1 Research Department, Finance, Atlanta Federal Reserve Bank, 1000 Peachtree Street N.E., Atlanta, GA 30309. · 2 Rotman School of Management, University of Toronto, 105 St. George Street, Toronto, Ontario, Canada M5S 3E6. · 3 Faculty of Commerce and Business Administration, University of British Columbia, 2053 Main Mall, Vancouver, B.C., Canada V6T 1Z2.
Abstract
Losing Sleep at the Market: The Daylight Saving Anomaly: Reply by Mark J. Kamstra, Lisa A. Kramer and Maurice D. Levi. Published in volume 92, issue 4, pages 1257-1263 of American Economic Review, September 2002