Campbell R. Harvey's New Research
Email Homepage Google Scholar (GS) SSRN NBER LinkedIn Twitter RePEc CitEc iOS Glossary app
New Working Papers
- "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)
- "Fundamental Growth" with Rob Arnott, Chris Brightman, Que Nguyen and Omid Shakernia (W172)
- "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)
- "An Anatomy of Crypto-Enabled Cybercrimes" with Lin William Cong, Daniel Rabetti and Zonig-Yu Wu (W162)
- "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)
- "The Persistence of Miscalibration" with Michael Boutros, Zahi Ben-David, John Graham and John Payne (W144)
Recently Published and Forthcoming
-
"Is Sector-Neutrality in Factor Investing a Mistake?" (with Sina Ehsani and Feifei Li). Financial Analysts Journal, 2023 79:3, 95-117. [P165]
-
"Emerging Markets in a Globalized World", (with Geert Bekaert and Tomas Mondino). Emerging Markets Review, , 2023, 101034. [P166]
- "Breaking Bad Trends" with Christian Golding and Michele Mazzoleni. Financial Analysts Journal 80:1, 80-98. [P167]
-
"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].
-
"International Business and Decentralized Finance", (with Daniel Rabetti) Journal of International Business Studies, forthcoming. [P169]
-
"Eggs in a Basket: Harry Markowitz's Contribution and How I Achieved Erdős 3", Journal of Portfolio Management, (forthcoming) [P170]
-
"What do financial executives say about corporate culture and strategy?", (with John Graham, Jillian Grennan and Shiva Rajgopal) Management and Business Review, forthcoming. [P171]