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  • Search: subject:"Data snooping bias"
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Year of publication
Subject
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Financial analysis 8 Finanzanalyse 8 Portfolio selection 8 Portfolio-Management 8 Capital income 7 Data snooping bias 7 Kapitaleinkommen 7 Theorie 7 Theory 7 Data-snooping bias 6 Statistical test 6 Statistischer Test 6 Anlageverhalten 5 Behavioural finance 5 Efficient market hypothesis 5 Effizienzmarkthypothese 5 Forecasting model 5 Foreign exchange 5 Market efficiency 5 Prognoseverfahren 5 Securities trading 5 Technical analysis 5 Wertpapierhandel 5 data snooping bias 5 data-snooping bias 5 Bias 4 Multiple hypothesis testing 4 Systematischer Fehler 4 Transaction costs 4 China 3 Devisenmarkt 3 Estimation 3 Exchange rate risk 3 Foreign exchange market 3 Index derivative 3 Indexderivat 3 Investment Fund 3 Investmentfonds 3 Schätzung 3 Transaktionskosten 3
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Online availability
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Undetermined 17 Free 4 CC license 1
Type of publication
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Article 21 Book / Working Paper 3
Type of publication (narrower categories)
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Article in journal 16 Aufsatz in Zeitschrift 16 Arbeitspapier 2 Article 2 Graue Literatur 2 Non-commercial literature 2 Working Paper 2
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Language
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English 20 Undetermined 4
Author
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Hsu, Po-Hsuan 5 Taylor, Mark P. 4 Huang, Jing-Zhi 3 Huang, Zhijian 3 Jin, Xiaoye 3 Wang, Zigan 3 Cummins, Mark 2 Kearney, Fearghal 2 Kresta, Aleš 2 Murphy, Finbarr 2 Rink, Kevin 2 Shynkevich, Andrei 2 Wang, Anlan 2 Anghel, Dan Gabriel 1 Cao, Zhiguang 1 Filippou, Ilias 1 Han, Qiheng 1 Hsu, Yu-Chin 1 Li, Yan 1 Lin, Hsiou-Wei 1 Lyócsa, Štefan 1 Miralles-Quirós, José Luis 1 Miralles-Quirós, María del Mar 1 Taylor, Mark P 1 Valente Gonçalves, Luis Miguel 1 Vincent, Kendro 1 Výrost, Tomáš 1 Wu, Wensheng 1
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Institution
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C.E.P.R. Discussion Papers 1
Published in...
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Discussion papers / CEPR 2 Journal of banking & finance 2 Journal of financial markets 2 Applied economics 1 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 CEPR Discussion Papers 1 Emerging markets review 1 Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets 1 Financial Markets and Portfolio Management 1 Financial markets and portfolio management 1 Journal of Economics and Business 1 Journal of Financial Markets 1 Journal of economics & business 1 Journal of empirical finance 1 Journal of forecasting 1 Journal of international economics 1 Journal of international financial markets, institutions & money 1 Journal of international money and finance 1 Quarterly Journal of Finance (QJF) 1 The quarterly journal of finance 1
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Source
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ECONIS (ZBW) 18 RePEc 4 EconStor 2
Showing 1 - 10 of 24
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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
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The out-of-sample performance of carry trades
Hsu, Po-Hsuan; Taylor, Mark P.; Wang, Zigan; Li, Yan - In: Journal of international money and finance 143 (2024), pp. 1-22
Persistent link: https://www.econbiz.de/10014551353
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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
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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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Evaluating the predictive power of intraday technical trading in China's crude oil market
Jin, Xiaoye - In: Journal of forecasting 41 (2022) 7, pp. 1416-1432
Persistent link: https://www.econbiz.de/10013465702
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Performance of intraday technical trading in China's gold market
Jin, Xiaoye - In: Journal of international financial markets, … 76 (2022), pp. 1-15
Persistent link: https://www.econbiz.de/10013412792
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Testing technical trading strategies on China's equity ETFs : a skewness perspective
Jin, Xiaoye - In: Emerging markets review 51 (2022) 1, pp. 1-37
Persistent link: https://www.econbiz.de/10013417282
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Investment styles and the multiple testing of cross-sectional stock return predictability
Vincent, Kendro; Hsu, Yu-Chin; Lin, Hsiou-Wei - In: Journal of financial markets 56 (2021), pp. 1-24
Persistent link: https://www.econbiz.de/10013282501
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Data snooping bias in tests of the relative performance of multiple forecasting models
Anghel, Dan Gabriel - In: Journal of banking & finance 126 (2021), pp. 1-19
Persistent link: https://www.econbiz.de/10012820405
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