Lisa Kramer
TitleCited byYear
Winter blues: A SAD stock market cycle
MJ Kamstra, LA Kramer, MD Levi
American Economic Review 93 (1), 324-343, 2003
9312003
Losing sleep at the market: The daylight saving anomaly
MJ Kamstra, LA Kramer, MD Levi
American Economic Review 90 (4), 1005-1011, 2000
4652000
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
1052005
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
842017
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
762012
Losing sleep at the market: The daylight saving anomaly: Reply
MJ Kamstra, LA Kramer, MD Levi
American Economic Review 92 (4), 1257-1263, 2002
632002
Alternative methods for robust analysis in event study applications
LA Kramer
Advances in Investment Analysis and Portfolio Management, C.F. Lee [Ed.] 8 …, 2001
592001
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
472012
Seasonal variation in Treasury returns
MJ Kamstra, LA Kramer, MD Levi
Critical Finance Review 4 (1), 45-115, 2015
452015
Estimating the equity premium
RG Donaldson, MJ Kamstra, LA Kramer
Journal of Financial and Quantitative Analysis 45 (04), 813-846, 2010
44*2010
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
382014
Is it the weather? Comment
MJ Kamstra, LA Kramer, MD Levi
Journal of Banking & Finance 33 (3), 578-582, 2009
352009
Seasonal variation in bid-ask spreads
R DeGennaro, MJ Kamstra, LA Kramer
University of Toronto Manuscript, 2008
22*2008
Opposing seasonalities in treasury versus equity returns
MJ Kamstra, LA Kramer, MD Levi
Available at SSRN 891215, 2007
212007
Intraday stock returns, time-varying risk premia, and diurnal mood variation
LA Kramer
Time-Varying Risk Premia, and Diurnal Mood Variation (April 2001), 2001
122001
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
122000
The spillover effects of management overconfidence on analyst forecasts
LA Kramer, CM Liao
Journal of Behavioral and Experimental Finance 12, 79-92, 2016
10*2016
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
72010
SAD investors: Implications of seasonal variations in risk aversion
MJ Kamstra, LA Kramer, MD Levi
Atlanta Federal Reserve Bank, University of British Colombia, refereed …, 2003
72003
Banking on event studies: Statistical problems, a bootstrap solution, and an application to failed-bank acquisitions
LA Kramer
University of British Columbia, 1998
71998
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Articles 1–20