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Dow Theory
Brown, Goetzmann and Kumar (1998) found that Hamilton’s timing strategies yielded high Sharpe ratios and positive alphas for the period 1902 to 1929.
Top Ten Publications
BROWN, S.J., W.N. GOETZMANN and A. KUMAR, 1998. The Dow Theory: William Peter Hamilton's Track Record Reconsidered . The Journal of Finance. [Cited by 49 ] (5.21/year)
RHEA, R., 1932. The Dow Theory: An Explanation of Its Development and an Attempt to Define Its Usefulness as an Aid …. Barron's. [Cited by 17 ] (0.23/year)
NEWMAN, K.E. and J.D. DOW, 1984. Theory of deep impurities in silicon-germanium alloys . Physical Review B. [Cited by 26 ] (1.11/year)
BISHOP, G.W., 1959. Charles H. Dow and the Dow theory. New York University, Graduate School of Business Administration. [Cited by 6 ] (0.12/year)
NEFTCI, S.N., 1997. Naive Trading Rulesˇ n Financial Markets and Wiener-Kolmogorov Prediction Theory: A Study of" … . The Handbook of Managed Futures: Performance, Evaluation & …. [Cited by 94 ] (9.04/year)
COWLES, A., 1933. Can Stock Market Forecasters Forecast? . Econometrica. [Cited by 151 ] (2.03/year)
JAMES, F.E., 1968. Monthly Moving Averages--An Effective Investment Tool? . The Journal of Financial and Quantitative Analysis. [Cited by 13 ] (0.33/year)
CHOU, S.T., et al. , 1997. A stock selection DSS combining AI and technical analysis . Annals of Operations Research. [Cited by 9 ] (0.87/year)
FAMA, E.F., 1965. Random Walks in Stock-market Prices. . CFA Institute. [Cited by 99 ] (2.33/year)
TAYLOR, M.P., 1997. Editor's introduction . International Journal of Finance & Economics. [Cited by 8 ] (0.77/year)
Links
Bibliography
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BROWN, S.J., W.N. GOETZMANN and A. KUMAR, 1998. The Dow Theory: William Peter Hamilton's Track Record Reconsidered . The Journal of Finance. [Cited by 49 ] (5.21/year)
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CHOU, S.T., et al. , 1997. A stock selection DSS combining AI and technical analysis . Annals of Operations Research. [Cited by 9 ] (0.87/year)
CISSEL, C.W., 1934. The Dow Theory and the Effects of Inflation Upon Forecasts from It. [not cited] (0/year)
COWLES, A., 1933. Can Stock Market Forecasters Forecast? . Econometrica. [Cited by 151 ] (2.03/year)
COWLES, A. and H.E. JONES, 1937. Some A Posteriori Probabilities in Stock Market Action . Econometrica. [Cited by 57 ] (0.81/year)
DAVIS, D. and Y.A. LUO, Using KADS to Design a Multi-Agent Framework for stock Trading . dcs.hull.ac.uk. [Cited by 1 ] (?/year)
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FAMA, E.F., 1965. Random Walks in Stock-market Prices. . CFA Institute. [Cited by 99 ] (2.33/year)
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GOETZMANN, W., Information about . ideas.repec.org. [not cited] (?/year)
GOETZMANN, W.N., The Dow Theory: William Peter Hamilton's Track Record Re-Considered . viking.som.yale.edu. [not cited] (?/year)
GOVORI, F., 2002. Equity Securities: Main Features, Types, and Valuations . [not cited] (0/year)
HAGIN, R., 1980. Modern Portfolio Theory. McGraw-Hill/Irwin. [Cited by 7 ] (0.26/year)
HAMILTON, W.P., 2006. … Stock Market Barometer: A Study of Its Forecast Value Based on Charles H. Dow's Theory of the Price … . books.google.com. [Cited by 13 ] (9.29/year)
HENSHEL, R.L., 1995. The Grünberg/Modigliani and Simon possibility theorem: A social psychological critique . Journal of Socio-Economics. [Cited by 1 ] (0.08/year)
HOMEWOOD, I. and N.C. SALEM, E114 Additional Reading List. [not cited] (?/year)
HUGHES, T.D., 1932. The Dow Theory of Forecasting the Stock Market. [not cited] (0/year)
II, E.R.M., history. Dow Theory, 85 EBIT, 150 EBITDA, 150 . [not cited] (?/year)
JAMES, F.E., 1968. Monthly Moving Averages--An Effective Investment Tool? . The Journal of Financial and Quantitative Analysis. [Cited by 13 ] (0.33/year)
KING, W.I., 1932. Forecasting Methods Successfully Used Since 1928 . Journal of the American Statistical Association. [Cited by 1 ] (0.01/year)
KOILPILLAI, S.Z., 1961. The Applicability of the Dow Theory to the Bombay Stock Market. [not cited] (0/year)
KOSARES, M.J., 2005. Is Now the Right Time for Gold? . Denver, Colorado. http: www. usagold. com. [Cited by 1 ] (0.42/year)
KOZHAN, R. and M. SALMON, 2006. On the Predictability of Tick by Tick Exchange Rates Using the Structure of the Order Book . [Cited by 2 ] (1.43/year)
LAWRENZ, C. and F. WESTERHOFF, 2003. Modeling Exchange Rate Behavior with a Genetic Algorithm . Computational Economics. [Cited by 5 ] (1.14/year)
LEE, C. and Y.T. CHEN, lip;. An Embedded Visual Programming Interface for Intelligent Information Retrieval on the Web . Proceedings, 1997 IEEE Knowledge and Data Engineering &h. [Cited by 5 ] (?/year)
LEIGH, W., et al. , 2002. Stock market trading rule discovery using technical charting heuristics . Expert Systems With Applications. [Cited by 17 ] (3.15/year)
LEIGH, W., N. PAZ and R. PURVIS, 2002. Market timing: a test of a charting heuristic . Economics Letters. [Cited by 9 ] (1.67/year)
LEIGH, W., R. PURVIS and J.M. RAGUSA, 2002. Forecasting the NYSE composite index with technical analysis, pattern recognizer, neural network, … . Decision Support Systems. [Cited by 37 ] (6.85/year)
LEROY, S.F., 1976. Efficient Capital Markets: Comment . The Journal of Finance. [Cited by 25 ] (0.80/year)
LI, W. and K. LAM, 2002. Optimal market timing strategies under transaction costs . Omega. [Cited by 5 ] (0.93/year)
LORIE, J.H., 1966. Some Comments on Recent Quantitative and Formal Research on the Stock Market . The Journal of Business. [Cited by 5 ] (0.12/year)
MAGAZINE, C.F.A. and A. ADVOCATE, An Analysis of the Conclusions of the Cowles Studies with Respect to the Dow Theory . CFA Institute. [not cited] (?/year)
MAGAZINE, C.F.A. and A. ADVOCATE, Evolution Of The Dow Theory . CFA Institute. [not cited] (?/year)
MAP, S., DOW THEORY IS ALIVE AND WELL! COMMENT . iijournals.com. [not cited] (?/year)
MARSHALL, B.R., M.R. YOUNG and L.C. ROSE, 2006. Candlestick technical trading strategies: Can they create value for investors? . Journal of Banking and Finance. [Cited by 1 ] (0.71/year)
MAY, E.R., R.E. MINGER and D.G. MUNRO, 1999. DOW, CHARLES HENRY. Gale Encyclopedia of US Economic History. [not cited] (0/year)
MYLES, C.W., 1983. Theory of alloys. II. Embedded-cluster calculations of phonon spectra for a one-dimensional ternary … . Physical Review B. [Cited by 2 ] (0.08/year)
MYLES, C.W. and O.F. SANKEY, 1984. Deep levels associated with (vacancy, impurity) pairs in covalent semiconductors . Physical Review B. [Cited by 22 ] (0.94/year)
NEFTCI, S.N., 1997. Naive Trading Rulesˇ n Financial Markets and Wiener-Kolmogorov Prediction Theory: A Study of" … . The Handbook of Managed Futures: Performance, Evaluation & …. [Cited by 94 ] (9.04/year)
NEOH, S.K., 1989. An Empirical Test of Dow Theory on the Malaysian Stock Market. Inaugural International Conference on Asian pacific …. [Cited by 1 ] (0.05/year)
NEWMAN, K.E. and J.D. DOW, 1984. Theory of deep impurities in silicon-germanium alloys . Physical Review B. [Cited by 26 ] (1.11/year)
NIEMAN, D.C., 2003. Current perspective on exercise immunology . Current Sports Medicine Reports. [Cited by 22 ] (5.00/year)
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PEEL, C.E., 1984. The Dow Theory. [not cited] (0/year)
PEREZ, J.M., 1965. The Dow Theory Today. [not cited] (0/year)
POSER, S.W., 2003. Applying Elliot Wave Theory Profitably . books.google.com. [Cited by 4 ] (0.91/year)
PRING, M.J., 2002. Technical Analysis Explained: The Successful Investor's Guide to Spotting Investment Trends and … . books.google.com. [Cited by 162 ] (30.00/year)
PRING, M.J., Peaks And Troughs . trading-naked.com. [not cited] (?/year)
REPORTING, C.F., BRIEF NOTES ON BOOKS RECEIVED . Blackwell Synergy. [not cited] (?/year)
RHEA, R., 1932. The Dow Theory: An Explanation of Its Development and an Attempt to Define Its Usefulness as an Aid …. Barron's. [Cited by 17 ] (0.23/year)
RHEA, R., 1932. The Dow Theory, 6. Aufl., Barron, New York. [Cited by 1 ] (0.01/year)
RHEA, R., 1932. Dow Theory. ś New York. [Cited by 1 ] (0.01/year)
ROBERTS, H.V., 1959. Stock-Market" Patterns" and Financial Analysis: Methodological Suggestions . The Journal of Finance. [Cited by 100 ] (2.07/year)
ROTHCHILD, J., 1998. The Bear Book: Survive and Profit in Ferocious Markets . fvlug.nl. [Cited by 3 ] (0.32/year)
RUSSELL, R., 1985. The Dow Theory Today. Richard Russell Associates. [Cited by 1 ] (0.04/year)
SAMUELSON, P., 2000. Honoring Founding Fathers of Modern Finance Economics . Financial Management. [Cited by 1 ] (0.14/year)
SCHEIDER, C.F., 1940. Theories of Forecasting the Stock Market and Business Conditions (with Emphasis on the Dow Theory). [not cited] (0/year)
SHEIMO, M.D., 1989. Dow Theory Redux: The Classic Investment Theory Revised and Updated for the 1990's. Probus. [Cited by 1 ] (0.05/year)
SHEIMO, M.D., 1998. Cashing in on the Dow: Using Dow Theory to Trade and Determine Trends in Today's Markets . books.google.com. [not cited] (0/year)
SHEN, L. and F.E.H. TAY, 2000. Classifying Market States with WARS . Intelligent Data Engineering and Automated Learning-IDEAL …. [Cited by 1 ] (0.14/year)
SHEN, L. and H.T. LOH, 2004. Applying rough sets to market timing decisions . Decision Support Systems. [Cited by 20 ] (5.88/year)
SHEN, Y.T. and C.W. MYLES, 1984. Theory of alloys. III. Embedded-cluster calculations of electronic spectra for a one-dimensional … . Physical Review B. [Cited by 2 ] (0.09/year)
SHI, Y. and Z. SHI, 2006. Clustering Based Stocks Recognition . LECTURE NOTES IN COMPUTER SCIENCE. [not cited] (0/year)
SHILLER, R.J., 1990. Speculative Prices and Popular Models . The Journal of Economic Perspectives. [Cited by 143 ] (8.22/year)
SIMON, H.A., 1997. On the possibility of accurate public prediction . Journal of Socio-Economics. [Cited by 2 ] (0.19/year)
STIVER, W., 1940. Validity of the Dow Theory as a Forecasting Device. [not cited] (0/year)
STORY, J., 1945. Preface . The New Europe: Politics, Government, and Economy since. [Cited by 1 ] (0.02/year)
TAYLOR, M.P., 1997. Editor's introduction . International Journal of Finance & Economics. [Cited by 8 ] (0.77/year)
TIANQUAN, Y., 1999. Basic equations, theory and principle of computational stock market (I)—Basic equations . Applied Mathematics and Mechanics. [Cited by 5 ] (0.60/year)
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VOGL, P., 1981. Chemical trends of deep impurity levels in covalent semiconductors . Springer. [Cited by 3 ] (0.11/year)
VON, V., 1940. Chapter Activities . Journal of the American Statistical Association. [not cited] (0/year)
WESTLUND, O.L., 1939. The Analysis of the Dow Theory and Its Application to the Year 1937. [not cited] (0/year)
WHITCOMB, H.C., 1965. Dow Theory Economic Forecasts. [not cited] (0/year)
WILCOXEN, L.C., 1943. The Market Forecasting Significance of Market Movements with Incidental Reference to the Dow Theory. …. [not cited] (0/year)
WOOD, T.W., 2004. The Dow report: psychology of the crowd vs. Dow theory and technical analysis. Market Wrap Up, Financial Senses Online. [Cited by 1 ] (0.29/year)
WOODWARD, B.M., 1968. The Dow Theory and the Management of Investments. [not cited] (0/year)