Investment styles and the multiple testing of cross-sectional stock return predictability
Kendro Vincent, Yu-Chin Hsu, Hsiou-Wei Lin
| Year of publication: |
2021
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|---|---|
| Authors: | Vincent, Kendro ; Hsu, Yu-Chin ; Lin, Hsiou-Wei |
| Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 56.2021, p. 1-24
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| Subject: | Anomalies | Cross-section of stock returns | Data-snooping bias | Multiple testing | Selective inference | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Schätzung | Estimation | Statistischer Test | Statistical test | Prognoseverfahren | Forecasting model | Bootstrap-Verfahren | Bootstrap approach | CAPM | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.finmar.2020.100598 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013282501