Why are mosquitoes repelled by smoke?
There is little hard evidence on whether smoke acts as a mosquitoe repellent. A literature review done by the WHO (Biran et al, 2008) on smoke and malaria show that evidence is mixed, at least when it comes to long term protection and protection from blood meals from firewood smoke. Their review also notes that few scientific studies have been done on the topic, and they report results from one experimental and a couple of observational studies. However, they do note that burning particular plant materials (based on traditionally used plants) may be effective (see e.g. Pålsson &amp; Jaenson. 1999). 

These results also doesn't preclude that very heavy, temporary, smoke may be effective to get rid of mosquitoes ("... during camping is to stand in the fire's smoke...") - that this can be effective is certainly my personal experience as well.