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 1 4 417
Combining Bond Rating Forecasts Using Logit 0 0 0 0 2 5 11 1,094
Dividends, Earnings and Fundamental Valuation 0 0 0 1 1 4 5 1,511
Evolving Artificial Neural Networks to Combine Financial Forecasts 0 0 0 0 0 1 1 1,023
Forecasting Fundamental Asset Return Distributions 0 0 0 169 2 9 11 422
Forecasting Fundamental Asset Return Distributions and Tests for Excess Volatility and Bubbles 0 0 0 0 0 5 7 1,209
Losing Sleep at the Market: The Daylight-Savings Anomaly 0 0 0 0 3 14 22 1,793
Rational exuberance: The fundamentals of pricing firms, from blue chip to “dot com” 0 0 0 230 2 4 8 758
Stare down the barrel and center the crosshairs: Targeting the ex ante equity premium 0 0 0 109 0 8 13 422
The Accuracy of Fundamental Stock Market Price Estimates and a Refinement to the Donaldson-Kamstra Fundamental Estimate 0 0 0 0 1 5 7 1,146
The Case for Trills: Giving the People and Their Pension Funds a Stake in the Wealth of the Nation 0 0 3 168 1 7 15 642
The Ex Post Rational Price is Certainly Ex Post, It Might Be Rational, But Is It Useful? 0 0 0 0 0 1 2 1,643
Volatility Forecasts, Trading Volume and the ARCH vs. Option-Implied Volatility Tradeoff 0 0 0 1 2 4 5 734
Volatility forecasts, trading volume, and the ARCH versus option-implied volatility trade-off 0 0 2 453 1 7 11 1,283
Winter blues and time variation in the price of risk 0 0 0 129 1 4 7 446
Winter blues: a SAD stock market cycle 0 0 1 347 3 13 19 1,320
Total Working Papers 0 0 6 1,607 19 92 148 15,863

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 0 2 4 998
An artificial neural network-GARCH model for international stock return volatility 1 3 7 724 2 17 29 1,459
Combining Bond Rating Forecasts Using Logit 0 0 0 0 0 3 7 279
Combining qualitative forecasts using logit 0 0 0 47 0 4 5 171
Estimating the Equity Premium 0 0 0 36 2 5 6 86
Interval forecasting: An analysis based upon ARCH-quantile estimators 1 1 1 218 2 5 8 500
Is it the weather? Comment 0 0 0 56 1 4 5 374
Losing Sleep at the Market: The Daylight Saving Anomaly 0 0 0 440 4 21 24 1,413
Losing Sleep at the Market: The Daylight Saving Anomaly: Reply 0 0 0 74 0 5 10 363
Pricing firms on the basis of fundamentals 0 0 1 102 1 5 11 369
The Case for Trills: Giving Canadians and their Pension Funds a Stake in the Wealth of the Nation 0 1 1 67 1 3 9 259
Trills Instead of T-Bills: It's Time to Replace Part of Government Debt with Shares in GDP 0 0 1 81 4 4 7 214
VOLATILITY FORECASTS, TRADING VOLUME, AND THE ARCH VERSUS OPTION‐IMPLIED VOLATILITY TRADE‐OFF 0 0 1 30 1 6 9 191
Waiting for returns: using space-time duality to calibrate financial diffusions 0 0 0 0 0 5 7 28
Winter Blues: A SAD Stock Market Cycle 2 4 5 350 9 19 38 1,412
Winter blues and time variation in the price of risk 0 0 1 49 4 8 16 217
Total Journal Articles 4 9 18 2,572 31 116 195 8,333

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Statistics updated 2026-03-04