Dangers of data mining: The case of calendar effects in stock returns
Year of publication: |
2001
|
---|---|
Authors: | Sullivan, Ryan ; Timmermann, Allan ; White, Halbert |
Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 105.2001, 1, p. 249-286
|
Publisher: |
Elsevier |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Data-snooping,technical trading rule performance and the bootstrap
Sullivan, Ryan, (1998)
-
Dangers of data mining : the case of calendar effects in stock returns
Sullivan, Ryan, (2001)
-
Data-snooping, technical trading rule performance, and the bootstrap
Sullivan, Ryan, (1997)
- More ...