Technical trading revisited: false discoveries,persistence tests, and transaction costs
ContributorsScaillet, Olivier
; Bajgrowicz, Pierre
Published inJournal of financial economics, vol. 106, p. 473-491
Publication date2012
Abstract
Keywords
- Technical Trading
- False discovery rate
- Persistence
- Transaction costs
Affiliation entities
Citation (ISO format)
SCAILLET, Olivier, BAJGROWICZ, Pierre. Technical trading revisited: false discoveries,persistence tests, and transaction costs. In: Journal of financial economics, 2012, vol. 106, p. 473–491.
Main files (1)
Article (Accepted version)
Identifiers
- PID : unige:85618
Journal ISSN0304-405X