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 0 0 5 401
Combining Bond Rating Forecasts Using Logit 0 0 0 0 0 0 3 1,057
Dividends, Earnings and Fundamental Valuation 0 0 0 1 0 0 2 1,487
Evolving Artificial Neural Networks to Combine Financial Forecasts 0 0 0 0 0 0 2 1,012
Forecasting Fundamental Asset Return Distributions 0 0 0 169 0 0 0 403
Forecasting Fundamental Asset Return Distributions and Tests for Excess Volatility and Bubbles 0 0 0 0 0 1 3 1,188
Losing Sleep at the Market: The Daylight-Savings Anomaly 0 0 0 0 0 0 15 1,688
Rational exuberance: The fundamentals of pricing firms, from blue chip to “dot com” 0 0 0 229 0 0 0 743
Stare down the barrel and center the crosshairs: Targeting the ex ante equity premium 0 0 0 109 0 0 2 401
The Accuracy of Fundamental Stock Market Price Estimates and a Refinement to the Donaldson-Kamstra Fundamental Estimate 0 0 0 0 0 0 1 1,116
The Case for Trills: Giving the People and Their Pension Funds a Stake in the Wealth of the Nation 0 2 3 152 1 6 18 544
The Case for Trills: Giving the People and Their Pension Funds a Stake in the Wealth of the Nation 0 0 0 16 1 3 8 90
The Ex Post Rational Price is Certainly Ex Post, It Might Be Rational, But Is It Useful? 0 0 0 0 4 22 79 1,399
Volatility Forecasts, Trading Volume and the ARCH vs. Option-Implied Volatility Tradeoff 0 0 0 1 1 2 3 721
Volatility forecasts, trading volume, and the ARCH versus option-implied volatility trade-off 0 0 0 449 0 0 3 1,252
Winter blues and time variation in the price of risk 1 1 2 129 2 2 5 428
Winter blues: a SAD stock market cycle 0 1 4 331 0 2 15 1,216
Total Working Papers 1 4 9 1,586 9 38 164 15,146


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 0 292 0 0 5 962
An artificial neural network-GARCH model for international stock return volatility 0 11 40 598 3 18 65 1,181
Combining Bond Rating Forecasts Using Logit 0 0 0 0 0 3 13 200
Combining qualitative forecasts using logit 0 0 3 42 0 1 5 141
Estimating the Equity Premium 0 0 1 33 0 1 4 63
Interval forecasting: An analysis based upon ARCH-quantile estimators 0 0 3 203 1 3 6 454
Is it the weather? Comment 0 0 1 54 0 0 7 335
Losing Sleep at the Market: The Daylight Saving Anomaly 2 4 17 414 4 10 52 1,267
Losing Sleep at the Market: The Daylight Saving Anomaly: Reply 0 1 4 68 2 7 17 317
Pricing firms on the basis of fundamentals 0 0 1 94 0 1 7 295
The Case for Trills: Giving Canadians and their Pension Funds a Stake in the Wealth of the Nation 0 1 3 57 1 3 8 223
Trills Instead of T-Bills: It's Time to Replace Part of Government Debt with Shares in GDP 0 0 1 71 0 0 4 175
VOLATILITY FORECASTS, TRADING VOLUME, AND THE ARCH VERSUS OPTION‐IMPLIED VOLATILITY TRADE‐OFF 0 0 0 27 0 0 0 155
Waiting for returns: using space-time duality to calibrate financial diffusions 0 0 0 0 0 0 0 12
Winter Blues: A SAD Stock Market Cycle 0 4 22 285 5 21 91 1,095
Winter blues and time variation in the price of risk 1 1 6 44 2 5 14 170
Total Journal Articles 3 22 102 2,282 18 73 298 7,045


Statistics updated 2019-09-09