No pain, no gain : you should always incorporate trading costs for a bias-free evaluation of trading rule overperformance
Dan Gabriel Anghel
| Year of publication: |
2022
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|---|---|
| Authors: | Anghel, Dan Gabriel |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 216.2022, p. 1-6
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| Subject: | Data snooping | False discoveries | Forecasting models | Multiple testing procedures | Trading costs | Trading rules | Prognoseverfahren | Forecasting model | Transaktionskosten | Transaction costs | Wertpapierhandel | Securities trading | Transportkosten | Transport costs | Theorie | Theory | WTO-Recht | WTO law | Statistischer Test | Statistical test |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2022.110584 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013448360