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 |
|
Show low-probability matches. |