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Volumn 53, Issue 4, 1997, Pages 66-72

Does the "Dow-10 investment strategy" beat the Dow statistically and economically?

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EID: 0041353900     PISSN: 0015198X     EISSN: None     Source Type: Journal    
DOI: 10.2469/faj.v53.n4.2101     Document Type: Article
Times cited : (35)

References (12)
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    • Black, F.1
  • 2
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    • Estimating Expected Return
    • _. 1986. "Estimating Expected Return." Financial Analysts Journal, vol. 49, no. 5 (September/October):36-38.
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  • 4
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    • Empirical Tests of Boundary Conditions for Toronto Stock Exchange Options
    • Halpern, P.J., and S.M. Turnbull. 1985. "Empirical Tests of Boundary Conditions for Toronto Stock Exchange Options." Journal of Finance, vol. 40, no. 2 (June):481-500.
    • (1985) Journal of Finance , vol.40 , Issue.2 JUNE , pp. 481-500
    • Halpern, P.J.1    Turnbull, S.M.2
  • 5
    • 84972490741 scopus 로고
    • Selection Models and the File Drawer Problem
    • Iyengar, S., and J.B. Greenhouse. 1988. "Selection Models and the File Drawer Problem." Statistical Science, vol. 3, no. 1 (February):109-35.
    • (1988) Statistical Science , vol.3 , Issue.1 FEBRUARY , pp. 109-135
    • Iyengar, S.1    Greenhouse, J.B.2
  • 7
    • 0001561481 scopus 로고
    • Data-Snooping Biases in Tests of Financial Asset Pricing Models
    • Lo, A.W., and A.C. MacKinlay. 1990. "Data-Snooping Biases in Tests of Financial Asset Pricing Models." Review of Financial Studies, vol. 3, no. 3 (Fall):431-67.
    • (1990) Review of Financial Studies , vol.3 , Issue.3 FALL , pp. 431-467
    • Lo, A.W.1    MacKinlay, A.C.2
  • 8
    • 0012120424 scopus 로고    scopus 로고
    • Do Investors Learn? Evidence from a Gold Market Anomaly
    • McQueen, G., and S. Thorley. 1997. "Do Investors Learn? Evidence from a Gold Market Anomaly." Financial Review, vol. 32, no. 3 (August).
    • (1997) Financial Review , vol.32 , Issue.3 AUGUST
    • McQueen, G.1    Thorley, S.2
  • 9
    • 0002383877 scopus 로고
    • On the Current State of the Stock Market Rationality Hypothesis: Essays in Honor of Franco Modigliani
    • edited by R. Dornbush, S. Fisher, and J. Bossons. Cambridge: MIT Press
    • Merton, R.C. 1987. "On the Current State of the Stock Market Rationality Hypothesis: Essays in Honor of Franco Modigliani." In Macroeconomics and Finance, edited by R. Dornbush, S. Fisher, and J. Bossons. Cambridge: MIT Press.
    • (1987) Macroeconomics and Finance
    • Merton, R.C.1
  • 11
    • 0012192694 scopus 로고
    • Assimilating Earnings and Split Information: Is the Capital Market Becoming More Efficient?
    • Nichols, W.D., and S.L. Brown. 1981. "Assimilating Earnings and Split Information: Is the Capital Market Becoming More Efficient?" Journal of Financial Economics, vol. 9, no. 3 (September):309-15.
    • (1981) Journal of Financial Economics , vol.9 , Issue.3 SEPTEMBER , pp. 309-315
    • Nichols, W.D.1    Brown, S.L.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.