Identifying and treating outliers in finance-Reference-Cited by-同舟云学术

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Identifying and treating outliers in finance

Published:2019-03-25 Issue:2 Volume:48 Page:345-384
ISSN:0046-3892
Container-title:Financial Management
language:en
Short-container-title:Financial Management

Author:

Adams John¹,Hayunga Darren²,Mansi Sattar³,Reeb David⁴,Verardi Vincenzo⁵

Affiliation:

1. Department of Finance and Real EstateUniversity of Texas at Arlington Arlington TX USA

2. Department of InsuranceLegal Studies, and Real Estate at the University of Georgia Athens GA USA

3. Department of Finance, Law, and InsuranceVirginia Polytechnic Institute and State University Blacksburg VA USA

4. Departments of Accounting and FinanceNational University of Singapore Singapore

5. FNRS Department of EconomicsUniversité de Namur Namur Belgium

Funder

Fonds De La Recherche Scientifique - FNRS

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1111/fima.12269

Reference67 articles.

1. Diseconomies of Scale in the Actively-Managed Mutual Fund Industry: What Do the Outliers in the Data Tell Us?

2. Modern Methods for Robust Regression

3. The Credibility Revolution in Empirical Economics: How Better Research Design is Taking the Con out of Econometrics

4. Graphs in Statistical Analysis

5. One-step robust estimation of fixed-effects panel data models

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