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Relative performance evaluation contracts and asset market equilibrium

Kapur, Sandeep (contributor); Timmermann, Allan (contributor) - 2005

Persistent link: https://www.econbiz.de/10002828446

Relative performance evaluation contracts and asset market equilibrium

Kapur, Sandeep; Timmermann, Allan - 2003

Persistent link: https://www.econbiz.de/10001797255

Do any economists have superior forecasting skills?

Qu, Ritong; Timmermann, Allan; Zhu, Yinchu - 2019

Persistent link: https://www.econbiz.de/10012206486

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

Sullivan, Ryan; Timmermann, Allan; White, Halbert - 1998

Persistent link: https://www.econbiz.de/10000988757

Data-snooping, technical trading rule performance, and the bootstrap

Sullivan, Ryan; Timmermann, Allan; White, Halbert - 1998

Persistent link: https://www.econbiz.de/10000994249

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

Sullivan, Ryan; Timmermann, Allan; White, Halbert - 1998

Persistent link: https://www.econbiz.de/10000994251

Mutual fund performance : evidence from the UK

Blake, David; Timmermann, Allan - 1998

Persistent link: https://www.econbiz.de/10000997120

A recursive modelling appoach to predicting UK stock returns

Pesaran, M. Hashem; Timmermann, Allan - 1996

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The use of recursive model selection strategies in forecasting stock returns

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Calendar anomalies in the Ukrainian stock market

Caporale, Guglielmo Maria; Plastun, Alex - 2016

This paper is a comprehensive investigation of calendar anomalies in the Ukrainian stock market. It employs various statistical techniques (average analysis, Student's t-test, ANOVA, the Kruskal-Wallis test, and regression analysis with dummy variables) and a trading simulation approach to test...

Persistent link: https://www.econbiz.de/10011456764