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 2 7 420
Combining Bond Rating Forecasts Using Logit 0 0 0 0 1 5 18 1,102
Dividends, Earnings and Fundamental Valuation 0 0 0 1 0 1 6 1,512
Evolving Artificial Neural Networks to Combine Financial Forecasts 0 0 0 0 0 2 3 1,025
Forecasting Fundamental Asset Return Distributions 0 0 0 169 1 5 18 429
Forecasting Fundamental Asset Return Distributions and Tests for Excess Volatility and Bubbles 0 0 0 0 0 1 8 1,210
Losing Sleep at the Market: The Daylight-Savings Anomaly 0 0 0 0 0 5 25 1,799
Rational exuberance: The fundamentals of pricing firms, from blue chip to “dot com” 0 0 0 230 0 4 13 764
Stare down the barrel and center the crosshairs: Targeting the ex ante equity premium 0 0 0 109 0 1 14 424
The Accuracy of Fundamental Stock Market Price Estimates and a Refinement to the Donaldson-Kamstra Fundamental Estimate 0 0 0 0 0 2 8 1,148
The Case for Trills: Giving the People and Their Pension Funds a Stake in the Wealth of the Nation 0 0 0 168 0 1 11 643
The Ex Post Rational Price is Certainly Ex Post, It Might Be Rational, But Is It Useful? 0 0 0 0 0 1 3 1,644
Volatility Forecasts, Trading Volume and the ARCH vs. Option-Implied Volatility Tradeoff 0 0 0 1 0 4 8 738
Volatility forecasts, trading volume, and the ARCH versus option-implied volatility trade-off 0 0 1 453 0 3 13 1,286
Winter blues and time variation in the price of risk 1 1 1 130 1 4 11 450
Winter blues: a SAD stock market cycle 1 1 1 348 4 10 32 1,335
Total Working Papers 2 2 3 1,609 7 51 198 15,929

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 3 6 1,001
An artificial neural network-GARCH model for international stock return volatility 0 3 8 727 1 6 34 1,467
Combining Bond Rating Forecasts Using Logit 0 0 0 0 1 5 12 285
Combining qualitative forecasts using logit 0 0 0 47 0 2 7 173
Estimating the Equity Premium 0 0 0 36 0 6 13 93
Interval forecasting: An analysis based upon ARCH-quantile estimators 0 0 1 218 0 2 10 502
Is it the weather? Comment 0 0 0 56 0 1 8 377
Losing Sleep at the Market: The Daylight Saving Anomaly 0 0 0 440 1 3 31 1,420
Losing Sleep at the Market: The Daylight Saving Anomaly: Reply 0 0 0 74 0 3 13 366
Pricing firms on the basis of fundamentals 0 0 1 102 1 6 20 378
The Case for Trills: Giving Canadians and their Pension Funds a Stake in the Wealth of the Nation 0 1 2 68 3 5 13 264
Trills Instead of T-Bills: It's Time to Replace Part of Government Debt with Shares in GDP 0 0 0 81 1 3 15 223
VOLATILITY FORECASTS, TRADING VOLUME, AND THE ARCH VERSUS OPTION‐IMPLIED VOLATILITY TRADE‐OFF 0 0 0 30 0 1 9 193
Waiting for returns: using space-time duality to calibrate financial diffusions 0 0 0 0 1 4 11 32
Winter Blues: A SAD Stock Market Cycle 1 2 6 352 4 17 57 1,436
Winter blues and time variation in the price of risk 0 0 0 49 0 3 17 221
Total Journal Articles 1 6 18 2,578 13 70 276 8,431

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Statistics updated 2026-07-10