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The “Dogs of the Dow” Myth
7 references·0 citing·37 second hopsampled
The “Dogs of the Dow” Myth (2000)The “Dogs of the Dow” MythCharacteristics, Covariances, and Average Returns: 1929 to 1997 (2000)Characteristics, Covariances,…What is the Intrinsic Value of the Dow? (1999)What is the Intrinsic Value o…Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap (1999)Data‐Snooping, Technical Trad…Market efficiency, long-term returns, and behavioral finance1The comments of Brad Barber, David Hirshleifer, S.P. Kothari, Owen Lamont, Mark Mitchell, Hersh Shefrin, Robert Shiller, Rex Sinquefield, Richard Thaler, Theo Vermaelen, Robert Vishny, Ivo Welch, and a referee have been helpful. Kenneth French and Jay Ritter get special thanks.1 (1998)Market efficiency, long-term …Does the “Dow-10 Investment Strategy” Beat the Dow Statistically and Economically? (1997)Does the “Dow-10 Investment S…Does the Stock Market Overreact? (1985)Does the Stock Market Overrea…RANDOM WALKS AND TECHNICAL THEORIES: SOME ADDITIONAL EVIDENCE (1970)RANDOM WALKS AND TECHNICAL TH…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Investor Psychology and Asset Pricing (2001)More Than Words: Quantifying Language to Measure Firms' Fundamentals (2008)Presidential Address: Discount Rates (2011)Noise (1986)Selection Models and the File Drawer Problem (1988)Data-Snooping Biases in Tests of Financial Asset Pricing Models (1990)Mining Fool's Gold (1999)Dividend-Yield Strategies in the Canadian Stock Market (2003)Reconsidering the impact of national soccer results on the FTSE 100 (2008)Simple Technical Trading Rules and the Stochastic Properties of Stock Returns (1992)Trading Volume and Serial Correlation in Stock Returns (1993)Comparing Predictive Accuracy (1994)Asymptotics for out of sample tests of Granger causality (2006)False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas (2010)Forecasting the Equity Risk Premium: The Role of Technical Indicators (2014)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employment, Interest and Money. (1936)Judgment Under Uncertainty: Heuristics and Biases. (1984)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Multifactor Explanations of Asset Pricing Anomalies (1996)The Behavior of Stock-Market Prices (1965)Equilibrium in a Capital Asset Market (1966)On The Dynamic Behavior of Prices in Disequilibrium (1980)Market Efficiency and the Returns to Technical Analysis (1998)Technical Analysis in Financial Markets (2004)Testing for a Unit Root in Time Series Regression (1988)Noise Trader Risk in Financial Markets (1990)Industry costs of equity (1997)Ratio Analysis and Equity Valuation: From Research to Practice (2001)What's My Line? A Comparison of Industry Classification Schemes for Capital Market Research (2003)Assessing Alternative Proxies for the Expected Risk Premium (2005)Bad Beta, Good Beta (2004)Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance * (2012)Replicating Anomalies (2018)
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References

  • 1985Does the Stock Market Overreact?7,569 cited
  • 1998Market efficiency, long-term returns, and behavioral finance1The comments of Brad Barber, David Hirshleifer, S.P. Kothari, Owen Lamont, Mark Mitchell, Hersh Shefrin, Robert Shiller, Rex Sinquefield, Richard Thaler, Theo Vermaelen, Robert Vishny, Ivo Welch, and a referee have been helpful. Kenneth French and Jay Ritter get special thanks.12,572 cited
  • 2000Characteristics, Covariances, and Average Returns: 1929 to 19971,100 cited
  • 1999Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap1,024 cited
  • 1999What is the Intrinsic Value of the Dow?716 cited
  • 1970RANDOM WALKS AND TECHNICAL THEORIES: SOME ADDITIONAL EVIDENCE369 cited
  • 1997Does the “Dow-10 Investment Strategy” Beat the Dow Statistically and Economically?54 cited

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