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Winter blues : a SAD stock market cycle

Kamstra, Mark J.; Kramer, Lisa A.; Levi, Maurice D. - In: The American economic review 93 (2003) 1, pp. 324-343

Persistent link: https://www.econbiz.de/10001767362

Winter blues : a SAD stock market cycle

Kamstra, Mark J.; Kramer, Lisa A.; Levi, Maurice D. - 2002

Persistent link: https://www.econbiz.de/10001690614

Winter blues : a SAD stock market cycle

Kamstra, Mark J. (contributor); Kramer, Lisa A. (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001681237

Seasonally varying preferences : theoretical foundations for an empirical regularity

Kamstra, Mark J.; Kramer, Lisa A.; Levi, Maurice D.; … - In: Review of asset pricing studies 4 (2014) 1, pp. 39-77

Persistent link: https://www.econbiz.de/10010399882

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

Kamstra, Mark J.; Kramer, Lisa A.; Levi, Maurice D. - In: Journal of banking & finance 36 (2012) 4, pp. 934-956

Persistent link: https://www.econbiz.de/10009557861

Is it the weather? : comment

Kamstra, Mark J.; Kramer, Lisa A.; Levi, Maurice D. - In: Journal of banking & finance 33 (2009) 3, pp. 578-582

Persistent link: https://www.econbiz.de/10003807728

A Careful Re-Examination of Seasonality in International Stock Markets : Comment on Sentiment and Stock Returns

Kamstra, Mark J. - 2011

In questioning Kamstra, Kramer, and Levi's (2003) finding of an economically and statistically significant seasonal affective disorder (SAD) effect, Kelly and Meschke (2010) make errors of commission and omission. They misrepresent their empirical results, claiming that the SAD effect arises due...

Persistent link: https://www.econbiz.de/10013133009