Location of Repository

Dangers of data mining: the case of calendar effects in stock returns

By Ryan Sullivan, Allan Timmermann and Halbert White
Topics: HB Economic Theory
Publisher: Elsevier
Year: 2001
DOI identifier: 10.1016/S0304-4076(01)00077-X
OAI identifier: oai:eprints.lse.ac.uk:18482
Provided by: LSE Research Online
Download PDF:
Sorry, we are unable to provide the full text but you may find it at the following location(s):
  • http://www.elsevier.com/wps/fi... (external link)
  • http://eprints.lse.ac.uk/18482... (external link)
  • Suggested articles


    To submit an update or takedown request for this paper, please submit an Update/Correction/Removal Request.