False discoveries in the anomaly research : new insights from the Stock Exchange of Melbourne (1927-1987)
Nusret Cakici, Adam Zaremba, Robert J. Bianchi, Nga Pham
| Year of publication: |
2021
|
|---|---|
| Authors: | Cakici, Nusret ; Zaremba, Adam ; Bianchi, Robert ; Pham, Nga |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 70.2021, p. 1-24
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| Subject: | p-hacking | Asset pricing | Australia | Data mining | Equity anomalies | Factor investing | False discoveries | Financial history | Replication | Return predictability | Stock Exchange of Melbourne | The cross-section of returns | Australien | Kapitaleinkommen | Capital income | CAPM | Data Mining | Börsenkurs | Share price | Börsenhandel | Stock exchange trading | Prognoseverfahren | Forecasting model | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.pacfin.2021.101675 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013392350