Economics. 109: 583-603. DOI: 10.2139/Ssrn.1573308  0.496
2013 Graham JR, Harvey CR, Puri M. Managerial attitudes and corporate actions Journal of Financial Economics. 109: 103-121. DOI: 10.2139/Ssrn.1432641  0.372
2012 Campello M, Giambona E, Graham JR, Harvey CR. Access to liquidity and corporate investment in Europe during the financial crisis Review of Finance. 16: 323-346. DOI: 10.1093/Rof/Rfr030  0.475
2012 Dichev ID, Graham JR, Harvey CR, Rajgopal S. Earnings quality: Evidence from the field Journal of Accounting and Economics. 56: 1-33. DOI: 10.1016/J.Jacceco.2013.05.004  0.388
2011 Bekaert G, Harvey CR, Lundblad C. Financial openness and productivity World Development. 39: 1-19. DOI: 10.2139/Ssrn.1358574  0.426
2011 Bekaert G, Harvey CR, Lundblad CT, Siegel S. What segments equity markets? Review of Financial Studies. 24: 3841-3890. DOI: 10.2139/Ssrn.1108156  0.471
2011 Campello M, Giambona E, Graham JR, Harvey CR. Liquidity management and corporate investment during a financial crisis Review of Financial Studies. 24: 1944-1979. DOI: 10.1093/Rfs/Hhq131  0.399
2011 Graham JR, Harvey CR. The Equity Risk Premium Amid a Global Financial Crisis Lessons From the Financial Crisis: Causes, Consequences, and Our Economic Future. 525-535. DOI: 10.1002/9781118266588.ch65  0.317
2010 Campello M, Graham JR, Harvey CR. The real effects of financial constraints: Evidence from a financial crisis Journal of Financial Economics. 97: 470-487. DOI: 10.2139/Ssrn.1357805  0.517
2009 Graham JR, Harvey CR, Huang H. Investor competence, trading frequency, and home bias Management Science. 55: 1094-1106. DOI: 10.1287/Mnsc.1090.1009  0.337
2008 Brav A, Graham JR, Harvey CR, Michaely R. Managerial response to the may 2003 dividend tax cut Financial Management. 37: 611-624. DOI: 10.1111/J.1755-053X.2008.00027.X  0.445
2008 Harvey CR, Lipson ML, Warnock FE. Darden conference issue: Capital raising in emerging economies Journal of Financial Economics. 88: 425-429. DOI: 10.1016/J.Jfineco.2008.04.001  0.384
2008 Brav A, Graham JR, Harvey CR, Michaely R. The effect of the May 2003 dividend tax cut on corporate dividend policy: Empirical and survey evidence National Tax Journal. 61: 381-396.  0.31
2007 Ben-David I, Graham JR, Harvey CR. Managerial Overconfidence and Corporate Policies National Bureau of Economic Research. DOI: 10.3386/W13711  0.528
2007 Graham JR, Harvey CR, Rajgopal S. “Value Destruction and Financial Reporting Decisions”: Author Response Financial Analysts Journal. 63: 10-10. DOI: 10.2469/Faj.V63.N2.4530  0.303
2007 Bekaert G, Harvey CR, Lundblad C, Siegel S. Global growth opportunities and market integration Journal of Finance. 62: 1081-1137. DOI: 10.2139/Ssrn.559921  0.522
2007 Bekaert G, Harvey CR, Lundblad C. Liquidity and expected returns: Lessons from emerging markets Review of Financial Studies. 20: 1783-1831. DOI: 10.1093/Rfs/Hhm030  0.476
2006 Erb CB, Harvey CR. The strategic and tactical value of commodity futures Financial Analysts Journal. 62: 69-97. DOI: 10.2469/Faj.V62.N2.4084  0.394
2006 Graham JR, Harvey CR, Rajgopal S. Value destruction and financial reporting decisions Financial Analysts Journal. 62: 27-39. DOI: 10.2139/Ssrn.871215  0.457
2006 Erb CB, Harvey CR. The Tactical and Strategic Value of Commodity Futures National Bureau of Economic Research. DOI: 10.2139/Ssrn.650923  0.489
2006 Bekaert G, Harvey CR, Lundblad C. Growth volatility and financial liberalization Journal of International Money and Finance. 25: 370-403. DOI: 10.2139/Ssrn.303175  0.523
2005 Graham JR, Harvey CR. The long-run equity risk premium Finance Research Letters. 2: 185-194. DOI: 10.2139/Ssrn.795369  0.393
2005 Brav A, Graham JR, Harvey CR, Michaely R. Payout policy in the 21st century Journal of Financial Economics. 77: 483-527. DOI: 10.2139/Ssrn.571046  0.443
2005 Bekaert G, Harvey CR, Lundblad C. Does financial liberalization spur growth? Journal of Financial Economics. 77: 3-55. DOI: 10.2139/Ssrn.264818  0.509
2005 Bekaert G, Harvey CR, Ng A. Market Integration and Contagion Journal of Business. 78: 39-69. DOI: 10.1086/426519  0.508
2005 Graham JR, Harvey CR, Rajgopal S. The economic implications of corporate financial reporting Journal of Accounting and Economics. 40: 3-73. DOI: 10.1016/J.Jacceco.2005.01.002  0.425
2004 Bansal R, Dahlquist M, Harvey CR. Dynamic Trading Strategies and Portfolio Choice National Bureau of Economic Research. DOI: 10.2139/Ssrn.594845  0.438
2004 Harvey CR, Lins KV, Roper AH. The effect of capital structure when expected agency costs are extreme Journal of Financial Economics. 74: 3-30. DOI: 10.2139/Ssrn.279517  0.695
2003 Dumas B, Harvey CR, Ruiz P. Are correlations of stock returns justified by subsequent changes in national outputs? Journal of International Money and Finance. 22: 777-811. DOI: 10.2139/Ssrn.708401  0.486
2003 Bekaert G, Harvey CR, Lundblad CT. Equity market liberalization in emerging markets Journal of Financial Research. 26: 275-299. DOI: 10.20955/R.85.53-74  0.528
2003 Bekaert G, Harvey CR. Emerging markets finance Journal of Empirical Finance. 10: 3-55. DOI: 10.1016/S0927-5398(02)00054-3  0.534
2002 Graham JR, Harvey CR. How Do Cfos Make Capital Budgeting and Capital Structure Decisions Journal of Applied Corporate Finance. 15: 8-23. DOI: 10.2139/Ssrn.795374  0.496
2002 Bekaert G, Harvey CR. Research in emerging markets finance: Looking to the future Emerging Markets Review. 3: 429-448. DOI: 10.1016/S1566-0141(02)00045-6  0.498
2002 Harvey CR, Huang RD. The impact of the Federal Reserve Bank's open market operations Journal of Financial Markets. 5: 223-257. DOI: 10.1016/S1386-4181(01)00027-1  0.47
2002 Bekaert G, Harvey CR, Lumsdaine RL. Dating the integration of world equity markets Journal of Financial Economics. 65: 203-247. DOI: 10.1016/S0304-405X(02)00139-3  0.515
2002 Bekaert G, Harvey CR, Lumsdaine RL. The dynamics of emerging market equity flows Journal of International Money and Finance. 21: 295-350. DOI: 10.1016/S0261-5606(02)00001-3  0.471
2001 Graham JR, Harvey CR. Expectations of Equity Risk Premia, Volatility and Asymmetry from a Corporate Finance Perspective National Bureau of Economic Research. DOI: 10.2139/Ssrn.292623  0.451
2001 Bekaert G, Harvey CR, Lundblad C. Emerging equity markets and economic development Journal of Development Economics. 66: 465-504. DOI: 10.2139/Ssrn.230800  0.522
2001 Harvey CR. The specification of conditional expectations Journal of Empirical Finance. 8: 573-637. DOI: 10.1016/S0927-5398(01)00036-6  0.436
2001 Graham JR, Harvey CR. The theory and practice of corporate finance: Evidence from the field Journal of Financial Economics. 60: 187-243. DOI: 10.1016/S0304-405X(01)00044-7  0.557
2000 Bekaert G, Harvey CR. Foreign speculators and emerging equity markets Journal of Finance. 55: 565-613. DOI: 10.2139/Ssrn.61988  0.547
2000 Harvey CR, Siddique A. Conditional skewness in asset pricing tests Journal of Finance. 55: 1263-1295. DOI: 10.1111/0022-1082.00247  0.533
1999 Erb CB, Harvey CR, Viskanta TE. New perspectives on emerging market bonds Journal of Portfolio Management. 25: 83-92. DOI: 10.3905/Jpm.1999.319737  0.536
1999 Ferson WE, Harvey CR. Conditioning variables and the cross section of stock returns Journal of Finance. 54: 1325-1360. DOI: 10.2139/Ssrn.152910  0.359
1999 Ferson WE, Harvey CR. Economic, Financial and Fundamental Global Risk in and Out of the Emu National Bureau of Economic Research. DOI: 10.2139/Ssrn.152889  0.479
1998 Bekaert G, Erb CB, Harvey CR, Viskanta TE. Distributional Characteristics of Emerging Market Returns and Asset Allocation The Journal of Portfolio Management. 24: 102-116. DOI: 10.3905/Jpm.24.2.102  0.474
1998 Bekaert G, Harvey CR. Capital Flows and the Behavior of Emerging Market Equity Returns National Bureau of Economic Research. 159-194. DOI: 10.2139/Ssrn.103120  0.516
1998 Beneish MD, Harvey CR. Measurement error and nonlinearity in the earnings-returns relation Review of Quantitative Finance and Accounting. 11: 219-247. DOI: 10.1023/A:1008362715659  0.305
1998 Bekaert G, Erb CB, Harvey CR, Viskanta TE. Distributional characteristics of emerging market returns and asset allocation: Analyzing returns that cannot be summarized by a normal distribution Journal of Portfolio Management. 24: 102-116.  0.309
1997 Harvey CR. The relation between the term structure of interest rates and Canadian economic growth Canadian Journal of Economics. 30: 169-193. DOI: 10.2307/136365  0.441
1997 Erb CB, Harvey CR, Viskanta TE. Demographics and international investments Financial Analysts Journal. 53: 14-28. DOI: 10.2139/Ssrn.826446  0.406
1997 Ferson WE, Harvey CR. Fundamental determinants of national equity market returns: A perspective on conditional asset pricing Journal of Banking and Finance. 21: 1625-1665. DOI: 10.1016/S0378-4266(97)00044-7  0.557
1997 Bekaerta G, Harvey CR. Emerging equity market volatility Journal of Financial Economics. 43: 29-77. DOI: 10.1016/S0304-405X(96)00889-6  0.534
1997 Graham JR, Harvey CR. Grading the performance of market-timing newsletters Financial Analysts Journal. 53: 54-66.  0.424
1996 Erb CB, Harvey CR, Viskanta TE. Expected Returns and Volatility in 135 Countries The Journal of Portfolio Management. 22: 46-58. DOI: 10.3905/Jpm.1996.409554  0.518
1996 Erb CB, Harvey CR, Viskanta TE. The Influence of Political, Economic and Financial Risk on Expected Fixed Income Returns The Journal of Fixed Income. 6: 7-30. DOI: 10.3905/Jfi.1996.408169  0.444
1996 Erb CB, Harvey CR, Viskanta TE. Political risk, economic risk, and financial risk Financial Analysts Journal. 52: 29-46. DOI: 10.2139/Ssrn.7437  0.446
1996 Graham JR, Harvey CR. Market timing ability and volatility implied in investment newsletters' asset allocation recommendations Journal of Financial Economics. 42: 397-421. DOI: 10.1016/0304-405X(96)00878-1  0.515
1996 Erb CB, Harvey CR, Viskanta TE. Expected returns and volatility in 135 countries: Projected returns and variances in countries with and without equity markets Journal of Portfolio Management. 22: 46-58.  0.4
1995 Erb CB, Harvey CR, Viskanta TE. Country Risk and Global Equity Selection The Journal of Portfolio Management. 21: 74-83. DOI: 10.3905/Jpm.1995.409504  0.346
1995 Erb CB, Harvey CR, Viskanta TE. Do World Markets Still Serve as a Hedge The Journal of Investing. 4: 26-42. DOI: 10.3905/Joi.1995.26  0.504
1995 Erb CB, Harvey CR, Viskanta TE. Inflation and World Equity Selection Financial Analysts Journal. 51: 28-42. DOI: 10.2469/Faj.V51.N6.1947  0.477
1995 Harvey CR. Predictable Risk and Returns in Emerging Markets Review of Financial Studies. 8: 773-816. DOI: 10.2139/Ssrn.796194  0.556
1995 Bekaert G, Harvey CR. Time-Varying World Market Integration Journal of Finance. 50: 403-444. DOI: 10.2139/Ssrn.796189  0.507
1995 Harvey CR. The risk exposure of emerging equity markets World Bank Economic Review. 9: 19-50. DOI: 10.1093/Wber/9.1.19  0.545
1994 Erb CB, Harvey CR, Viskanta TE. National Risk in Global Fixed-Income Allocation The Journal of Fixed Income. 4: 17-26. DOI: 10.3905/Jfi.1994.408112  0.35
1994 Harvey CR, Solnik B, Zhou G. What Determines Expected International Asset Returns National Bureau of Economic Research. DOI: 10.3386/W4660  0.486
1994 Harvey CR. Conditional Asset Allocation in Emerging Markets National Bureau of Economic Research. DOI: 10.3386/W4623  0.508
1994 Erb CB, Harvey CR, Viskanta TE. Forecasting International Equity Correlations Financial Analysts Journal. 50: 32-45. DOI: 10.2469/Faj.V50.N6.32  0.414
1994 Ferson WE, Harvey CR. Sources of risk and expected returns in global equity markets Journal of Banking and Finance. 18: 775-803. DOI: 10.1016/0378-4266(93)00020-P  0.547
1993 Ferson WE, Harvey CR. An Exploratory Investigation of the Fundamental Determinants of National Equity Market Returns National Bureau of Economic Research. 59-147. DOI: 10.7208/9780226260211-004  0.55
1993 Harvey CR. Term Structure Forecasts Economic Growth Financial Analysts Journal. 49: 6-8. DOI: 10.2469/Faj.V49.N3.6.2  0.328
1993 Harvey CR. Strategic Treasury Debt Management in Public Policy Review of Policy Research. 12: 76-89. DOI: 10.1111/J.1541-1338.1993.Tb00552.X  0.362
1993 Ferson WE, Harvey CR. The Risk and Predictability of International Equity Returns Review of Financial Studies. 6: 527-566. DOI: 10.1093/Rfs/5.3.527  0.486
1993 Harvey CR, Zhou G. International asset pricing with alternative distributional specifications Journal of Empirical Finance. 1: 107-131. DOI: 10.1016/0927-5398(93)90007-E  0.399
1992 FERSON WE, HARVEY CR. Seasonality and Consumption‐Based Asset Pricing The Journal of Finance. 47: 511-552. DOI: 10.1111/J.1540-6261.1992.Tb04400.X  0.387
1992 Harvey CR, Whaley RE. Market volatility prediction and the efficiency of the S & P 100 index option market Journal of Financial Economics. 31: 43-73. DOI: 10.1016/0304-405X(92)90011-L  0.528
1991 Harvey CR. The Term Structure and World Economic Growth The Journal of Fixed Income. 1: 7-19. DOI: 10.3905/Jfi.1991.692342  0.322
1991 Ferson WE, Harvey CR. Sources of Predictability in Portfolio Returns Financial Analysts Journal. 47: 49-56. DOI: 10.2469/Faj.V47.N3.49  0.471
1991 HARVEY CR, WHALEY RE. S&P 100 Index Option Volatility The Journal of Finance. 46: 1551-1561. DOI: 10.1111/J.1540-6261.1991.Tb04631.X  0.416
1991 HARVEY CR. The World Price of Covariance Risk The Journal of Finance. 46: 111-157. DOI: 10.1111/J.1540-6261.1991.Tb03747.X  0.46
1991 Harvey CR, Huang RD. Volatility in the Foreign Currency Futures Market Review of Financial Studies. 4: 543-569. DOI: 10.1093/Rfs/4.3.543  0.479
1991 Ferson WE, Harvey CR. The Variation Of Economic Risk Premiums Journal of Political Economy. 99: 385-415. DOI: 10.1086/261755  0.439
1990 Harvey CR, Zhou G. Bayesian inference in asset pricing tests Journal of Financial Economics. 26: 221-254. DOI: 10.1016/0304-405X(90)90004-J  0.339
1989 Harvey CR. Forecasts of Economic Growth from the Bond and Stock Markets Financial Analysts Journal. 45: 38-45. DOI: 10.2469/Faj.V45.N5.38  0.479
1989 Harvey CR. Time-varying conditional covariances in tests of asset pricing models Journal of Financial Economics. 24: 289-317. DOI: 10.1016/0304-405X(89)90049-4  0.475
1988 Harvey CR. The real term structure and consumption growth Journal of Financial Economics. 22: 305-333. DOI: 10.1016/0304-405X(88)90073-6  0.387
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