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Mark J. Kamstra · Study
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Author
Mark J. Kamstra
20 works
· latest 2017
· 5 institutions
cluster: provisional
ORCID 0000-0002-3952-3461
Works
20 shown
Seasonal Asset Allocation: Evidence from Mutual Fund Flows
Journal of Financial and Quantitative Analysis
·
2017
·
4 authors
·
Open access
139
citations
Seasonal Variation in Treasury Returns
Critical Finance Review
·
2015
·
3 authors
·
Open access
44
citations
Seasonally Varying Preferences: Theoretical Foundations for an Empirical Regularity
The Review of Asset Pricing Studies
·
2014
·
4 authors
·
Open access
46
citations
Does the Secondary Loan Market Reduce Borrowing Costs?
European Finance Review
·
2013
·
3 authors
37
citations
A careful re-examination of seasonality in international stock markets: Comment on sentiment and stock returns
Journal of Banking & Finance
·
2011
·
3 authors
·
Open access
53
citations
The Case for Trills: Giving the People and Their Pension Funds a Stake in the Wealth of the Nation
SSRN Electronic Journal
·
2009
·
2 authors
·
preprint
·
Open access
43
citations
VOLATILITY FORECASTS, TRADING VOLUME, AND THE ARCH VERSUS OPTION‐IMPLIED VOLATILITY TRADE‐OFF
The Journal of Financial Research
·
2005
·
1 author
·
Open access
58
citations
Winter blues and time variation in the price of risk
Journal of Empirical Finance
·
2005
·
3 authors
·
Open access
116
citations
Winter Blues: A SAD Stock Market Cycle
American Economic Review
·
2003
·
3 authors
·
Open access
1,105
citations
Losing Sleep at the Market: The Daylight Saving Anomaly: Reply
American Economic Review
·
2002
·
3 authors
49
citations
Combining Bond Rating Forecasts Using Logit
Financial Review
·
2001
·
3 authors
108
citations
Losing Sleep at the Market: The Daylight Saving Anomaly
American Economic Review
·
2000
·
3 authors
·
Open access
494
citations
Losing Sleep at the Market: The Daylight-Savings Anomaly
SSRN Electronic Journal
·
2000
·
3 authors
·
preprint
·
Open access
102
citations
Neural network forecast combining with interaction effects
Journal of the Franklin Institute
·
1999
·
1 author
47
citations
Combining qualitative forecasts using logit
International Journal of Forecasting
·
1998
·
2 authors
53
citations
Evolving artificial neural networks to combine financial forecasts
IEEE Transactions on Evolutionary Computation
·
1997
·
2 authors
80
citations
An artificial neural network-GARCH model for international stock return volatility
Journal of Empirical Finance
·
1997
·
1 author
227
citations
A New Dividend Forecasting Procedure that Rejects Bubbles in Asset Prices: The Case of 1929’s Stock Crash
Review of Financial Studies
·
1996
·
1 author
173
citations
Forecast combining with neural networks
Journal of Forecasting
·
1996
·
1 author
200
citations
Interval forecasting
Journal of Econometrics
·
1989
·
3 authors
118
citations