Data-snooping biases in tests of financial asset pricing models
"Latest revision: November 1989."
| Other Authors: | |
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| Language: | eng |
| Published: |
Alfred P. Sloan School of Management, Massachusetts Institute of Technology
2003
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| Online Access: | http://hdl.handle.net/1721.1/2249 |
| _version_ | 1826215034892582912 |
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| author2 | Lo, Andrew W. (Andrew Wen-Chuan) |
| author_facet | Lo, Andrew W. (Andrew Wen-Chuan) |
| collection | MIT |
| description | "Latest revision: November 1989." |
| first_indexed | 2024-09-23T16:15:25Z |
| id | mit-1721.1/2249 |
| institution | Massachusetts Institute of Technology |
| language | eng |
| last_indexed | 2024-09-23T16:15:25Z |
| publishDate | 2003 |
| publisher | Alfred P. Sloan School of Management, Massachusetts Institute of Technology |
| record_format | dspace |
| spelling | mit-1721.1/22492019-04-10T16:26:25Z Data-snooping biases in tests of financial asset pricing models Lo, Andrew W. (Andrew Wen-Chuan) MacKinlay, Archie Craig, 1955- Sloan School of Management. HD28 .M414 no.3020-, 89, 1989c "Latest revision: November 1989." Includes bibliographical references (p. 34-36). Research support from the Batterymarch Fellowship, Geewax-Terker Research Fund, the John M. Olin Fellowship at the National Bureau of Economic Research. Research support from the National Science Foundation. SES-8821583 by Andrew W. Lo and A. Craig MacKinlay. 2003-04-29T05:01:50Z 2003-04-29T05:01:50Z 1989 no. 3020-89-EFA http://hdl.handle.net/1721.1/2249 eng Working paper (Sloan School of Management) ; 3020-89. 36, [16] p. 3225492 bytes application/pdf application/pdf Alfred P. Sloan School of Management, Massachusetts Institute of Technology |
| spellingShingle | HD28 .M414 no.3020-, 89, 1989c Data-snooping biases in tests of financial asset pricing models |
| title | Data-snooping biases in tests of financial asset pricing models |
| title_full | Data-snooping biases in tests of financial asset pricing models |
| title_fullStr | Data-snooping biases in tests of financial asset pricing models |
| title_full_unstemmed | Data-snooping biases in tests of financial asset pricing models |
| title_short | Data-snooping biases in tests of financial asset pricing models |
| title_sort | data snooping biases in tests of financial asset pricing models |
| topic | HD28 .M414 no.3020-, 89, 1989c |
| url | http://hdl.handle.net/1721.1/2249 |