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Data-snooping biases in tests of financial asset pricing models

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dc.contributor Lo, Andrew W. (Andrew Wen-Chuan) en_US
dc.contributor MacKinlay, Archie Craig, 1955- en_US
dc.contributor Sloan School of Management. en_US
dc.date.accessioned 2003-04-29T05:01:50Z
dc.date.available 2003-04-29T05:01:50Z
dc.date.issued 1989 en_US
dc.identifier.other no. 3020-89-EFA en_US
dc.identifier.uri http://hdl.handle.net/1721.1/2249
dc.description "Latest revision: November 1989." en_US
dc.description Includes bibliographical references (p. 34-36). en_US
dc.description.sponsorship Research support from the Batterymarch Fellowship, Geewax-Terker Research Fund, the John M. Olin Fellowship at the National Bureau of Economic Research. Research support from the National Science Foundation. SES-8821583 en_US
dc.description.statementofresponsibility by Andrew W. Lo and A. Craig MacKinlay. en_US
dc.format.extent 36, [16] p. en_US
dc.format.extent 3225492 bytes
dc.format.mimetype application/pdf
dc.language.iso eng en_US
dc.publisher Alfred P. Sloan School of Management, Massachusetts Institute of Technology en_US
dc.relation.ispartofseries Working paper (Sloan School of Management) ; 3020-89. en_US
dc.subject.lcc HD28 .M414 no.3020-, 89, 1989c en_US
dc.title Data-snooping biases in tests of financial asset pricing models en_US


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