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 2 3 6 405
Combining Bond Rating Forecasts Using Logit 0 0 0 0 1 2 5 1,061
Dividends, Earnings and Fundamental Valuation 0 0 0 1 0 1 2 1,488
Evolving Artificial Neural Networks to Combine Financial Forecasts 0 0 0 0 4 5 7 1,017
Forecasting Fundamental Asset Return Distributions 0 0 0 169 0 0 1 404
Forecasting Fundamental Asset Return Distributions and Tests for Excess Volatility and Bubbles 0 0 0 0 1 3 5 1,191
Losing Sleep at the Market: The Daylight-Savings Anomaly 0 0 0 0 3 5 12 1,694
Rational exuberance: The fundamentals of pricing firms, from blue chip to “dot com” 0 0 0 229 1 1 1 744
Stare down the barrel and center the crosshairs: Targeting the ex ante equity premium 0 0 0 109 1 2 2 403
The Accuracy of Fundamental Stock Market Price Estimates and a Refinement to the Donaldson-Kamstra Fundamental Estimate 0 0 0 0 0 2 5 1,121
The Case for Trills: Giving the People and Their Pension Funds a Stake in the Wealth of the Nation 0 0 4 153 5 9 22 556
The Case for Trills: Giving the People and Their Pension Funds a Stake in the Wealth of the Nation 0 0 0 16 3 4 12 96
The Ex Post Rational Price is Certainly Ex Post, It Might Be Rational, But Is It Useful? 0 0 0 0 3 22 87 1,430
Volatility Forecasts, Trading Volume and the ARCH vs. Option-Implied Volatility Tradeoff 0 0 0 1 0 1 5 723
Volatility forecasts, trading volume, and the ARCH versus option-implied volatility trade-off 0 0 0 449 1 2 4 1,255
Winter blues and time variation in the price of risk 0 0 2 129 0 1 8 431
Winter blues: a SAD stock market cycle 1 2 4 333 3 7 18 1,225
Total Working Papers 1 2 10 1,589 28 70 202 15,244


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 1 2 3 964
An artificial neural network-GARCH model for international stock return volatility 2 9 35 609 5 17 71 1,210
Combining Bond Rating Forecasts Using Logit 0 0 0 0 2 3 13 207
Combining qualitative forecasts using logit 0 1 1 43 1 2 4 143
Estimating the Equity Premium 0 0 1 33 1 3 6 66
Interval forecasting: An analysis based upon ARCH-quantile estimators 0 1 3 205 0 1 7 457
Is it the weather? Comment 0 0 0 54 1 1 5 337
Losing Sleep at the Market: The Daylight Saving Anomaly 0 1 11 417 5 11 47 1,285
Losing Sleep at the Market: The Daylight Saving Anomaly: Reply 0 1 4 70 2 5 15 323
Pricing firms on the basis of fundamentals 0 0 0 94 0 2 12 302
The Case for Trills: Giving Canadians and their Pension Funds a Stake in the Wealth of the Nation 0 0 2 57 3 3 11 229
Trills Instead of T-Bills: It's Time to Replace Part of Government Debt with Shares in GDP 0 2 2 73 1 3 7 181
VOLATILITY FORECASTS, TRADING VOLUME, AND THE ARCH VERSUS OPTION‐IMPLIED VOLATILITY TRADE‐OFF 0 1 1 28 1 2 4 159
Waiting for returns: using space-time duality to calibrate financial diffusions 0 0 0 0 0 1 2 14
Winter Blues: A SAD Stock Market Cycle 1 5 17 291 10 35 103 1,150
Winter blues and time variation in the price of risk 0 0 5 44 2 4 17 175
Total Journal Articles 3 21 82 2,310 35 95 327 7,202


Statistics updated 2020-02-04