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Details about Lisa Kramer

E-mail:
Homepage:https://www.rotman.utoronto.ca/FacultyAndResearch/Faculty/FacultyBios/Kramer.aspx
Workplace:Finance, Rotman School of Management, University of Toronto, (more information at EDIRC)

Access statistics for papers by Lisa Kramer.

Last updated 2020-01-20. Update your information in the RePEc Author Service.

Short-id: pkr290


Jump to Journal Articles

Working Papers

2013

  1. Seasonal asset allocation: Evidence from mutual fund flows
    CFR Working Papers, University of Cologne, Centre for Financial Research (CFR) Downloads View citations (2)
    See also Journal Article in Journal of Financial and Quantitative Analysis (2017)

2004

  1. Winter blues and time variation in the price of risk
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta Downloads View citations (1)
    See also Journal Article in Journal of Empirical Finance (2005)

2003

  1. Stare down the barrel and center the crosshairs: Targeting the ex ante equity premium
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta Downloads View citations (1)

2002

  1. Winter blues: a SAD stock market cycle
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta Downloads View citations (2)
    See also Journal Article in American Economic Review (2003)

1998

  1. Losing Sleep at the Market: The Daylight-Savings Anomaly
    Discussion Papers, Department of Economics, Simon Fraser University View citations (23)
    See also Journal Article in American Economic Review (2000)

Journal Articles

2017

  1. Seasonal Asset Allocation: Evidence from Mutual Fund Flows
    Journal of Financial and Quantitative Analysis, 2017, 52, (1), 71-109 Downloads View citations (14)
    See also Working Paper (2013)

2016

  1. The spillover effects of management overconfidence on analyst forecasts
    Journal of Behavioral and Experimental Finance, 2016, 12, (C), 79-92 Downloads View citations (1)

2015

  1. Seasonal Variation in Treasury Returns
    Critical Finance Review, 2015, 4, (1), 45-115 Downloads View citations (10)

2014

  1. Seasonally Varying Preferences: Theoretical Foundations for an Empirical Regularity
    Review of Asset Pricing Studies, 2014, 4, (1), 39-77 Downloads View citations (5)

2012

  1. A careful re-examination of seasonality in international stock markets: Comment on sentiment and stock returns
    Journal of Banking & Finance, 2012, 36, (4), 934-956 Downloads View citations (17)

2010

  1. Estimating the Equity Premium
    Journal of Financial and Quantitative Analysis, 2010, 45, (4), 813-846 Downloads View citations (6)

2009

  1. Is it the weather? Comment
    Journal of Banking & Finance, 2009, 33, (3), 578-582 Downloads View citations (10)

2005

  1. Winter blues and time variation in the price of risk
    Journal of Empirical Finance, 2005, 12, (2), 291-316 Downloads View citations (33)
    See also Working Paper (2004)

2003

  1. Winter Blues: A SAD Stock Market Cycle
    American Economic Review, 2003, 93, (1), 324-343 Downloads View citations (249)
    See also Working Paper (2002)

2002

  1. Losing Sleep at the Market: The Daylight Saving Anomaly: Reply
    American Economic Review, 2002, 92, (4), 1257-1263 Downloads View citations (17)

2000

  1. Losing Sleep at the Market: The Daylight Saving Anomaly
    American Economic Review, 2000, 90, (4), 1005-1011 Downloads View citations (158)
    See also Working Paper (1998)
 
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