Data-snooping biases in tests of financial asset pricing models

Data-snooping biases in tests of financial asset pricing models

"Latest revision: November 1989."

Bibliographic Details
Other Authors:	Lo, Andrew W. (Andrew Wen-Chuan)
Language:	eng
Published:	Alfred P. Sloan School of Management, Massachusetts Institute of Technology 2003
Subjects:	HD28 .M414 no.3020-, 89, 1989c
Online Access:	http://hdl.handle.net/1721.1/2249

Similar Items

A price response model developed from perceptual theories
Published: (2003)

Long-term memory in stock market prices
Published: (2003)

A variational problem arising in financial economics
Published: (2003)

A Polygen Data Model for data source tagging in Composite Information Systems
Published: (2003)

Developments in manufacturing technology and economic evaluation models
Published: (2003)

Models for planning the evolution of local telecommunication networks
Published: (2003)

A model of cooperative R&D among competitors
Published: (2003)

A multi-echelon inventory model with fixed reorder intervals
Published: (2003)

A potential-function reduction algorithm for solving a linear program directly from an infeasible "warm start"
Published: (2003)

An asymptotic determination of the minimum spanning tree and minimum matching constants in geometrical probability
Published: (2003)

A global query processing in composite information systems
Published: (2003)

Demography and design : predictors of new product team performance
Published: (2003)

Merchandising measures for a product line
Published: (2003)

Sequencing production on parallel machines with two magnitudes of sequence dependent setup costs
Published: (2003)

A faster strongly polynomial minimum cost flow algorithm
Published: (2003)

Critical success factors : an annotated bibliography
Published: (2003)

The process spectrum in software development : an exploratory survey and interpretation
Published: (2003)

Interdisciplinary product design education
Published: (2003)

A priori optimization
Published: (2003)

The factory approach to software development : a strategic overview
Published: (2003)

Strategic transformation and the success of high technology companies
Published: (2003)

Organizing the tasks in complex design projects
Published: (2003)

New manufacturing technologies
Published: (2003)

Developing a manufacturing science for designing and managing systems for total quality commitment
Published: (2003)

A quantitative analysis of U.S. and Japanese software-engineering practice and performance
Published: (2003)

Organization development : science, technology, or philosophy?
Published: (2003)

Co-production of substitutable products
Published: (2003)

When are contrarian profits due to stock market overreaction?
Published: (2003)

An architectural comparison of contemporary apporaches and products for integrating heterogeneous information systems
Published: (2003)

Looking to the year 2000 : challenges for industrial relations and human resource management
Published: (2003)

Hotel sales and reservations planning
Published: (2003)

Working creatively together : the opportunity for a new partnership in the transportation industry
Published: (2003)

Projective transformations for interior-point algorithms, and a superlinearly convergent algorithm for the w-center problem
Published: (2003)

Optical image scanners and character recognition devices : a survey and new taxonomy
Published: (2003)

Process consultation as a general philosophy of helping
Published: (2003)

Ordering policies in an environment of stochastic yields and substitutable demands
Published: (2003)

Investments in flexible production capacity
Published: (2003)

Evolving toward product and market-orientation : the early years of technology-based firms
Published: (2003)

Managing people in the R&D lab : the hybrid career
Published: (2003)

Economic capacity utilization and productivity measurement for multiproduct firms with multiple quasi-fixed inputs
Published: (2003)