Dangers of data mining: the case of calendar effects in stock returns
Sullivan, R., Timmermann, A. & White, H.
(2001).
Dangers of data mining: the case of calendar effects in stock returns.
Journal of Econometrics,
105(1), 249-286.
https://doi.org/10.1016/S0304-4076(01)00077-X
| Item Type | Article |
|---|---|
| Copyright holders | © 2001 Elsevier Science |
| Departments | LSE |
| DOI | 10.1016/S0304-4076(01)00077-X |
| Date Deposited | 18 Nov 2008 |
| URI | https://researchonline.lse.ac.uk/id/eprint/18482 |
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