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

Journal of Empirical Finance

Volumn 13, Issue 2, 2006, Pages 231-247

  Rapach, David E ^a   Wohar, Mark E ^b  

^a SAINT LOUIS UNIVERSITY   (United States)

^b UNIVERSITY OF NEBRASKA AT OMAHA   (United States)

Author keywords

Data mining; In sample tests; Nested models; Out of sample tests; Stock return predictability

Indexed keywords

EID: 33344454502     PISSN: 09275398     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jempfin.2005.08.001     Document Type: Article

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