haku: @author Kumar, A. / yhteensä: 25
viite: 9 / 25
| Tekijä: | Brown, S. J. Goetzmann, W. N. Kumar, A. |
| Otsikko: | The Dow theory: William Peter Hamilton's track record reconsidered. |
| Lehti: | Journal of Finance
1998 : AUG, VOL. 53:4, p. 1311-1333 |
| Asiasana: | FINANCIAL MARKETS STOCK MARKETS MARKET THEORY PREDICTION THEORY |
| Kieli: | eng |
| Tiivistelmä: | The paper provides first historical background on the Dow theory and William Peter Hamilton, describes then the empirical test of the Dow theory published by Alfred Cowles and discusses its interpretation in light of current methods of risk adjustment. The last sections describe the reanalysis of the Hamiltons editorials and report the statistical modeling of Hamilton's editorials. |
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