Mark J. Kamstra

2.6k total citations
54 papers, 1.7k citations indexed

About

Mark J. Kamstra is a scholar working on Finance, Economics and Econometrics and Accounting. According to data from OpenAlex, Mark J. Kamstra has authored 54 papers receiving a total of 1.7k indexed citations (citations by other indexed papers that have themselves been cited), including 35 papers in Finance, 27 papers in Economics and Econometrics and 12 papers in Accounting. Recurrent topics in Mark J. Kamstra's work include Financial Markets and Investment Strategies (26 papers), Housing Market and Economics (13 papers) and Financial Risk and Volatility Modeling (12 papers). Mark J. Kamstra is often cited by papers focused on Financial Markets and Investment Strategies (26 papers), Housing Market and Economics (13 papers) and Financial Risk and Volatility Modeling (12 papers). Mark J. Kamstra collaborates with scholars based in Canada, United States and United Kingdom. Mark J. Kamstra's co-authors include Lisa A. Kramer, Ronnie Donaldson, Maurice D. Levi, Peter Kennedy, Ian Garrett, Halbert White, Clive W. J. Granger, Robert J. Shiller, Jeffrey J. Hallman and Gordon S. Roberts and has published in prestigious journals such as American Economic Review, Review of Financial Studies and Journal of Econometrics.

In The Last Decade

Mark J. Kamstra

54 papers receiving 1.6k citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Mark J. Kamstra Canada	22	1.0k	1.0k	429	393	242	54	1.7k
Sujit Kapadia United Kingdom	23	1.5k 1.5×	1.7k 1.7×	204 0.5×	305 0.8×	339 1.4×	39	2.5k
Roy Kouwenberg Netherlands	23	1.1k 1.1×	1.1k 1.0×	441 1.0×	722 1.8×	169 0.7×	69	2.1k
Rajna Gibson Switzerland	17	922 0.9×	1.1k 1.1×	139 0.3×	251 0.6×	310 1.3×	54	1.7k
Javier Perote Spain	21	644 0.6×	495 0.5×	146 0.3×	166 0.4×	173 0.7×	81	1.1k
Jae H. Kim Australia	26	1.4k 1.3×	1.1k 1.1×	476 1.1×	245 0.6×	524 2.2×	77	2.2k
Laurent E. Calvet United States	21	2.2k 2.1×	1.8k 1.8×	152 0.4×	1.5k 3.7×	360 1.5×	59	2.9k
Jason Zhanshun Wei Canada	19	931 0.9×	1.9k 1.9×	108 0.3×	687 1.7×	163 0.7×	57	2.4k
Jean‐Marie Dufour Canada	24	1.2k 1.1×	718 0.7×	212 0.5×	68 0.2×	1.1k 4.6×	106	2.3k
Jonathan D. Jones United States	13	1.6k 1.5×	1.1k 1.0×	181 0.4×	414 1.1×	610 2.5×	33	2.1k
Zhuang Xin-tian China	19	1.1k 1.1×	554 0.5×	178 0.4×	65 0.2×	82 0.3×	72	1.3k

Countries citing papers authored by Mark J. Kamstra

Since Specialization

Citations

This map shows the geographic impact of Mark J. Kamstra's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Mark J. Kamstra with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Mark J. Kamstra more than expected).

Fields of papers citing papers by Mark J. Kamstra

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Mark J. Kamstra. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Mark J. Kamstra. The network helps show where Mark J. Kamstra may publish in the future.

Co-authorship network of co-authors of Mark J. Kamstra

This figure shows the co-authorship network connecting the top 25 collaborators of Mark J. Kamstra. A scholar is included among the top collaborators of Mark J. Kamstra based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Mark J. Kamstra. Mark J. Kamstra is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Charupat, Narat, Mark J. Kamstra, & Moshe A. Milevsky. (2015). The Sluggish and Asymmetric Reaction of Life Annuity Prices to Changes in Interest Rates. Journal of Risk & Insurance. 83(3). 519–555. 11 indexed citations

Kamstra, Mark J., Lisa A. Kramer, Maurice D. Levi, & Wang Tan. (2014). Seasonally Varying Preferences: Theoretical Foundations for an Empirical Regularity. TSpace. 4(1). 39–77. 30 indexed citations

Roberts, Gordon S., Mark J. Kamstra, & Pei Shao. (2012). Does the Secondary Loan Market Reduce Borrowing Costs?. SSRN Electronic Journal. 4 indexed citations

DeGennaro, Ramon P., Mark J. Kamstra, & Lisa A. Kramer. (2009). Does Risk Aversion Vary During the Year? Evidence from Bid-Ask Spreads. SSRN Electronic Journal. 2 indexed citations

DeGennaro, Ramon P., Mark J. Kamstra, & Lisa A. Kramer. (2008). Does Risk Aversion Vary During the Year? Evidence from Bid-Ask Spreads. SSRN Electronic Journal. 1 indexed citations

DeGennaro, Ramon P., Mark J. Kamstra, & Lisa A. Kramer. (2008). Does Risk Aversion Vary During the Year? Evidence from Bid-Ask Spreads. SSRN Electronic Journal. 13 indexed citations

Kamstra, Mark J., Debarshi K. Nandy, & Pei Shao. (2008). Do Financing Expectations Affect Firm Performance?. SSRN Electronic Journal. 2 indexed citations

Kamstra, Mark J., Lisa A. Kramer, & Maurice D. Levi. (2007). Opposing Seasonalities in Treasury Versus Equity Returns. SSRN Electronic Journal. 17 indexed citations

Kamstra, Mark J., et al.. (2007). Estimating the Ex Ante Equity Premium. SSRN Electronic Journal. 3 indexed citations

10.

Kamstra, Mark J. & Moshe A. Milevsky. (2005). Waiting for returns: using space–time duality to calibrate financial diffusions. Quantitative Finance. 5(3). 237–244. 5 indexed citations

11.

Garrett, Ian, Mark J. Kamstra, & Lisa A. Kramer. (2005). Winter blues and time variation in the price of risk. Journal of Empirical Finance. 12(2). 291–316. 84 indexed citations

12.

Kamstra, Mark J.. (2003). Pricing firms on the basis of fundamentals. Econometric Reviews. 88. 49–70. 10 indexed citations

13.

Garrett, Ian, Mark J. Kamstra, & Lisa A. Kramer. (2003). Winter Blues and Time Variation in the Price of Risk. SSRN Electronic Journal. 24 indexed citations

14.

Donaldson, Ronnie & Mark J. Kamstra. (2000). Forecasting Fundamental Stock Price Distributions. SSRN Electronic Journal. 1 indexed citations

15.

Kamstra, Mark J., Lisa A. Kramer, & Maurice D. Levi. (2000). Losing Sleep at the Market: The Daylight-Savings Anomaly. SSRN Electronic Journal. 87 indexed citations

16.

Donaldson, Ronnie & Mark J. Kamstra. (2000). Estimating and Testing Fundamental Stock Prices: Evidence from Simulated Economies. SSRN Electronic Journal. 1 indexed citations

17.

Kamstra, Mark J., et al.. (1998). Combining Bond Rating Forecasts Using Logit. RePEc: Research Papers in Economics. 3 indexed citations

18.

Kamstra, Mark J. & Peter Kennedy. (1998). Combining qualitative forecasts using logit. International Journal of Forecasting. 14(1). 83–93. 34 indexed citations

19.

Donaldson, Ronnie & Mark J. Kamstra. (1996). Forecast combining with neural networks. Journal of Forecasting. 15(1). 49–61. 146 indexed citations

20.

Donaldson, Ronnie & Mark J. Kamstra. (1996). Forecast combining with neural networks. Journal of Forecasting. 15(1). 49–61. 10 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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