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  • Search: subject:"data-snooping"
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Year of publication
Subject
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data snooping 36 Data snooping 28 Forecasting model 22 Prognoseverfahren 22 Theorie 22 Financial analysis 21 Finanzanalyse 21 Theory 20 Capital income 16 Efficient market hypothesis 16 Effizienzmarkthypothese 16 Kapitaleinkommen 16 Securities trading 14 Statistical test 14 Statistischer Test 14 Wertpapierhandel 14 Portfolio-Management 13 Technical analysis 13 Anlageverhalten 12 Behavioural finance 12 Portfolio selection 12 Börsenkurs 10 Market efficiency 10 Share price 10 Estimation 9 Schätzung 9 technical analysis 9 Aktienmarkt 8 Return predictability 8 Stock market 8 Data snooping bias 7 Data-snooping bias 7 Reality check 7 Transaction costs 7 automated model selection 7 recursive/sequential modelling 7 specification search 7 Foreign exchange 6 Multiple hypothesis testing 6 SPA test 6
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Online availability
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Undetermined 50 Free 36 CC license 1
Type of publication
All
Article 66 Book / Working Paper 37
Type of publication (narrower categories)
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Article in journal 47 Aufsatz in Zeitschrift 47 Working Paper 13 Arbeitspapier 6 Graue Literatur 6 Non-commercial literature 6 Article 4 Conference paper 1 Hochschulschrift 1 Konferenzbeitrag 1 Thesis 1
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Language
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English 71 Undetermined 29 German 1 French 1 Portuguese 1
Author
All
Shynkevich, Andrei 10 Timmermann, Allan 7 Hsu, Po-Hsuan 6 Pesaran, M. Hashem 4 Taylor, Mark P. 4 Wolf, Michael 4 Awartani, Basel 3 Hsu, Yu-Chin 3 Huang, Jing-Zhi 3 Huang, Zhijian 3 Javed, Farrukh 3 Jin, Xiaoye 3 Kuan, Chung-Ming 3 Kuan, Chung-ming 3 Virk, Nader 3 Wang, Zigan 3 Akhtar, Yasmeen 2 Almeida, Guilherme Ribeiro de 2 Almeida, Juliano Ribeiro de 2 Anghel, Dan Gabriel 2 Aumeboonsuke, Vesarach 2 Bergmann, Daniel Reed 2 Cai, Zongwu 2 Caporale, Guglielmo Maria 2 Chen, Shikuan 2 Corradi, Valentina 2 Cummins, Mark 2 Doctor, Kaizad 2 Dryver, Arthur L. 2 Ericsson, Johan 2 Genre, Véronique 2 González, Andrés 2 Hoffmann, Mathias 2 Jiang, Jiancheng 2 Kearney, Fearghal 2 Kenny, Geoff 2 Kresta, Aleš 2 Meyler, Aidan 2 Murphy, Finbarr 2 Nomikos, Nikos K. 2
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Institution
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C.E.P.R. Discussion Papers 4 Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät 3 Faculty of Economics, University of Cambridge 2 Institute of Economics, Academia Sinica 2 Banque de France 1 Barcelona Graduate School of Economics (Barcelona GSE) 1 CESifo 1 Department of Economics and Business, Universitat Pompeu Fabra 1 Department of Economics, Rutgers University-New Brunswick 1 Economics Institute for Research (SIR), Handelshögskolan i Stockholm 1 Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam. 1 Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam 1 European Central Bank 1 Institute for the Study of Labor (IZA) 1 UNIVERSIDAD EAFIT 1
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Published in...
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CEPR Discussion Papers 4 IEW - Working Papers 3 Journal of banking & finance 3 Journal of financial markets 3 Journal of forecasting 3 Working Paper 3 Applied economics 2 Applied economics letters 2 CESifo Working Paper 2 CESifo working papers 2 Cambridge Working Papers in Economics 2 Discussion papers / CEPR 2 Economics letters 2 IEAS Working Paper : academic research 2 IZA Discussion Papers 2 International review of economics & finance : IREF 2 Journal of Banking & Finance 2 Journal of empirical finance 2 SSE/EFI Working Paper Series in Economics and Finance 2 The European journal of finance 2 Accounting and finance 1 Asia Pacific financial markets 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 CESifo Working Paper Series 1 DOCUMENTOS DE TRABAJO CIEF 1 Departmental Working Papers / Department of Economics, Rutgers University-New Brunswick 1 ECB Working Paper 1 ERIM Inaugural Address Series Research in Management 1 Econometric reviews 1 Economics Bulletin 1 Economics Letters 1 Economics Working Papers / Department of Economics and Business, Universitat Pompeu Fabra 1 Emerging markets review 1 Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets 1 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 1 Finance research letters 1 Financial Markets and Portfolio Management 1 Financial markets and portfolio management 1 IEAS working paper 1
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Source
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ECONIS (ZBW) 54 RePEc 37 EconStor 11 BASE 1
Showing 1 - 10 of 103
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Profitability of technical trading rules in the Chinese yuan-based foreign exchange market
Song, Shenyi; Chuang, O-Chia; Fu, Hsuan - In: Pacific-Basin finance journal 92 (2025), pp. 1-20
Persistent link: https://www.econbiz.de/10015433645
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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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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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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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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
technical trading rules over up to 66 years. Using a state-of-the-art test for superior predictive ability to control for data … snooping bias, we find in-sample evidence for technical heuristics with significant outperformance over a simple buy …
Persistent link: https://www.econbiz.de/10015272880
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A reality check on the GARCH-MIDAS volatility models
Virk, Nader; Javed, Farrukh; Awartani, Basel; Hyde, Stuart - In: The European journal of finance 30 (2024) 6, pp. 575-596
Persistent link: https://www.econbiz.de/10014547966
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Seven Pitfalls of Technical Analysis
Caporale, Guglielmo Maria; Plastun, Alex - 2023
: Subjectivity; Doubtful assumptions; Unjustified algorithms; Low profitability; Data snooping; Statistically insignificant results …
Persistent link: https://www.econbiz.de/10014290123
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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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O efeito Halloween no mercado acionário brasileiro
Almeida, Juliano Ribeiro de; Almeida, Guilherme Ribeiro de - In: Revista Brasileira de Finanças : RBFin 14 (2016) 4, pp. 597-628
Persistent link: https://www.econbiz.de/10011756243
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Cover Image
Seven pitfalls of technical analysis
Caporale, Guglielmo Maria; Plastun, Alex - 2023
: Subjectivity; Doubtful assumptions; Unjustified algorithms; Low profitability; Data snooping; Statistically insignificant results …
Persistent link: https://www.econbiz.de/10013489574
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