His doctoral supervisors were Eugene Fama, Merton Miller, Robert Stambaugh, Wayne Ferson, Shmuel Kandel, and Lars Hansen.
[2] Harvey's 1986 thesis showed that information in the term structure of interest rates was linked to future growth of the economy.
His 1995 Journal of Finance[7] paper with Geert Bekaert proposed a way of dealing with the special challenges of emerging markets.
His 2005 paper with Bekaert and Christian Lundblad shows opening financial markets to foreign investors reduces the cost of financing while increasing investment and GDP for developing countries.
His paper[10] with John Graham and Shiva Rajgopal in the Journal of Accounting and Economics in 2005 shows that 78% of Chief Financial Officers admit to destroying value by trying to hit quarterly earnings targets.
[12] In a paper[13] in the Review of Financial Studies in 2016, written with Yan Liu and Heqing Zhu, Harvey shows that over half of the published asset pricing factors are likely false.
In a paper[14] published in the Review of Financial Studies in 2018 with Yan Liu, Harvey shows how to improve the ability to detect skilled and unskilled managers with a method designed to reduce the noise in past performance.