Access Statistics for Mark Kamstra

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A Neural Network Test for Heteroskedasticity	0	0	0	0	1	1	6	321
Combining Bond Rating Forecasts Using Logit	0	0	0	0	6	16	38	838
Dividends, Earnings and Fundamental Valuation	0	0	1	1	5	19	78	1,190
Evolving Artificial Neural Networks to Combine Financial Forecasts	0	0	0	0	3	7	25	878
Forecasting Fundamental Asset Return Distributions	2	2	6	157	3	4	21	348
Forecasting Fundamental Asset Return Distributions and Tests for Excess Volatility and Bubbles	0	0	0	0	4	5	22	1,029
Losing Sleep at the Market: The Daylight-Savings Anomaly	0	0	0	0	8	20	87	1,119
Rational exuberance: The fundamentals of pricing firms, from blue chip to “dot com”	1	2	9	200	3	9	59	597
Stare down the barrel and center the crosshairs: Targeting the ex ante equity premium	0	0	7	96	3	12	51	322
The Accuracy of Fundamental Stock Market Price Estimates and a Refinement to the Donaldson-Kamstra Fundamental Estimate	0	0	0	0	8	38	132	713
The Ex Post Rational Price is Certainly Ex Post, It Might Be Rational, But Is It Useful?	0	0	0	0	13	28	44	668
Volatility Forecasts, Trading Volume and the ARCH vs. Option-Implied Volatility Tradeoff	0	0	1	1	1	6	23	609
Volatility forecasts, trading volume, and the ARCH versus option-implied volatility trade-off	3	8	41	381	13	32	127	993
Winter blues and time variation in the price of risk	0	2	20	92	2	8	56	263
Winter blues: a SAD stock market cycle	0	4	38	236	2	19	137	812
Total Working Papers	6	18	123	1,164	75	224	906	10,700

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A New Dividend Forecasting Procedure That Rejects Bubbles in Asset Prices: The Case of 1929's Stock Crash	1	4	21	214	3	14	85	758
An artificial neural network-GARCH model for international stock return volatility	6	15	62	204	12	33	118	349
Combining Bond Rating Forecasts Using Logit	0	0	0	0	2	3	18	93
Combining qualitative forecasts using logit	0	0	5	25	0	1	16	83
Interval forecasting: An analysis based upon ARCH-quantile estimators	6	14	41	64	9	20	74	123
Losing Sleep at the Market: The Daylight Saving Anomaly	1	5	45	206	4	19	140	579
Losing Sleep at the Market: The Daylight Saving Anomaly: Reply	0	1	2	48	2	5	10	201
Pricing firms on the basis of fundamentals	1	6	16	24	2	15	53	76
Winter Blues: A SAD Stock Market Cycle	0	2	12	149	1	15	61	597
Winter blues and time variation in the price of risk	0	0	3	23	1	5	28	67
Total Journal Articles	15	47	207	957	36	130	603	2,926

Authors with papers registered in the RePEc Author Service.

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Statistics updated 2008-09-04