Similar Search Results

Learning in real time : theory and empirical evidence from the term structure of survey forecasts

Patton, Andrew J.; Timmermann, Allan - 2007

Persistent link: https://www.econbiz.de/10003574324

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

Data-snooping, technical trading rule performance, and the bootstrap

Sullivan, Ryan; Timmermann, Allan; White, Halbert - 1998

Persistent link: https://www.econbiz.de/10000994249

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

The use of recursive model selection strategies in forecasting stock returns

Pesaran, M. Hashem; Timmermann, Allan - 1994

Persistent link: https://www.econbiz.de/10000924261

Runs on money market mutual funds

Schmidt, Lawrence; Timmermann, Allan; Wermers, Russ - 2014 - [revised]

We study daily money market mutual fund flows at the individual share class level during the crisis of September 2008. The empirical approach that we apply to this fine granularity of data brings new insights into the investor and portfolio holding characteristics that are conducive to run-risk...

Persistent link: https://www.econbiz.de/10011482229