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Multiple Testing in Economics
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Harvey, Campbell R.
640
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298
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195
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147
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84
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44
Erb, Claude B.
38
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34
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10
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1
Evaluating trading strategies
Harvey, Campbell R.
;
Liu, Yan
- In:
The journal of portfolio management : a publication of …
40
(
2014
),
pp. 108-118
Persistent link: https://www.econbiz.de/10011433465
Saved in:
2
Rethinking performance evaluation
Harvey, Campbell R.
;
Liu, Yan
-
2016
Persistent link: https://www.econbiz.de/10011460434
Saved in:
3
... and the cross-section of expected returns
Harvey, Campbell R.
;
Liu, Yan
;
Zhu, Heqing
-
2014
Persistent link: https://www.econbiz.de/10010431329
Saved in:
4
... and the Cross-Section of Expected Returns
Harvey, Campbell R.
;
Liu, Yan
;
Zhu, Heqing
- In:
The review of financial studies
29
(
2016
)
1
,
pp. 5-68
Persistent link: https://www.econbiz.de/10011447535
Saved in:
5
Backtesting
Harvey, Campbell R.
;
Liu, Yan
- In:
The journal of portfolio management : a publication of …
42
(
2015
)
1
,
pp. 13-28
Persistent link: https://www.econbiz.de/10011408846
Saved in:
6
Luck versus skill in the cross section of mutual fund returns : reexamining the evidence
Harvey, Campbell R.
;
Liu, Yan
- In:
The journal of finance : the journal of the American …
77
(
2022
)
3
,
pp. 1921-1966
Persistent link: https://www.econbiz.de/10013279790
Saved in:
7
Detecting repeatable performance
Harvey, Campbell R.
;
Liu, Yan
- In:
The review of financial studies
31
(
2018
)
7
,
pp. 2499-2552
Persistent link: https://www.econbiz.de/10011927141
Saved in:
8
Cross-sectional alpha dispersion and performance evaluation
Harvey, Campbell R.
;
Liu, Yan
- In:
Journal of financial economics
134
(
2019
)
2
,
pp. 273-296
Persistent link: https://www.econbiz.de/10012166855
Saved in:
9
An evaluation of alternative multiple testing methods for finance applications : editor's choice
Harvey, Campbell R.
;
Liu, Yan
;
Saretto, Alessio
- In:
Review of asset pricing studies : RAPS
10
(
2020
)
2
,
pp. 199-248
Persistent link: https://www.econbiz.de/10012236195
Saved in:
10
False (and Missed) Discoveries in Financial Economics
HARVEY, CAMPBELL R.
;
LIU, YAN
- In:
The Journal of Finance
75
(
2020
)
5
,
pp. 2503-2553
Persistent link: https://www.econbiz.de/10012282925
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