to data mining. To guard against this, we employ a bootstrap procedure to construct critical values that account for data …-ahead horizons. When accounting for data mining, both the in-sample and the out-of-sample test statistics become insignificant at all … behaviour of stock returns, despite their inability to predict stock returns, when accounting for data mining. …

Möglichkeit, diese Datenmenge adäquat zu verarbeiten. Das Data Mining stellt für diesen Zweck Methoden bereit. …