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 2 6 419
Combining Bond Rating Forecasts Using Logit 0 0 0 0 4 9 17 1,101
Dividends, Earnings and Fundamental Valuation 0 0 0 1 0 1 5 1,511
Evolving Artificial Neural Networks to Combine Financial Forecasts 0 0 0 0 1 1 2 1,024
Forecasting Fundamental Asset Return Distributions 0 0 0 169 3 7 16 427
Forecasting Fundamental Asset Return Distributions and Tests for Excess Volatility and Bubbles 0 0 0 0 1 1 8 1,210
Losing Sleep at the Market: The Daylight-Savings Anomaly 0 0 0 0 4 8 26 1,798
Rational exuberance: The fundamentals of pricing firms, from blue chip to “dot com” 0 0 0 230 4 8 13 764
Stare down the barrel and center the crosshairs: Targeting the ex ante equity premium 0 0 0 109 1 2 15 424
The Accuracy of Fundamental Stock Market Price Estimates and a Refinement to the Donaldson-Kamstra Fundamental Estimate 0 0 0 0 2 3 9 1,148
The Case for Trills: Giving the People and Their Pension Funds a Stake in the Wealth of the Nation 0 0 2 168 1 2 15 643
The Ex Post Rational Price is Certainly Ex Post, It Might Be Rational, But Is It Useful? 0 0 0 0 1 1 3 1,644
Volatility Forecasts, Trading Volume and the ARCH vs. Option-Implied Volatility Tradeoff 0 0 0 1 2 4 6 736
Volatility forecasts, trading volume, and the ARCH versus option-implied volatility trade-off 0 0 1 453 2 3 12 1,285
Winter blues and time variation in the price of risk 0 0 0 129 2 3 9 448
Winter blues: a SAD stock market cycle 0 0 1 347 4 12 28 1,329
Total Working Papers 0 0 4 1,607 33 67 190 15,911

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 3 3 7 1,001
An artificial neural network-GARCH model for international stock return volatility 1 2 8 725 2 6 33 1,463
Combining Bond Rating Forecasts Using Logit 0 0 0 0 1 2 9 281
Combining qualitative forecasts using logit 0 0 0 47 2 2 7 173
Estimating the Equity Premium 0 0 0 36 6 9 13 93
Interval forecasting: An analysis based upon ARCH-quantile estimators 0 1 1 218 1 3 9 501
Is it the weather? Comment 0 0 0 56 1 4 8 377
Losing Sleep at the Market: The Daylight Saving Anomaly 0 0 0 440 1 9 29 1,418
Losing Sleep at the Market: The Daylight Saving Anomaly: Reply 0 0 0 74 3 3 13 366
Pricing firms on the basis of fundamentals 0 0 1 102 5 9 19 377
The Case for Trills: Giving Canadians and their Pension Funds a Stake in the Wealth of the Nation 0 0 1 67 1 2 10 260
Trills Instead of T-Bills: It's Time to Replace Part of Government Debt with Shares in GDP 0 0 1 81 2 12 15 222
VOLATILITY FORECASTS, TRADING VOLUME, AND THE ARCH VERSUS OPTION‐IMPLIED VOLATILITY TRADE‐OFF 0 0 1 30 1 3 10 193
Waiting for returns: using space-time duality to calibrate financial diffusions 0 0 0 0 3 3 10 31
Winter Blues: A SAD Stock Market Cycle 1 3 5 351 6 22 49 1,425
Winter blues and time variation in the price of risk 0 0 1 49 3 8 18 221
Total Journal Articles 2 6 19 2,574 41 100 259 8,402

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Statistics updated 2026-05-06