Real-time profitability of published anomalies : an out-of-sample test
Jing-Zhi Huang; Zhijian James Huang
| Year of publication: |
2013
|
|---|---|
| Authors: | Huang, Jing-Zhi ; Huang, Zhijian |
| Published in: |
The quarterly journal of finance. - Singapore : World Scientific Publ., ISSN 2010-1392, ZDB-ID 2620599-3. - Vol. 3.2013, 3/4, p. 1-33
|
| Subject: | Published anomalies | data-snooping bias | asset-pricing anomalies | out-of-sample test | Theorie | Theory | CAPM | Statistischer Test | Statistical test | Systematischer Fehler | Bias | Kapitaleinkommen | Capital income | Stichprobenerhebung | Sampling | Schätzung | Estimation | Portfolio-Management | Portfolio selection |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010389084