Real-time profitability of published anomalies : an out-of-sample test
Year of publication: |
2013
|
---|---|
Authors: | Huang, Jing-Zhi ; Huang, Zhijian |
Published in: |
The quarterly journal of finance. - Singapore : World Scientific Publ., ISSN 2010-1392, ZDB-ID 2620599-3. - Vol. 3.2013, 3/4, p. 1-33
|
Subject: | Published anomalies | data-snooping bias | asset-pricing anomalies | out-of-sample test | Theorie | Theory | Schätzung | Estimation | Systematischer Fehler | Bias | Statistischer Test | Statistical test | CAPM | Zeit | Time | Kapitaleinkommen | Capital income |
-
Investment styles and the multiple testing of cross-sectional stock return predictability
Vincent, Kendro, (2021)
-
Asset-pricing anomalies at the firm level
Cederburg, Scott, (2015)
-
Data-driven investigation into anomaly trading strategies : evidence with econometrics
French, Jordan, (2019)
- More ...
-
Real-Time Profitability of Published Anomalies: An Out-of-Sample Test
Huang, Jing-Zhi, (2013)
-
Testing moving average trading strategies on ETFs
Huang, Jing-Zhi, (2020)
-
Huang, Jing-Zhi, (2021)
- More ...