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Dangers of data mining: the case of calendar effects in stock returns

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
Sets: Departments > Accounting and Finance
Collections > Economists Online
Date Deposited: 18 Nov 2008 14:24
Last Modified: 20 Jan 2020 01:56
URI: http://eprints.lse.ac.uk/id/eprint/18482

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