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




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