Access Statistics for Mark Kamstra
Author contact details at EconPapers.
| Working Paper |
File Downloads |
Abstract Views |
| 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 |
1 |
413 |
| Combining Bond Rating Forecasts Using Logit |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
1,083 |
| Dividends, Earnings and Fundamental Valuation |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
1,506 |
| Evolving Artificial Neural Networks to Combine Financial Forecasts |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
1,022 |
| Forecasting Fundamental Asset Return Distributions |
0 |
0 |
0 |
169 |
0 |
1 |
1 |
411 |
| Forecasting Fundamental Asset Return Distributions and Tests for Excess Volatility and Bubbles |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
1,202 |
| Losing Sleep at the Market: The Daylight-Savings Anomaly |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
1,771 |
| Rational exuberance: The fundamentals of pricing firms, from blue chip to “dot com” |
0 |
0 |
0 |
230 |
0 |
1 |
1 |
750 |
| Stare down the barrel and center the crosshairs: Targeting the ex ante equity premium |
0 |
0 |
0 |
109 |
0 |
0 |
0 |
409 |
| The Accuracy of Fundamental Stock Market Price Estimates and a Refinement to the Donaldson-Kamstra Fundamental Estimate |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
1,139 |
| The Case for Trills: Giving the People and Their Pension Funds a Stake in the Wealth of the Nation |
0 |
0 |
2 |
165 |
0 |
0 |
9 |
627 |
| The Ex Post Rational Price is Certainly Ex Post, It Might Be Rational, But Is It Useful? |
0 |
0 |
0 |
0 |
2 |
2 |
9 |
1,641 |
| Volatility Forecasts, Trading Volume and the ARCH vs. Option-Implied Volatility Tradeoff |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
729 |
| Volatility forecasts, trading volume, and the ARCH versus option-implied volatility trade-off |
0 |
0 |
0 |
451 |
0 |
1 |
2 |
1,272 |
| Winter blues and time variation in the price of risk |
0 |
0 |
0 |
129 |
0 |
0 |
1 |
439 |
| Winter blues: a SAD stock market cycle |
0 |
0 |
1 |
346 |
1 |
1 |
3 |
1,301 |
| Total Working Papers |
0 |
0 |
3 |
1,601 |
5 |
10 |
38 |
15,715 |
|
|
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