Supplementary Research Results

Campbell R. Harvey

Research Paper Index

The goal of this page is to present results that are not included in both published and working paper versions of my research:

John Graham/Campbell Harvey: Expectations of equity risk premia, volatility and asymmetry from a corporate finance perspective (Working paper)

Geert Bekaert/Campbell Harvey/Robin Lumsdaine: Dating the Integration of World Equity Markets (JFE, forthcoming)

Wayne Ferson/Campbell Harvey: Conditioning variables and the cross-section of stock returns (JF 1999)

Campbell Harvey/Akhtar Siddique: Conditional Skewness in Asset Pricing Tests (JF 2000)

John Graham/Campbell Harvey: The Theory and Practice of Corporate Finance: Evidence from the Field (JFE 2001)

Geert Bekaert/Campbell Harvey: Foreign Speculators and Emerging Equity Market Returns (JF 2000)

Appendix Lists
Unpublished Tables
Unpublished Figures