Mark Kamstra : Citation Profile


Are you Mark Kamstra?

York University

10

H index

11

i10 index

591

Citations

RESEARCH PRODUCTION:

16

Articles

17

Papers

RESEARCH ACTIVITY:

   21 years (1989 - 2010). See details.
   Cites by year: 28
   Journals where Mark Kamstra has often published
   Relations with other researchers
   Recent citing documents: 87.    Total self citations: 11 (1.83 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pka66
   Updated: 2019-07-21    RAS profile: 2012-03-07    
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Relations with other researchers


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:

Clements, Michael (17)

Kliger, Doron (11)

lucey, brian (9)

Koellinger, Philipp (9)

Kim, Jae (8)

Apergis, Nicholas (8)

GUPTA, RANGAN (7)

Joëts, Marc (7)

Dowling, Michael (7)

Worthington, Andrew (7)

Kuehnle, Daniel (6)

Cites to:

Campbell, John (9)

Levi, Maurice (7)

Mehra, Rajnish (6)

Harvey, Campbell (6)

Shiller, Robert (6)

Kramer, Lisa (6)

Schwert, G. (5)

White, Halbert (5)

Engle, Robert (5)

French, Kenneth (5)

Fama, Eugene (4)

Main data


Where Mark Kamstra has published?


Journals with more than one article published# docs
American Economic Review3
Journal of Empirical Finance2

Working Papers Series with more than one paper published# docs
Discussion Papers / Department of Economics, Simon Fraser University8
FRB Atlanta Working Paper / Federal Reserve Bank of Atlanta5

Recent works citing Mark Kamstra (2018 and 2017)


YearTitle of citing document
2018Does Daylight Saving Save Electricity? A Meta-Analysis. (2018). Irsova, Zuzana ; Herman, Dominik ; Havranek, Tomas ; Tomas, Dominik Herman. In: The Energy Journal. RePEc:aen:journl:ej39-2-irsova.

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2017Do Sunspots Matter for Cycles in Agricultural Lending: a VEC Approach to Russian Wheat Market. (2017). Burakov, Dmitry. In: AGRIS on-line Papers in Economics and Informatics. RePEc:ags:aolpei:262446.

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2017Trading while sleepy? Circadian mismatch and excess volatility in a global experimental asset market. (2017). Greenaway-McGrevy, Ryan ; Dickinson, David ; Chaudhuri, Ananish. In: Working Papers. RePEc:apl:wpaper:17-06.

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2019A robust machine learning approach for credit risk analysis of large loan-level datasets using deep learning and extreme gradient boosting. (2019). Klamargias, Aristotelis ; Stavroulakis, Evaggelos ; Siakoulis, Vasilis ; Petropoulos, Anastasios. In: IFC Bulletins chapters. RePEc:bis:bisifc:50-22.

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2018On the Comparison of Interval Forecasts. (2018). Askanazi, Ross ; Shin, Minchul ; Schorfheide, Frank ; Diebold, Francis X. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:39:y:2018:i:6:p:953-965.

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2017Quantile Aggregation of Density Forecasts. (2017). Busetti, Fabio. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:79:y:2017:i:4:p:495-512.

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2017Time Zones Matter: The Impact of Distance and Time Zones on Services Trade. (2017). Christen, Elisabeth ; Egger, Peter. In: The World Economy. RePEc:bla:worlde:v:40:y:2017:i:3:p:612-631.

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2018When the market drives you crazy: Stock market returns and fatal car accidents. (2018). Vlassopoulos, Michael ; Tonin, Mirco ; Giulietti, Corrado. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps52.

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2017Parental Sleep and Employment: Evidence from a British Cohort Study. (2017). Flèche, Sarah ; Costa-i-Font, Joan ; costa -Font, Joan ; Fleche, Sarah ; Costa-Font, Joan. In: CEP Discussion Papers. RePEc:cep:cepdps:dp1467.

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2018When the Market Drives you Crazy: Stock Market Returns and Fatal Car Accidents. (2018). Vlassopoulos, Michael ; Tonin, Mirco ; Giulietti, Corrado. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7182.

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2017The Behavior of Stock Prices during Lent and Advent. (2017). Dumitriu, Ramona ; Stefanescu, Razvan. In: Risk in Contemporary Economy. RePEc:ddj:fserec:y:2017:p:95-112.

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2018When the market drives you crazy: Stock market returns and fatal car accidents. (2018). Vlassopoulos, Michael ; Tonin, Mirco ; Giulietti, Corrado. In: Working Papers. RePEc:don:donwpa:124.

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2019Does Air Pollution Cause the Retail Investor’s Disposition Effect in Taiwan Mutual Fund Markets?. (2019). Lee, Nicholas ; Lin, Yih-Bey ; Chen, Yu-Hao ; Chang, Fu-Min ; Ko, Jim-Chen. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2019-02-9.

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2019Does a financial accelerator improve forecasts during financial crises? Evidence from Japan with prediction-pooling methods. (2019). Iiboshi, Hirokuni ; Nakamura, Daisuke ; Matsumae, Tatsuyoshi ; Hasumi, Ryo. In: Journal of Asian Economics. RePEc:eee:asieco:v:60:y:2019:i:c:p:45-68.

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2018Pricing and hedging GDP-linked bonds in incomplete markets. (2018). Consiglio, Andrea ; Zenios, Stavros. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:88:y:2018:i:c:p:137-155.

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2018The implications of daylight saving time: A quasi-natural experiment on cognitive performance and risk taking behaviour. (2018). Sarkar, Jayanta ; Dulleck, Uwe ; Torgler, Benno ; Schaffner, Markus. In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:390-400.

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2018The “Sell in May” effect: A review and new empirical evidence. (2018). Degenhardt, Thomas ; Auer, Benjamin R. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:43:y:2018:i:c:p:169-205.

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2018Decision-making, financial risk aversion, and behavioral biases: The role of testosterone and stress. (2018). Shank, Corey ; Nofsinger, John R ; Patterson, Fernando M. In: Economics & Human Biology. RePEc:eee:ehbiol:v:29:y:2018:i:c:p:1-16.

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2017Displaced relative changes in historical simulation: Application to risk measures of interest rates with phases of negative rates. (2017). Fries, Christian P ; Seeger, Norman ; Nigbur, Tobias . In: Journal of Empirical Finance. RePEc:eee:empfin:v:42:y:2017:i:c:p:175-198.

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2018Forecasting global stock market implied volatility indices. (2018). Filis, George ; Degiannakis, Stavros ; Hassani, Hossein. In: Journal of Empirical Finance. RePEc:eee:empfin:v:46:y:2018:i:c:p:111-129.

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2018Seasonality in the cross section of stock returns: Advanced markets versus emerging markets. (2018). Li, Fengyun ; Zheng, Dazhi ; Zhang, Huacheng . In: Journal of Empirical Finance. RePEc:eee:empfin:v:49:y:2018:i:c:p:263-281.

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2017How does daylight saving time affect electricity demand? An answer using aggregate data from a natural experiment in Western Australia. (2017). Choi, Seungmoon ; Masson, Virginie ; Pellen, Alistair . In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:247-260.

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2018Investor sentiment and the price of oil. (2018). Qadan, Mahmoud ; Nama, Hazar. In: Energy Economics. RePEc:eee:eneeco:v:69:y:2018:i:c:p:42-58.

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2017Stock returns and investors mood: Good day sunshine or spurious correlation?. (2017). Kim, Jae. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:94-103.

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2018Stock prices and geographic proximity of information: Evidence from the Ebola outbreak. (2018). Ichev, Riste ; Marin, Matej . In: International Review of Financial Analysis. RePEc:eee:finana:v:56:y:2018:i:c:p:153-166.

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2018Sentiment-based momentum strategy. (2018). Suh, Sangwon ; Kim, Byungoh. In: International Review of Financial Analysis. RePEc:eee:finana:v:58:y:2018:i:c:p:52-68.

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2018Study on the influence mechanism of air quality on stock market yield and Volatility: Empirical test from China based on GARCH model. (2018). An, NA ; Sun, YI ; Guo, Kun ; Pan, Peilin ; Wang, Baixue. In: Finance Research Letters. RePEc:eee:finlet:v:26:y:2018:i:c:p:119-125.

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2019New evidence on the impact of the English national soccer team on the FTSE 100. (2019). Zwergel, Bernhard ; Klein, Christian ; Heiden, Sebastian ; Bauckloh, Tobias. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:61-67.

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2017Dangerous infectious diseases: Bad news for Main Street, good news for Wall Street?. (2017). Donadelli, Michael ; Riedel, Max ; Kizys, Renatas. In: Journal of Financial Markets. RePEc:eee:finmar:v:35:y:2017:i:c:p:84-103.

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2019Keeping a weather eye on prediction markets: The influence of environmental conditions on forecasting accuracy. (2019). Costa, Luis Felipe ; Ma, Tiejun ; Sung, Ming-Chien . In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:321-335.

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2017Temperature shocks and the cost of equity capital: Implications for climate change perceptions. (2017). Balvers, Ronald ; Zhao, Xiaobing ; Du, Ding. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:77:y:2017:i:c:p:18-34.

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2018Consumptor economicus: How do consumers form expectations on economic variables?. (2018). Claus, Edda ; Nguyen, Viet Hoang. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:152:y:2018:i:c:p:254-275.

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2018Disentangling investor sentiment: Mood and household attitudes towards the economy. (2018). Kostopoulos, Dimitrios ; Meyer, Steffen. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:155:y:2018:i:c:p:28-78.

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2017Maximum likelihood estimation of the equity premium. (2017). Avdis, Efstathios ; Wachter, Jessica A. In: Journal of Financial Economics. RePEc:eee:jfinec:v:125:y:2017:i:3:p:589-609.

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2018Time varying risk aversion. (2018). Guiso, Luigi ; Zingales, Luigi ; Sapienza, Paola. In: Journal of Financial Economics. RePEc:eee:jfinec:v:128:y:2018:i:3:p:403-421.

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2018Asset pricing with beliefs-dependent risk aversion and learning. (2018). Berrada, Tony ; Rindisbacher, Marcel ; Detemple, Jerome ; De Temple, Jerome. In: Journal of Financial Economics. RePEc:eee:jfinec:v:128:y:2018:i:3:p:504-534.

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2018Day of the week and the cross-section of returns. (2018). Birru, Justin. In: Journal of Financial Economics. RePEc:eee:jfinec:v:130:y:2018:i:1:p:182-214.

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2017Stale economic news, media and the stock market. (2017). Birz, Gene . In: Journal of Economic Psychology. RePEc:eee:joepsy:v:61:y:2017:i:c:p:87-102.

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2018Lucky issuance: The role of numerological superstitions in irrational return premiums. (2018). Weng, Pei-Shih. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:47:y:2018:i:c:p:79-91.

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2018Air pollution, stock returns, and trading activities in China. (2018). Lu, Jing ; Hao, Ying ; Wu, Qinqin. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:51:y:2018:i:c:p:342-365.

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2017Multidimensional k-nearest neighbor model based on EEMD for financial time series forecasting. (2017). Zhang, Ningning ; Shang, Pengjian ; Lin, Aijing . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:477:y:2017:i:c:p:161-173.

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2017Can economic policy uncertainty help to forecast the volatility: A multifractal perspective. (2017). Liu, Zhicao ; Ma, Feng ; Ye, Yong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:482:y:2017:i:c:p:181-188.

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2018SAD and stock returns revisited: Nonlinear analysis based on MF-DCCA and Granger test. (2018). Ruan, Qingsong ; Yang, Haiquan ; Lv, Dayong ; Zhang, Manqian. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:509:y:2018:i:c:p:1009-1022.

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2017Seasonal anomalies in advanced emerging stock markets. (2017). Docherty, Paul ; Seif, Mostafa ; Shamsuddin, Abul. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:66:y:2017:i:c:p:169-181.

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2018A review of uncertainty representations and metaverification of uncertainty assessment techniques for renewable energies. (2018). Gensler, Andre ; Vogt, Stephan ; Sick, Bernhard. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:96:y:2018:i:c:p:352-379.

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2017Too hot to reject: The effect of weather variations on the patent examination process at the United States Patent and Trademark Office. (2017). Kovacs, Balazs. In: Research Policy. RePEc:eee:respol:v:46:y:2017:i:10:p:1824-1835.

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2017Seasonality in government bond returns and factor premia. (2017). Zaremba, Adam ; Schabek, Tomasz . In: Research in International Business and Finance. RePEc:eee:riibaf:v:41:y:2017:i:c:p:292-302.

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2017Can (unusual) weather conditions in New York predict South African stock returns?. (2017). GUPTA, RANGAN ; Apergis, Nicholas. In: Research in International Business and Finance. RePEc:eee:riibaf:v:41:y:2017:i:c:p:377-386.

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2018Investor sentiment, soccer games and stock returns. (2018). Dimic, Nebojsa ; Aijo, Janne ; Orlov, Vitaly ; Neudl, Manfred. In: Research in International Business and Finance. RePEc:eee:riibaf:v:43:y:2018:i:c:p:90-98.

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2017How does happiness relate to economic behaviour? A review of the literature. (2017). Lane, Tom. In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:68:y:2017:i:c:p:62-78.

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2019The High Holidays: Psychological mechanisms of honesty in real-life financial decisions. (2019). Qadan, Mahmoud ; Kliger, Doron. In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:78:y:2019:i:c:p:121-137.

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2017An optimal stopping approach to managing travel-time uncertainty for time-sensitive customer pickup. (2017). Vodopivec, Nea ; Miller-Hooks, Elise. In: Transportation Research Part B: Methodological. RePEc:eee:transb:v:102:y:2017:i:c:p:22-37.

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2017Parental sleep and employment: evidence from a British cohort study. (2017). Flèche, Sarah ; Costa-i-Font, Joan ; costa -Font, Joan ; Fleche, Sarah ; Costa-Font, Joan. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:69530.

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2017Do Macro-Economic and Technical Indicators Matter?- a Principal Component Analysis Approach for Equity Risk Premium Prediction. (2017). Ul, Naveed ; Mushtaq, Maryam ; Aziz, Bilal . In: European Journal of Economics and Business Studies Articles. RePEc:eur:ejesjr:184.

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2019Interval-Based Hypothesis Testing and Its Applications to Economics and Finance. (2019). Robinson, Andrew P ; Kim, Jae H. In: Econometrics. RePEc:gam:jecnmx:v:7:y:2019:i:2:p:21-:d:231401.

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2017Context Moderates Priming Effects on Financial Risk Taking. (2017). Aldrovandi, Silvio ; Vlaev, Ivo ; Hill, Tetiana ; Kusev, Petko . In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:1:p:18-:d:92979.

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2018Testing for Seasonal Affective Disorder on Selected CEE and SEE Stock Markets. (2018). Škrinjarić, Tihana. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:4:p:140-:d:188230.

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2017Does Implementation of Big Data Analytics Improve Firms’ Market Value? Investors’ Reaction in Stock Market. (2017). Lee, Hansol ; Chai, Sangmi ; Kim, Minkyun ; Kweon, Eunkyung. In: Sustainability. RePEc:gam:jsusta:v:9:y:2017:i:6:p:978-:d:101056.

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2017The Relationship between Parasocial breakup and Investor Behaviours. (2017). Bozkurt, Ibrahim ; Hatipoglu, Mercan. In: International Journal of Academic Research in Accounting, Finance and Management Sciences. RePEc:hur:ijaraf:v:7:y:2017:i:3:p:87-96.

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2017Trading While Sleepy? Circadian Mismatch and Excess Volatility in a Global Experimental Asset Market. (2017). Greenaway-McGrevy, Ryan ; Dickinson, David ; Chaudhuri, Ananish. In: IZA Discussion Papers. RePEc:iza:izadps:dp10984.

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2018When the Market Drives You Crazy: Stock Market Returns and Fatal Car Accidents. (2018). Vlassopoulos, Michael ; Tonin, Mirco ; Giulietti, Corrado. In: IZA Discussion Papers. RePEc:iza:izadps:dp11720.

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2018Child Sleep and Maternal Labour Market Outcomes. (2018). Flèche, Sarah ; Costa-i-Font, Joan ; Costa-Font, Joan ; costa -Font, Joan . In: IZA Discussion Papers. RePEc:iza:izadps:dp11755.

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2018Incidental emotions and risk-taking: An experimental analysis. (2018). Russo, Alberto ; Marini, Matteo M. ; Colasante, Annarita. In: Working Papers. RePEc:jau:wpaper:2018/13.

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2017Weather Effects on Stock Returns and Volatility in South Asian Markets. (2017). Sheikh, Muhammad Fayyaz ; Mahmood, Shahid ; Ali, Syed Zulfiqar. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:24:y:2017:i:2:d:10.1007_s10690-017-9225-2.

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2017Sad or Happy? The Effects of Emotions on Stated Preferences for Environmental Goods. (2017). Tucker, Steven ; Noussair, Charles ; Hanley, Nick ; Czajkowski, Mikolaj ; Townsend, Michael ; Boyce, Christopher . In: Environmental & Resource Economics. RePEc:kap:enreec:v:68:y:2017:i:4:d:10.1007_s10640-016-0048-9.

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2018Does Daylight Savings Time Save Energy? Evidence from Ontario. (2018). Rivers, Nicholas. In: Environmental & Resource Economics. RePEc:kap:enreec:v:70:y:2018:i:2:d:10.1007_s10640-017-0131-x.

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2018Estimating a Credit Rating for Accounting Purposes: A Quantitative Approach/Estimación del Rating Crediticio para Contabilidad: Un enfoque cuantitativo. (2018). Delgado-Vaquero, David ; Morales-Diaz, Jose. In: Estudios de Economía Aplicada. RePEc:lrk:eeaart:36_2_6.

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2017The Behavior of Stock Prices during Lent and Advent. (2017). Stefanescu, Razvan ; Dumitriu, Ramona. In: Proceedings RCE 2017. RePEc:lum:progal:v::y:2017:i::p:95-112.

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2017Fresh Air Eases Work – The Effect of Air Quality on Individual Investor Activity. (2017). Meyer, Steffen ; Pagel, Michaela. In: NBER Working Papers. RePEc:nbr:nberwo:24048.

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2018Issuing GDP-linked bonds: Supply and demand can match. (2018). Fournier, Jean-Marc ; Lehr, Jakob. In: OECD Economics Department Working Papers. RePEc:oec:ecoaaa:1500-en.

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2018The impact of climate risk on firm performance and financing choices: An international comparison. (2018). He, Henry ; Wang, Chong ; Kerstein, Joseph. In: Journal of International Business Studies. RePEc:pal:jintbs:v:49:y:2018:i:5:d:10.1057_s41267-017-0125-5.

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2018On the Comparison of Interval Forecasts. (2018). Askanazi, Ross ; Shin, Minchul ; Schorfheide, Frank ; Diebold, Francis X. In: PIER Working Paper Archive. RePEc:pen:papers:18-013.

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2017News, Noise, and Tests of Present Value Models. (2017). Hamidi Sahneh, Mehdi. In: MPRA Paper. RePEc:pra:mprapa:82715.

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2019Forecasting Realized Volatility of Russian stocks using Google Trends and Implied Volatility. (2019). Fantazzini, Dean ; Bazhenov, Timofey. In: MPRA Paper. RePEc:pra:mprapa:93544.

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2019Halloween Effect in Developed Stock Markets: A US Perspective. (2019). GUPTA, RANGAN ; Wohar, Mark E ; Sibande, Xolani ; Plastun, Alex. In: Working Papers. RePEc:pre:wpaper:201914.

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2017Effects of intraday weather changes on asset returns and volatilities. (2017). Shim, Hyein ; Ryu, Doojin ; Kim, Maria H. In: Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics. RePEc:rfe:zbefri:v:35:y:2017:i:2:p:301-330.

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2017VIX Index and Stock Returns Following Large Price Moves. (2017). Kudryavtsev, Andrey. In: Journal of Risk & Control. RePEc:rmk:rmkjrc:v:4:y:2017:i:1:p:71-101.

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2017Circadian Rhythms, Sleep, and Cognitive Skills: Evidence From an Unsleeping Giant. (2017). Mazzonna, Fabrizio ; Han, Wei ; Giuntella, Osea. In: Demography. RePEc:spr:demogr:v:54:y:2017:i:5:d:10.1007_s13524-017-0609-8.

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2017Forecast combination for discrete choice models: predicting FOMC monetary policy decisions. (2017). Vasnev, Andrey ; Pauwels, Laurent L. In: Empirical Economics. RePEc:spr:empeco:v:52:y:2017:i:1:d:10.1007_s00181-016-1080-x.

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2018Herding behavior in Ramadan and financial crises: the case of the Pakistani stock market. (2018). Yousaf, Imran ; Ali, Syed Zulfiqar. In: Financial Innovation. RePEc:spr:fininn:v:4:y:2018:i:1:d:10.1186_s40854-018-0098-9.

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2018The Evolution of Forecast Density Combinations in Economics. (2018). Mitchell, James ; van Dijk, Herman ; Ravazzolo, Francesco ; Aastveit, Knut Are. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20180069.

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2019Temperature Volatility Risk. (2019). Schlag, Christian ; Paradiso, Antonio ; Juppner, Marcus ; Donadelli, Michael. In: Working Papers. RePEc:ven:wpaper:2019:05.

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2018When the market drives you crazy: Stock market returns and fatal car accidents. (2018). Vlassopoulos, Michael ; Tonin, Mirco ; Giulietti, Corrado. In: GLO Discussion Paper Series. RePEc:zbw:glodps:236.

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2017News media and investor sentiment over the long run. (2017). Walker, Clive ; Hanna, Alan J ; Turner, John D. In: QUCEH Working Paper Series. RePEc:zbw:qucehw:201706.

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2018Spring forward, dont fall back: The effect of daylight saving time on road safety. (2018). Bünnings, Christian ; Schiele, Valentin ; Bunnings, Christian. In: Ruhr Economic Papers. RePEc:zbw:rwirep:768.

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Works by Mark Kamstra:


YearTitleTypeCited
2000Losing Sleep at the Market: The Daylight Saving Anomaly In: American Economic Review.
[Full Text][Citation analysis]
article151
1998Losing Sleep at the Market: The Daylight-Savings Anomaly.(1998) In: Discussion Papers.
[Citation analysis]
This paper has another version. Agregated cites: 151
paper
2002Losing Sleep at the Market: The Daylight Saving Anomaly: Reply In: American Economic Review.
[Full Text][Citation analysis]
article14
2003Winter Blues: A SAD Stock Market Cycle In: American Economic Review.
[Full Text][Citation analysis]
article188
2002Winter blues: a SAD stock market cycle.(2002) In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 188
paper
2001Combining Bond Rating Forecasts Using Logit. In: The Financial Review.
[Citation analysis]
article17
1998Combining Bond Rating Forecasts Using Logit..(1998) In: Discussion Papers.
[Citation analysis]
This paper has another version. Agregated cites: 17
paper
2005VOLATILITY FORECASTS, TRADING VOLUME, AND THE ARCH VERSUS OPTION-IMPLIED VOLATILITY TRADE-OFF In: Journal of Financial Research.
[Full Text][Citation analysis]
article13
2004Volatility 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: 13
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