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

Ryan Sullivan; Allan Timmermann; Halbert White

Year of publication:	2001
Authors:	Sullivan, Ryan ; Timmermann, Allan ; White, Halbert
Published in:	Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 105.2001, 1, p. 249-286
Subject:	Kapitaleinkommen \| Capital income \| Theorie \| Theory \| Data Mining \| Data mining \| Effizienzmarkthypothese \| Efficient market hypothesis \| Bootstrap-Verfahren \| Bootstrap approach

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