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Keywords: Persistence
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Journal Articles
Journal:
Critical Finance Review
Critical Finance Review (2021) 10 (2): 271–327.
Published: 24 June 2021
... available information across and within seven commercial databases so that the widest possible data coverage is obtained and the effect of data biases is mitigated. Average performance is significantly lower but more persistent when these conclusions are inferred from the aggregate database than from some...
Includes: Supplementary data
