Mark Kamstra

Mark Kamstra

York University - Toronto / Canada
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 791085
person_outline Mark Kamstra's MOST POPULAR ARTICLES
1-) Winter blues: A SAD stock market cycleMJ Kamstra, LA Kramer, MD LeviAmerican Economic Review 93 (1), 324-343, 200313062003
2-) Losing sleep at the market: The daylight saving anomalyMJ Kamstra, LA Kramer, MD LeviAmerican Economic Review 90 (4), 1005-1011, 20006172000
3-) Forecast combining with neural networksRG Donaldson, M KamstraJournal of Forecasting 15 (1), 49-61, 19963131996
4-) An artificial neural network-GARCH model for international stock return volatilityRG Donaldson, M KamstraJournal of Empirical Finance 4 (1), 17-46, 19973331997
5-) Combining bond rating forecasts using logitM Kamstra, P Kennedy, TK SuanFinancial Review 36 (2), 75-96, 20012102001