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Empirical tests of the Dogs of the Dow strategy in Latin American stock markets

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  • Da Silva, Andre L. C.

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  • Da Silva, Andre L. C., 2001. "Empirical tests of the Dogs of the Dow strategy in Latin American stock markets," International Review of Financial Analysis, Elsevier, vol. 10(2), pages 187-199.
    • Handle: RePEc:eee:finana:v:10:y:2001:i:2:p:187-199
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    1. repec:bla:jfinan:v:53:y:1998:i:6:p:1975-1999 is not listed on IDEAS
    2. Hirschey, Mark, 2000. "The "Dogs of the Dow" Myth," The Financial Review, Eastern Finance Association, vol. 35(2), pages 1-15, May.
    3. Fama, Eugene F & French, Kenneth R, 1996. "Multifactor Explanations of Asset Pricing Anomalies," Journal of Finance, American Finance Association, vol. 51(1), pages 55-84, March.
    4. Lakonishok, Josef & Shleifer, Andrei & Vishny, Robert W, 1994. "Contrarian Investment, Extrapolation, and Risk," Journal of Finance, American Finance Association, vol. 49(5), pages 1541-1578, December.
    5. Fama, Eugene F & French, Kenneth R, 1992. "The Cross-Section of Expected Stock Returns," Journal of Finance, American Finance Association, vol. 47(2), pages 427-465, June.
    6. Fama, Eugene F. & French, Kenneth R., 1993. "Common risk factors in the returns on stocks and bonds," Journal of Financial Economics, Elsevier, vol. 33(1), pages 3-56, February.
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    Cited by:

    1. Doh-Khul Kim, 2019. "The Dogs of the Dow Theory ¨C Is It Valid?," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 11(5), pages 1-43, May.
    2. Doh-Khul Kim & Michelle Nguyen & Kyle Arbet, 2020. "Does the Dogs of the Dow Theory Work at the Sectoral Level?," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 12(9), pages 1-46, September.

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