Open AccessData-Snooping Biases in Tests of Financial Asset Pricing Models
Author(s) -
Andrew W. Lo,
A. Craig MacKinlay
Publication year - 1989
Language(s) - English
Resource type - Reports
DOI - 10.3386/w3001
Subject(s) - capital asset pricing model , asset (computer security) , economics , econometrics , business , actuarial science , computer science , computer security