Estimating The Anomaly Base Rate
收藏NBER2019-11-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w26493
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资源简介：
The academic literature literally contains hundreds of variables that seem to predict the cross-section of expected returns. This so-called "anomaly zoo" has caused many to question whether researchers are using the right tests of statistical significance. But, here's the thing: even if researchers
提供机构：
美国国家经济研究局
创建时间：
2019-11-01
