Glenn Shafer

Rutgers, The State University of New Jersey - Accounting & Information Systems

Professor

180 University Avenue

Newark, NJ 07102

United States

http://www.glennshafer.com

SCHOLARLY PAPERS

3

DOWNLOADS

588

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Testing Lead-Lag Effects under Game-Theoretic Efficient Market Hypotheses

Number of pages: 36 Posted: 20 Mar 2007 Last Revised: 30 Apr 2010
Wei Wu and Glenn Shafer
Cal Poly Pomona and Rutgers, The State University of New Jersey - Accounting & Information Systems
Downloads 311 (125,255)

Abstract:

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Efficient Market Hypothesis, Game Theoretic, Lead-Lag, Correlations, Stock Returns

2.

Game-Theoretic Capital Asset Pricing in Continuous Time

Game-Theoretic Probability Project Working Paper No. 2
Number of pages: 12 Posted: 13 Mar 2002
Vladimir Vovk, Vladimir Vovk and Glenn Shafer
Royal Holloway, University of LondonRoyal Holloway, University of London and Rutgers, The State University of New Jersey - Accounting & Information Systems
Downloads 236 (165,903)
Citation 1

Abstract:

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CAPM, Capital Asset Pricing Model, EMH, Efficient Market Hypothesis, continuous time, non-standard analysis, performance deficit, portfolio performance, performance of mutual funds

3.

On the Nineteenth-Century Origins of Significance Testing and P-Hacking

Number of pages: 68 Posted: 10 Oct 2019
Glenn Shafer
Rutgers, The State University of New Jersey - Accounting & Information Systems
Downloads 41 (525,917)
Citation 3

Abstract:

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significance test, p-value, p-hacking, confidence interval, Bernoullian, Bayesian, Laplace, Fourier, Gauss, Cournot, Edgeworth, Fisher, Neyman