Lisa Kramer : Citation Profile


Are you Lisa Kramer?

University of Toronto

9

H index

9

i10 index

840

Citations

RESEARCH PRODUCTION:

12

Articles

5

Papers

1

Chapters

RESEARCH ACTIVITY:

   26 years (1998 - 2024). See details.
   Cites by year: 32
   Journals where Lisa Kramer has often published
   Relations with other researchers
   Recent citing documents: 56.    Total self citations: 7 (0.83 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pkr290
   Updated: 2024-11-04    RAS profile: 2024-08-08    
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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:

Flèche, Sarah (24)

Costa-Font, Joan (23)

Kliger, Doron (20)

Joëts, Marc (18)

Pagan Rodriguez, Ricardo (17)

lucey, brian (11)

Koellinger, Philipp (10)

Apergis, Nicholas (10)

Kaplanski, Guy (9)

GUPTA, RANGAN (8)

Edmans, Alex (8)

Cites to:

Kamstra, Mark (11)

Jagannathan, Ravi (6)

French, Kenneth (5)

Campbell, John (5)

Harvey, Campbell (4)

Bekaert, Geert (4)

Stock, James (3)

MacKinnon, James (3)

West, Kenneth (3)

Hirshleifer, David (3)

lucey, brian (2)

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 (2024 and 2023)


YearTitle of citing document
2023EmTract: Investor Emotions and Market Behavior. (2021). Skog, Rolf ; Vamossy, Domonkos. In: Papers. RePEc:arx:papers:2112.03868.

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2023Will 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.

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2024Social Media Emotions and IPO Returns. (2023). Vamossy, Domonkos F. In: Papers. RePEc:arx:papers:2306.12602.

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2024Social Media Emotions and Market Behavior. (2024). Vamossy, Domonkos F. In: Papers. RePEc:arx:papers:2404.03792.

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2023Speculative trading preferences of retail investor birth cohorts. (2023). Wright, Danika ; Westerholm, Joakim ; Lepone, Grace. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:1:p:555-574.

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2023Climate risk and audit fees: An international study. (2023). Si, YI ; Yu, Minfeng ; Zhang, Lei ; Tian, Gaoliang. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:5:p:4989-5025.

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2024Seasonality and consumer confidence. (2024). Zelity, Balazs. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:76:y:2024:i:3:p:813-821.

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2023Let there be light: Daylight saving time and road traffic collisions. (2023). James, Jonathan. In: Economic Inquiry. RePEc:bla:ecinqu:v:61:y:2023:i:3:p:523-545.

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2023Are overconfident CEOs better able to transform innovation into firm value?—Evidence from the United States. (2023). Park, Jung Chul ; Jung, Mookwon ; Eom, Mike. In: International Finance. RePEc:bla:intfin:v:26:y:2023:i:2:p:241-258.

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2024The price of the slow lane: Traffic congestion and stock block trading premium. (2024). Zhang, LE ; Qian, Xianhang ; Cao, Tingqiu. In: International Review of Finance. RePEc:bla:irvfin:v:24:y:2024:i:1:p:30-52.

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2023Homemade international diversification under economic policy uncertainty. (2023). Zhou, YI ; Zhang, Chunqiu ; Fang, Junxiong ; Chen, Jing. In: Journal of Financial Research. RePEc:bla:jfnres:v:46:y:2023:i:1:p:31-62.

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2023Financial Risk-Taking under Health Risk. (2023). Drupp, Moritz ; Meya, Jasper N ; Bos, Bjorn ; Quaas, Martin F. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10387.

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2023Impact of risk-taking on enterprise value under extreme temperature: From the perspectives of external and internal governance. (2023). Li, Kai ; Qi, Shao-Zhou ; Wang, He-Tong. In: Journal of Asian Economics. RePEc:eee:asieco:v:84:y:2023:i:c:s1049007822001129.

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2023Extreme local temperatures lower expressed sentiment about U.S. economic conditions with implications for the stock returns of local firms. (2023). Makridis, Christos ; Schloetzer, Jason D. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s221463502200051x.

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2023Lost in translation. When sentiment metrics for one market are derived from two different languages. (2023). Smales, Lee ; Khuu, Joyce ; Durand, Robert B. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000394.

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2023The world cup in football and the US IPO market. (2023). Shekhar, Chander ; Lv, Jin Roc ; Fjesme, Sturla Lyngnes. In: Journal of Corporate Finance. RePEc:eee:corfin:v:80:y:2023:i:c:s0929119923000597.

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2023Sunshine-induced mood and SEO pricing: Evidence from detailed investor bids in SEO auctions. (2023). Liu, Jia ; Chen, Tao ; Gao, Shenghao ; Cheng, Xiaoke ; Sun, Qian. In: Journal of Corporate Finance. RePEc:eee:corfin:v:80:y:2023:i:c:s0929119923000603.

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2024Individual investment adaptations to COVID-19 lockdowns. (2024). Chen, Zixuan ; Wang, Bin ; Huang, Bin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001948.

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2023Does climate legislation matter for bank lending? Evidence from MENA countries. (2023). Ghosh, Saibal. In: Ecological Economics. RePEc:eee:ecolec:v:212:y:2023:i:c:s0921800923001866.

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2023Acute illness symptoms among investment professionals and stock market dynamics: Evidence from New York City. (2023). Lepori, Gabriele M. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:165-181.

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2023Is anti-herding always a smart choice? Evidence from mutual funds. (2023). Margaritis, Dimitris ; Lee, John Byong-Tek ; Yang, Wanyi. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s105752192300340x.

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2023Stock market anomalies: An extreme bounds analysis. (2023). Shamsuddin, Abul ; Kim, Jae H. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003575.

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2023Visceral emotions and Bitcoin trading. (2023). Kim, Dong Yeon ; Ahn, Yongkil. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006341.

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2023Pre-holiday limit order cancellation of individual and institutional investors. (2023). Zhao, Jing ; Kuo, Wei-Yu. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322006948.

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2023Cold time, cool time? Weather-induced moods and financial risk tolerance: Evidence from a real-world banking context. (2023). Osei-Tutu, Francis ; Broihanne, Marie-Hélène ; Orkut, Hava. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003501.

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2023Climate change and Japanese economic policy uncertainty: Asymmetric analysis. (2023). Guo, Songlin ; Xiang, Yitian ; Zou, Yang ; Zhang, Jiaming. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323005378.

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2023Food safety risks and defensive behavior: Evidence from health insurance. (2023). Zhao, Chenyang ; Yang, Qingqing ; Shen, YU. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s1544612323003999.

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2023Climate policy uncertainty and corporate tax avoidance. (2023). Rahman, Md Showaib ; Akindayomi, Akinloye ; Amin, Md Ruhul ; Bhuyan, Rafiqul. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pd:s1544612323009534.

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2023Be nice to the air: Severe haze pollution and mutual fund risk. (2023). Visaltanachoti, Nuttawat ; Nguyen, Harvey ; Roy, Suvra. In: Global Finance Journal. RePEc:eee:glofin:v:58:y:2023:i:c:s1044028323000881.

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2024Climate risk and investment efficiency. (2024). Li, Donghui ; Huang, Wenxuan ; Xu, Weidong. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:92:y:2024:i:c:s1042443124000313.

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2024Portfolio pumping and dumping among Chinese mutual fund companies. (2024). Wang, Xianzhen ; Jiang, Christine. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:162:y:2024:i:c:s037842662400075x.

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2023Temperature shocks and industry earnings news. (2023). Ortiz-Bobea, Ariel ; Ng, David T ; Addoum, Jawad M. In: Journal of Financial Economics. RePEc:eee:jfinec:v:150:y:2023:i:1:p:1-45.

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2024The labour market returns to sleep. (2024). Flèche, Sarah ; Costa-Font, Joan ; Pagan, Ricardo ; Fleche, Sarah. In: Journal of Health Economics. RePEc:eee:jhecon:v:93:y:2024:i:c:s0167629623001170.

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2023CEO overconfidence: A dual-detriment to investment-price sensitivity via market negligence and reduced informed trading. (2023). Jeon, Heung-Jae. In: Journal of Contemporary Accounting and Economics. RePEc:eee:jocaae:v:19:y:2023:i:3:s1815566923000280.

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2023Trading time seasonality in electricity futures. (2023). Ewald, Christian-Oliver ; Haugom, Erik ; Lien, Gudbrand ; Stordal, Stle. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851322000484.

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2024Exploring the interplay: Crude oil futures, economic shocks, and Chinas resources. (2024). Gu, Manyi ; Jiang, Yiyun ; Wang, Xiufeng. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724002046.

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2023Air pollution and institutional investors valuation bias during initial public offerings. (2023). Wu, Fei ; Ma, Xinru ; He, Jingbin ; Chi, Yeguang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x23001671.

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2023Mood seasonality around the globe. (2023). Atilgan, Yigit ; Demirtas, Ozgur K ; Kirli, Imra ; Gunaydin, Doruk A. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:82:y:2023:i:c:s0927538x23002421.

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2023Climate risk, institutional quality, and total factor productivity. (2023). Wang, Zhaohua ; Song, Yanwu. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:189:y:2023:i:c:s0040162523000501.

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2024The labour market returns to sleep. (2024). Flèche, Sarah ; Costa-Font, Joan ; Pagan, Ricardo. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:120758.

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2024Trading Activity in the Corporate Bond Market: A SAD Tale of Macro-Announcements and Behavioral Seasonality?. (2024). Berry, Brian T ; Branch, Ben S ; Forest, James J. In: Risks. RePEc:gam:jrisks:v:12:y:2024:i:5:p:80-:d:1394432.

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2024Food Coma Is Real: The Effect of Digestive Fatigue on Adolescents Cognitive Performance. (2024). Nandi, Arindam ; Laxminarayan, Ramanan ; Behrman, Jere R ; Mani, Subha ; Herve, Justine. In: IZA Discussion Papers. RePEc:iza:izadps:dp16909.

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2024The scorching temperatures shock effect on firms’ performance: a global perspective. (2024). Huang, Chai Liang ; Sugianto, Lai Ferry. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:62:y:2024:i:4:d:10.1007_s11156-024-01247-7.

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2024Pre-Refunding Announcement Gains in U.S. Treasurys. (2024). Zhao, Kevin ; Wang, Chen. In: SocArXiv. RePEc:osf:socarx:xucf8.

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2023Life is Too Short? Bereaved Managers and Investment Decisions*. (2023). Yeung, Eric P ; Shu, Tao ; Sulaeman, Johan ; Liu, Clark. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:4:p:1373-1421..

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2023Spatial and temporal distances in a virtual global world: Lessons from the COVID-19 pandemic. (2023). Buckley, Peter J ; Nachum, Lilac. In: Journal of International Business Studies. RePEc:pal:jintbs:v:54:y:2023:i:6:d:10.1057_s41267-022-00585-9.

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2024Food Coma is Real: The Effect of Digestive Fatigue on Adolescents’ Cognitive Performance. (2024). Laxminarayan, Ramanan ; Behrman, Jere ; Mani, Subha ; Herve, Justine. In: PIER Working Paper Archive. RePEc:pen:papers:24-011.

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2023Are 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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2023Conventional and Islamic Equity Market Reaction Towards Terrorism: Evidence Based on Target Types, Location and Islamic Calendar Months. (2023). Yassir, Hussain Rana ; Haroon, Hussain ; Mohd, Taib Hasniza ; Hira, Irshad. In: Studia Universitatis „Vasile Goldis” Arad – Economics Series. RePEc:vrs:suvges:v:33:y:2023:i:4:p:70-116:n:2.

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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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article251
1998Losing Sleep at the Market: The Daylight-Savings Anomaly.(1998) In: Discussion Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 251
paper
2002Losing Sleep at the Market: The Daylight Saving Anomaly: Reply In: American Economic Review.
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article24
2003Winter Blues: A SAD Stock Market Cycle In: American Economic Review.
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article383
2002Winter blues: a SAD stock market cycle.(2002) In: FRB Atlanta Working Paper.
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This paper has nother version. Agregated cites: 383
paper
2024Race, Police Violence, and Financial Decision-Making In: AEA Papers and Proceedings.
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article0
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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article68
2013Seasonal asset allocation: Evidence from mutual fund flows.(2013) In: CFR Working Papers.
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This paper has nother version. Agregated cites: 68
paper
2016The spillover effects of management overconfidence on analyst forecasts In: Journal of Behavioral and Experimental Finance.
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article4
2005Winter blues and time variation in the price of risk In: Journal of Empirical Finance.
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article38
2004Winter blues and time variation in the price of risk.(2004) In: FRB Atlanta Working Paper.
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This paper has nother version. Agregated cites: 38
paper
2009Is it the weather? Comment In: Journal of Banking & Finance.
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article13
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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article22
2023Seasonality in stock returns and government bond returns In: Chapters.
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chapter0
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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article17
2014Seasonally Varying Preferences: Theoretical Foundations for an Empirical Regularity In: The Review of Asset Pricing Studies.
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article13

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