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Losing sleep at the market : the daylight saving anomaly : reply
Kamstra, Mark J.; Kramer, Lisa A.; Levi, Maurice D. - In: The American economic review 92 (2002) 4, pp. 1257-1263
Persistent link: https://www.econbiz.de/10001714800
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Losing sleep at the market : the daylight saving anomaly
Kamstra, Mark J.; Kramer, Lisa A.; Levi, Maurice D. - In: The American economic review 90 (2000) 4, pp. 1005-1011
Persistent link: https://www.econbiz.de/10001521160
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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
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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