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Kamstra, Mark J.


 SSRN Author Rank: 1,384 by Downloads
 

York University - Schulich School of Business


 4700 Keele Street
 Toronto, Ontario M3J 1P3
 Canada
 email address

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. Kamstra, Mark J.'s Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
12,797
Total
Citations
177
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.   Incl. Electronic Paper
Kamstra, Mark J.
York University - Schulich School of Business
Kramer, Lisa A.
University of Toronto - Rotman School of Management
Levi, Maurice D.
University of British Columbia (UBC) - Sauder School of Business
Posted:
07 Mar 00
Last Revised:
22 Jul 14
2,341
(2,653)
76

2.  
Volatility Forecasts, Trading Volume and the ARCH vs Option-Implied Volatility Tradeoff | Show Abstract | Download |
SFU Economics Discussion Paper No. 01-1, Sauder School of Business Working Paper
Working Paper Series
Donaldson, R. Glen
University of British Columbia (UBC) - Sauder School of Business
Kamstra, Mark J.
York University - Schulich School of Business
Posted:
21 Feb 01
1,378
(6,611)
3

3.  
Seasonal Variation in Treasury Returns | Show Abstract | Download |
Rotman School of Management Working Paper No. 1076644
Working Paper Series
Kamstra, Mark J.
York University - Schulich School of Business
Kramer, Lisa A.
University of Toronto - Rotman School of Management
Levi, Maurice D.
University of British Columbia (UBC) - Sauder School of Business
Posted:
20 Dec 07
Last Revised:
29 Jan 14
1,159
(8,808)
6

4.   Incl. Electronic Paper
Kamstra, Mark J.
York University - Schulich School of Business
Kramer, Lisa A.
University of Toronto - Rotman School of Management
Levi, Maurice D.
University of British Columbia (UBC) - Sauder School of Business
Posted:
29 Feb 00
Last Revised:
01 Jun 05
1,039
(10,491)
41

5.  
Fundamental Valuation of Zero-Dividend Firms | Show Abstract | Download |
Simon Fraser University Department of Economics Working Paper
Working Paper Series
Kamstra, Mark J.
York University - Schulich School of Business
Posted:
15 Jul 00
1,012
(10,933)
 

6.  
Forecasting Fundamental Stock Price Distributions | Show Abstract | Download |
Simon Fraser University Working Paper No. 96-2, Sauder School of Business Working Paper
Working Paper Series
Donaldson, R. Glen
University of British Columbia (UBC) - Sauder School of Business
Kamstra, Mark J.
York University - Schulich School of Business
Posted:
30 Oct 00
862
(13,960)
1

7.  
Kamstra, Mark J.
York University - Schulich School of Business
Posted:
08 Nov 01
775
(16,412)
 

8.  
Estimating the Equity Premium | Show Abstract | Download |
Journal of Financial and Quantitative Analysis, August 2010, 45(4) , Rotman School of Management Working Paper No. 07-02
Accepted Paper Series
Donaldson, Glen
University of British Columbia (UBC) - Sauder School of Business
Kamstra, Mark J.
York University - Schulich School of Business
Kramer, Lisa A.
University of Toronto - Rotman School of Management
Posted:
19 Nov 06
Last Revised:
30 Jul 10
716
(18,387)
5

9.  
Seasonal Asset Allocation: Evidence from Mutual Fund Flows | Show Abstract | Download |
25th Australasian Finance and Banking Conference 2012
Working Paper Series
Kamstra, Mark J.
York University - Schulich School of Business
Kramer, Lisa A.
University of Toronto - Rotman School of Management
Levi, Maurice D.
University of British Columbia (UBC) - Sauder School of Business
Wermers, Russ
University of Maryland - Robert H. Smith School of Business
Posted:
17 Nov 11
Last Revised:
13 Aug 14
565
(25,633)
4

10.   Incl. Electronic Paper
Kamstra, Mark J.
York University - Schulich School of Business
Kramer, Lisa A.
University of Toronto - Rotman School of Management
Garrett, Ian
Manchester Business School
Posted:
18 Jul 03
Last Revised:
08 Jul 14
544
(27,037)
18

11.  
Estimating and Testing Fundamental Stock Prices: Evidence from Simulated Economies | Show Abstract | Download |
SFU Discussion Paper, Sauder School of Business Working Paper
Working Paper Series
Donaldson, R. Glen
University of British Columbia (UBC) - Sauder School of Business
Kamstra, Mark J.
York University - Schulich School of Business
Posted:
30 Oct 00
529
(28,059)
1

12.  
DeGennaro, Ramon P.
University of Tennessee, Knoxville - Department of Finance
Kamstra, Mark J.
York University - Schulich School of Business
Kramer, Lisa A.
University of Toronto - Rotman School of Management
Posted:
07 Dec 04
Last Revised:
30 Jul 10
426
(37,198)
3

13.  
Charupat, Narat
McMaster University - DeGroote School of Business
Kamstra, Mark J.
York University - Schulich School of Business
Milevsky, Moshe A.
York University - Schulich School of Business
Posted:
15 Mar 12
375
(43,495)
1

14.  
Stare Down the Barrel and Center the Crosshairs: Targeting the Ex Ante Equity Premium | Show Abstract | Download |
FRB of Atlanta Working Paper No. 2003-4, Sauder School of Business Working Paper
Working Paper Series
Donaldson, R. Glen
University of British Columbia (UBC) - Sauder School of Business
Kamstra, Mark J.
York University - Schulich School of Business
Kramer, Lisa A.
University of Toronto - Rotman School of Management
Posted:
19 Mar 03
265
(65,231)
2

15.  
Loan Resales, Asset Selection and Borrowing Cost | Show Abstract | Download |
EFA 2006 Zurich Meetings
Working Paper Series
Kamstra, Mark J.
York University - Schulich School of Business
Roberts, Gordon S.
York University - Schulich School of Business
Shao, Pei
York University - Schulich School of Business
Posted:
16 Mar 06
207
(84,467)
6

16.  
Kamstra, Mark J.
York University - Schulich School of Business
Kramer, Lisa A.
University of Toronto - Rotman School of Management
Levi, Maurice D.
University of British Columbia (UBC) - Sauder School of Business
Posted:
11 Aug 11
Last Revised:
10 Oct 11
180
(96,691)
3

17.  
The Case for Trills: Giving the People and Their Pension Funds a Stake in the Wealth of the Nation | Show Abstract | Download |
Cowles Foundation Discussion Paper No. 1717, Yale ICF Working Paper No. 16
Working Paper Series
Kamstra, Mark J.
York University - Schulich School of Business
Shiller, Robert J.
Yale University - Cowles Foundation
Posted:
09 Aug 09
169
(102,434)
3

18.  
Kamstra, Mark J.
York University - Schulich School of Business
Milevsky, Moshe A.
York University - Schulich School of Business
Posted:
31 Dec 04
143
(118,761)
 

19.  
Does the Secondary Loan Market Reduce Borrowing Costs? | Show Abstract | Download |
Forthcoming in the Review of Finance
Accepted Paper Series
Kamstra, Mark J.
York University - Schulich School of Business
Roberts, Gordon S.
York University - Schulich School of Business
Shao, Pei
University of Lethbridge
Posted:
08 Aug 12
Last Revised:
28 Feb 13
74
(189,402)
2

20.   Incl. Electronic Paper
Kamstra, Mark J.
York University - Schulich School of Business
Kramer, Lisa A.
University of Toronto - Rotman School of Management
Levi, Maurice D.
University of British Columbia (UBC) - Sauder School of Business
Wang, Tan
University of British Columbia (UBC) - Division of Finance
Posted:
23 Mar 11
Last Revised:
20 May 14
38
(258,295)
2

21.  
Is it the Weather? Comment | Show Abstract |
Journal of Banking and Finance, Forthcoming, Rotman School of Management Working Paper No. 1317939
Accepted Paper Series
Kamstra, Mark J.
York University - Schulich School of Business
Kramer, Lisa A.
University of Toronto - Rotman School of Management
Levi, Maurice D.
University of British Columbia (UBC) - Sauder School of Business
Posted:
19 Dec 08
Last Revised:
26 Jan 09
 

22.  
Donaldson, Glen
University of British Columbia (UBC) - Sauder School of Business
Kamstra, Mark J.
York University - Schulich School of Business
Posted:
14 Nov 04
 

23.  
Combining Bond Rating Forecasts Using Logit | Show Abstract |
Financial Review, May 2001
Accepted Paper Series
Kamstra, Mark J.
York University - Schulich School of Business
Kennedy, Peter E.
Simon Fraser University (SFU) - Department of Economics
Suan, Teck-Kin
Simon Fraser University (SFU) - Department of Economics
Posted:
16 Aug 01
 

24.  
Donaldson, R. Glen
University of British Columbia (UBC) - Sauder School of Business
Kamstra, Mark J.
York University - Schulich School of Business
Posted:
20 Apr 98
 


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