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Lisa Kramer

Global rank #11359 87%

Institution: University of Toronto

Primary Field: Finance (weighted toward more recent publications)

Homepage: https://www.LisaKramer.com

First Publication: 2000

Most Recent: 2017

RePEc ID: pkr290 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 0.00 0.00 0.00
Last 10 Years 0.00 0.00 0.50 0.00 0.50
All Time 1.34 0.00 3.02 0.00 8.38

Publication Statistics

Raw Publications 8
Coauthorship-Adjusted Count 4.38

Publications (8)

Year Article Journal Tier Authors
2017 Seasonal Asset Allocation: Evidence from Mutual Fund Flows Journal of Financial and Quantitative Analysis B 4
2014 Seasonally Varying Preferences: Theoretical Foundations for an Empirical Regularity Review of Asset Pricing Studies B 4
2012 A careful re-examination of seasonality in international stock markets: Comment on sentiment and stock returns Journal of Banking & Finance B 3
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