12
H index
12
i10 index
904
Citations
York University | 12 H index 12 i10 index 904 Citations RESEARCH PRODUCTION: 16 Articles 16 Papers RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Mark Kamstra. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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American Economic Review | 3 |
Journal of Empirical Finance | 2 |
Working Papers Series with more than one paper published | # docs |
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Discussion Papers / Department of Economics, Simon Fraser University | 8 |
FRB Atlanta Working Paper / Federal Reserve Bank of Atlanta | 5 |
Year | Title of citing document | |
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2021 | A machine learning approach to volatility forecasting. (2021). Veliyev, Bezirgen ; Christensen, Kim ; Siggaard, Mathias. In: CREATES Research Papers. RePEc:aah:create:2021-03. Full description at Econpapers || Download paper | |
2021 | Time-Gap effects of crude oil prices on the foreign exchange rates: Evidence from Nigeria. (2021). Anietie, Jeremiah ; Nkoro, Emeka ; John, Nenubari Ikue. In: Bussecon Review of Social Sciences (2687-2285). RePEc:adi:bsrsss:v:3:y:2021:i:3:p:31-44. Full description at Econpapers || Download paper | |
2022 | The Unexpected Effects of Daylightsaving time: Traffic Accidents in Mexican Municipalities. (2022). Hancevic, Pedro I ; Rodriguez, Hugo Salas. In: Working Papers. RePEc:aoz:wpaper:106. Full description at Econpapers || Download paper | |
2022 | Recurrent Conditional Heteroskedasticity. (2020). M. -N. Tran, ; T. -N. Nguyen, ; Kohn, R. In: Papers. RePEc:arx:papers:2010.13061. Full description at Econpapers || Download paper | |
2021 | Improved ACD-based financial trade durations prediction leveraging LSTM networks and Attention Mechanism. (2021). Li, BO ; Long, Wen ; Dai, Wei ; Shi, Yong. In: Papers. RePEc:arx:papers:2101.02736. Full description at Econpapers || Download paper | |
2021 | Deep Kernel Gaussian Process Based Financial Market Predictions. (2021). Long, Wen ; Dai, Wei ; Shi, Yong ; Li, BO. In: Papers. RePEc:arx:papers:2105.12293. Full description at Econpapers || Download paper | |
2021 | Forecasting High-Dimensional Covariance Matrices of Asset Returns with Hybrid GARCH-LSTMs. (2021). Boulet, Lucien. In: Papers. RePEc:arx:papers:2109.01044. Full description at Econpapers || Download paper | |
2021 | Sector Volatility Prediction Performance Using GARCH Models and Artificial Neural Networks. (2021). Nybo, Curtis. In: Papers. RePEc:arx:papers:2110.09489. Full description at Econpapers || Download paper | |
2022 | EmTract: Investor Emotions and Market Behavior. (2021). Skog, Rolf ; Vamossy, Domonkos. In: Papers. RePEc:arx:papers:2112.03868. Full description at Econpapers || Download paper | |
2022 | Will Chinese Twenty-four Solar Terms Affect Stock Return: Evidence from Shanghai Index of China. (2022). Junguang, Zhao ; Xinghao, LI ; Tianbao, Zhou. In: Papers. RePEc:arx:papers:2203.12603. Full description at Econpapers || Download paper | |
2021 | Debt-Stabilizing Properties of GDP-Linked Securities: A Macro-Finance Perspective. (2021). Sahuc, Jean-Guillaume ; Mouabbi, Sarah ; Renne, Jean-Paul. In: Working papers. RePEc:bfr:banfra:844. Full description at Econpapers || Download paper | |
2021 | Are the risk attitudes of professional investors affected by personal catastrophic experiences?. (2021). Kecskes, Ambrus ; Bhagwat, Vineet ; Bernile, Gennaro ; Nguyen, Phuong Anh. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:2:p:455-486. Full description at Econpapers || Download paper | |
2021 | A nonrandom walk down Hollywood boulevard: Celebrity deaths and investor sentiment. (2021). Lepori, Gabriele M. In: The Financial Review. RePEc:bla:finrev:v:56:y:2021:i:3:p:591-613. Full description at Econpapers || Download paper | |
2022 | The Labour Market Returns to Sleep. (2022). Costa-Font, Joan ; Pagan, Ricardo ; Fleche, Sarah ; costa -Font, Joan . In: CESifo Working Paper Series. RePEc:ces:ceswps:_10116. Full description at Econpapers || Download paper | |
2021 | The Welfare Effects of Time Reallocation: Evidence from Daylight Saving Time. (2021). Flèche, Sarah ; Costa-Font, Joan ; Ricardo, Pagan. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9195. Full description at Econpapers || Download paper | |
2021 | Music Sentiment and Stock Returns Around the World. (2021). Edmans, Alex ; Indriawan, Ivan ; Garel, Alexandre ; Fernandez, Adrian . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15756. Full description at Econpapers || Download paper | |
2021 | Residual electricity demand: An empirical investigation. (2021). Molnár, Peter ; Lyócsa, Štefan ; Molnar, Peter ; Lyocsa, Tefan ; Catherine, Linh Phuong. In: Applied Energy. RePEc:eee:appene:v:283:y:2021:i:c:s0306261920316846. Full description at Econpapers || Download paper | |
2021 | Air pollution and behavioral biases: Evidence from stock market anomalies. (2021). Pham, Mia Hang ; Nguyen, Hung T. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:29:y:2021:i:c:s2214635020303701. Full description at Econpapers || Download paper | |
2021 | Football sentiment and stock market returns: Evidence from a frontier market. (2021). Nguyen, Duc Nguyen ; Truong, Quang-Thai ; Al-Mohamad, Somar ; Bakry, Walid ; Tran, Quynh-Nhu. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000162. Full description at Econpapers || Download paper | |
2021 | Investor emotions and earnings announcements. (2021). Vamossy, Domonkos F. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000186. Full description at Econpapers || Download paper | |
2021 | Stock price reaction to appointment of a chief health officer during COVID-19. (2021). Ichev, Riste. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:31:y:2021:i:c:s221463502100085x. Full description at Econpapers || Download paper | |
2021 | Killing in the stock market: Evidence from organ donations. (2021). Barnes, Spencer. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:32:y:2021:i:c:s2214635021001076. Full description at Econpapers || Download paper | |
2021 | National air pollution and the cross-section of stock returns in China. (2021). Zhang, Jin E ; Ruan, Xinfeng ; Gehricke, Sebastian A ; Kirk-Reeve, Samuel. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:32:y:2021:i:c:s2214635021001167. Full description at Econpapers || Download paper | |
2022 | When rain matters! Investments and value relevance. (2022). Neupane, Suman ; Thapa, Chandra ; Koirala, Santosh ; Rao, Sandeep. In: Journal of Corporate Finance. RePEc:eee:corfin:v:73:y:2022:i:c:s0929119920302716. Full description at Econpapers || Download paper | |
2022 | Seasonality and momentum across national equity markets. (2022). Balvers, Ronald ; Song, Jian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:61:y:2022:i:c:s1062940822000584. Full description at Econpapers || Download paper | |
2021 | Extreme heat and stock market activity. (2021). el Ouadghiri, Imane ; Peillex, Jonathan ; Jaballah, Jamil ; Gomes, Mathieu. In: Ecological Economics. RePEc:eee:ecolec:v:179:y:2021:i:c:s092180092030015x. Full description at Econpapers || Download paper | |
2021 | The impact of weather-induced moods on M&A performance. (2021). Machokoto, Michael ; Tunyi, Abongeh A. In: Economics Letters. RePEc:eee:ecolet:v:207:y:2021:i:c:s0165176521002883. Full description at Econpapers || Download paper | |
2022 | In the mood for sustainable funds?. (2022). Indriawan, Ivan ; Garel, Alexandre ; Fernandez-Perez, Adrian. In: Economics Letters. RePEc:eee:ecolet:v:217:y:2022:i:c:s0165176522002348. Full description at Econpapers || Download paper | |
2022 | Colors, Emotions, and the Auction Value of Paintings. (2022). Noussair, Charles ; Renneboog, Luc ; Ma, Marshall Xiaoyin. In: European Economic Review. RePEc:eee:eecrev:v:142:y:2022:i:c:s0014292121002774. Full description at Econpapers || Download paper | |
2022 | Turning the heat on financial decisions: Examining the role temperature plays in the incidence of bias in a time-limited financial market. (2022). Johnson, J. E. V., ; Ma, T ; Sung, M.-C., ; Costa, L F. In: European Journal of Operational Research. RePEc:eee:ejores:v:299:y:2022:i:3:p:1142-1157. Full description at Econpapers || Download paper | |
2022 | Does air pollution influence investor trading behavior? Evidence from China. (2022). Huang, Lin ; Wei, Mengxin ; Guo, Mengmeng. In: Emerging Markets Review. RePEc:eee:ememar:v:50:y:2022:i:c:s1566014121000303. Full description at Econpapers || Download paper | |
2022 | The stock market tips. (2022). Uzmanoglu, Cihan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:67:y:2022:i:c:p:271-287. Full description at Econpapers || Download paper | |
2021 | When does daylight saving time save electricity? Weather and air-conditioning. (2021). Guven, Cahit ; Aksakalli, Vural ; Zhang, Quanda ; Yuan, Haishan. In: Energy Economics. RePEc:eee:eneeco:v:98:y:2021:i:c:s0140988321001213. Full description at Econpapers || Download paper | |
2022 | Air pollution and mediation effects in stock market, longitudinal evidence from China. (2022). Xu, Alan. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002101. Full description at Econpapers || Download paper | |
2021 | Air pollution, local bias, and stock returns. (2021). , Taoyang ; Yang, Tao ; Guo, Mengmeng ; Ding, Xiaoya. In: Finance Research Letters. RePEc:eee:finlet:v:39:y:2021:i:c:s1544612320303305. Full description at Econpapers || Download paper | |
2021 | Transient emotions, perceptions of well-being, and mutual fund flows. (2021). Dayani, Arash ; Bazley, William J ; Jannati, Sima. In: Finance Research Letters. RePEc:eee:finlet:v:41:y:2021:i:c:s1544612320316391. Full description at Econpapers || Download paper | |
2022 | Seasonal and Calendar Effects and the Price Efficiency of Cryptocurrencies. (2022). Eichel, Ron ; Aharon, David Y ; Qadan, Mahmoud. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321003597. Full description at Econpapers || Download paper | |
2022 | Photo sentiment and stock returns around the world. (2022). Chiah, Mardy ; Zhong, Angel ; Hu, Xiaolu. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321004074. Full description at Econpapers || Download paper | |
2022 | Do AI-powered mutual funds perform better?. (2022). Ren, Jinjuan ; Chen, Rui. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005547. Full description at Econpapers || Download paper | |
2022 | The Groundhog Day stock market anomaly. (2022). Fedorova, Svetlana ; Shuraeva, Arina ; Shanaev, Savva. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005766. Full description at Econpapers || Download paper | |
2021 | The effect of securities class action lawsuits on mergers and acquisitions. (2021). Zhao, Kun ; Walker, Thomas ; Davis, Frederick ; Basnet, Anup. In: Global Finance Journal. RePEc:eee:glofin:v:48:y:2021:i:c:s1044028319301978. Full description at Econpapers || Download paper | |
2021 | The pricing of global temperature shocks in the cost of equity capital. (2021). Gregory, Richard P. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:72:y:2021:i:c:s104244312100038x. Full description at Econpapers || Download paper | |
2021 | Probabilistic recalibration of forecasts. (2021). MacHete, Reason L ; Adams, Jennifer M ; Rosner, Robert ; Graziani, Carlo. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:1:p:1-27. Full description at Econpapers || Download paper | |
2022 | Combining forecasts for universally optimal performance. (2022). Yang, Yuhong ; Cheng, Gang ; Rolling, Craig A ; Qian, Wei. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:1:p:193-208. Full description at Econpapers || Download paper | |
2021 | No-Arbitrage pricing of GDP-Linked bonds. (2021). Eguren Martin, Fernando ; Yan, Wen ; Meldrum, Andrew. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:126:y:2021:i:c:s0378426621000339. Full description at Econpapers || Download paper | |
2021 | Tuesday Blues and the day-of-the-week effect in stock returns. (2021). Zhong, Angel ; Chiah, Mardy. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:133:y:2021:i:c:s0378426621002028. Full description at Econpapers || Download paper | |
2021 | Trading behavior of retail investors in derivatives markets: Evidence from Mini options. (2021). Zhong, Zhaodong ; Zhao, Chen ; Li, Yubin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:133:y:2021:i:c:s0378426621002090. Full description at Econpapers || Download paper | |
2022 | The Winner Takes It All: Investor Sentiment and the Eurovision Song Contest. (2022). Abudy, Menachem ; Shust, Efrat ; Mugerman, Yevgeny. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:137:y:2022:i:c:s0378426622000322. Full description at Econpapers || Download paper | |
2022 | Global weather-based trading strategies. (2022). Tremblay, Andreanne ; Dong, Ming. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:143:y:2022:i:c:s0378426622001546. Full description at Econpapers || Download paper | |
2021 | The effect of time-induced stress on financial decision making in real markets: The case of traffic congestion. (2021). Kliger, Doron ; Gelman, Sergey. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:185:y:2021:i:c:p:814-841. Full description at Econpapers || Download paper | |
2021 | Are return seasonalities due to risk or mispricing?. (2021). Nyberg, Peter ; Linnainmaa, Juhani T ; Keloharju, Matti. In: Journal of Financial Economics. RePEc:eee:jfinec:v:139:y:2021:i:1:p:138-161. Full description at Econpapers || Download paper | |
2021 | Air pollution, affect, and forecasting bias: Evidence from Chinese financial analysts. (2021). Xu, Nianhang ; Wang, Yongxiang ; Fisman, Raymond ; Dong, Rui. In: Journal of Financial Economics. RePEc:eee:jfinec:v:139:y:2021:i:3:p:971-984. Full description at Econpapers || Download paper | |
2021 | Do limits to arbitrage explain the benefits of volatility-managed portfolios?. (2021). Detzel, Andrew ; Barroso, Pedro. In: Journal of Financial Economics. RePEc:eee:jfinec:v:140:y:2021:i:3:p:744-767. Full description at Econpapers || Download paper | |
2021 | Asset prices, midterm elections, and political uncertainty. (2021). Marsh, Terry ; Chan, Kam Fong. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:1:p:276-296. Full description at Econpapers || Download paper | |
2021 | Air pollution, behavioral bias, and the disposition effect in China. (2021). Zhang, Jian ; Massa, Massimo ; Li, Jennifer. In: Journal of Financial Economics. RePEc:eee:jfinec:v:142:y:2021:i:2:p:641-673. Full description at Econpapers || Download paper | |
2022 | Ambiguity about volatility and investor behavior. (2022). Uhr, Charline ; Meyer, Steffen ; Kostopoulos, Dimitrios. In: Journal of Financial Economics. RePEc:eee:jfinec:v:145:y:2022:i:1:p:277-296. Full description at Econpapers || Download paper | |
2022 | Music sentiment and stock returns around the world. (2022). Edmans, Alex ; Indriawan, Ivan ; Garel, Alexandre ; Fernandez-Perez, Adrian. In: Journal of Financial Economics. RePEc:eee:jfinec:v:145:y:2022:i:2:p:234-254. Full description at Econpapers || Download paper | |
2021 | The Halloween indicator, “Sell in May and Go Away”: Everywhere and all the time. (2021). Jacobsen, Ben ; Zhang, Cherry Y. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302242. Full description at Econpapers || Download paper | |
2021 | On the relation between Pandemic Disease Outbreak News and Crude oil, Gold, Gold mining, Silver and Energy Markets. (2021). Shaikh, Imlak. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000428. Full description at Econpapers || Download paper | |
2021 | Chaotic behavior in gold, silver, copper and bitcoin prices. (2021). Bildirici, Melike ; Sonustun, Bahri. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003950. Full description at Econpapers || Download paper | |
2021 | Japanese monetary policy and its impact on stock market implied volatility during pleasant and unpleasant weather. (2021). Finta, Marinela Adriana. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:67:y:2021:i:c:s0927538x2100069x. Full description at Econpapers || Download paper | |
2021 | Impact of Global Warming on SENSEX fluctuations — A study based on Multifractal detrended cross correlation analysis between the temperature anomalies and the SENSEX fluctuations. (2021). Ghosh, Dipak ; Chatterjee, Sucharita. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:571:y:2021:i:c:s037843712100087x. Full description at Econpapers || Download paper | |
2022 | Analyst sentiment and earning forecast bias in financial markets. (2022). Zhang, Jiu ; Zhao, NA ; Bai, Ling ; Cen, Tao ; Xiong, Long ; Jiang, Xiong-Fei ; Zheng, Chang-Juan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:589:y:2022:i:c:s0378437121008669. Full description at Econpapers || Download paper | |
2021 | Halloween effect and active fund management. (2021). Samios, Yiannis ; Kenourgios, Dimitris. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:534-544. Full description at Econpapers || Download paper | |
2022 | Naval disasters, world war two and the British stock market. (2022). Urquhart, Andrew ; Hudson, Robert. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s027553192100177x. Full description at Econpapers || Download paper | |
2022 | Calendar anomalies in passion investments: Price patterns and profit opportunities. (2022). Ji, Qiang ; Havrylina, Ahniia ; Bouri, Elie ; Plastun, Alex. In: Research in International Business and Finance. RePEc:eee:riibaf:v:61:y:2022:i:c:s0275531922000666. Full description at Econpapers || Download paper | |
2021 | The Influence of Investors’ Mood on the Stock Prices: Evidence from Energy Firms in Warsaw Stock Exchange, Poland. (2021). Shahzad, Umer ; Mentel, Urszula ; Tarczyski, Waldemar. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:21:p:7396-:d:673347. Full description at Econpapers || Download paper | |
2021 | The Impact of Weather Factors on Quotations of Energy Sector Companies on Warsaw Stock Exchange. (2021). Tarczyska-Uniewska, Magorzata ; Majewski, Sebastian ; Tarczyski, Waldemar ; Mentel, Grzegorz ; Majewska, Agnieszka. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:6:p:1536-:d:514552. Full description at Econpapers || Download paper | |
2021 | . Full description at Econpapers || Download paper | |
2021 | Does the Croatian Stock Market Have Seasonal Affective Disorder?. (2021). Škrinjarić, Tihana ; Ego, Boko ; Marasovi, Branka. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:2:p:89-:d:503333. Full description at Econpapers || Download paper | |
2021 | Machine Learning in Finance: A Metadata-Based Systematic Review of the Literature. (2021). Warin, Thierry ; Stojkov, Aleksandar. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:7:p:302-:d:587602. Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2021 | Forward-Looking Volatility Estimation for Risk-Managed Investment Strategies during the COVID-19 Crisis. (2021). Wallbaum, Kai ; Garbelli, Matteo ; di Persio, Luca. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:2:p:33-:d:490808. Full description at Econpapers || Download paper | |
2021 | Differences in Local Rice Price Volatility, Climate, and Macroeconomic Determinants in the Indonesian Market. (2021). Koestoer, Raldi Hendro ; Supriatna, Jatna ; Putra, Agie Wandala ; Budhi, Tri Edhi. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:8:p:4465-:d:537440. Full description at Econpapers || Download paper | |
2021 | The Welfare Effects of Time Reallocation: Evidence from Daylight Saving Time. (2021). Pagan, Ricardo ; Fleche, Sarah ; Costa-Font, Joan ; costa -Font, Joan . In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-03835461. Full description at Econpapers || Download paper | |
2021 | The Welfare Effects of Time Reallocation: Evidence from Daylight Saving Time. (2021). Pagan, Ricardo ; Fleche, Sarah ; Costa-Font, Joan ; costa -Font, Joan . In: Working Papers. RePEc:hal:wpaper:halshs-03835461. Full description at Econpapers || Download paper | |
2021 | Air Pollution Affects Decision-Making: Evidence from the Ballot Box. (2021). Pestel, Nico ; Bellani, Luna ; Elsner, Benjamin ; Ceolotto, Stefano. In: IZA Discussion Papers. RePEc:iza:izadps:dp14718. Full description at Econpapers || Download paper | |
2021 | Sunset Long Shadows: Time, Crime, and Perception of Change. (2021). Jelnov, Pavel. In: IZA Discussion Papers. RePEc:iza:izadps:dp14770. Full description at Econpapers || Download paper | |
2022 | The Labour Market Returns to Sleep. (2022). Costa-Font, Joan ; Pagan, Ricardo ; Fleche, Sarah ; costa -Font, Joan . In: IZA Discussion Papers. RePEc:iza:izadps:dp15741. Full description at Econpapers || Download paper | |
2021 | Computing Macro-Effects and Welfare Costs of Temperature Volatility: A Structural Approach. (2021). Jüppner, Marcus ; Paradiso, Antonio ; Juppner, Marcus ; Donadelli, Michael ; Schlag, Christian. In: Computational Economics. RePEc:kap:compec:v:58:y:2021:i:2:d:10.1007_s10614-020-10031-3. Full description at Econpapers || Download paper | |
2022 | Impact of COVID-19 pandemic on the energy markets. (2022). Shaikh, Imlak. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:55:y:2022:i:1:d:10.1007_s10644-021-09320-0. Full description at Econpapers || Download paper | |
2022 | Localized sentiment trading in heterogeneous labor markets: evidence from free agent signings. (2022). Whyte, Ann Marie ; Newman, Melinda ; Akhigbe, Aigbe. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:58:y:2022:i:3:d:10.1007_s11156-021-01023-x. Full description at Econpapers || Download paper | |
2022 | The labour Market Returns to Sleep. (2022). Costa-Font, Joan ; Pagan, Ricardo ; Fleche, Sarah ; costa -Font, Joan . In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:22023. Full description at Econpapers || Download paper | |
2021 | Air pollution, investor sentiment and excessive returns. (2021). Muntifering, Matthew. In: Journal of Asset Management. RePEc:pal:assmgt:v:22:y:2021:i:2:d:10.1057_s41260-021-00206-4. Full description at Econpapers || Download paper | |
2022 | Vulnerability and fraud: evidence from the COVID-19 pandemic. (2022). Yang, Lingxiao ; Zhang, Ting ; Wu, Qun. In: Palgrave Communications. RePEc:pal:palcom:v:9:y:2022:i:1:d:10.1057_s41599-022-01445-5. Full description at Econpapers || Download paper | |
2021 | Are consumer confidence and asset value expectations positively associated with length of daylight?: An exploration of psychological mediators between length of daylight and seasonal asset price trans. (2021). Konishi, Yoko ; Sekizawa, Yoichi. In: PLOS ONE. RePEc:plo:pone00:0245520. Full description at Econpapers || Download paper | |
2021 | IMPACT OF MENTAL HEALTH AND WELL-BEING OF INDIAN STOCK MARKET TRADERS. (2021). Sana, Alekhya ; Manda, Vijaya Kittu. In: MPRA Paper. RePEc:pra:mprapa:109941. Full description at Econpapers || Download paper | |
2021 | Is There a Differential Market Size Effect in U.S. Free Agent Signings? Evidence From Localized Sentiment Trading. (2021). Whyte, Ann Marie ; Newman, Melinda ; Akhigbe, Aigbe. In: Journal of Sports Economics. RePEc:sae:jospec:v:22:y:2021:i:6:p:678-721. Full description at Econpapers || Download paper | |
2022 | Mood Beta, Sentiment and Stock Returns in China. (2022). Li, Yuan. In: SAGE Open. RePEc:sae:sagope:v:12:y:2022:i:1:p:21582440221079873. Full description at Econpapers || Download paper | |
2021 | Investor behavior and weather factors: evidences from Asian region. (2021). Kathiravan, Chinnadurai ; Venkateswar, Sankaran ; Selvam, Murugesan ; Balakrishnan, S. In: Annals of Operations Research. RePEc:spr:annopr:v:299:y:2021:i:1:d:10.1007_s10479-019-03335-7. Full description at Econpapers || Download paper | |
2021 | Volatility in the stock market: ANN versus parametric models. (2021). Clementi, Daniele ; Decclesia, Rita Laura. In: Annals of Operations Research. RePEc:spr:annopr:v:299:y:2021:i:1:d:10.1007_s10479-019-03374-0. Full description at Econpapers || Download paper | |
2021 | Curb appeal: how temporary weather patterns affect house prices. (2021). Gourley, Patrick. In: The Annals of Regional Science. RePEc:spr:anresc:v:67:y:2021:i:1:d:10.1007_s00168-020-01042-x. Full description at Econpapers || Download paper | |
2022 | The forecasting of consumer exchange-traded funds (ETFs) via grey relational analysis (GRA) and artificial neural network (ANN). (2022). Chen, Jo-Hui ; Malinda, Maya. In: Empirical Economics. RePEc:spr:empeco:v:62:y:2022:i:2:d:10.1007_s00181-021-02039-x. Full description at Econpapers || Download paper | |
2021 | Soccer Scores, Short-Term Mood and Fertility. (2021). Cozzani, Marco ; Bernardi, Fabrizio. In: European Journal of Population. RePEc:spr:eurpop:v:37:y:2021:i:3:d:10.1007_s10680-021-09576-2. Full description at Econpapers || Download paper | |
2021 | Light a lamp and look at the stock market. (2021). CHUNDAKKADAN, RADEEF. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00232-6. Full description at Econpapers || Download paper | |
2021 | Investigating seasonality, policy intervention and forecasting in the Indian gold futures market: a comparison based on modeling non-constant variance using two different methods. (2021). Anuradha, N ; Nargunam, Rupel . In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00283-9. Full description at Econpapers || Download paper | |
2022 | Investor sentiments and stock markets during the COVID-19 pandemic. (2022). Dibooglu, Sel ; Cevik, Emrah Ismail ; Altinkeski, Buket Kirci. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-022-00375-0. Full description at Econpapers || Download paper | |
2022 | Relationship Between Climate Risk and Physical and Organizational Capital. (2022). Zhang, Lei ; Lobo, Gerald ; Kanagaretnam, Kiridaran. In: Management International Review. RePEc:spr:manint:v:62:y:2022:i:2:d:10.1007_s11575-022-00467-0. Full description at Econpapers || Download paper | |
2022 | Moving to a world beyond p-value. (2022). Kim, Jae H. In: Review of Managerial Science. RePEc:spr:rvmgts:v:16:y:2022:i:8:d:10.1007_s11846-021-00504-6. Full description at Econpapers || Download paper | |
2022 | The 1920s technological revolution and the crash of 1929: the role of RCA, DuPont, General Motors, and Union Carbide. (2022). Gulati, Bhraman ; Wuthisatian, Rattaphon ; Guerrero, Federico ; Papadovasilaki, Dimitra. In: SN Business & Economics. RePEc:spr:snbeco:v:2:y:2022:i:5:d:10.1007_s43546-022-00208-3. Full description at Econpapers || Download paper | |
2021 | Spring Forward, Dont Fall Back: The Effect of Daylight Saving Time on Road Safety. (2021). Schiele, Valentin ; Bnnings, Christian. In: The Review of Economics and Statistics. RePEc:tpr:restat:v:103:y:2021:i:1:p:165-176. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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2000 | Losing Sleep at the Market: The Daylight Saving Anomaly In: American Economic Review. [Full Text][Citation analysis] | article | 214 |
1998 | Losing Sleep at the Market: The Daylight-Savings Anomaly.(1998) In: Discussion Papers. [Citation analysis] This paper has another version. Agregated cites: 214 | paper | |
2002 | Losing Sleep at the Market: The Daylight Saving Anomaly: Reply In: American Economic Review. [Full Text][Citation analysis] | article | 24 |
2003 | Winter Blues: A SAD Stock Market Cycle In: American Economic Review. [Full Text][Citation analysis] | article | 331 |
2002 | Winter blues: a SAD stock market cycle.(2002) In: FRB Atlanta Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 331 | paper | |
2001 | Combining Bond Rating Forecasts Using Logit. In: The Financial Review. [Citation analysis] | article | 25 |
1998 | Combining Bond Rating Forecasts Using Logit..(1998) In: Discussion Papers. [Citation analysis] This paper has another version. Agregated cites: 25 | paper | |
2005 | VOLATILITY FORECASTS, TRADING VOLUME, AND THE ARCH VERSUS OPTION?IMPLIED VOLATILITY TRADE?OFF In: Journal of Financial Research. [Full Text][Citation analysis] | article | 19 |
2004 | Volatility forecasts, trading volume, and the ARCH versus option-implied volatility trade-off.(2004) In: FRB Atlanta Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
2010 | Trills Instead of T-Bills: Its Time to Replace Part of Government Debt with Shares in GDP In: The Economists' Voice. [Full Text][Citation analysis] | article | 6 |
2008 | The Case for Trills: Giving Canadians and their Pension Funds a Stake in the Wealth of the Nation In: C.D. Howe Institute Commentary. [Full Text][Citation analysis] | article | 4 |
2010 | Estimating the Equity Premium In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 6 |
2009 | The Case for Trills: Giving the People and Their Pension Funds a Stake in the Wealth of the Nation In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 16 |
1989 | Interval forecasting : An analysis based upon ARCH-quantile estimators In: Journal of Econometrics. [Full Text][Citation analysis] | article | 74 |
2005 | Winter blues and time variation in the price of risk In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 38 |
2004 | Winter blues and time variation in the price of risk.(2004) In: FRB Atlanta Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 38 | paper | |
1997 | An artificial neural network-GARCH model for international stock return volatility In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 54 |
1998 | Combining qualitative forecasts using logit In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 25 |
2009 | Is it the weather? Comment In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 14 |
2003 | Pricing firms on the basis of fundamentals In: Economic Review. [Full Text][Citation analysis] | article | 2 |
2001 | Rational exuberance: The fundamentals of pricing firms, from blue chip to “dot com” In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 0 |
2003 | Stare down the barrel and center the crosshairs: Targeting the ex ante equity premium In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 1 |
1996 | A New Dividend Forecasting Procedure That Rejects Bubbles in Asset Prices: The Case of 1929s Stock Crash. In: Review of Financial Studies. [Full Text][Citation analysis] | article | 40 |
Forecasting Fundamental Asset Return Distributions In: Computing in Economics and Finance 1997. [Full Text][Citation analysis] | paper | 2 | |
1999 | The Accuracy of Fundamental Stock Market Price Estimates and a Refinement to the Donaldson-Kamstra Fundamental Estimate In: Computing in Economics and Finance 1999. [Citation analysis] | paper | 0 |
2001 | Volatility Forecasts, Trading Volume and the ARCH vs. Option-Implied Volatility Tradeoff. In: Discussion Papers. [Citation analysis] | paper | 2 |
1991 | A Neural Network Test for Heteroskedasticity. In: Discussion Papers. [Citation analysis] | paper | 2 |
1995 | Evolving Artificial Neural Networks to Combine Financial Forecasts. In: Discussion Papers. [Citation analysis] | paper | 3 |
1996 | Forecasting Fundamental Asset Return Distributions and Tests for Excess Volatility and Bubbles. In: Discussion Papers. [Citation analysis] | paper | 1 |
1998 | The Ex Post Rational Price is Certainly Ex Post, It Might Be Rational, But Is It Useful? In: Discussion Papers. [Citation analysis] | paper | 0 |
1999 | Dividends, Earnings and Fundamental Valuation. In: Discussion Papers. [Citation analysis] | paper | 0 |
2005 | Waiting for returns: using space-time duality to calibrate financial diffusions In: Quantitative Finance. [Full Text][Citation analysis] | article | 1 |
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