Campbell R. Harvey

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Campbell R.Harvey
Charvey sm.gif
Born June 23 ,1958
Canada
Nationality Canadian
Alma mater University of Chicago
University of Toronto
Occupation Academic
Organization Duke University's Fuqua School of Business
Known for Financial economics
Awards James R. Vertin Award
Website Campbell Harvey at Duke, Blog

Campbell R. Harvey is the J. Paul Sticht Professor of International Business at the Fuqua School of Business, Duke University. He is also a Research Associate of the National Bureau of Economic Research in Cambridge, Massachusetts.

During the 1990's Harvey co-authored with Geert Bekaert numerous studies on emerging stock and bond markets. In 1996 he was one of the founders of the Duke CFO Global Business Outlook.[1]

Recent studies have examined commodity futures[2] and the history of the gold market.[3]

Harvey is the author of Harvey’s Financial Glossary which contains over 8,000 definitions and 18,000 hyperlinks.

Papers

In 2007 Harvey received the James R. Vertin Award in recognition of his having produced a body of research notable for its relevance and enduring value to investment professionals.[4]

Harvey is the author of numerous award-winning papers.[5][6][7]

Year Award Study
2014 Graham and Dodd Scroll (second prize) The Golden Dilemma[8]
2007 Graham and Dodd Scroll The Strategic and Tactical Value of Commodity Futures[9]
2007 Graham and Dodd Scroll (second prize) Value Destruction and Corporate Financial Reporting[10]
2006 Jensen Prize Payout Policy in the 21st Century [11]
2001 Jensen Prize The Theory and Practice of Corporate Finance: Evidence from the Field[12]
1997 Graham and Dodd Scroll Demographics and International Investments[13]
1996 Graham and Dodd Scroll Political Risk, Economic Risk and Financial Risk[14]
1995 Graham and Dodd Scroll Inflation and World Equity Selection[15]
1995 Smith-Breeden Predictability and Time-Varying World Market Integration[16]
1992 Smith-Breeden Seasonality and Consumption-Based Asset Pricing[17]
1991 Smith-Breeden The World Price of Covariance Risk[18]
1991 Graham and Dodd Scroll Sources of Predictability in Portfolio Returns[19]

Additional awards:

  • Jacobs Levy Award[20] for the Best Paper in the Journal of Portfolio Management, 2014, "Evaluating Trading Strategies".[21]
  • NASDAQ OMX Award, 2014, for the best paper in Asset Pricing at the Western Finance Association Meetings, for "... and the Cross-Section of Expected Returns."[22]
  • Best Paper Award, 2014, INQUIRE Europe/UK Annual Meeting. For "Backtesting"[23] and "... and the Cross-Section of Expected Returns"
  • CFA Readers' Choice Award, 2014, CFA Institute. Voted best paper in Financial Analysts Journal for "The Golden Dilemma"
  • Best Paper Award, 2006 Financial Accounting and Reporting Section of the American Accounting Association, for "The Economic Implications of Corporate Financial Reporting"[24]
  • Institute for Research in Quantitative Finance, First Prize in the 2005 Roger F. Murray Prize[25] Competition for "The Tactical and Strategic Value of Commodity

Futures”[26]

  • Barclay's Global Investors Award for the best paper at the 2001 European Finance Association Meetings, Barcelona, for "Does Liberalization Spur Growth?"[27].
  • New York Stock Exchange Award for the best paper on equity trading at the 2000 Western Finance Association Meetings, for "The Dynamics of Emerging Market Equity Flows,"[28]
  • Institute for Research in Quantitative Finance, Second Prize in the 1998 Roger F. Murray Prize Competition for "Stock Selection in Emerging Markets" [29]
  • Institute for Research in Quantitative Finance, Second Prize in the 1995 Roger F. Murray Prize Competition for "Do World Markets Still Serve as a Hedge"[30]
  • American Association of Individual Investors Award for the 1994 Best Paper in Investments for "Predictable Risk and Returns in Emerging Markets"[31]

See also

References

  1. ↑ Short biography of Campbell Harvey
  2. ↑ The Strategic and Tactical Value of Commodity Futures
  3. ↑ The Golden Dilemma
  4. ↑ "James R. Vertin Award". CFA Institute. https://www.cfainstitute.org/learning/foundation/Pages/vertin_award.aspx. Retrieved January 4,1916.
  5. ↑ "Graham and Dodd Award Winners". http://www.cfapubs.org/page/faj/all-graham-dodd-winners. Retrieved December 14, 2015.
  6. ↑ "Amundi Smith Breeden Prizes". American Finance Association. http://www.afajof.org/details/page/2870731/Prizes.html. Retrieved December 17, 2015.
  7. ↑ "Jensen and Fama-DFA Prizes". Journal of Financial Economics. http://jfe.rochester.edu/winners.htm. Retrieved December 17, 2015.
  8. ↑ Erb, Claude B; Harvey, Campbell R. (2013). The Golden Dilemma. Financial Analysts Journal: CFA Institute. pp. 10-42. https://scholar.google.com/citations?view_op=view_citation&hl=en&user=cajqjGAAAAAJ&cstart=20&pagesize=80&sortby=pubdate&citation_for_view=cajqjGAAAAAJ:lmc2jWPfTJgC.
  9. ↑ Erb, Claude B; Harvey, Campbell R. (2006). The Strategic and Tactical Value of Commodity Futures. Financial Analysts Journal: CFA Institute. pp. 69-97. https://scholar.google.com/citations?view_op=view_citation&hl=en&user=cajqjGAAAAAJ&cstart=20&pagesize=80&sortby=pubdate&citation_for_view=cajqjGAAAAAJ:cFHS6HbyZ2cC.
  10. ↑ Graham, John R.; Harvey, Campbell R.; Rajgopal, Shiva. Value Destruction and Corporate Financial Reporting. Financial Analysts Journal: SSRN. pp. 27-39. https://scholar.google.com/citations?view_op=view_citation&hl=en&user=cajqjGAAAAAJ&cstart=20&pagesize=80&sortby=pubdate&citation_for_view=cajqjGAAAAAJ:738O_yMBCRsC.
  11. ↑ Brav, Alon; Harvey, Campbell R.; Graham, John R.; Michaely, Roni (2005). Payout Policy in the 21st Century. CFA Digest: SSRN. pp. 14-28. http://ssrn.com/abstract=571046.
  12. ↑ Graham, John R.; Harvey, Campbell R. (2001). The Theory and Practice of Corporate Finance: Evidence from the Field. Journal of Financial Economics: North-Holland. pp. 187-243. http://scholar.google.com/citations?view_op=view_citation&hl=en&user=cajqjGAAAAAJ&citation_for_view=cajqjGAAAAAJ:TFP_iSt0sucC.
  13. ↑ Erb, Claude A.; Harvey, Campbell R.; Viskanta, Tadas E. (1997). Demographics and International Investments. Financial Analysts Journal: SSRN. pp. 14-28. http://papers.ssrn.com/sol3/papers.cfm?abstract_id=826446.
  14. ↑ Erb, Claude A.; Harvey, Campbell R.; Viskanta, Tadas E. (1996). Political Risk, Economic Risk and Financial Risk. Financial Analysts Journal: Association for Investment Management and Research. pp. 29-46. http://scholar.google.com/citations?view_op=view_citation&hl=en&user=cajqjGAAAAAJ&cstart=180&sortby=pubdate&citation_for_view=cajqjGAAAAAJ:70eg2SAEIzsC.
  15. ↑ Erb, Claude A.; Harvey, Campbell R.; Viskanta, Tadas E. (1995). Inflation and World Equity Selection. Financial Analysts Journal: Association for Investment Management and Research. pp. 28-42. http://scholar.google.com/citations?view_op=view_citation&hl=en&user=cajqjGAAAAAJ&cstart=200&pagesize=80&sortby=pubdate&citation_for_view=cajqjGAAAAAJ:eJXPG6dFmWUC.
  16. ↑ Ferson, Wayne E.; Harvey, Campbell H. (1995). Predictability and Time-Varying World Market Integration. Research in Finance: JAI Press Inc.. pp. 25-88. http://scholar.google.com/citations?view_op=view_citation&hl=en&user=cajqjGAAAAAJ&cstart=200&pagesize=80&sortby=pubdate&citation_for_view=cajqjGAAAAAJ:J-pR_7NvFogC.
  17. ↑ Ferson, Wayne E.; Harvey, Campbell H. (1992). Seasonality and Consumption-Based Asset Pricing. The Journal of Finance: Blackwell Publishing Ltd. pp. 511-552. http://scholar.google.com/citations?view_op=view_citation&hl=en&user=cajqjGAAAAAJ&cstart=200&pagesize=80&sortby=pubdate&citation_for_view=cajqjGAAAAAJ:abG-DnoFyZgC.
  18. ↑ Harvey, Campbell R. (1991). The World Price of Covariance Risk. The Journal of Finance: Blackwell Publishing Ltd. pp. 111-157. http://scholar.google.com/citations?view_op=view_citation&hl=en&user=cajqjGAAAAAJ&cstart=200&pagesize=80&sortby=pubdate&citation_for_view=cajqjGAAAAAJ:YFjsv_pBGBYC.
  19. ↑ Ferson, Wayne E.; Harvey, Campbell R. (1991). Sources of Predictability in Portfolio Returns. Financial Analysts Journal: Association for Investment Management and Research. pp. 49-56. http://scholar.google.com/citations?view_op=view_citation&hl=en&user=cajqjGAAAAAJ&cstart=200&pagesize=100&sortby=pubdate&citation_for_view=cajqjGAAAAAJ:uWQEDVKXjbEC.
  20. ↑ "Bernstein Fabozzi/Jacobs Levy Awards". http://www.jacobslevy.com/bf_jl_awards.htm. Retrieved December 20, 2015.
  21. ↑ Liu, Yan; Harvey, Campbell H. (2014). Evaluating Trading Strategies. SSRN. https://scholar.google.com/citations?view_op=view_citation&hl=en&user=cajqjGAAAAAJ&sortby=pubdate&citation_for_view=cajqjGAAAAAJ:MpfHP-DdYjUC.
  22. ↑ Harvey, Campbell H.; Liu, Yan; Zhu, Heqing (2014). "... and the Cross-Section of Expected Returns. National Bureau of Economic Research. https://scholar.google.com/citations?view_op=view_citation&hl=en&user=cajqjGAAAAAJ&sortby=pubdate&citation_for_view=cajqjGAAAAAJ:OTTXONDVkokC.
  23. ↑ Harvey, Campbell R.; Liu, Yan (2014). Backtesting. SSRN. https://scholar.google.com/citations?view_op=view_citation&hl=en&user=cajqjGAAAAAJ&sortby=pubdate&citation_for_view=cajqjGAAAAAJ:5icHVeHT4IsC.
  24. ↑ Graham, John R.; Harvey, Campbell R.; Rajgopal, Shiva (2006). The Economic Implications of Corporate Financial Reporting. Journal of Accounting and Economics: North-Holland. pp. 3-73. https://scholar.google.com/citations?view_op=view_citation&hl=en&user=cajqjGAAAAAJ&cstart=20&pagesize=80&sortby=pubdate&citation_for_view=cajqjGAAAAAJ:isC4tDSrTZIC.
  25. ↑ "Robert F. Murray Prize winners". http://www.q-group.org/prize-winners/. Retrieved December 21,2015.
  26. ↑ Erb, Claude B.; Harvey, Campbell B. (2006). The Tactical and Strategic Value of Commodity Futures. Financial Analysts Journal: CFA Institute. pp. 69-97. https://scholar.google.com/citations?view_op=view_citation&hl=en&user=cajqjGAAAAAJ&pagesize=100&citation_for_view=cajqjGAAAAAJ:cFHS6HbyZ2cC.
  27. ↑ Bekaert, Geert; Harvey, Campbell R.; Lundblad, Christian (2001). Does Liberalization Spur Growth?. Journal of Financial Economics. pp. 3-56. https://scholar.google.com/citations?view_op=view_citation&hl=en&user=cajqjGAAAAAJ&cstart=20&pagesize=80&sortby=pubdate&citation_for_view=cajqjGAAAAAJ:GFxP56DSvIMC.
  28. ↑ Bekaert, Geert; Harvey, Campbell R.; Lumsdaine, Robin L. (2000). The Dynamics of Emerging Market Equity Flows. Journal of International Money and Finance: NBER. pp. 295-350. http://www.nber.org/papers/w7219.
  29. ↑ Achour, Dana; Harvey, Campbell R.; Hopkins, Greg; Lang, Clive (1998). Stock Selection in Emerging Markets. Emerging Markets Quarterly. pp. 38-91. https://scholar.google.com/citations?view_op=view_citation&hl=en&user=cajqjGAAAAAJ&cstart=100&pagesize=100&sortby=pubdate&citation_for_view=cajqjGAAAAAJ:5ugPr518TE4C.
  30. ↑ Erb, Claude B.; Harvey, Campbell B.; Viskanta, Tadas E (1995). Do World Markets Still Serve as a Hedge. The Journal of Investing: Institutional Investor Journals. pp. 26-42. https://scholar.google.com/citations?view_op=view_citation&hl=en&user=cajqjGAAAAAJ&cstart=200&pagesize=100&sortby=pubdate&citation_for_view=cajqjGAAAAAJ:UHK10RUVsp4C.
  31. ↑ Harvey, Campbell B. (1995). Predictable Risk and Returns in Emerging Markets. Review of Financial Studies: NBER. pp. 773-816. http://www.nber.org/papers/w4621.

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