Mark Kamstra

8 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-3952-3461

York University

Publications

• Reproducibility inManagement Science — Management Science 2024
• Seasonal Asset Allocation: Evidence from Mutual Fund Flows — Journal of Financial and Quantitative Analysis 2017
• Does the Secondary Loan Market Reduce Borrowing Costs? — Review of Finance 2014
• Estimating the Equity Premium — Journal of Financial and Quantitative Analysis 2010
• Winter Blues: A SAD Stock Market Cycle — American Economic Review 2003
• Losing Sleep at the Market: The Daylight Saving Anomaly: Reply — American Economic Review 2002
• Losing Sleep at the Market: The Daylight Saving Anomaly — American Economic Review 2000
• A New Dividend Forecasting Procedure that Rejects Bubbles in Asset Prices: The Case of 1929’s Stock Crash — The Review of Financial Studies 1996