Items where Author is "White, Halbert"

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

Sullivan, Ryan, Timmermann, Allan and White, Halbert (1998) Data snooping, technical trading, rule performance, and the bootstrap. Financial Markets Group Discussion Papers (303). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Sullivan, Ryan, Timmermann, Allan and White, Halbert (1998) The dangers of data-driven inference: the case of calender effects in stock returns. Financial Markets Group Discussion Papers (304). Financial Markets Group, The London School of Economics and Political Science, London, UK.