Dangers of data mining: the case of calendar effects in stock returns
Sullivan, Ryan; Timmermann, Allan; and White, Halbert
(2001)
Dangers of data mining: the case of calendar effects in stock returns.
Journal of Econometrics, 105 (1).
pp. 249-286.
ISSN 0304-4076
| Item Type | Article |
|---|---|
| Departments | LSE |
| DOI | 10.1016/S0304-4076(01)00077-X |
| Date Deposited | 18 Nov 2008 14:24 |
| URI | https://researchonline.lse.ac.uk/id/eprint/18482 |