Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 8 of 8 for “"Dow Jones Industrial Average"”.
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The Dogs of the Dow Strategy Applied to the S&P 500
<p>The Dogs of the Dow trading strategy popular strategy that invests in the ten stocks with the highest dividend yield in the Dow Jones Industrial Average. We examine a newer variation of this strategy that involves investing in the five highest dividend yield stocks from each sector of the S&P …
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Tax payment-based liquidity effects: using historical evidence of a tax-based January effect to investigate a new seasonal
This dissertation used the daily Dow Jones Industrial Average (DJIA) for the 1897 through 1928 period to examine the potential existence of any market reactions, which may have resulted from the imposition and expansion of "withholding at the source" and quarterly and estimated tax payments. …
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An experimental investigation of the ISEC system of stock analysis
… conditions were based upon the movement of the Dow Jones Industrial Average. Third, six model portfolios were selected and managed throughout a ninety-day period. Three of these portfolios were purchased and managed on the basis of an empirical experimental design. Certain rules of the ISEC …
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Essays on the microstructure of US equity options
… contracts written the 30 components of the Dow Jones Industrial Average from January 2012 to June 2014. The first essay fulfils research gaps by investigating the intraday commonality in options liquidity in a quote-driven market. It finds that the commonality in option liquidity is driven …
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Essays on technical analysis in financial markets
… like 1.618. This proposition is rejected for the Dow Jones Industrial Average by identifying turning points and testing for clustering by developing a block bootstrap procedure. A few significant ratios appear to support such anchoring by the market, but no more than would be expected by chance. …
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Higher moment models for risk and portfolio management
… on the point in time constituents of the Dow Jones Industrial Average is presented and discussed, with clear implications for active investing and benchmark policy choice.
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Testing the Long-Term Profitability of the Short-Term Reversal Strategy
… 1 January 2005 to 29 September 2008 (the day the Dow Jones Industrial Average crashed by 777.68 points), 29 September 2008 to 31 December 2017 and 1 January 2005 to 31 December 2017. Of the 1000 portfolios tested in each time interval, at least 416 had positive average returns in every time …
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Cognition and Gender Diversity in Top Management Teams - A Comprehensive Analysis of Top Management Team Communication and Linguistic Patterns
… dataset of 294 quarterly earnings calls from Dow Jones Industrial Average (DJIA) constituents (2016-2020), the findings reveal manager- and gender-specific linguistic patterns. Unlike prior CEO-focused research, this study shows a linguistic divergence between female and male CFOs, with female …