Does this dog hunt? Testing the performance of the dogs of the dow strategy in the U.S. and in Brazil

Detalhes bibliográficos
Autor(a) principal: Leal, Ricardo Pereira Câmara
Data de Publicação: 2000
Outros Autores: Silva, André Luiz Carvalhal da
Tipo de documento: Relatório
Idioma: eng
Título da fonte: Repositório Institucional da UFRJ
Texto Completo: http://hdl.handle.net/11422/9131
Resumo: Indisponível.
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spelling Leal, Ricardo Pereira CâmaraSilva, André Luiz Carvalhal da2019-08-12T17:36:59Z2023-11-30T03:00:57Z2000LEAL, Ricardo Pereira Câmara; SILVA, André Luiz Carvalhal da. Does this dog hunt? Testing the performance of the dog of the dow strategy in the U.S. and in Brazil. Rio de Janeiro: UFRJ, 2000. 19 p. (Relatórios COPPEAD, 332)85750801131518-3335http://hdl.handle.net/11422/9131Indisponível.This study analyzes the performance of the Dogs of the Dow Jones (DoD) investment strategy in the U.S and in Brazil on an absolute and on a risk adjusted basis. The DoD is a value oriented strategy that calls for investing equal dollar amounts in the highest yielding components of the Dow Jones. Our performance evaluation findings demonstrate that the DoD strategy shows only limited evidence that it can add value as an investment strategy in the U.S stock market. The use of the DoD strategy in Brazil shows virtually no evidence that it can add value as an investment strategy. Our analysis suggests that the dividend yield may not be a good variable to select value stocks in the U.S and in Brazil given existing empirical evidence that value stocks have outperformed growth stocks in these markets.Submitted by Anderson Luiz Cardoso Rodrigues (andersonlcr@hotmail.com) on 2019-08-12T17:36:59Z No. of bitstreams: 1 RC_332-Comp..pdf: 53688 bytes, checksum: dd7c96b993ebcf09ca7689e1dd4f92dd (MD5)Made available in DSpace on 2019-08-12T17:36:59Z (GMT). No. of bitstreams: 1 RC_332-Comp..pdf: 53688 bytes, checksum: dd7c96b993ebcf09ca7689e1dd4f92dd (MD5) Previous issue date: 2000engUniversidade Federal do Rio de JaneiroUFRJBrasilInstituto COPPEAD de AdministraçãoRelatórios COPPEADCNPQ::CIENCIAS SOCIAIS APLICADAS::ADMINISTRACAOMercado de capitaisAnálise de investimentosWorking paperDoes this dog hunt? 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dc.title.en.fl_str_mv Does this dog hunt? Testing the performance of the dogs of the dow strategy in the U.S. and in Brazil
title Does this dog hunt? Testing the performance of the dogs of the dow strategy in the U.S. and in Brazil
spellingShingle Does this dog hunt? Testing the performance of the dogs of the dow strategy in the U.S. and in Brazil
Leal, Ricardo Pereira Câmara
CNPQ::CIENCIAS SOCIAIS APLICADAS::ADMINISTRACAO
Mercado de capitais
Análise de investimentos
Working paper
title_short Does this dog hunt? Testing the performance of the dogs of the dow strategy in the U.S. and in Brazil
title_full Does this dog hunt? Testing the performance of the dogs of the dow strategy in the U.S. and in Brazil
title_fullStr Does this dog hunt? Testing the performance of the dogs of the dow strategy in the U.S. and in Brazil
title_full_unstemmed Does this dog hunt? Testing the performance of the dogs of the dow strategy in the U.S. and in Brazil
title_sort Does this dog hunt? Testing the performance of the dogs of the dow strategy in the U.S. and in Brazil
author Leal, Ricardo Pereira Câmara
author_facet Leal, Ricardo Pereira Câmara
Silva, André Luiz Carvalhal da
author_role author
author2 Silva, André Luiz Carvalhal da
author2_role author
dc.contributor.author.fl_str_mv Leal, Ricardo Pereira Câmara
Silva, André Luiz Carvalhal da
dc.subject.cnpq.fl_str_mv CNPQ::CIENCIAS SOCIAIS APLICADAS::ADMINISTRACAO
topic CNPQ::CIENCIAS SOCIAIS APLICADAS::ADMINISTRACAO
Mercado de capitais
Análise de investimentos
Working paper
dc.subject.por.fl_str_mv Mercado de capitais
Análise de investimentos
dc.subject.eng.fl_str_mv Working paper
description Indisponível.
publishDate 2000
dc.date.issued.fl_str_mv 2000
dc.date.accessioned.fl_str_mv 2019-08-12T17:36:59Z
dc.date.available.fl_str_mv 2023-11-30T03:00:57Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/report
format report
status_str publishedVersion
dc.identifier.citation.fl_str_mv LEAL, Ricardo Pereira Câmara; SILVA, André Luiz Carvalhal da. Does this dog hunt? Testing the performance of the dog of the dow strategy in the U.S. and in Brazil. Rio de Janeiro: UFRJ, 2000. 19 p. (Relatórios COPPEAD, 332)
dc.identifier.uri.fl_str_mv http://hdl.handle.net/11422/9131
dc.identifier.isbn.pt_BR.fl_str_mv 8575080113
dc.identifier.issn.pt_BR.fl_str_mv 1518-3335
identifier_str_mv LEAL, Ricardo Pereira Câmara; SILVA, André Luiz Carvalhal da. Does this dog hunt? Testing the performance of the dog of the dow strategy in the U.S. and in Brazil. Rio de Janeiro: UFRJ, 2000. 19 p. (Relatórios COPPEAD, 332)
8575080113
1518-3335
url http://hdl.handle.net/11422/9131
dc.language.iso.fl_str_mv eng
language eng
dc.relation.ispartof.pt_BR.fl_str_mv Relatórios COPPEAD
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.publisher.none.fl_str_mv Universidade Federal do Rio de Janeiro
dc.publisher.initials.fl_str_mv UFRJ
dc.publisher.country.fl_str_mv Brasil
dc.publisher.department.fl_str_mv Instituto COPPEAD de Administração
publisher.none.fl_str_mv Universidade Federal do Rio de Janeiro
dc.source.none.fl_str_mv reponame:Repositório Institucional da UFRJ
instname:Universidade Federal do Rio de Janeiro (UFRJ)
instacron:UFRJ
instname_str Universidade Federal do Rio de Janeiro (UFRJ)
instacron_str UFRJ
institution UFRJ
reponame_str Repositório Institucional da UFRJ
collection Repositório Institucional da UFRJ
bitstream.url.fl_str_mv http://pantheon.ufrj.br:80/bitstream/11422/9131/1/RC_332-Comp..pdf
http://pantheon.ufrj.br:80/bitstream/11422/9131/2/license.txt
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