Lisa Kramer : Citation Profile


Are you Lisa Kramer?

University of Toronto

8

H index

5

i10 index

478

Citations

RESEARCH PRODUCTION:

11

Articles

5

Papers

RESEARCH ACTIVITY:

   19 years (1998 - 2017). See details.
   Cites by year: 25
   Journals where Lisa Kramer has often published
   Relations with other researchers
   Recent citing documents: 43.    Total self citations: 7 (1.44 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pkr290
   Updated: 2020-09-22    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)

Koellinger, Philipp (9)

lucey, brian (9)

GUPTA, RANGAN (8)

Apergis, Nicholas (8)

Worthington, Andrew (7)

Kim, Jae (7)

Dowling, Michael (7)

Khaled, Mohammed (6)

Vlassopoulos, Michael (6)

Cites to:

Kamstra, Mark (10)

Levi, Maurice (9)

White, Halbert (6)

Campbell, John (5)

Bekaert, Geert (4)

French, Kenneth (4)

Harvey, Campbell (4)

MacKinnon, James (3)

Stock, James (3)

Hirshleifer, David (3)

West, Kenneth (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 (2020 and 2019)


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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2019The Effect of CEO Extraversion on Analyst Forecasts: Stereotypes and Similarity Bias. (2019). Merkle, Christoph ; Becker, Jochen ; Medjedovic, Josip. In: The Financial Review. RePEc:bla:finrev:v:54:y:2019:i:1:p:133-164.

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2019Does Employee Happiness Have an Impact on Productivity?. (2019). Ward, George ; de Neve, Jan-Emmanuel ; Bellet, Clement S. In: CEP Discussion Papers. RePEc:cep:cepdps:dp1655.

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2019Does Employee Happiness Have an Impact on Productivity?. (2019). De Neve, Jan-Emmanuel ; Ward, George ; Bellet, Clement S. In: CEPREMAP Working Papers (Docweb). RePEc:cpm:docweb:1905.

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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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2019Hungry bellies have no ears. How and why hunger inhibits sustainable consumption. (2019). Schmidt, Ulrich ; Lasarov, Wassili ; Mai, Robert ; Hoffmann, Stefan ; Krause, Jan S. In: Ecological Economics. RePEc:eee:ecolec:v:160:y:2019:i:c:p:96-104.

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2019Rain, emotions and voting for the status quo. (2019). Stutzer, Alois ; Schmid, Lukas ; Meier, Armando N. In: European Economic Review. RePEc:eee:eecrev:v:119:y:2019:i:c:p:434-451.

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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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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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2019Risk appetite, idiosyncratic volatility and expected returns. (2019). Qadan, Mahmoud. In: International Review of Financial Analysis. RePEc:eee:finana:v:65:y:2019:i:c:s1057521919301760.

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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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2019How much happiness can we find in the U.S. fear Index?. (2019). Aharon, David Y ; Qadan, Mahmoud. In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:246-258.

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2019Haze, investor attention and Chinas stock markets: Evidence from internet stock forum. (2019). Tao, Lingfeng ; Zhang, Yihao. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:s1544612318302149.

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2019The preholiday corporate announcement effect. (2019). Jiang, Danling ; Autore, Don M. In: Journal of Financial Markets. RePEc:eee:finmar:v:45:y:2019:i:c:p:61-82.

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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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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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2019Anomalies in macroeconomic prediction errors–evidence from Chilean private forecasters. (2019). Pedersen, Michael. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:3:p:1100-1107.

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2019The daylight saving time anomaly in relation to firms targeted for mergers. (2019). Siganos, Antonios . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:105:y:2019:i:c:p:36-43.

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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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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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2019On the priming of risk preferences: The role of fear and general affect. (2019). Tufano, Fabio ; Starmer, Chris ; Alempaki, Despoina. In: Journal of Economic Psychology. RePEc:eee:joepsy:v:75:y:2019:i:pa:s0167487018302940.

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2019The impact of financial and economic factors on Islamic mutual fund performance: Evidence from multiple fund categories. (2019). Uddin, Gazi ; Troster, Victor ; Yoon, Seong-Min ; Labidi, Chiraz ; Hernandez, Jose Arreola. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:52-53:y:2019:i::s1042444x19301653.

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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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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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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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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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2019Can Variations in Temperature Explain the Systemic Risk of European Firms?. (2019). Sagitova, Roza ; Chatziantoniou, Ioannis ; Kizys, Renatas ; Tzouvanas, Panagiotis. In: Environmental & Resource Economics. RePEc:kap:enreec:v:74:y:2019:i:4:d:10.1007_s10640-019-00385-0.

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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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2019Afraid of the stock market. (2019). Kim, Kyoung Tae ; Lim, Yuree. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:53:y:2019:i:3:d:10.1007_s11156-018-0766-x.

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2019Investor Sentiment as a Predictor of Market Returns. (2019). Zhang, Peng ; Kaivanto, Kim. In: Working Papers. RePEc:lan:wpaper:268005798.

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2019The Time Variation in Risk Appetite and Uncertainty. (2019). Bekaert, Geert ; Xu, Nancy R ; Engstrom, Eric C. In: NBER Working Papers. RePEc:nbr:nberwo:25673.

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

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

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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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Works by Lisa Kramer:


YearTitleTypeCited
2000Losing Sleep at the Market: The Daylight Saving Anomaly In: American Economic Review.
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article165
1998Losing Sleep at the Market: The Daylight-Savings Anomaly.(1998) In: Discussion Papers.
[Citation analysis]
This paper has another version. Agregated cites: 165
paper
2002Losing Sleep at the Market: The Daylight Saving Anomaly: Reply In: American Economic Review.
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article15
2003Winter Blues: A SAD Stock Market Cycle In: American Economic Review.
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article218
2002Winter blues: a SAD stock market cycle.(2002) In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 218
paper
2010Estimating the Equity Premium In: Journal of Financial and Quantitative Analysis.
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article5
2017Seasonal Asset Allocation: Evidence from Mutual Fund Flows In: Journal of Financial and Quantitative Analysis.
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article9
2013Seasonal asset allocation: Evidence from mutual fund flows.(2013) In: CFR Working Papers.
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This paper has another version. Agregated cites: 9
paper
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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article28
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: 28
paper
2009Is it the weather? Comment In: Journal of Banking & Finance.
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article9
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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article15
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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article8
2014Seasonally Varying Preferences: Theoretical Foundations for an Empirical Regularity In: Review of Asset Pricing Studies.
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article4

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