Multiple Testing and the Cross-Section of Stock Returns
博士 === 國立臺灣大學 === 國際企業學研究所 === 106 === This dissertation joins the vibrant debate in the empirical finance literature about the cross-sectional stock return anomalies. The endless effort by the finance community to find profitable stock-picking rules has raised questions of data-snooping bias in the...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2017
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| Online Access: | http://ndltd.ncl.edu.tw/handle/dqy23r |