Thousands of Alpha Tests

Stefano Giglio, Yuan Liao & Dacheng Xiu

Published Date July 2021

Copyright 2021

ISBN 14657368

DOI 10.1093/rfs/hhaa111

CONFERENCE HELD March 8, 2019

Book: Big Data: Long-Term Implications for Financial Markets and Firms

Book organizers: Itay Goldstein, Chester S. Spatt & Mao Ye

PUBLISHER: The Review of Financial Studies volume 34, issue 7, July 2021

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Stefano Giglio, Yuan Liao, and Dacheng Xiu, Big Data: Long-Term Implications for Financial Markets and Firms (The Review of Financial Studies volume 34, issue 7, July 2021, 2021), https://www.nber.org/books-and-chapters/big-data-long-term-implications-financial-markets-and-firms/thousands-alpha-tests.

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