Please log in to take part in the discussion (add own reviews or comments).
Cite this publication
More citation styles
- please select -
%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
}
