Campbell R. Harvey's New Research
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New Working Papers
- "Tokenized Gold" with Chen Lin, Daniel Rabetti and Che Zhang. (W180)
- "Machine Learning Meets Markowitz" with Yijie Wang, Hao Gao, Yan Liu, and Xinyuan Tao. (W179)
- "Productivity Enables Security: The Economics of Blockchain Settlement" with Kose John and Fahad Saleh (W178)
- "What Threshold Should Be Used in Tests of Factor Models?" with Alessio Sancetta and Yuqian Zhao (W177)
- "Gold and Bitcoin" (W176)
- "Understanding Gold" with Claude B. Erb (W175)
- "My Life in Finance in 12 Questions" (W174)
- "Revaluation Alpha" with Rob Arnott, Sina Ehsani and Omid Shakernia (W173)
- "Passive Aggressive: The Risks of Passive Investing Dominance" with Chris Brightman (W171)
- "The Unintended Consequences of Rebalancing" with Michele Mazzoleni and Alessandro Melone (W170)
- "Investment Base Pairs" with Christian Goulding (W169)
- "An Economic Model of the L1-L2 Interaction" with Fahad Saleh and Ruslan Sverchkov (W167)
- "Is There Still a Golden Dilemma?" with Claude B. Erb (W163)
- "Disagreement of Disagreement" with Christian Goulding and Hrjove Kurtovic (W161)
- "Up or Out: Resetting Norms for Peer Reviewed Publishing in the Social Sciences" with David Hirshleifer (W151)
- "Decoding Systematic Relative Investing: A Pairs Approach" with Christian Golding and Alex Pickard (W150)
- "Crowding: Evidence from Managerial Fund Structures" with Yan Liu, Erik K.M. Tan, and Min Zhu (W148)
Recently Published and Forthcoming
- "The Persistence of Miscalibration" with Michael Boutros, Zahi Ben-David, John Graham and John Payne, Review of Financial Studies, 2025, forthcoming [P174]
- "The Evolution of Decentralized Exchange: Opportunities, Risks and Oversight" with Joel Hasbrouck and Fahad Saleh. Research Policy, 55(3): 105404 [P177]
- Also republished in Research Policy Special Issue: The Coevolution of Financial and Technological Innovations as "Reprint of: The Evolution of Decentralized Exchange: Opportunities, Risks and Oversight" with Joel Hasbrouck and Fahad Saleh. Research Policy, 55(7): 105539. DOI
- "Perspectives: The Evolution of Decentralized Exchanges: Promise, Peril, and Policy Choices" with Joel Hasbrouck and Fahad Saleh. Ledger 2026, 11:1-6. [P178]
- "Fundamental Growth" with Rob Arnott, Chris Brightman, Que Nguyen and Omid Shakernia. Financial Analysts Journal, 2026, 82(2), 46-68. [P179]
- "Regimes" with Amara Mulliner, Chao Xia, Ed Fang, and Otto Van Hemert, Journal of Portfolio Management 52(4): 6-25. [P176]
- "The Best Strategies for FX Hedging" with Pedro Castro, Carl Hamill, John Harber, and Otto Van Hemert, Journal of Portfolio Management 2025, 51(9): 37-78. [P175]
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"An Anatomy of Crypto-Enabled Cybercrimes" with Lin William Cong, Daniel Rabetti and Zonig-Yu Wu Management Science, 2025, 71:4, 3622-3633. [P172]
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"Is Sector-Neutrality in Factor Investing a Mistake?" (with Sina Ehsani and Feifei Li). Financial Analysts Journal, 2023 79:3, 95-117. [P165]
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"Emerging Markets in a Globalized World", (with Geert Bekaert and Tomas Mondino). Emerging Markets Review, , 2023, Article 101034. [P166]
- "Breaking Bad Trends" with Christian Golding and Michele Mazzoleni. Financial Analysts Journal 80:1, 80-98. [P167]
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"Corporate Culture in a New Era: Views From the C-Suite", (with John Graham, Jillian Grennan and Shiva Rajgopal) Journal of Applied Corporate Finance, 2023: 7-21. [P168] [Lead article].
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"International Business and Decentralized Finance", (with Daniel Rabetti) Journal of International Business Studies, forthcoming. [P169]
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"Eggs in a Basket: Harry Markowitz's Contribution and How I Achieved Erdős 3", Journal of Portfolio Management, (forthcoming) [P170]
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"What do financial executives say about corporate culture and strategy?", (with John Graham, Jillian Grennan and Shiva Rajgopal) Management and Business Review, forthcoming. [P171]