Access Statistics for Mark Kamstra

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A Neural Network Test for Heteroskedasticity	0	0	0	0	2	3	4	416
Combining Bond Rating Forecasts Using Logit	0	0	0	0	0	3	7	1,089
Dividends, Earnings and Fundamental Valuation	0	0	0	1	1	1	1	1,507
Evolving Artificial Neural Networks to Combine Financial Forecasts	0	0	0	0	0	0	0	1,022
Forecasting Fundamental Asset Return Distributions	0	0	0	169	1	1	3	413
Forecasting Fundamental Asset Return Distributions and Tests for Excess Volatility and Bubbles	0	0	0	0	1	2	2	1,204
Losing Sleep at the Market: The Daylight-Savings Anomaly	0	0	0	0	4	5	9	1,779
Rational exuberance: The fundamentals of pricing firms, from blue chip to “dot com”	0	0	0	230	0	2	5	754
Stare down the barrel and center the crosshairs: Targeting the ex ante equity premium	0	0	0	109	1	3	5	414
The Accuracy of Fundamental Stock Market Price Estimates and a Refinement to the Donaldson-Kamstra Fundamental Estimate	0	0	0	0	1	1	3	1,141
The Case for Trills: Giving the People and Their Pension Funds a Stake in the Wealth of the Nation	0	0	3	168	2	3	8	635
The Ex Post Rational Price is Certainly Ex Post, It Might Be Rational, But Is It Useful?	0	0	0	0	1	1	3	1,642
Volatility Forecasts, Trading Volume and the ARCH vs. Option-Implied Volatility Tradeoff	0	0	0	1	0	0	1	730
Volatility forecasts, trading volume, and the ARCH versus option-implied volatility trade-off	0	1	2	453	2	3	5	1,276
Winter blues and time variation in the price of risk	0	0	0	129	0	3	3	442
Winter blues: a SAD stock market cycle	0	0	1	347	1	2	7	1,307
Total Working Papers	0	1	6	1,607	17	33	66	15,771

Journal Article	File Downloads				Abstract Views
Journal Article	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	1	298	0	0	3	996
An artificial neural network-GARCH model for international stock return volatility	0	1	5	721	0	3	17	1,442
Combining Bond Rating Forecasts Using Logit	0	0	0	0	0	2	6	276
Combining qualitative forecasts using logit	0	0	0	47	0	1	1	167
Estimating the Equity Premium	0	0	1	36	0	1	3	81
Interval forecasting: An analysis based upon ARCH-quantile estimators	0	0	1	217	1	2	4	495
Is it the weather? Comment	0	0	0	56	1	1	1	370
Losing Sleep at the Market: The Daylight Saving Anomaly	0	0	0	440	1	1	3	1,392
Losing Sleep at the Market: The Daylight Saving Anomaly: Reply	0	0	0	74	3	4	5	358
Pricing firms on the basis of fundamentals	0	1	2	102	2	4	7	364
The Case for Trills: Giving Canadians and their Pension Funds a Stake in the Wealth of the Nation	0	0	1	66	3	5	8	256
Trills Instead of T-Bills: It's Time to Replace Part of Government Debt with Shares in GDP	0	0	1	81	2	2	3	210
VOLATILITY FORECASTS, TRADING VOLUME, AND THE ARCH VERSUS OPTION‐IMPLIED VOLATILITY TRADE‐OFF	0	0	1	30	0	0	6	185
Waiting for returns: using space-time duality to calibrate financial diffusions	0	0	0	0	1	2	3	23
Winter Blues: A SAD Stock Market Cycle	0	0	2	346	2	12	22	1,393
Winter blues and time variation in the price of risk	0	0	1	49	0	1	10	209
Total Journal Articles	0	2	16	2,563	16	41	102	8,217

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Statistics updated 2025-12-06