Concepedia

Mark J. Kamstra

MJ

32

Publications

2.4K

Citations

23

H-Index

1989

Active since

Affiliations

York University(Current)

University of British Columbia

University of Toronto

Simon Fraser University

University of California San Diego

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

Top concepts

FinanceBusinessEngineeringForecastingEconomicsStatisticsAsset PricingEconomic AnalysisFinancial EconomicsPredictive Analytics

Publications per year

1989–2015

32

Publications

32

Losing Sleep at the Market: The Daylight Saving Anomaly

Mark J. Kamstra, Lisa A. Kramer, Maurice D. Levi · American Economic Review · 2000 · 502 citations

Economics, Market Failure, September 2000 +10

An artificial neural network-GARCH model for international stock return volatility

Ronnie Donaldson, Mark J. Kamstra · Journal of Empirical Finance · 1997 · 229 citations

Volatility Modeling, Multivariate Stochastic Volatility, International Finance +4

Forecast combining with neural networks

Ronnie Donaldson, Mark J. Kamstra · Journal of Forecasting · 1996 · 190 citations

Forecasting Methodology, Economic Forecasting, Engineering +14

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 · 1996 · 168 citations

Empirical Finance, Economics, Financial Economics +11

Interval forecasting

Clive W. J. Granger, Halbert White, Mark J. Kamstra · Journal of Econometrics · 1989 · 121 citations

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