Institution: York University
Primary Field: Finance (weighted toward more recent publications)
Homepage: http://markkamstra.com
Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).
| Period | S (4x) | A (2x) | B (1x) | C (½x) | Total | Percentile |
|---|---|---|---|---|---|---|
| Last 5 Years | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | - |
| Last 10 Years | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | - |
| All Time | 5.38 | 3.36 | 2.35 | 0.00 | 11.10 | 89% |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2010 | Estimating the Equity Premium | Journal of Financial and Quantitative Analysis | B | 3 |
| 2009 | Is it the weather? Comment | Journal of Banking & Finance | B | 3 |
| 2003 | Winter Blues: A SAD Stock Market Cycle | American Economic Review | S | 3 |
| 2002 | Losing Sleep at the Market: The Daylight Saving Anomaly: Reply | American Economic Review | S | 3 |
| 2000 | Losing Sleep at the Market: The Daylight Saving Anomaly | American Economic Review | S | 3 |
| 1998 | Combining qualitative forecasts using logit | International Journal of Forecasting | B | 2 |
| 1996 | A New Dividend Forecasting Procedure That Rejects Bubbles in Asset Prices: The Case of 1929's Stock Crash. | The Review of Financial Studies | A | 2 |
| 1989 | Interval forecasting : An analysis based upon ARCH-quantile estimators | Journal of Econometrics | A | 3 |