Karolyi, G. Andrew (contributor); Kho, Bong-Chan (contributor) - 2003 - [Elektronische Ressource]
– bootstrapping with replacement – which is the basis of criticism for the
follow-up critique by Jegadeesh and Titman (2002, Section … studies examining investment strategies.
5
The key
advantage of bootstrapping for these and our purposes is that we can … alternative block-bootstrapping procedure in which “blocks” of stocks grouped by industry or market
capitalization class are …