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Dangers of data-driven inference : the case of calendar effects in stock returns
Sullivan, Ryan; Timmermann, Allan; White, Halbert - 1998
Persistent link: https://www.econbiz.de/10000988757
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Data-snooping, technical trading rule performance, and the bootstrap
Sullivan, Ryan; Timmermann, Allan; White, Halbert - 1998
Persistent link: https://www.econbiz.de/10000994249
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The dangers of data-driven inference : the case of calendar effects in stock returns
Sullivan, Ryan; Timmermann, Allan; White, Halbert - 1998
Persistent link: https://www.econbiz.de/10000994251
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How learning in financial markets generates excess volatility and predictability in stock prices
Timmermann, Allan - In: The quarterly journal of economics 108 (1993) 4, pp. 1135-1145
Persistent link: https://www.econbiz.de/10001151027
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Abnormal profits and relative strength in mutual fund returns
Volkman, David A. - In: Review of financial economics : RFE 5 (1996) 2, pp. 101-116
Persistent link: https://www.econbiz.de/10001208722
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Predictability of stock returns : robustness and economic significance
Pesaran, M. Hashem - In: The journal of finance : the journal of the American … 50 (1995) 4, pp. 1201-1228
Persistent link: https://www.econbiz.de/10001191734
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The use of recursive model selection strategies in forecasting stock returns
Pesaran, M. Hashem; Timmermann, Allan - 1994
Persistent link: https://www.econbiz.de/10000924261
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Does partisan conflict predict a reduction in US stock market (realized) volatility? : evidence from a quantile-on-quantile regression model
Gupta, Rangan; Pierdzioch, Christian; Selmi, Refk; … - In: The North American journal of economics and finance : a … 43 (2018), pp. 87-96
Persistent link: https://www.econbiz.de/10012036263
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The role of partisan conflict in forecasting the U.S. equity premium : a nonparametric approach
Gupta, Rangan; Muteba Mwamba, John; Wohar, Mark E. - In: Finance research letters 25 (2018), pp. 131-136
Persistent link: https://www.econbiz.de/10012003489
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Causal effects of the United States and Japan on Pacific-Rim stock markets : nonparametric quantile causality approach
Balcilar, Mehmet; Gupta, Rangan; Nguyen, Duc Khuong; … - In: Applied economics 50 (2018) 53, pp. 5712-5727
Persistent link: https://www.econbiz.de/10012062898