• Title of article

    In-sample vs. out-of-sample tests of stock return predictability in the context of data mining

  • Author/Authors

    David E. Rapach، نويسنده , , Mark E. Wohar، نويسنده ,

  • Issue Information
    دوماهنامه با شماره پیاپی سال 2006
  • Pages
    17
  • From page
    231
  • To page
    247
  • Keywords
    Out-of-sample tests , Data mining , Stock return predictability , Nested models , In-sample tests
  • Journal title
    Journal of Empirical Finance
  • Serial Year
    2006
  • Journal title
    Journal of Empirical Finance
  • Record number

    130827