Does this dog hunt? Testing the performance of the dogs of the dow strategy in the U.S. and in Brazil
Autor(a) principal: | |
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Data de Publicação: | 2000 |
Outros Autores: | |
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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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? Testing the performance of the dogs of the dow strategy in the U.S. and in Brazilinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/report332abertoinfo:eu-repo/semantics/openAccessreponame:Repositório Institucional da UFRJinstname:Universidade Federal do Rio de Janeiro (UFRJ)instacron:UFRJORIGINALRC_332-Comp..pdfRC_332-Comp..pdfapplication/pdf53688http://pantheon.ufrj.br:80/bitstream/11422/9131/1/RC_332-Comp..pdfdd7c96b993ebcf09ca7689e1dd4f92ddMD51LICENSElicense.txtlicense.txttext/plain; charset=utf-81853http://pantheon.ufrj.br:80/bitstream/11422/9131/2/license.txtdd32849f2bfb22da963c3aac6e26e255MD5211422/91312023-11-30 00:00:57.806oai:pantheon.ufrj.br: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Repositório de PublicaçõesPUBhttp://www.pantheon.ufrj.br/oai/requestopendoar:2023-11-30T03:00:57Repositório Institucional da UFRJ - Universidade Federal do Rio de Janeiro (UFRJ)false |
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) |
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UFRJ |
institution |
UFRJ |
reponame_str |
Repositório Institucional da UFRJ |
collection |
Repositório Institucional da UFRJ |
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repository.mail.fl_str_mv |
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