Mark J. Kamstra - Publications, H-index & Citations

Back

Mark J. Kamstra

york university - canada

24H-index

88Paper Count

2.6KCitation Count

Published Papers 10

Publication Date

Seasonal Asset Allocation: Evidence from Mutual Fund Flows

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS

IF2.8

2017-02-20

OAAI

Kamstra, Mark J.; Kramer, Lisa A.; Levi, Maurice D.; Wermers, Russ

Save

Does the Secondary Loan Market Reduce Borrowing Costs?

REVIEW OF FINANCE

IF8.4

2013-07-10

OAAI

Kamstra, Mark J.; Roberts, Gordon S.; Shao, Pei

Save

A careful re-examination of seasonality in international stock markets: Comment on sentiment and stock returns

JOURNAL OF BANKING & FINANCE

IF3.8

2012-04-01

OAAI

Kamstra, Mark J.; Kramer, Lisa A.; Levi, Maurice D.

Save

Estimating the Equity Premium

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS

IF2.8

2010-06-08

PREAI

Donaldson, R. Glen; Kamstra, Mark J.; Kramer, Lisa A.

Save

Is it the weather? Comment

JOURNAL OF BANKING & FINANCE

IF3.8

2009-03-01

OAAI

Kamstra, Mark J.; Kramer, Lisa A.; Levi, Maurice D.

Save

COMBINING ALGORITHMS BASED ON ROBUST ESTIMATION TECHNIQUES AND CO-INTEGRATING RESTRICTIONS

JOURNAL OF FORECASTING

IF2.7

2006-09-22

PREAI

HALLMAN, J; KAMSTRA, M

Save

Neural network forecast combining with interaction effects

JOURNAL OF THE FRANKLIN INSTITUTE-ENGINEERING AND APPLIED MATHEMATICS

IF3.7

1999-03-01

PREAI

Donaldson, RG; Kamstra, M

Save

Combining qualitative forecasts using logit

INTERNATIONAL JOURNAL OF FORECASTING

IF7.1

1998-03-01

PREAI

Kamstra, M; Kennedy, P

Save

A new dividend forecasting procedure that rejects bubbles in asset prices: The case of 1929's stock crash

REVIEW OF FINANCIAL STUDIES

IF5.4

1996-04-01

PREAI

Donaldson, RG; Kamstra, M

Save

INTERVAL FORECASTING - AN ANALYSIS BASED UPON ARCH-QUANTILE ESTIMATORS

JOURNAL OF ECONOMETRICS

IF4

1989-01-01

PREAI

GRANGER, CWJ; WHITE, H; KAMSTRA, M

Save

Research Directions