Data-snooping biases in tests of financial asset pricing models
By: Andrew W. Lo, A. Craig Mackinlay.
Contributors: MacKinlay, A. Craig.
Series: NBER working paper series -- working paper no. 3001; Working paper series (National Bureau of Economic Research) -- working paper no. 3001.
Publisher: National Bureau of Economic Research
Published: 1989
Place of publication: Cambridge, MA
Language: eng
Number of pages: 32
Subjects: Economics -- Statistical methods -- Evaluation.; Investments -- Mathematical models.
Notes: "June 1989."

Includes bibliographical references (p. 30-32).

Binghamton University Libraries' copy bound with: Unraveling the productivity growth slowdown in the U.S., Canada and Japan : the effects of subequilibrium, scale economies and markups.