Time-variation, multiple testing, and the factor zoo
Simon C. Smith
| Year of publication: |
2022
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|---|---|
| Authors: | Smith, Simon C. |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 84.2022, p. 1-15
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| Subject: | Bayesian inference | Cross-section of expected returns | Firm characteristics | Multiple testing | Time-variation | Type-1 errors | Type-M errors | Type-S errors | Statistischer Test | Statistical test | Schätzung | Estimation | Statistischer Fehler | Statistical error | CAPM | Theorie | Theory | Kapitaleinkommen | Capital income | Bayes-Statistik | Kapitalmarktrendite | Capital market returns |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2022.102394 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013472944