9
H index
9
i10 index
840
Citations
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. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pkr290 |
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: | Cites to: |
Journals with more than one article published | # docs |
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American Economic Review | 3 |
Journal of Banking & Finance | 2 |
Journal of Financial and Quantitative Analysis | 2 |
Working Papers Series with more than one paper published | # docs |
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FRB Atlanta Working Paper / Federal Reserve Bank of Atlanta | 3 |
Year | Title of citing document |
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2023 | EmTract: Investor Emotions and Market Behavior. (2021). Skog, Rolf ; Vamossy, Domonkos. In: Papers. RePEc:arx:papers:2112.03868. Full description at Econpapers || Download paper |
2023 | 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 |
2024 | Social Media Emotions and IPO Returns. (2023). Vamossy, Domonkos F. In: Papers. RePEc:arx:papers:2306.12602. Full description at Econpapers || Download paper |
2024 | Social Media Emotions and Market Behavior. (2024). Vamossy, Domonkos F. In: Papers. RePEc:arx:papers:2404.03792. Full description at Econpapers || Download paper |
2023 | Speculative 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. Full description at Econpapers || Download paper |
2023 | Climate 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. Full description at Econpapers || Download paper |
2024 | Seasonality and consumer confidence. (2024). Zelity, Balazs. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:76:y:2024:i:3:p:813-821. Full description at Econpapers || Download paper |
2023 | Let 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. Full description at Econpapers || Download paper |
2023 | Are 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. Full description at Econpapers || Download paper |
2024 | The 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. Full description at Econpapers || Download paper |
2023 | Homemade 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. Full description at Econpapers || Download paper |
2023 | Financial 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. Full description at Econpapers || Download paper |
2023 | Impact 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. Full description at Econpapers || Download paper |
2023 | Extreme 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. Full description at Econpapers || Download paper |
2023 | Lost 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | Sunshine-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. Full description at Econpapers || Download paper |
2024 | Individual 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. Full description at Econpapers || Download paper |
2023 | Does 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. Full description at Econpapers || Download paper |
2023 | Acute 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. Full description at Econpapers || Download paper |
2023 | Is 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. Full description at Econpapers || Download paper |
2023 | Stock 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. Full description at Econpapers || Download paper |
2023 | Visceral emotions and Bitcoin trading. (2023). Kim, Dong Yeon ; Ahn, Yongkil. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006341. Full description at Econpapers || Download paper |
2023 | Pre-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. Full description at Econpapers || Download paper |
2023 | Cold 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. Full description at Econpapers || Download paper |
2023 | Climate 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. Full description at Econpapers || Download paper |
2023 | Food 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. Full description at Econpapers || Download paper |
2023 | Climate 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. Full description at Econpapers || Download paper |
2023 | Be 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. Full description at Econpapers || Download paper |
2024 | Climate 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. Full description at Econpapers || Download paper |
2024 | Portfolio 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. Full description at Econpapers || Download paper |
2023 | Temperature 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. Full description at Econpapers || Download paper |
2024 | The 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. Full description at Econpapers || Download paper |
2023 | CEO 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. Full description at Econpapers || Download paper |
2023 | Trading 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. Full description at Econpapers || Download paper |
2024 | Exploring 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. Full description at Econpapers || Download paper |
2023 | Air 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. Full description at Econpapers || Download paper |
2023 | Mood 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. Full description at Econpapers || Download paper |
2023 | Climate 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. Full description at Econpapers || Download paper |
2024 | The labour market returns to sleep. (2024). Flèche, Sarah ; Costa-Font, Joan ; Pagan, Ricardo. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:120758. Full description at Econpapers || Download paper |
2024 | Trading 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. Full description at Econpapers || Download paper |
2024 | Food 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. Full description at Econpapers || Download paper |
2024 | The 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. Full description at Econpapers || Download paper |
2024 | Pre-Refunding Announcement Gains in U.S. Treasurys. (2024). Zhao, Kevin ; Wang, Chen. In: SocArXiv. RePEc:osf:socarx:xucf8. Full description at Econpapers || Download paper |
2023 | Life 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.. Full description at Econpapers || Download paper |
2023 | Spatial 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. Full description at Econpapers || Download paper |
2024 | Food 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. Full description at Econpapers || Download paper |
2023 | 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 |
2023 | Conventional 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. Full description at Econpapers || Download paper |
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 | 251 |
1998 | Losing Sleep at the Market: The Daylight-Savings Anomaly.(1998) In: Discussion Papers. [Citation analysis] This paper has nother version. Agregated cites: 251 | 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 | 383 |
2002 | Winter blues: a SAD stock market cycle.(2002) In: FRB Atlanta Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 383 | paper | |
2024 | Race, Police Violence, and Financial Decision-Making In: AEA Papers and Proceedings. [Full Text][Citation analysis] | article | 0 |
2010 | Estimating the Equity Premium In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 6 |
2017 | Seasonal Asset Allocation: Evidence from Mutual Fund Flows In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 68 |
2013 | Seasonal asset allocation: Evidence from mutual fund flows.(2013) In: CFR Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 68 | paper | |
2016 | The spillover effects of management overconfidence on analyst forecasts In: Journal of Behavioral and Experimental Finance. [Full Text][Citation analysis] | article | 4 |
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 nother version. Agregated cites: 38 | paper | |
2009 | Is it the weather? Comment In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 13 |
2012 | A careful re-examination of seasonality in international stock markets: Comment on sentiment and stock returns In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 22 |
2023 | Seasonality in stock returns and government bond returns In: Chapters. [Full Text][Citation analysis] | chapter | 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 |
2015 | Seasonal Variation in Treasury Returns In: Critical Finance Review. [Full Text][Citation analysis] | article | 17 |
2014 | Seasonally Varying Preferences: Theoretical Foundations for an Empirical Regularity In: The Review of Asset Pricing Studies. [Full Text][Citation analysis] | article | 13 |
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