Th e dangers of data-driven inference
Subtitle: the case of calendar effects in stock returns
By: by Ryan Sullivan, Allan Timmermann and Halbert White.
Contributors: Timmermann, Allan.; White, Halbert.; LSE Financial Markets Group.; Economic and Social Research Council.
Series: Discussion paper / London School of Economics, Financial Markets Group -- no.304; Discussion paper (London School of Economics, Financial Markets Group) -- no.304.
Publisher: London School of Economics, Financial Markets Group
Published: 1998
Place of publication: London
Language: eng