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The dangers of data-driven inference : the case of calendar effects in stock returns

Publication Data

Title The dangers of data-driven inference : the case of calendar effects in stock returns
Contributors Ryan Sullivan, Allan Timmermann, Halbert White, Halbert White
Publisher London School of Economics
Publication date 1998
Publication location London
Language English

Topics

Stock exchanges :: Research

Catalogue Data

OBNB ID GB9901480
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book

ISBD

P1053 47,[6]p.
P1042 Includes bibliographical references.

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The dangers of data-driven inference : the case of calendar effects in stock returns. Published by London School of Economics in 1998. Publication and catalogue information, links to buy online and reader comments.

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