Winter blues: A SAD stock market cycle MJ Kamstra, LA Kramer, MD Levi American economic review 93 (1), 324-343, 2003 | 1483 | 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 |
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 | 174 | 2017 |
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 | 146 | 2005 |
This is your portfolio on winter: Seasonal affective disorder and risk aversion in financial decision making LA Kramer, JM Weber Social Psychological and Personality Science 3 (2), 193-199, 2012 | 141 | 2012 |
Losing sleep at the market: The daylight saving anomaly: Reply MJ Kamstra, LA Kramer, MD Levi American Economic Review 92 (4), 1257-1263, 2002 | 93 | 2002 |
Alternative methods for robust analysis in event study applications LA Kramer Advances in Investment Analysis and Portfolio Management, C.F. Lee [Ed.] 8 …, 2001 | 75 | 2001 |
Seasonal variation in Treasury returns MJ Kamstra, LA Kramer, MD Levi Critical Finance Review 4 (1), 45-115, 2015 | 73 | 2015 |
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 | 64 | 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 |
Estimating the equity premium RG Donaldson, MJ Kamstra, LA Kramer Journal of Financial and Quantitative Analysis 45 (04), 813-846, 2010 | 52* | 2010 |
The spillover effects of management overconfidence on analyst forecasts LA Kramer, CM Liao Journal of Behavioral and Experimental Finance 12, 79-92, 2016 | 42* | 2016 |
Is it the weather? Comment MJ Kamstra, LA Kramer, MD Levi Journal of Banking & Finance 33 (3), 578-582, 2009 | 42 | 2009 |
Opposing seasonalities in treasury versus equity returns MJ Kamstra, LA Kramer, MD Levi Available at SSRN 891215, 2007 | 27 | 2007 |
The scientific problems with using non-human animals to predict human response to drugs and disease R Greek, LA Kramer Animal Experimentation: Working towards a paradigm change, 391-416, 2019 | 26 | 2019 |
Seasonal variation in bid-ask spreads R DeGennaro, MJ Kamstra, LA Kramer University of Toronto Manuscript, 2008 | 26* | 2008 |
Human stakeholders and the use of animals in drug development LA Kramer, R Greek Business and Society Review 123 (1), 3-58, 2018 | 20 | 2018 |
Winter blues: Seasonal affective disorder (SAD), the January effect, and stock market returns MJ Kamstra, LA Kramer, MD Levi Faculty of Commerce, University of British Columbia Working Paper, 2000 | 18 | 2000 |
Intraday stock returns, time-varying risk premia, and diurnal mood variation LA Kramer Time-Varying Risk Premia, and Diurnal Mood Variation (April 2001), 2001 | 17 | 2001 |
Effects of daylight-saving time changes on stock market volatility: A comment MJ Kamstra, LA Kramer, MD Levi Psychological reports 107 (3), 877-887, 2010 | 15 | 2010 |