Details about Lisa Kramer

Access statistics for papers by Lisa Kramer.

Last updated 2024-11-17. Update your information in the RePEc Author Service.

Short-id: pkr290

Working Papers

2013

1. Seasonal asset allocation: Evidence from mutual fund flows
   CFR Working Papers, University of Cologne, Centre for Financial Research (CFR) View citations (32)
   See also Journal Article Seasonal Asset Allocation: Evidence from Mutual Fund Flows, Journal of Financial and Quantitative Analysis, Cambridge University Press (2017) View citations (38) (2017)

2004

2. Winter blues and time variation in the price of risk
   FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta View citations (1)
   See also Journal Article Winter blues and time variation in the price of risk, Journal of Empirical Finance, Elsevier (2005) View citations (40) (2005)

2003

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

2002

4. Winter blues: a SAD stock market cycle
   FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta View citations (4)
   See also Journal Article Winter Blues: A SAD Stock Market Cycle, American Economic Review, American Economic Association (2003) View citations (393) (2003)

1998

5. Losing Sleep at the Market: The Daylight-Savings Anomaly
   Discussion Papers, Department of Economics, Simon Fraser University View citations (23)
   See also Journal Article Losing Sleep at the Market: The Daylight Saving Anomaly, American Economic Review, American Economic Association (2000) View citations (242) (2000)

Journal Articles

2024

1. Race, Police Violence, and Financial Decision-Making
   AEA Papers and Proceedings, 2024, 114, 163-68

2017

2. Seasonal Asset Allocation: Evidence from Mutual Fund Flows
   Journal of Financial and Quantitative Analysis, 2017, 52, (1), 71-109 View citations (38)
   See also Working Paper Seasonal asset allocation: Evidence from mutual fund flows, CFR Working Papers (2013) View citations (32) (2013)

2016

3. The spillover effects of management overconfidence on analyst forecasts
   Journal of Behavioral and Experimental Finance, 2016, 12, (C), 79-92 View citations (4)

2015

4. Seasonal Variation in Treasury Returns
   Critical Finance Review, 2015, 4, (1), 45-115 View citations (17)

2014

5. Seasonally Varying Preferences: Theoretical Foundations for an Empirical Regularity
   The Review of Asset Pricing Studies, 2014, 4, (1), 39-77 View citations (13)

2012

6. 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 View citations (23)

2010

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

2009

8. Is it the weather? Comment
   Journal of Banking & Finance, 2009, 33, (3), 578-582 View citations (14)

2005

9. Winter blues and time variation in the price of risk
   Journal of Empirical Finance, 2005, 12, (2), 291-316 View citations (40)
   See also Working Paper Winter blues and time variation in the price of risk, FRB Atlanta Working Paper (2004) View citations (1) (2004)

2003

10. Winter Blues: A SAD Stock Market Cycle
    American Economic Review, 2003, 93, (1), 324-343 View citations (393)
    See also Working Paper Winter blues: a SAD stock market cycle, FRB Atlanta Working Paper (2002) View citations (4) (2002)

2002

11. Losing Sleep at the Market: The Daylight Saving Anomaly: Reply
    American Economic Review, 2002, 92, (4), 1257-1263 View citations (25)

2000

12. Losing Sleep at the Market: The Daylight Saving Anomaly
    American Economic Review, 2000, 90, (4), 1005-1011 View citations (242)
    See also Working Paper Losing Sleep at the Market: The Daylight-Savings Anomaly, Discussion Papers (1998) View citations (23) (1998)

Chapters

2023

1. Seasonality in stock returns and government bond returns
   Chapter 2 in Handbook of Financial Decision Making, 2023, pp 36-62