Lisa Kramer : Citation Profile


Are you Lisa Kramer?

University of Toronto

8

H index

8

i10 index

570

Citations

RESEARCH PRODUCTION:

11

Articles

5

Papers

RESEARCH ACTIVITY:

   19 years (1998 - 2017). See details.
   Cites by year: 30
   Journals where Lisa Kramer has often published
   Relations with other researchers
   Recent citing documents: 75.    Total self citations: 7 (1.21 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pkr290
   Updated: 2021-10-16    RAS profile: 2020-01-20    
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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 Lisa Kramer.

Is cited by:

Joëts, Marc (17)

Kliger, Doron (13)

Flèche, Sarah (9)

lucey, brian (9)

Costa-Font, Joan (9)

Koellinger, Philipp (9)

GUPTA, RANGAN (8)

Apergis, Nicholas (8)

Kim, Jae (7)

Worthington, Andrew (7)

Dowling, Michael (7)

Cites to:

Kamstra, Mark (10)

Levi, Maurice (9)

White, Halbert (6)

Campbell, John (5)

French, Kenneth (4)

Bekaert, Geert (4)

Harvey, Campbell (4)

MacKinnon, James (3)

West, Kenneth (3)

Stock, James (3)

Hirshleifer, David (3)

Main data


Where Lisa Kramer has published?


Journals with more than one article published# docs
American Economic Review3
Journal of Banking & Finance2
Journal of Financial and Quantitative Analysis2

Working Papers Series with more than one paper published# docs
FRB Atlanta Working Paper / Federal Reserve Bank of Atlanta3

Recent works citing Lisa Kramer (2021 and 2020)


YearTitle of citing document
2020Anxiety for the pandemic and trust in financial markets. (2020). Ficcadenti, Valerio ; Cerqueti, Roy. In: Papers. RePEc:arx:papers:2008.01649.

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2021A Review of Main Strands on the Flow-Performance Relationship of Mutual Funds. (2021). Filip, Dariusz. In: Athens Journal of Business & Economics. RePEc:ate:journl:ajbev7i3-2.

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2020The Mismatch Between Mutual Fund Scale and Skill. (2020). Song, Yang. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:5:p:2555-2589.

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2021The 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.

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2021Calendar effects and crowdfunded projects. (2021). le Pendeven, Benjamin ; Garel, Alexandre. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-00866.

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2021Residual 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.

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2020Does mood affect institutional herding?. (2020). Ozturkkal, Belma ; Kallinterakis, Vasileios ; Gavriilidis, Konstantinos. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:26:y:2020:i:c:s2214635019303119.

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2020Terror attacks and individual investor behavior: Evidence from the 2015–2017 European terror attacks. (2020). Breitmayer, Bastian ; Pelster, Matthias ; Hasso, Tim. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:28:y:2020:i:c:s2214635020303245.

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2020How does air pollution-induced fund-manager mood affect stock markets in China?. (2020). Lu, Jing ; Chou, Robin K ; Wu, Qinqin. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:28:y:2020:i:c:s2214635020303269.

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2021Air 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.

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2021Football sentiment and stock market returns: Evidence from a frontier market. (2021). Nguyen, Duc Nguyen ; Al-Mohamad, Somar ; Bakry, Walid ; Tran, Quynh-Nhu ; Truong, Quang-Thai. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000162.

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2021Investor 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.

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2020Too gloomy to invest: Weather-induced mood and crowdfunding. (2020). Mohammadi, Ali ; Shafi, Kourosh. In: Journal of Corporate Finance. RePEc:eee:corfin:v:65:y:2020:i:c:s0929119920302054.

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2021Extreme 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.

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2020Music sentiment and stock returns. (2020). Indriawan, Ivan ; Garel, Alexandre ; Fernandez-Perez, Adrian. In: Economics Letters. RePEc:eee:ecolet:v:192:y:2020:i:c:s0165176520301774.

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2020Global terror, well-being and political attitudes. (2020). Elsayed, Ahmed ; Bargain, Olivier ; Akay, Alpaslan. In: European Economic Review. RePEc:eee:eecrev:v:123:y:2020:i:c:s001429212030026x.

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2020Disaggregation and the equity premium puzzle. (2020). Wilson, Matthew. In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:1-18.

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2020Beta dispersion and market timing. (2020). Kuntz, Laura-Chloe. In: Journal of Empirical Finance. RePEc:eee:empfin:v:59:y:2020:i:c:p:235-256.

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2021When 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.

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2020Does daylight saving time save electricity? Evidence from Slovakia. (2020). Irsova, Zuzana ; Havranek, Tomas ; Herman, Dominik ; Kudela, Peter. In: Energy Policy. RePEc:eee:enepol:v:137:y:2020:i:c:s0301421519307323.

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2020Sentiment stocks. (2020). Gil-Bazo, Javier ; Dong, Hang. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302179.

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2021Air 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.

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2021Transient emotions, perceptions of well-being, and mutual fund flows. (2021). Jannati, Sima ; Dayani, Arash ; Bazley, William J. In: Finance Research Letters. RePEc:eee:finlet:v:41:y:2021:i:c:s1544612320316391.

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2020Google search volume and individual investor trading. (2020). Uhr, Charline ; Meyer, Steffen ; Kostopoulos, Dimitrios. In: Journal of Financial Markets. RePEc:eee:finmar:v:49:y:2020:i:c:s1386418120300136.

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2020Halloween Effect in developed stock markets: A historical perspective. (2020). Wohar, Mark ; Plastun, Alex ; GUPTA, RANGAN ; Sibande, Xolani. In: International Economics. RePEc:eee:inteco:v:161:y:2020:i:c:p:130-138.

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2020By the light of day: The effect of the switch to winter time on stock markets. (2020). Mugerman, Yevgeny ; Wiener, Zvi ; Yidov, Orr. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:65:y:2020:i:c:s1042443120300810.

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2020Eastern Halloween effect: A stochastic dominance approach. (2020). Li, YA ; Ali, Y ; Chow, Sheung Chi ; Cheng, Wui Wing ; Chui, David. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:68:y:2020:i:c:s1042443120301256.

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2021The 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.

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2020In the mood to consume: Effect of sunshine on credit card spending. (2020). Zou, Xin ; Meier, Stephan ; Chomsisengphet, Souphala ; Agarwal, Sumit. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:121:y:2020:i:c:s0378426620302223.

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2020Natural disasters and risk aversion. (2020). Kryzanowski, Lawrence ; Bourdeau-Brien, Michael. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:177:y:2020:i:c:p:818-835.

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2020Seasonal darkness and IPO. (2020). Teti, Emanuele ; Gori, Leonella ; Dallocchio, Maurizio ; Loi, Andrea. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:178:y:2020:i:c:p:494-508.

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2021The 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.

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2020Mood beta and seasonalities in stock returns. (2020). Hirshleifer, David ; Digiovanni, Yuting Meng ; Jiang, Danling. In: Journal of Financial Economics. RePEc:eee:jfinec:v:137:y:2020:i:1:p:272-295.

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2020Terrorist attacks and investor risk preference: Evidence from mutual fund flows. (2020). Young, Michael ; Wang, Albert Y. In: Journal of Financial Economics. RePEc:eee:jfinec:v:137:y:2020:i:2:p:491-514.

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2021Are 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.

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2021Air 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.

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2021Do 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.

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2021Asset 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.

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2020Child sleep and mother labour market outcomes. (2020). Flèche, Sarah ; Costa-Font, Joan ; costa -Font, Joan . In: Journal of Health Economics. RePEc:eee:jhecon:v:69:y:2020:i:c:s0167629619301985.

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2020When the market drives you crazy: Stock market returns and fatal car accidents. (2020). Vlassopoulos, Michael ; Tonin, Mirco ; Giulietti, Corrado. In: Journal of Health Economics. RePEc:eee:jhecon:v:70:y:2020:i:c:s0167629619301237.

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2021The 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.

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2021On 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.

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2020Testing the mood seasonality hypothesis: Evidence from down under. (2020). Xiao, Yuchao ; Min, Byoung-Kyu ; Lee, Deok-Hyeon. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:64:y:2020:i:c:s0927538x20305795.

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2021Japanese 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.

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2020Everybody likes shopping, including the US capital market. (2020). Cohen, Gil ; Aharon, David Y ; Qadan, Mahmoud. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:551:y:2020:i:c:s0378437120300224.

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2021Impact 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.

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2020Exploring economic anomalies in the S&P500 index. (2020). Parnes, Dror. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:76:y:2020:i:c:p:292-309.

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2021Halloween 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.

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2020Air pollution, individual investors, and stock pricing in China. (2020). Lu, Jing ; Wu, Qinin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:67:y:2020:i:c:p:267-287.

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2020Responsible investment in the Chinese stock market. (2020). Feng, XU ; Xiong, Xiong ; Gao, YA. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s027553191930131x.

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2020The forecasting ability of solar and space weather data on NASDAQ’s finance sector price index volatility. (2020). Michaelides, Panayotis ; Konstantakis, Konstantinos ; Daglis, Theodoros ; Papadakis, Theodoulos Eleftherios. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919307639.

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2020Child sleep and mother labour market outcomes. (2020). Costa-Font, Joan ; Fleche, Sarah ; costa -Font, Joan . In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:102543.

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2020Does employee happiness have an impact on productivity?. (2020). De Neve, Jan-Emmanuel ; Ward, George ; Bellet, Clement . In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:103428.

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2021The Impact of Weather Factors on Quotations of Energy Sector Companies on Warsaw Stock Exchange. (2021). Mentel, Grzegorz ; Majewska, Agnieszka ; Tarczyska-Uniewska, Magorzata ; Majewski, Sebastian ; Tarczyski, Waldemar. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:6:p:1536-:d:514552.

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2021Does the Croatian Stock Market Have Seasonal Affective Disorder?. (2021). Škrinjarić, Tihana ; Ego, Boko ; Marasovi, Branka. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:2:p:89-:d:503333.

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2021Differences in Local Rice Price Volatility, Climate, and Macroeconomic Determinants in the Indonesian Market. (2021). Putra, Agie Wandala ; Budhi, Tri Edhi ; Koestoer, Raldi Hendro ; Supriatna, Jatna. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:8:p:4465-:d:537440.

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2020Outshine to Outbid: Weather-Induced Sentiment and the Housing Market. (2020). Lee, Adrian ; Hu, Maggie Rong . In: Management Science. RePEc:inm:ormnsc:v:66:y:2020:i:3:p:1440-1472.

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2021Computing Macro-Effects and Welfare Costs of Temperature Volatility: A Structural Approach. (2021). Schlag, Christian ; Paradiso, Antonio ; Juppner, Marcus ; Donadelli, Michael. In: Computational Economics. RePEc:kap:compec:v:58:y:2021:i:2:d:10.1007_s10614-020-10031-3.

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2020Trading while sleepy? Circadian mismatch and mispricing in a global experimental asset market. (2020). Greenaway-McGrevy, Ryan ; Dickinson, David ; Chaudhuri, Ananish. In: Experimental Economics. RePEc:kap:expeco:v:23:y:2020:i:2:d:10.1007_s10683-019-09623-0.

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2021Air 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.

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2021Are 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.

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2020The unexpected effects of daylight-saving time: Traffic accidents in Mexican municipalities. (2020). Hancevic, Pedro ; Rodriguez, Hugo Salas. In: MPRA Paper. RePEc:pra:mprapa:101835.

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2021IMPACT OF MENTAL HEALTH AND WELL-BEING OF INDIAN STOCK MARKET TRADERS. (2021). Sana, Alekhya ; Manda, Vijaya Kittu. In: MPRA Paper. RePEc:pra:mprapa:109941.

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2020Introducere în analiza anomaliilor calendaristice, Partea a doua. (2020). Dumitriu, Ramona ; Stefanescu, Rzvan. In: MPRA Paper. RePEc:pra:mprapa:97961.

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2020Will Stock Rise on Valentine’s Day?. (2020). Hou, Siqi ; Leung, Terence Tai. In: MPRA Paper. RePEc:pra:mprapa:99058.

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2020Efectul Turn-of-the-Year pe piaţa valutară din România. (2020). Dumitriu, Ramona ; Stefanescu, Rzvan. In: MPRA Paper. RePEc:pra:mprapa:99365.

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2021Investor behavior and weather factors: evidences from Asian region. (2021). Balakrishnan, S ; Venkateswar, Sankaran ; Selvam, Murugesan ; Kathiravan, Chinnadurai. In: Annals of Operations Research. RePEc:spr:annopr:v:299:y:2021:i:1:d:10.1007_s10479-019-03335-7.

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2021Curb 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.

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2021Soccer 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.

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2021Light 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.

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2021Investigating 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.

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2021Spring 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.

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2020Risky short positions and investor sentiment: Evidence from the weekend effect in futures markets. (2020). Tayal, Jitendra ; Singal, Vijay. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:3:p:479-500.

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2020Beta dispersion and market timing. (2020). Kuntz, Laura-Chloe. In: Discussion Papers. RePEc:zbw:bubdps:462020.

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2020Ambiguity and investor behavior. (2020). Meyer, Steffen ; Kostopoulos, Dimitrios ; Uhr, Charline. In: SAFE Working Paper Series. RePEc:zbw:safewp:297.

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Works by Lisa Kramer:


YearTitleTypeCited
2000Losing Sleep at the Market: The Daylight Saving Anomaly In: American Economic Review.
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article185
1998Losing Sleep at the Market: The Daylight-Savings Anomaly.(1998) In: Discussion Papers.
[Citation analysis]
This paper has another version. Agregated cites: 185
paper
2002Losing Sleep at the Market: The Daylight Saving Anomaly: Reply In: American Economic Review.
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article18
2003Winter Blues: A SAD Stock Market Cycle In: American Economic Review.
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article264
2002Winter blues: a SAD stock market cycle.(2002) In: FRB Atlanta Working Paper.
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This paper has another version. Agregated cites: 264
paper
2010Estimating the Equity Premium In: Journal of Financial and Quantitative Analysis.
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article6
2017Seasonal Asset Allocation: Evidence from Mutual Fund Flows In: Journal of Financial and Quantitative Analysis.
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article20
2013Seasonal asset allocation: Evidence from mutual fund flows.(2013) In: CFR Working Papers.
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This paper has another version. Agregated cites: 20
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2016The spillover effects of management overconfidence on analyst forecasts In: Journal of Behavioral and Experimental Finance.
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article1
2005Winter blues and time variation in the price of risk In: Journal of Empirical Finance.
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article32
2004Winter 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: 32
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2009Is it the weather? Comment In: Journal of Banking & Finance.
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article10
2012A careful re-examination of seasonality in international stock markets: Comment on sentiment and stock returns In: Journal of Banking & Finance.
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article17
2003Stare down the barrel and center the crosshairs: Targeting the ex ante equity premium In: FRB Atlanta Working Paper.
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paper1
2015Seasonal Variation in Treasury Returns In: Critical Finance Review.
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article10
2014Seasonally Varying Preferences: Theoretical Foundations for an Empirical Regularity In: Review of Asset Pricing Studies.
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article6

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