9
H index
9
i10 index
868
Citations
University of Toronto | 9 H index 9 i10 index 868 Citations RESEARCH PRODUCTION: 12 Articles 5 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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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 Financial and Quantitative Analysis | 2 |
Journal of Banking & Finance | 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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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 |
2024 | . 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 |
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 |
2024 | Altruistic behavior and soccer: the effect of incidental happiness on charitable giving. (2024). Webbink, Dinand ; Hubers, Frank. In: Scandinavian Journal of Economics. RePEc:bla:scandj:v:126:y:2024:i:1:p:127-154. 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 |
2024 | Losing sleep at the international market: Daylight Saving Time and exchange rates. (2024). Nower, Michael. In: Economics Letters. RePEc:eee:ecolet:v:241:y:2024:i:c:s0165176524002970. Full description at Econpapers || Download paper |
2024 | Air pollution and individual risk preference: Evidence from China. (2024). Yang, Shasha ; Liu, Kui ; Zhang, Guanglu ; Meng, Chuyan. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004468. Full description at Econpapers || Download paper |
2024 | The influence of regional sentiment on online borrowing. (2024). Bazley, William ; Jannati, Sima. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003557. Full description at Econpapers || Download paper |
2024 | Do managers have more incentives to hoard bad news during panic? A study of terrorist attacks and stock price crash risk. (2024). Zhao, Sheng ; Wei, ZI ; Liu, Xianda. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924004861. Full description at Econpapers || Download paper |
2024 | The extreme temperature factor in asset pricing models: Evidence from Europe. (2024). ARGUEDAS SANZ, RAQUEL ; Gonzalez-Sanchez, Mariano ; Segovia, Ana I. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s1544612324006500. Full description at Econpapers || Download paper |
2024 | Air quality, ES risks, and stock returns: Evidence from Korea. (2024). Han, Byunghun ; Park, Junho. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324013229. 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 | Market timing with moving average distance: International evidence. (2024). Mugerman, Yevgeny ; Kaplanski, Guy ; Abudy, Menachem Meni. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:97:y:2024:i:c:s1042443124001318. 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 |
2024 | Lottery jackpot winnings and retail trading in the neighborhood. (2024). Lin, Tse-Chun ; Chan, Yu-Ju ; Bui, Dien Giau. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:167:y:2024:i:c:s0378426624001833. Full description at Econpapers || Download paper |
2024 | Productivity losses in the transition to Daylight Saving Time: Evidence from hourly GitHub activity. (2024). Waddell, Glen R ; Dickinson, Andrew. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:227:y:2024:i:c:s0167268124003639. 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 |
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 |
2024 | Too hot to be innovative: Examining the relationship between high temperatures and corporate green innovation. (2024). Shui, Xiaolong ; Li, SI ; Su, Ruixin ; Zhang, Minhao. In: International Journal of Production Economics. RePEc:eee:proeco:v:274:y:2024:i:c:s0925527324001737. Full description at Econpapers || Download paper |
2025 | Subjective probabilities under behavioral heuristics. (2025). Semenov, Andrei ; Rahman, Oriana. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025000620. 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 |
2025 | . 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 | Contextual Targeting in mHealth Apps: Harnessing Weather Information and Message Framing to Increase Physical Activity. (2024). Lim, Sanghee ; Chan, Jason ; Kyung, Nakyung ; Lee, Byungtae. In: Information Systems Research. RePEc:inm:orisre:v:35:y:2024:i:3:p:1034-1051. 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 |
2025 | Rest Assured. The Effects of Sleep on Labor Productivity. (2025). Rocco, Lorenzo ; Meli, Francesca ; Bertoni, Marco. In: IZA Discussion Papers. RePEc:iza:izadps:dp17618. 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 |
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 |
2025 | Investor Sentiment: How It Drives Stock Returns. (2025). Su, Huanhao. In: Applied Economics and Finance. RePEc:rfa:aefjnl:v:12:y:2025:i:1:p:34-44. Full description at Econpapers || Download paper |
2024 | Examining the Relationship Between Stock Returns and Investor Sentiments: The Moderating Effect of Weather Patterns. (2024). Begam, Rahila M ; Sulphey, M M ; Babu, Manivannan. In: Vision. RePEc:sae:vision:v:28:y:2024:i:4:p:469-479. Full description at Econpapers || Download paper |
2024 | Anxiety about the pandemic and trust in financial markets. (2024). Ficcadenti, Valerio ; Cerqueti, Roy. In: The Annals of Regional Science. RePEc:spr:anresc:v:72:y:2024:i:4:d:10.1007_s00168-023-01243-0. Full description at Econpapers || Download paper |
2024 | A comprehensive reexamination of the weather effects. (2024). Tsao, Chueh-Yung ; Chun-I Lee, . In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:3:d:10.1007_s00181-023-02492-w. 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 | 256 |
1998 | Losing Sleep at the Market: The Daylight-Savings Anomaly.(1998) In: Discussion Papers. [Citation analysis] This paper has nother version. Agregated cites: 256 | paper | |
2002 | Losing Sleep at the Market: The Daylight Saving Anomaly: Reply In: American Economic Review. [Full Text][Citation analysis] | article | 25 |
2003 | Winter Blues: A SAD Stock Market Cycle In: American Economic Review. [Full Text][Citation analysis] | article | 396 |
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: 396 | 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 | 73 |
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: 73 | paper | |
2016 | The spillover effects of management overconfidence on analyst forecasts In: Journal of Behavioral and Experimental Finance. [Full Text][Citation analysis] | article | 5 |
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 | 15 |
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 | 23 |
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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