Lisa Kramer
Names
Identifer
Contact
Affiliations
-
University of Toronto
/ Rotman School of Management
/ Finance
Research profile
author of:
- Losing Sleep at the Market: The Daylight Saving Anomaly (RePEc:aea:aecrev:v:90:y:2000:i:4:p:1005-1011)
by Lisa A. Kramer & Mark J. Kamstra & Maurice D. Levi - Losing Sleep at the Market: The Daylight Saving Anomaly: Reply (RePEc:aea:aecrev:v:92:y:2002:i:4:p:1257-1263)
by Mark J. Kamstra & Lisa A. Kramer & Maurice D. Levi - Winter Blues: A SAD Stock Market Cycle (RePEc:aea:aecrev:v:93:y:2003:i:1:p:324-343)
by Mark J. Kamstra & Lisa A. Kramer & Maurice D. Levi - Estimating the Equity Premium (RePEc:cup:jfinqa:v:45:y:2010:i:04:p:813-846_00)
by Donaldson, R. Glen & Kamstra, Mark J. & Kramer, Lisa A. - Seasonal Asset Allocation: Evidence from Mutual Fund Flows (RePEc:cup:jfinqa:v:52:y:2017:i:01:p:71-109_00)
by Kamstra, Mark J. & Kramer, Lisa A. & Levi, Maurice D. & Wermers, Russ - The spillover effects of management overconfidence on analyst forecasts (RePEc:eee:beexfi:v:12:y:2016:i:c:p:79-92)
by Kramer, Lisa A. & Liao, Chi M. - Winter blues and time variation in the price of risk (RePEc:eee:empfin:v:12:y:2005:i:2:p:291-316)
by Garrett, Ian & Kamstra, Mark J. & Kramer, Lisa A. - Is it the weather? Comment (RePEc:eee:jbfina:v:33:y:2009:i:3:p:578-582)
by Kamstra, Mark J. & Kramer, Lisa A. & Levi, Maurice D. - A careful re-examination of seasonality in international stock markets: Comment on sentiment and stock returns (RePEc:eee:jbfina:v:36:y:2012:i:4:p:934-956)
by Kamstra, Mark J. & Kramer, Lisa A. & Levi, Maurice D. - Seasonality in stock returns and government bond returns (RePEc:elg:eechap:21126_2)
by Mark J. Kamstra & Lisa A. Kramer - Winter blues: a SAD stock market cycle (RePEc:fip:fedawp:2002-13)
by Mark Kamstra & Lisa Kramer & Maurice D. Levi - Stare down the barrel and center the crosshairs: Targeting the ex ante equity premium (RePEc:fip:fedawp:2003-4)
by Glen Donaldson & Mark Kamstra & Lisa Kramer - Winter blues and time variation in the price of risk (RePEc:fip:fedawp:2004-8)
by Ian Garrett & Mark Kamstra & Lisa Kramer - Seasonal Variation in Treasury Returns (RePEc:now:jnlcfr:104.00000021)
by Kamstra, Mark J. & Kramer, Lisa A. & Levi, Maurice D. - Seasonally Varying Preferences: Theoretical Foundations for an Empirical Regularity (RePEc:oup:rasset:v:4:y:2014:i:1:p:39-77.)
by Mark J. Kamstra & Lisa A. Kramer & Maurice D. Levi & Tan Wang - Losing Sleep at the Market: The Daylight-Savings Anomaly (RePEc:sfu:sfudps:dp98-04)
by Kamstra, M.J. & Kramer, L.A. & Levi, M.D. - Seasonal asset allocation: Evidence from mutual fund flows (RePEc:zbw:cfrwps:1309)
by Kamstra, Mark J. & Kramer, Lisa A. & Levi, Maurice D. & Wermers, Russ