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
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Identification Number: 10.1016/S0304-4076(01)00077-X
| Item Type: | Article |
|---|---|
| Official URL: | http://www.elsevier.com/wps/find/journaldescriptio... |
| Additional Information: | © 2001 Elsevier Science |
| Divisions: | LSE |
| Subjects: | H Social Sciences > HB Economic Theory |
| Date Deposited: | 18 Nov 2008 14:24 |
| Last Modified: | 13 Sep 2024 21:24 |
| URI: | http://eprints.lse.ac.uk/id/eprint/18482 |
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