Investment styles and the multiple testing of cross-sectional stock return predictability
Year of publication: |
2021
|
---|---|
Authors: | Vincent, Kendro ; Hsu, Yu-Chin ; Lin, Hsiou-Wei |
Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 56.2021, p. 1-24
|
Subject: | Anomalies | Cross-section of stock returns | Data-snooping bias | Multiple testing | Selective inference | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Statistischer Test | Statistical test | Schätzung | Estimation | Portfolio-Management | Portfolio selection | Theorie | Theory | Börsenkurs | Share price | Systematischer Fehler | Bias |
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