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Data-Snooping Biases in Tests of Financial Asset Pricing Models

Review of Financial Studies · 1990 · Vol. 3(3) · pp. 431–467

Andrew W. Lo✉(Massachusetts Institute of Technology)A. Craig MacKinlay(University of Pennsylvania)

Abstract

Journal Article Data-Snooping Biases in Tests of Financial Asset Pricing Models Get access Andrew W. Lo, Andrew W. Lo Sloan School of Management, Massachusetts Institute of Technology Search for other works by this author on: Oxford Academic Google Scholar A. Craig MacKinlay A. Craig MacKinlay Wharton School, University of Pennsylvania Search for other works by this author on: Oxford Academic Google Scholar The Review of Financial Studies, Volume 3, Issue 3, July 1990, Pages 431–467, https://doi.org/10.1093/rfs/3.3.431 Published: 30 April 2015

Financial Markets and Investment Strategies Housing Market and Economics Auditing, Earnings Management, GovernanceCapital asset pricing modelEconomicsAsset (computer security)Financial economicsComputer science

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