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Dangers of data mining: The case of calendar effects in stock returns Author info | Abstract | Publisher info | Download info | Related research | Statistics Sullivan, Ryan
Timmermann, Allan
White, Halbert
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Article provided by Elsevier in its journal Journal of Econometrics .
Volume (Year): 105 (2001)
Issue (Month): 1 (November)
Pages: 249-286
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Handle: RePEc:eee:econom:v:105:y:2001:i:1:p:249-286Contact details of provider: Web page: http://www.elsevier.com/locate/jeconom
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