Articlegreen2000

Losing Sleep at the Market: The Daylight Saving Anomaly

Mark J. Kamstra · Lisa A. Kramer · Maurice David Levi

494 citations0/0 files storedAmerican Economic Review

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Financial Markets and Investment Strategies Monetary Policy and Economic Impact Decision-Making and Behavioral Economics

Abstract

Losing Sleep at the Market: The Daylight Saving Anomaly by Mark J. Kamstra, Lisa A. Kramer and Maurice D. Levi. Published in volume 90, issue 4, pages 1005-1011 of American Economic Review, September 2000

Citations in this library

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References

1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks 2001Investor Psychology and Asset Pricing 1980Stock returns and the weekend effect 2003Good Day Sunshine: Stock Returns and the Weather 1981Day of the Week Effects and Asset Returns 1984A Further Investigation of the Weekend Effect in Stock Returns 1985The Week-End Effect in Common Stock Returns: The International Evidence 2002Investor psychology in capital markets: evidence and policy implications

Cited by

2005The Role of Feelings in Investor Decision-Making 2007Behavioural Finance: A Review and Synthesis 2014Weather-Induced Mood, Institutional Investors, and Stock Returns 2006Are investors moonstruck? Lunar phases and stock returns 2009Changing to daylight saving time cuts into sleep and increases workplace injuries.2011Fast profits: Investor sentiment and stock returns during Ramadan 2006Longitude matters: Time zones and the location of foreign direct investment 2005Rain or Shine: Where is the Weather Effect?

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