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  • Search: subject:"Data snooping bias"
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Year of publication
Subject
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Data snooping bias 2 Market efficiency 2 Multiple hypothesis testing 2 Predictive ability 2 Statistical test 2 Statistischer Test 2 Technical analysis 2 Theorie 2 Theory 2 Transaction costs 2 data snooping bias 2 financial crisis 2 hypothesis test 2 minimum-risk portfolio 2 portfolio optimization 2 Aktienmarkt 1 Bias 1 Börsenkurs 1 Efficient market hypothesis 1 Effizienzmarkthypothese 1 Financial analysis 1 Financial crisis 1 Finanzanalyse 1 Finanzkrise 1 Forecasting model 1 Portfolio selection 1 Portfolio-Management 1 Prognoseverfahren 1 Securities trading 1 Share price 1 Stock market 1 Systematischer Fehler 1 Transaktionskosten 1 Wertpapierhandel 1
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Online availability
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Free 4 CC license 1
Type of publication
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Article 4
Type of publication (narrower categories)
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Article 2 Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 4
Author
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Kresta, Aleš 2 Rink, Kevin 2 Wang, Anlan 2
Published in...
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Business Systems Research (BSR) 1 Business systems research : a system view accross technology & economics : the journal of Society for Advancing Innovation and Research in Economy 1 Financial Markets and Portfolio Management 1 Financial markets and portfolio management 1
Source
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ECONIS (ZBW) 2 EconStor 2
Showing 1 - 4 of 4
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The predictive ability of technical trading rules: an empirical analysis of developed and emerging equity markets
Rink, Kevin - In: Financial Markets and Portfolio Management 37 (2023) 4, pp. 403-456
snooping bias, we find in-sample evidence for technical heuristics with significant outperformance over a simple buy … technical trading rules over up to 66 years. Using a state-of-the-art test for superior predictive ability to control for data …
Persistent link: https://www.econbiz.de/10015272880
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Cover Image
The predictive ability of technical trading rules : an empirical analysis of developed and emerging equity markets
Rink, Kevin - In: Financial markets and portfolio management 37 (2023) 4, pp. 403-456
Persistent link: https://www.econbiz.de/10014420500
Saved in:
Cover Image
Portfolio optimization efficiency test considering data snooping bias
Kresta, Aleš; Wang, Anlan - In: Business Systems Research (BSR) 11 (2020) 2, pp. 73-85
the hypothesis inference methodology and considering a possible data snooping bias. The proposed approach is demonstrated …
Persistent link: https://www.econbiz.de/10015408712
Saved in:
Cover Image
Portfolio optimization efficiency test considering data snooping bias
Kresta, Aleš; Wang, Anlan - In: Business systems research : a system view accross … 11 (2020) 2, pp. 73-85
the hypothesis inference methodology and considering a possible data snooping bias. The proposed approach is demonstrated …
Persistent link: https://www.econbiz.de/10012405640
Saved in:
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