Mathematics
4 years ago

New method detects finance outliers, reshaping investment strategies worldwide.

Financial Management
Identifying and treating outliers in finance
John C. Adams, Darren K. Hayunga, Sattar Mansi, David M. Reeb, Vincenzo Verardi

Paper Summary

Outliers are a big problem in finance research. A new method was developed to find and fix outliers in financial data. By using this method, researchers found that adjusting for outliers can change the results of studies.

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