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In-sample vs. out-of-sample tests of stock return predictability in the context of data mining

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  • Rapach, David E.
  • Wohar, Mark E.

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  • Rapach, David E. & Wohar, Mark E., 2006. "In-sample vs. out-of-sample tests of stock return predictability in the context of data mining," Journal of Empirical Finance, Elsevier, vol. 13(2), pages 231-247, March.
    • Handle: RePEc:eee:empfin:v:13:y:2006:i:2:p:231-247
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