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 3 5 417
Combining Bond Rating Forecasts Using Logit 0 0 0 0 3 3 10 1,092
Dividends, Earnings and Fundamental Valuation 0 0 0 1 2 4 4 1,510
Evolving Artificial Neural Networks to Combine Financial Forecasts 0 0 0 0 1 1 1 1,023
Forecasting Fundamental Asset Return Distributions 0 0 0 169 7 8 9 420
Forecasting Fundamental Asset Return Distributions and Tests for Excess Volatility and Bubbles 0 0 0 0 5 6 7 1,209
Losing Sleep at the Market: The Daylight-Savings Anomaly 0 0 0 0 7 15 19 1,790
Rational exuberance: The fundamentals of pricing firms, from blue chip to “dot com” 0 0 0 230 1 2 6 756
Stare down the barrel and center the crosshairs: Targeting the ex ante equity premium 0 0 0 109 5 9 13 422
The Accuracy of Fundamental Stock Market Price Estimates and a Refinement to the Donaldson-Kamstra Fundamental Estimate 0 0 0 0 2 5 6 1,145
The Case for Trills: Giving the People and Their Pension Funds a Stake in the Wealth of the Nation 0 0 3 168 4 8 14 641
The Ex Post Rational Price is Certainly Ex Post, It Might Be Rational, But Is It Useful? 0 0 0 0 1 2 4 1,643
Volatility Forecasts, Trading Volume and the ARCH vs. Option-Implied Volatility Tradeoff 0 0 0 1 2 2 3 732
Volatility forecasts, trading volume, and the ARCH versus option-implied volatility trade-off 0 0 2 453 4 8 10 1,282
Winter blues and time variation in the price of risk 0 0 0 129 2 3 6 445
Winter blues: a SAD stock market cycle 0 0 1 347 3 11 17 1,317
Total Working Papers 0 0 6 1,607 50 90 134 15,844

Journal Article File Downloads Abstract Views
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 0 0 0 298 2 2 4 998
An artificial neural network-GARCH model for international stock return volatility 1 2 6 723 11 15 28 1,457
Combining Bond Rating Forecasts Using Logit 0 0 0 0 3 3 8 279
Combining qualitative forecasts using logit 0 0 0 47 4 4 5 171
Estimating the Equity Premium 0 0 0 36 2 3 4 84
Interval forecasting: An analysis based upon ARCH-quantile estimators 0 0 1 217 1 4 7 498
Is it the weather? Comment 0 0 0 56 2 4 4 373
Losing Sleep at the Market: The Daylight Saving Anomaly 0 0 0 440 16 18 20 1,409
Losing Sleep at the Market: The Daylight Saving Anomaly: Reply 0 0 0 74 4 8 10 363
Pricing firms on the basis of fundamentals 0 0 1 102 3 6 10 368
The Case for Trills: Giving Canadians and their Pension Funds a Stake in the Wealth of the Nation 0 1 2 67 1 5 9 258
Trills Instead of T-Bills: It's Time to Replace Part of Government Debt with Shares in GDP 0 0 1 81 0 2 3 210
VOLATILITY FORECASTS, TRADING VOLUME, AND THE ARCH VERSUS OPTION‐IMPLIED VOLATILITY TRADE‐OFF 0 0 1 30 4 5 9 190
Waiting for returns: using space-time duality to calibrate financial diffusions 0 0 0 0 4 6 8 28
Winter Blues: A SAD Stock Market Cycle 2 2 3 348 8 12 31 1,403
Winter blues and time variation in the price of risk 0 0 1 49 1 4 13 213
Total Journal Articles 3 5 16 2,568 66 101 173 8,302

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2026-02-12