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A friend pointed out this study to me. It is published by the NBER. Thought
it might be interesting for many on the list. It is around 60 pages (half of
that statistical tables). It can be downloaded in Acrobat format and weighs
about 2.7 Mb.
I haven't seen it mentioned on the list so here it is. Seriously good stuff.
Best regards,
Yngvi Hardarson
hardy@xxxxxxxxxxxxx
Attachment Converted: "f:\eudora\attach\Andrew W. Lo, Harry Mamaysky, Jiang Wang -- Foundations of Technical Analysis Computational Algorithms, Statistical Inference, and Empirical Implementation.htm"
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