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Publications

by alumni of

University of British Columbia → Sauder School of Business → Finance Division

These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself.

This page is updated in the first days of each month.

| Working papers | Journal articles | Chapters |

Working papers

2021

  1. Alexandre Corhay & Thilo Kind & Howard Kung & Gonzalo Morales, 2021, "Discount Rates, Debt Maturity, and the Fiscal Theory," Staff Working Papers, Bank of Canada, number 21-58, Nov, DOI: 10.34989/swp-2021-58.

2017

  1. Howard Kung & Gonzalo Morales & Alexandre Corhay, 2017, "Fiscal Discount Rates and Debt Maturity," 2017 Meeting Papers, Society for Economic Dynamics, number 840.

2015

  1. Howard Kung & Gonzalo Morales & Francesco Bianchi, 2015, "Monetary/Fiscal Policy Mix and Asset Prices," 2015 Meeting Papers, Society for Economic Dynamics, number 1224.

2014

  1. Bianchi, Francesco & Kung, Howard & Morales, Gonzalo, 2014, "Growth, Slowdowns, and Recoveries," CEPR Discussion Papers, Centre for Economic Policy Research, number 10291, Dec.

2013

  1. Kamstra, Mark J. & Kramer, Lisa A. & Levi, Maurice D. & Wermers, Russ, 2013, "Seasonal asset allocation: Evidence from mutual fund flows," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 13-09.

2004

  1. Ian Garrett & Mark Kamstra & Lisa Kramer, 2004, "Winter blues and time variation in the price of risk," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2004-8.

2003

  1. Glen Donaldson & Mark Kamstra & Lisa Kramer, 2003, "Stare down the barrel and center the crosshairs: Targeting the ex ante equity premium," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2003-4.

2002

  1. Mark Kamstra & Lisa Kramer & Maurice D. Levi, 2002, "Winter blues: a SAD stock market cycle," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2002-13.

1998

  1. Kamstra, M.J. & Kramer, L.A. & Levi, M.D., 1998, "Losing Sleep at the Market: The Daylight-Savings Anomaly," Discussion Papers, Department of Economics, Simon Fraser University, number dp98-04.

Journal articles

2024

  1. Vicki L. Bogan & Lisa A. Kramer & Chi Liao & Alexandra Niessen-Ruenzi, 2024, "Race, Police Violence, and Financial Decision-Making," AEA Papers and Proceedings, American Economic Association, volume 114, pages 163-168, May, DOI: 10.1257/pandp.20241101.

2023

  1. Alexandre Corhay & Thilo Kind & Howard Kung & Gonzalo Morales, 2023, "Discount Rates, Debt Maturity, and the Fiscal Theory," Journal of Finance, American Finance Association, volume 78, issue 6, pages 3561-3620, December, DOI: 10.1111/jofi.13282.

2019

  1. Bianchi, Francesco & Kung, Howard & Morales, Gonzalo, 2019, "Growth, slowdowns, and recoveries," Journal of Monetary Economics, Elsevier, volume 101, issue C, pages 47-63, DOI: 10.1016/j.jmoneco.2018.07.001.

2017

  1. Kamstra, Mark J. & Kramer, Lisa A. & Levi, Maurice D. & Wermers, Russ, 2017, "Seasonal Asset Allocation: Evidence from Mutual Fund Flows," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 52, issue 1, pages 71-109, February.

2016

  1. Kramer, Lisa A. & Liao, Chi M., 2016, "The spillover effects of management overconfidence on analyst forecasts," Journal of Behavioral and Experimental Finance, Elsevier, volume 12, issue C, pages 79-92, DOI: 10.1016/j.jbef.2016.10.004.

2015

  1. Kamstra, Mark J. & Kramer, Lisa A. & Levi, Maurice D., 2015, "Seasonal Variation in Treasury Returns," Critical Finance Review, now publishers, volume 4, issue 1, pages 45-115, June, DOI: 10.1561/104.00000021.

2014

  1. Mark J. Kamstra & Lisa A. Kramer & Maurice D. Levi & Tan Wang, 2014, "Seasonally Varying Preferences: Theoretical Foundations for an Empirical Regularity," The Review of Asset Pricing Studies, Society for Financial Studies, volume 4, issue 1, pages 39-77.

2012

  1. Kamstra, Mark J. & Kramer, Lisa A. & Levi, Maurice D., 2012, "A careful re-examination of seasonality in international stock markets: Comment on sentiment and stock returns," Journal of Banking & Finance, Elsevier, volume 36, issue 4, pages 934-956, DOI: 10.1016/j.jbankfin.2011.10.010.

2010

  1. Donaldson, R. Glen & Kamstra, Mark J. & Kramer, Lisa A., 2010, "Estimating the Equity Premium," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 45, issue 4, pages 813-846, August.

2009

  1. Kamstra, Mark J. & Kramer, Lisa A. & Levi, Maurice D., 2009, "Is it the weather? Comment," Journal of Banking & Finance, Elsevier, volume 33, issue 3, pages 578-582, March.

2005

  1. Garrett, Ian & Kamstra, Mark J. & Kramer, Lisa A., 2005, "Winter blues and time variation in the price of risk," Journal of Empirical Finance, Elsevier, volume 12, issue 2, pages 291-316, March.

2003

  1. Mark J. Kamstra & Lisa A. Kramer & Maurice D. Levi, 2003, "Winter Blues: A SAD Stock Market Cycle," American Economic Review, American Economic Association, volume 93, issue 1, pages 324-343, March, DOI: 10.1257/000282803321455322.

2002

  1. Mark J. Kamstra & Lisa A. Kramer & Maurice D. Levi, 2002, "Losing Sleep at the Market: The Daylight Saving Anomaly: Reply," American Economic Review, American Economic Association, volume 92, issue 4, pages 1257-1263, September, DOI: 10.1257/00028280260344795.

2000

  1. Lisa A. Kramer & Mark J. Kamstra & Maurice D. Levi, 2000, "Losing Sleep at the Market: The Daylight Saving Anomaly," American Economic Review, American Economic Association, volume 90, issue 4, pages 1005-1011, September.

Chapters

2023

  1. Mark J. Kamstra & Lisa A. Kramer, 2023, "Seasonality in stock returns and government bond returns," Chapters, Edward Elgar Publishing, chapter 2, in: Gilles Hilary & David McLean, "Handbook of Financial Decision Making".

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