%0 Journal Article %1 Sullivan2001 %A Sullivan, Ryan %A Timmermann, Allan %A White, Halbert %D 2001 %J Journal of Econometrics %K Calendar effects %N 1 %P 249--286 %T Dangers of data mining: The case of calendar effects in stock returns %U http://www.sciencedirect.com/science/article/B6VC0-43YYBP5-C/2/7033fa8edcb0547d2123327b8e29b927 %V 105

@article{Sullivan2001, added-at = {2008-04-21T22:02:42.000+0200}, author = {Sullivan, Ryan and Timmermann, Allan and White, Halbert}, biburl = {https://www.bibsonomy.org/bibtex/26cbcd2d322524482f37f49fe8364bd5c/smicha}, description = {Journal of Econometrics}, interhash = {ac64e01af13682f436440c92e48294f8}, intrahash = {6cbcd2d322524482f37f49fe8364bd5c}, journal = {Journal of Econometrics}, keywords = {Calendar effects}, month = Nov, number = 1, pages = {249--286}, timestamp = {2008-04-21T22:04:50.000+0200}, title = {Dangers of data mining: The case of calendar effects in stock returns}, url = {http://www.sciencedirect.com/science/article/B6VC0-43YYBP5-C/2/7033fa8edcb0547d2123327b8e29b927}, volume = 105, year = 2001 }