A Bayesian Re-Interpretation of “significant” empirical financial research

DC FieldValueLanguage
dc.contributor.authorKellner, Ralf
dc.contributor.authorRösch, Daniel
dc.date.accessioned2023-02-22T08:18:49Z-
dc.date.available2023-02-22T08:18:49Z-
dc.date.issued2021
dc.identifier.issn1544-6131
dc.identifier.urihttp://osnascholar.ub.uni-osnabrueck.de/handle/unios/68710-
dc.publisherElsevier BV
dc.relation.ispartofFinance Research Letters
dc.subjectEconomics
dc.subjectLaw
dc.subjectBayesian probability
dc.subjectActuarial science
dc.subjectScrutiny
dc.subjectMathematics
dc.subjectHacker
dc.subjectStatistics
dc.subjectComputer science
dc.subjectPolitical science
dc.subjectEmpirical research
dc.subjectStatistical hypothesis testing
dc.subjectCapital asset pricing model
dc.subjectEconometrics
dc.subjectArtificial intelligence
dc.subjectOperating system
dc.titleA Bayesian Re-Interpretation of “significant” empirical financial research
dc.typejournal article
dc.identifier.doihttps://doi.org/10.1016/j.frl.2019.101402
dc.description.volume38
dc.description.startpage101402
dc.description.endpage101402
dc.contributor.orcidhttps://orcid.org/0000-0002-0224-7272
dc.identifier.externalhttps://openalex.org/W2998411751
local.import.sourcefileopenalex_20230217.ris
local.rawaffiliationKellner, Ralf~https://orcid.org/0000-0002-0224-7272;Rösch, Daniel~
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