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Data-snooping biases in tests of financial asset pricing models

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Data-snooping biases in tests of financial asset pricing models

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Author: Lo, Andrew W. (Andrew Wen-Chuan); MacKinlay, Archie Craig, 1955-; Sloan School of Management.
Publisher: Alfred P. Sloan School of Management, Massachusetts Institute of Technology
Date Issued: 1989
Description:
"Latest revision: November 1989."Includes bibliographical references (p. 34-36).
URI: http://hdl.handle.net/1721.1/2249
Other Identifiers: no. 3020-89-EFA
Series/Report no.: Working paper (Sloan School of Management) ; 3020-89.
Keywords: HD28 .M414 no.3020-, 89, 1989c

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