Mark J. Kamstra - Concepedia

Author

Mark J. Kamstra

Also Known As

Gordon S. Roberts, Ian Garrett, Lisa A. Kramer, M. Kamstra, Mark J Kamstra, Mark J. Kamstra, Mark Kamstra, Mark. J. Kamstra, R. Glen Donaldson

Publications

2.6K

Citations

H-Index

Concepts

All Affiliations

York University University of British Columbia University of Toronto Simon Fraser University University of California San Diego

About

Mark J. Kamstra is an author at York University specializing in finance, business, and forecasting.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	13	13	1.6K
2	Engineering	10	10	736
3	Data Science	5	5	373
4	Management	4	4	309
5	Computer Science	1	1	36

Mark J. Kamstra

Publications

2.4K

Citations

H-Index

Page 1

	Year	Citations
Losing Sleep at the Market: The Daylight Saving Anomaly Mark J. Kamstra, Lisa A. Kramer, Maurice D. Levi American Economic Review EconomicsMarket FailureSeptember 2000Economic PolicyEconomic Inquiry	2000	502
An artificial neural network-GARCH model for international stock return volatility Ronnie Donaldson, Mark J. Kamstra Journal of Empirical Finance Volatility ModelingMultivariate Stochastic VolatilityInternational FinanceAsset PricingBusiness	1997	229
Forecast combining with neural networks Ronnie Donaldson, Mark J. Kamstra Journal of Forecasting Forecasting MethodologyEconomic ForecastingEngineeringArtificial Neural NetworksData Science	1996	190
A New Dividend Forecasting Procedure that Rejects Bubbles in Asset Prices: The Case of 1929’s Stock Crash Ronnie Donaldson, Mark J. Kamstra Review of Financial Studies Empirical FinanceEconomicsFinancial EconomicsAsset PricingQuantitative Finance	1996	168
Interval forecasting Clive W. J. Granger, Halbert White, Mark J. Kamstra Journal of Econometrics	1989	121
Winter blues and time variation in the price of risk Ian Garrett, Mark J. Kamstra, Lisa A. Kramer Journal of Empirical Finance Winter BluesEconomicsFinancial EconomicsAsset PricingEngineering	2005	117
Losing Sleep at the Market: The Daylight-Savings Anomaly Mark J. Kamstra, Lisa A. Kramer, Maurice D. Levi SSRN Electronic Journal	2000	113
Combining Bond Rating Forecasts Using Logit Mark J. Kamstra, Peter Kennedy, Teck‐Kin Suan Financial Review Bond Rating ForecastsForecasting MethodologyEngineeringApplied EconometricsEconomic Forecasting	2001	107
Evolving artificial neural networks to combine financial forecasts Paul Harrald, Mark J. Kamstra IEEE Transactions on Evolutionary Computation Artificial IntelligenceEngineeringMachine LearningEvolutionary AlgorithmsForecast Combination	1997	79
Winter Blues: A SAD Stock Market Cycle Mark J. Kamstra, Lisa A. Kramer, Maurice D. Levi SSRN Electronic Journal	2000	76

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