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Search: subject:"Data-snooping bias"
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data-snooping bias
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data snooping bias
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Hsu, Po-Hsuan
5
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3
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3
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3
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3
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ECONIS (ZBW)
18
RePEc
4
Showing
1
-
10
of
22
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date (oldest first)
1
The out-of-sample performance of carry trades
Hsu, Po-Hsuan
;
Taylor, Mark P.
;
Wang, Zigan
;
Li, Yan
- In:
Journal of international money and finance
143
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014551353
Saved in:
2
The predictive ability of technical trading rules : an empirical analysis of developed and emerging equity markets
Rink, Kevin
- In:
Financial markets and portfolio management
37
(
2023
)
4
,
pp. 403-456
Persistent link: https://www.econbiz.de/10014420500
Saved in:
3
Testing technical trading strategies on China's equity ETFs : a skewness perspective
Jin, Xiaoye
- In:
Emerging markets review
51
(
2022
)
1
,
pp. 1-37
Persistent link: https://www.econbiz.de/10013417282
Saved in:
4
Investment styles and the multiple testing of cross-sectional stock return predictability
Vincent, Kendro
;
Hsu, Yu-Chin
;
Lin, Hsiou-Wei
- In:
Journal of financial markets
56
(
2021
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013282501
Saved in:
5
Portfolio optimization efficiency test considering
data
snooping
bias
Kresta, Aleš
;
Wang, Anlan
- In:
Business systems research : a system view accross …
11
(
2020
)
2
,
pp. 73-85
the hypothesis inference methodology and considering a possible
data
snooping
bias
. The proposed approach is demonstrated …
Persistent link: https://www.econbiz.de/10012405640
Saved in:
6
Testing moving average trading strategies on ETFs
Huang, Jing-Zhi
;
Huang, Zhijian
- In:
Journal of empirical finance
57
(
2020
),
pp. 16-32
Persistent link: https://www.econbiz.de/10012430427
Saved in:
7
The out-of-sample performance of carry trades
Hsu, Po-Hsuan
;
Taylor, Mark P.
;
Wang, Zigan
-
2020
Persistent link: https://www.econbiz.de/10012249972
Saved in:
8
Performance of intraday technical trading in China's gold market
Jin, Xiaoye
- In:
Journal of international financial markets, …
76
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013412792
Saved in:
9
Evaluating the predictive power of intraday technical trading in China's crude oil market
Jin, Xiaoye
- In:
Journal of forecasting
41
(
2022
)
7
,
pp. 1416-1432
Persistent link: https://www.econbiz.de/10013465702
Saved in:
10
Asset allocation strategies, data snooping, and the 1/N rule
Hsu, Po-Hsuan
;
Han, Qiheng
;
Wu, Wensheng
;
Cao, Zhiguang
- In:
Journal of banking & finance
97
(
2018
),
pp. 257-269
Persistent link: https://www.econbiz.de/10011968739
Saved in:
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