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Kamstra, Mark J.


 SSRN Author Rank: 1,515 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
13,352
Total
Citations
182
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
2,458
(2,813)
79

2.  
Volatility Forecasts, Trading Volume and the ARCH vs Option-Implied Volatility Tradeoff | Show Abstract | Download This Paper | Open PDF in Browser |
SFU Economics Discussion Paper No. 01-1, Sauder School of Business Working Paper
Number of Pages in PDF File: 25
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
1,397
(7,475)
3

3.   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:
20 Dec 07
Last Revised:
23 Jul 15
1,248
(9,007)
7

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
1,055
(11,833)
42

5.  
Fundamental Valuation of Zero-Dividend Firms | Show Abstract | Download This Paper | Open PDF in Browser |
Simon Fraser University Department of Economics Working Paper
Number of Pages in PDF File: 26
Kamstra, Mark J.
York University - Schulich School of Business
Posted:
15 Jul 00
1,020
(12,461)
 

6.  
Forecasting Fundamental Stock Price Distributions | Show Abstract | Download This Paper | Open PDF in Browser |
Simon Fraser University Working Paper No. 96-2, Sauder School of Business Working Paper
Number of Pages in PDF File: 52
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
869
(15,923)
1

7.  
Kamstra, Mark J.
York University - Schulich School of Business
Posted:
08 Nov 01
787
(18,442)
 

8.  
Estimating the Equity Premium | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Financial and Quantitative Analysis, August 2010, 45(4) , Rotman School of Management Working Paper No. 07-02
Number of Pages in PDF File: 52
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
730
(20,525)
5

9.  
Seasonal Asset Allocation: Evidence from Mutual Fund Flows | Show Abstract | Download This Paper | Open PDF in Browser |
25th Australasian Finance and Banking Conference 2012
Number of Pages in PDF File: 64
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
704
(21,636)
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
551
(30,430)
19

11.  
Estimating and Testing Fundamental Stock Prices: Evidence from Simulated Economies | Show Abstract | Download This Paper | Open PDF in Browser |
SFU Discussion Paper, Sauder School of Business Working Paper
Number of Pages in PDF File: 43
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
533
(31,786)
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
444
(40,242)
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
429
(41,995)
1

14.  
Stare Down the Barrel and Center the Crosshairs: Targeting the Ex Ante Equity Premium | Show Abstract | Download This Paper | Open PDF in Browser |
FRB of Atlanta Working Paper No. 2003-4, Sauder School of Business Working Paper
Number of Pages in PDF File: 63
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
(73,726)
2

15.  
Kamstra, Mark J.
York University - Schulich School of Business
Roberts, Gordon S.
York University - Schulich School of Business
Posted:
16 Mar 06
209
(94,552)
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
188
(104,674)
3

17.  
The Case for Trills: Giving the People and Their Pension Funds a Stake in the Wealth of the Nation | Show Abstract | Download This Paper | Open PDF in Browser |
Cowles Foundation Discussion Paper No. 1717, Yale ICF Working Paper No. 16
Number of Pages in PDF File: 31
Kamstra, Mark J.
York University - Schulich School of Business
Shiller, Robert J.
Yale University - Cowles Foundation
Posted:
09 Aug 09
179
(109,607)
3

18.  
Kamstra, Mark J.
York University - Schulich School of Business
Milevsky, Moshe A.
York University - Schulich School of Business
Posted:
31 Dec 04
150
(128,203)
 

19.  
Does the Secondary Loan Market Reduce Borrowing Costs? | Show Abstract | Download This Paper | Open PDF in Browser |
Forthcoming in the Review of Finance
Number of Pages in PDF File: 57
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
94
(182,886)
1

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
42
(278,526)
2

21.  
Is it the Weather? Comment | Show Abstract |
Journal of Banking and Finance, Forthcoming, Rotman School of Management Working Paper No. 1317939
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.  
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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