Search Results - subject:"Data snooping bias"

Hsu, Po-Hsuan; Taylor, Mark P.; Wang, Zigan - 2020

Persistent link: https://www.econbiz.de/10012249972

Huang, Jing-Zhi; Huang, Zhijian - In: Journal of empirical finance 57 (2020), pp. 16-32

Persistent link: https://www.econbiz.de/10012430427

Miralles-Quirós, José Luis; Miralles-Quirós, María … - In: Emerging markets, finance & trade : a journal of the … 55 (2019) 1, pp. 150-167

Persistent link: https://www.econbiz.de/10012210459

Taylor, Mark P.; Filippou, Ilias - 2019

Persistent link: https://www.econbiz.de/10012179415

Hsu, Po-Hsuan; Han, Qiheng; Wu, Wensheng; Cao, Zhiguang - In: Journal of banking & finance 97 (2018), pp. 257-269

Persistent link: https://www.econbiz.de/10011968739

Lyócsa, Štefan; Výrost, Tomáš - In: Applied economics 50 (2018) 20, pp. 2251-2272

Persistent link: https://www.econbiz.de/10011850126

Hsu, Po-Hsuan; Taylor, Mark P.; Wang, Zigan - In: Journal of international economics 102 (2016), pp. 188-208

Persistent link: https://www.econbiz.de/10011655818

Hsu, Po-Hsuan; Taylor, Mark P - C.E.P.R. Discussion Papers - 2014

against data-snooping bias and examining over 21,000 technical trading rules, we find evidence of substantial predictability …

Persistent link: https://www.econbiz.de/10011083254

Kearney, Fearghal; Cummins, Mark; Murphy, Finbarr - In: Journal of Financial Markets 19 (2014) C, pp. 86-109

contribution is the application of an innovative generalized stepdown procedure in controlling for data snooping bias. We find that …

Persistent link: https://www.econbiz.de/10010869364

Kearney, Fearghal; Cummins, Mark; Murphy, Finbarr - In: Journal of financial markets 19 (2014), pp. 86-109

Persistent link: https://www.econbiz.de/10010442416

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