On false discoveries of standard t-tests in investment management applications
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DOI: 10.1007/s11846-021-00453-0
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More about this item
Keywords
One-sample t-test; Non-normality; Autocorrelation; Normal quantile; Outliers;All these keywords.
JEL classification:
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
Statistics
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