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Stare down the barrel and center the crosshairs : targeting the ex ante equity premium

Donaldson, Glen; Kamstra, Mark J.; Kramer, Lisa A. - 2003

Persistent link: https://www.econbiz.de/10001740779

Volatility forecasts, trading volume, and the ARCH versus option-implied volatility trade-off

Donaldson, Glen (contributor); Kamstra, Mark J. (contributor) - 2004

Persistent link: https://www.econbiz.de/10002571438

Estimating the equity premium

Donaldson, R. Glen; Kamstra, Mark J.; Kramer, Lisa A. - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 4, pp. 813-846

Persistent link: https://www.econbiz.de/10008758096

Pricing firms on the basis of fundamentals

Kamstra, Mark J. - In: Economic review 88 (2003) 1, pp. 49-70

Persistent link: https://www.econbiz.de/10001747487

International evidence on psychological barriers in asset prices and the efficient market hypothesis

Donaldson, R. Glen - 1990

Persistent link: https://www.econbiz.de/10000812565

Psychological barriers in asset prices, rationality and the efficient market hypothesis

Donaldson, R. Glen - 1990

Persistent link: https://www.econbiz.de/10000941727

Costly liquidation, interbank trade, bank runs and panics

Donaldson, R. Glen - In: Journal of financial intermediation 2 (1992) 1, pp. 59-82

Persistent link: https://www.econbiz.de/10001127032

Sources of panics : evidence from the weekly data

Donaldson, R. Glen - In: Journal of monetary economics 30 (1992) 2, pp. 277-305

Persistent link: https://www.econbiz.de/10001138892

Financing banking crises : lessons from the panic of 1907

Donaldson, R. Glen - In: Journal of monetary economics 31 (1993) 1, pp. 69-95

Persistent link: https://www.econbiz.de/10001140290

Winter blues and time variation in the price of risk

Garrett, Ian; Kamstra, Mark; Kramer, Lisa - 2004

Previous research has documented robust links between seasonal variation in length of day, seasonal depression (known as seasonal affective disorder, or SAD), risk aversion, and stock market returns. The influence of SAD on market returns, known as the SAD effect, is large. The authors study the...

Persistent link: https://www.econbiz.de/10010397599