| Winter blues: A SAD stock market cycle MJ Kamstra, LA Kramer, MD Levi American economic review 93 (1), 324-343, 2003 | 1462 | 2003 |
| Losing sleep at the market: The daylight saving anomaly MJ Kamstra, LA Kramer, MD Levi American Economic Review 90 (4), 1005-1011, 2000 | 692 | 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 | 172 | 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 | 136 | 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 | 92 | 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 | 74 | 2001 |
| Seasonal variation in Treasury returns MJ Kamstra, LA Kramer, MD Levi Critical Finance Review 4 (1), 45-115, 2015 | 70 | 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 | 60 | 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 | 56 | 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 | 41* | 2016 |
| Is it the weather? Comment MJ Kamstra, LA Kramer, MD Levi Journal of Banking & Finance 33 (3), 578-582, 2009 | 40 | 2009 |
| 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 | 27 | 2019 |
| Opposing seasonalities in treasury versus equity returns MJ Kamstra, LA Kramer, MD Levi Available at SSRN 891215, 2007 | 27 | 2007 |
| Seasonal variation in bid-ask spreads R DeGennaro, MJ Kamstra, LA Kramer University of Toronto Manuscript, 2008 | 25* | 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 |
Mark KamstraProfessor of Finance, Schulich School of Business, York UniversityVerified email at yorku.ca
