Campbell R. Harvey's Research Papers
cam.harvey@duke.edu
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Forthcoming and New Working Papers
- "The Persistence of Miscalibration" with Michael Boutros, Zahi Ben-David, John Graham and John Payne (W144)
- "Replication in Financial Economics", Critical Finance Review, 2020, forthcoming. [P142] (W143)
- "Understanding Cryptocurrencies" with Wolfgang K. Härdle and Raphael C. G. Reule, Journal of Financial Econometrics, 2020, forthcoming. [P141] (W141)
- "The Best of Strategies for the Worst of Times: Can Portfolios be Crisis Proofed?" with Ed Hoyle, Sandy Rattray, Matthew Sargaison, Dan Taylor and Otto van Hemert, Journal of Portfolio Management, July 2019, 7-29.. [P140] (W143)
- "Cross-Sectional Alpha Dispersion and Performance Evaluation" with Yan Liu, Journal of Financial Economics, forthcoming. [P136](W139)
- "A Census of the Factor Zoo" with Yan Liu (W142)
- "Understanding Cryptocurrencies" with Wolfgang K. Härdle and Raphael C. G. Reule(W141)
- "Strategic Rebalancing" with Nicolas Granger, Sandy Rattray and Otto van Hemert (W140)
- "False (and Missed) Discoveries in Financial Economics" with Yan Liu (W138)
- "Corporate Culture: The Interview Evidence" with John Graham, Jillian Popadak and Shiva Rajgopal (W137)
- "Decreasing Returns to Scale, Fund Flows, and Performance" with Yan Liu (W136)
- "Corporate Culture: Evidence from the Field" with John Graham, Jillian Popadak and Shiva Rajgopal (W135)
- "Dissecting Investment Strategies in the Cross-Section and Time Series" with Jamil Baz, Nicolas Granger, Nicolas Le Roux and Sandy Rattray (W134)
- "Lucky Factors" with Yan Liu (W128)
- "Rebalancing Risk" with Nicolas Granger, Douglas Greenig, Sandy Rattray and David Zou (W127)
- "Multiple Testing in Economics" with Yan Liu.(W122)
- "Stock Market Valuations across U.S. States" with Geert Bekaert, Christian Lundblad and Stephen Siegel.(W121)
- "Emerging Equity Markets in a Globalizing World" with Geert Bekaert (W119)
- "Where are the World's Best Analysts?" with Sam Radnor, Khalil Mohammed and William Ferreira (W118)
- "A View Inside Corporate Risk Management" with Gordon Bodnar, Erasmo Giambona, and John Graham (W117)
- "Managing Risk Management" with Gordon Bodnar, John Graham, and Richard Marston (W107)
Crypto-related research (Blockchain and cryptocurrencies)
- "Bitcoin Myths and Facts." (W126)
- "Cryptofinance." (W125)
Teaching materials
- "A Guide to Earnings Quality" with Ilia Dichev, John Graham, and Shiva Rajgopal.(W120)
- "A Guide to Corporate Risk Management," with Gordon Bodnar, Erasmo Giambona, and John Graham (W129)
Gold and Commodities
"An Impressionistic View of the 'Real' Price of Gold Around the World" with Claude Erb (W113)
Editorial
- "Preparing a Referee Report: Guidelines and Perspectives", with Jonathan Berk and David Hirshleifer. (W131)
Equity Risk Premium
- "The Equity Risk Premium in 2015", with John Graham. (W130)
- "The Equity Risk Premium in 2014", with John Graham. (W123)
- "The Equity Risk Premium in 2013", with John Graham. (W112)