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Campbell Harvey

Global rank #501 99%

Institution: Duke University

Primary Field: Finance (weighted toward more recent publications)

Homepage: https://people.duke.edu/~charvey

First Publication: 1988

Most Recent: 2023

RePEc ID: pha102 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 3.18 0.00 0.00 6.37
Last 10 Years 0.00 8.88 1.01 0.00 18.77
All Time 1.01 38.88 8.55 0.00 90.32

Publication Statistics

Raw Publications 50
Coauthorship-Adjusted Count 48.64

Publications (50)

Year Article Journal Tier Authors
2023 Momentum turning points Journal of Financial Economics A 3
2022 Luck versus Skill in the Cross Section of Mutual Fund Returns: Reexamining the Evidence Journal of Finance A 2
2022 Corporate culture: Evidence from the field Journal of Financial Economics A 4
2021 Lucky factors Journal of Financial Economics A 2
2020 False (and Missed) Discoveries in Financial Economics Journal of Finance A 2
2020 An Evaluation of Alternative Multiple Testing Methods for Finance Applications Review of Asset Pricing Studies B 4
2019 Cross-sectional alpha dispersion and performance evaluation Journal of Financial Economics A 2
2018 Detecting Repeatable Performance The Review of Financial Studies A 2
2017 Presidential Address: The Scientific Outlook in Financial Economics Journal of Finance A 1
2016 Political risk and international valuation Journal of Corporate Finance B 4
2016 Editor's Choice … and the Cross-Section of Expected Returns The Review of Financial Studies A 3
2015 Capital allocation and delegation of decision-making authority within firms Journal of Financial Economics A 3
2013 The European Union, the Euro, and equity market integration Journal of Financial Economics A 4
2013 Managerial attitudes and corporate actions Journal of Financial Economics A 3
2012 Report of the Editor of the Journal of Finance for the Year 2011 Journal of Finance A 1
2011 Financial Openness and Productivity World Development B 3
2011 What Segments Equity Markets? The Review of Financial Studies A 4
2011 Access to Liquidity and Corporate Investment in Europe during the Financial Crisis Review of Finance B 4
2011 Liquidity Management and Corporate Investment During a Financial Crisis The Review of Financial Studies A 4
2010 The real effects of financial constraints: Evidence from a financial crisis Journal of Financial Economics A 3
2007 Global Growth Opportunities and Market Integration Journal of Finance A 4
2007 Liquidity and Expected Returns: Lessons from Emerging Markets The Review of Financial Studies A 3
2005 Does financial liberalization spur growth? Journal of Financial Economics A 3
2005 Payout policy in the 21st century Journal of Financial Economics A 4
2004 The effect of capital structure when expected agency costs are extreme Journal of Financial Economics A 3
2003 Are correlations of stock returns justified by subsequent changes in national outputs? Journal of International Money and Finance B 3
2002 Dating the integration of world equity markets Journal of Financial Economics A 3
2002 The dynamics of emerging market equity flows Journal of International Money and Finance B 3
2001 Emerging equity markets and economic development Journal of Development Economics A 3
2001 The theory and practice of corporate finance: evidence from the field Journal of Financial Economics A 2
2000 Foreign Speculators and Emerging Equity Markets Journal of Finance A 2
2000 Conditional Skewness in Asset Pricing Tests Journal of Finance A 2
1999 Conditioning Variables and the Cross Section of Stock Returns Journal of Finance A 2
1999 Autoregressive Conditional Skewness Journal of Financial and Quantitative Analysis B 2
1997 Emerging equity market volatility Journal of Financial Economics A 2
1997 Fundamental determinants of national equity market returns: A perspective on conditional asset pricing Journal of Banking & Finance B 2
1996 Market timing ability and volatility implied in investment newsletters' asset allocation recommendations Journal of Financial Economics A 2
1995 Time-Varying World Market Integration. Journal of Finance A 2
1995 Predictable Risk and Returns in Emerging Markets. The Review of Financial Studies A 1
1995 The Risk Exposure of Emerging Equity Markets. World Bank Economic Review B 1
1994 Sources of risk and expected returns in global equity markets Journal of Banking & Finance B 2
1993 The Risk and Predictability of International Equity Returns. The Review of Financial Studies A 2
1992 Seasonality and Consumption-Based Asset Pricing. Journal of Finance A 2
1991 The Variation of Economic Risk Premiums. Journal of Political Economy S 2
1991 The World Price of Covariance Risk. Journal of Finance A 1
1991 S&P 100 Index Option Volatility. Journal of Finance A 2
1991 Volatility in the Foreign Currency Futures Market. The Review of Financial Studies A 2
1990 Bayesian inference in asset pricing tests Journal of Financial Economics A 2
1989 Time-varying conditional covariances in tests of asset pricing models Journal of Financial Economics A 1
1988 The real term structure and consumption growth Journal of Financial Economics A 1