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Does the “Dow-10 Investment Strategy” Beat the Dow Statistically and Economically?
7 references·6 citing·39 second hop
Does the “Dow-10 Investment Strategy” Beat the Dow Statistically and Economically? (1997)Does the “Dow-10 Investment Strategy” Bea…Macroeconomics and finance (1998)Macroeconomics and financeEstimating Expected Return (1995)Estimating Expected ReturnSoft Dollars and the Brokerage Industry (1993)Soft Dollars and the Brokerag…Estimating Expected Return (1993)Estimating Expected ReturnData-Snooping Biases in Tests of Financial Asset Pricing Models (1990)Data-Snooping Biases in Tests…Selection Models and the File Drawer Problem (1988)Selection Models and the File…Noise (1986)NoiseOn the existence of sports sentiment: the relation between football match results and stock index returns in Europe (2009)On the existence of sports se…Reconsidering the impact of national soccer results on the FTSE 100 (2008)Reconsidering the impact of n…Shrunken earnings predictions are better predictions (2004)Shrunken earnings predictions…Dividend-Yield Strategies in the Canadian Stock Market (2003)Dividend-Yield Strategies in …The “Dogs of the Dow” Myth (2000)The “Dogs of the Dow” MythMining Fool's Gold (1999)Mining Fool's GoldMutual Fund Performance (1966)INVESTMENT PERFORMANCE OF COMMON STOCKS IN RELATION TO THEIR PRICE‐EARNINGS RATIOS: A TEST OF THE EFFICIENT MARKET HYPOTHESIS (1977)Dividend yields and expected stock returns (1988)Does the Stock Market Overreact? (1985)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)Characteristics, Covariances, and Average Returns: 1929 to 1997 (2000)Risk, Return, and Equilibrium: Empirical Tests (1973)The relationship between return and market value of common stocks (1981)Economic Forces and the Stock Market (1986)Commonality in the determinants of expected stock returns (1996)Common Risk Factors in Currency Markets (2011)Replicating Anomalies (2018)An Intertemporal Capital Asset Pricing Model (1973)The Cross-Section of Expected Stock Returns (1992)Value versus Glamour (2003)Dynamic Conditional Beta Is Alive and Well in the Cross Section of Daily Stock Returns (2016)State variables, macroeconomic activity, and the cross section of individual stocks (2016)Prospect Theory: An Analysis of Decision under Risk (1979)The Framing of Decisions and the Psychology of Choice (1981)Continuous Auctions and Insider Trading (1985)Do Demand Curves for Stocks Slope Down? (1986)The Noise Trader Approach to Finance (1990)Myth or Reality? The Long-Run Underperformance of Initial Public Offerings: Evidence from Venture and Nonventure Capital-Backed Companies (1997)BUBBLES AND FADS IN ASSET PRICES (1989)Speculative Prices and Popular Models (1990)World wide security market regularities (1994)Chapter 17 On the predictability of common stock returns: World-wide evidence (1995)Herd Behaviour, Bubbles and Crashes (1995)Economics of Inheritance (1998)Stock‐Price Effects of Internet Buy‐Sell Recommendations: The Motley Fool Case (2000)Meta-analysis in epidemiology, with special reference to studies of the association between exposure to environmental tobacco smoke and lung cancer: A critique (1991)The reliability of peer review for manuscript and grant submissions: A cross-disciplinary investigation (1991)Adjusting for Publication Bias in Meta-Analysis (2016)MUTUAL FUND BROKERAGE COMMISSIONS (1996)Asymmetric Information and Intermediation Chains (2016)Over-the-Counter versus Limit-Order Markets: The Role of Traders’ Expertise (2019)The Equity Risk Premium is Lower than You Think it is: Empirical Estimates from a New Approach (1999)Is Time‐Series‐Based Predictability Evident in Real Time?* (2006)Size and book-to-market factors in Australia (2012)
this work references cited by second hop

References

  • 1986Noise1,783 cited
  • 1990Data-Snooping Biases in Tests of Financial Asset Pricing Models1,121 cited
  • 1988Selection Models and the File Drawer Problem391 cited
  • 1995Estimating Expected Return130 cited
  • 1993Estimating Expected Return113 cited
  • 1993Soft Dollars and the Brokerage Industry92 cited
  • 1998Macroeconomics and finance45 cited

Cited by

  • 2003Dividend-Yield Strategies in the Canadian Stock Market52 cited
  • 2000The “Dogs of the Dow” Myth33 cited
  • 1999Mining Fool's Gold31 cited
  • 2008Reconsidering the impact of national soccer results on the FTSE 10029 cited
  • 2009On the existence of sports sentiment: the relation between football match results and stock index returns in Europe27 cited
  • 2004Shrunken earnings predictions are better predictions24 cited

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