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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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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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An artificial neural network-GARCH model for international stock return volatility
Donaldson, R. Glen - In: Journal of empirical finance 4 (1997) 1, pp. 17-46
Persistent link: https://www.econbiz.de/10001224775