Work

Spurious Regression and Data Mining in Conditional Asset Pricing Models

Year: 2010

Type: book-chapter

Source: Springer eBooks

DOI: 10.1007/978-0-387-77117-5_69

Authors: Wayne Ferson, Sergei Sarkissian, Timothy Simin

Institutions: University of Southern California, McGill University, Pennsylvania State University

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W193986910

FWCI: 0.685

Cites: 61

Cited by: 4

Related to: 10