Home

灯塔加速器怎么使用-旋风加速度器

Calendar effects (sometimes less accurately described as ‘seasonal effects’) are cyclical anomalies in returns, where the cycle is based on the calendar. The most important calendar anomalies are the January effect and the weekend effect. The following books include sections on calendar effects: Thaler (1992), Siegel (1998), Lofthouse (2001), Constantinides, Harris and Stulz (2003), Singal (2004) and Taylor (2005). Relevant papers include Lakonishok and Smidt (1988), Hawawini and Keim (1995), Mills and Coutts (1995) and Arsad and Coutts (1997).

Sullivan, Timmermann and White (2001) highlight the dangers of data mining calendar effects and point out that using the same data set to formulate and test hypothese introduces data-mining biases that, if not accounted for, invalidate the assumptions underlying classical statistical inference. They show that the significance of calendar trading rules is much weaker when it is assessed in the context of a universe of rules that could plausibly have been evaluated. They are correct to highlight the dangers of datamining, but don't mention the fact that classical statistical inference is already flawed. A more useful reality check is to remember that a surprising result requires more evidence, Bayesian reasoning makes this clear.
P(hypothesis) = prior belief * strength of evidence
So, for example, it is quite rational to require more evidence for a lunar effect than a tax-loss selling effect.

Many calendar effects have diminished, disappeared altogether or even reversed since they were discovered.

灯塔加速器怎么使用-旋风加速度器

灯塔加速器怎么使用-旋风加速度器

蚯蚓加速器官网,蚯蚓加速器最新版,蚯蚓加速器pc版下载,蚯蚓加速器vpm  西瓜加速器官方网址,西瓜加速器ios下载,西瓜加速器安卓下载,西瓜加速器vnp  PUSHDOORpc版下载,PUSHDOOR永久免费加速,PUSHDOOR不能用了,PUSHDOORvp  欧通通云ios下载,欧通通云电脑版下载,欧通通云跑路了,欧通通云不能用了  萌喵加速npv,萌喵加速vnp,萌喵加速免费试用,萌喵加速vqn  怎么翻外墙网下载地址,怎么翻外墙网mac下载,怎么翻外墙网免费永久加速,怎么翻外墙网跑路了