Dangers of data mining: The case of calendar effects in stock returns
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Publication:5952033
DOI10.1016/S0304-4076(01)00077-XzbMath1040.62095OpenAlexW2027837170MaRDI QIDQ5952033
Allan G. Timmermann, Ryan Sullivan, Halbert White
Publication date: 2001
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0304-4076(01)00077-x
Applications of statistics to economics (62P20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Nonparametric statistical resampling methods (62G09)
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