| Winter blues: A SAD stock market cycle MJ Kamstra, LA Kramer, MD Levi American economic review 93 (1), 324-343, 2003 | 1487 | 2003 |
| Losing sleep at the market: The daylight saving anomaly MJ Kamstra, LA Kramer, MD Levi American Economic Review 90 (4), 1005-1011, 2000 | 702 | 2000 |
| Forecast combining with neural networks RG Donaldson, M Kamstra Journal of Forecasting 15 (1), 49-61, 1996 | 351 | 1996 |
| An artificial neural network-GARCH model for international stock return volatility RG Donaldson, M Kamstra Journal of Empirical Finance 4 (1), 17-46, 1997 | 339 | 1997 |
| Combining bond rating forecasts using logit M Kamstra, P Kennedy, TK Suan Financial Review 36 (2), 75-96, 2001 | 208 | 2001 |
| A new dividend forecasting procedure that rejects bubbles in asset prices: The case of 1929’s stock crash RG Donaldson, M Kamstra The review of financial studies 9 (2), 333-383, 1996 | 206 | 1996 |
| Seasonal asset allocation: Evidence from mutual fund flows MJ Kamstra, LA Kramer, MD Levi, R Wermers Journal of Financial and Quantitative Analysis 52 (1), 71-109, 2017 | 173 | 2017 |
| Interval forecasting: an analysis based upon ARCH-quantile estimators CWJ Granger, H White, M Kamstra Journal of Econometrics 40 (1), 87-96, 1989 | 167 | 1989 |
| Winter blues and time variation in the price of risk I Garrett, MJ Kamstra, LA Kramer Journal of Empirical Finance 12 (2), 291-316, 2005 | 151 | 2005 |
| Evolving artificial neural networks to combine financial forecasts PG Harrald, M Kamstra IEEE Transactions on Evolutionary computation 1 (1), 40-52, 1997 | 113 | 1997 |
| Seasonal variation in Treasury returns MJ Kamstra, LA Kramer, MD Levi Critical Finance Review 4 (1), 45-115, 2015 | 97* | 2015 |
| Losing sleep at the market: The daylight saving anomaly: Reply MJ Kamstra, LA Kramer, MD Levi American Economic Review 92 (4), 1257-1263, 2002 | 95 | 2002 |
| Volatility forecasts, trading volume, and the ARCH versus option‐implied volatility trade‐off RG Donaldson, MJ Kamstra Journal of Financial Research 28 (4), 519-538, 2005 | 92 | 2005 |
| Trills Instead of T-Bills: It’s Time to Replace Part of Government Debt with Shares in GDP MJ Kamstra, RJ Shiller The Economists’ Voice 7 (3), 1-5, 2010 | 87* | 2010 |
| Combining qualitative forecasts using logit M Kamstra, P Kennedy International Journal of Forecasting 14 (1), 83-93, 1998 | 69 | 1998 |
| Neural network forecast combining with interaction effects RG Donaldson, M Kamstra Journal of the Franklin Institute 336 (2), 227-236, 1999 | 67 | 1999 |
| A careful re-examination of seasonality in international stock markets: Comment on sentiment and stock returns MJ Kamstra, LA Kramer, MD Levi Journal of Banking & Finance 36 (4), 934-956, 2012 | 63 | 2012 |
| Seasonally varying preferences: Theoretical foundations for an empirical regularity MJ Kamstra, LA Kramer, MD Levi, T Wang The Review of Asset Pricing Studies 4 (1), 39-77, 2014 | 59 | 2014 |
| Combining algorithms based on robust estimation techniques and co‐integrating restrictions J Hallman, M Kamstra Journal of Forecasting 8 (3), 189-198, 1989 | 56 | 1989 |
| Does the secondary loan market reduce borrowing costs? MJ Kamstra, GS Roberts, P Shao Review of Finance 18 (3), 1139-1181, 2014 | 52 | 2014 |
Lisa KramerProfessor of Finance, University of Torontorotman.utoronto.ca üzerinde doğrulanmış e-posta adresine sahip
