Replicating The Dow Jones Industrial Average

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Replicating the Dow Jones Industrial Average

Author : Jacky Lin
Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (124 download)

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Book Synopsis Replicating the Dow Jones Industrial Average by : Jacky Lin

Download or read book Replicating the Dow Jones Industrial Average written by Jacky Lin and published by . This book was released on 2021 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Dow Jones Industrial Average has historically been the most quoted stock index in the United States. It has several unique features. It uses price weights, it ignores cash dividend payments, and it also treats stock dividends, rights issues, and other corporate actions inconsistently. We show that price indices which use alternative weighting methods and more systematic inclusion criteria perform similarly to the Dow. However, ignoring cash and stock dividends underestimates the long-run returns earned by stock market investors dramatically. If the DJIA had consistently adjusted for dividends and other corporate actions since 1928, the index would have closed at 1,113,047 instead of 28,538 points at the end of 2019.

Beating the Dow

Author : Michael O'Higgins
Publisher : Harper Perennial
ISBN 13 : 9780060984045
Total Pages : 308 pages
Book Rating : 4.9/5 (84 download)

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Book Synopsis Beating the Dow by : Michael O'Higgins

Download or read book Beating the Dow written by Michael O'Higgins and published by Harper Perennial. This book was released on 1992 with total page 308 pages. Available in PDF, EPUB and Kindle. Book excerpt: Here is an ingenious high-return, low-risk method for investing in the Dow Jones Industrial Stocks with as little as $5,000. One of America's canniest stock market wizards, O'Higgins has beaten the Dow Jones Industrial Average year in and year out. With several proven, simple strategies, all investors can get spectacular results with below-average risks. Charts and graphs.

The Market's Measure

Author : John A. Prestbo
Publisher : Dow Jones, Incorporated
ISBN 13 :
Total Pages : 196 pages
Book Rating : 4.0/5 ( download)

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Book Synopsis The Market's Measure by : John A. Prestbo

Download or read book The Market's Measure written by John A. Prestbo and published by Dow Jones, Incorporated. This book was released on 1999 with total page 196 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Dow Jones Industrial Average was the first -- and remains today the best known -- market indicator. Since its creation in 1896, it has been intertwined with the news and events that have shaped millions of Americans' lives. The Market's Measure: An Illustrated History of America Told Through the Dow Jones Industrial Average celebrates the Dow's role in 20th century America.The Market's Measure begins with the story of the Dow's origins, then takes the reader on a journey through time, tracking the average's progress through its 100+ years. Along the way, the reader gains insight into how the Dow works, how it has contributed to American history and culture, and what may be in store for its future as is passes the milestones of 10,000 and beyond. Filled with nostalgia-evoking photographs, charts and drawings, The Market's Measure is designed to have wide appeal, and is sure to catch the eye of those with a special interest in finance or American history.

Dow Jones Industrial Average

Author : Richard Joseph Stillman
Publisher : Irwin Professional Publishing
ISBN 13 :
Total Pages : 248 pages
Book Rating : 4.:/5 (321 download)

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Book Synopsis Dow Jones Industrial Average by : Richard Joseph Stillman

Download or read book Dow Jones Industrial Average written by Richard Joseph Stillman and published by Irwin Professional Publishing. This book was released on 1986 with total page 248 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Outperform the Dow

Author : Gunter Meissner
Publisher :
ISBN 13 :
Total Pages : 236 pages
Book Rating : 4.0/5 ( download)

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Book Synopsis Outperform the Dow by : Gunter Meissner

Download or read book Outperform the Dow written by Gunter Meissner and published by . This book was released on 2000-10-02 with total page 236 pages. Available in PDF, EPUB and Kindle. Book excerpt: "Outperform the Dow presents not only fascinating statistics about the performance of the Dow itself but also how to beat that performance with nearly four dozen different methods, from the basic to the sophisticated. You won't often find strategies involving futures and options included in this type of discussion, but this practical guide shows how they can be used to boost your returns in simple, safe ways you might never have considered." -DARRELL JOBMAN, CoAuthor of The Complete Guide to Electronic Futures Trading The Dow Jones Industrial Average is the most widely followed equity index in the world, and the benchmark against which most U.S. investors measure their investment returns. Outperform the Dow outlines strategies and techniques that many investors have used to consistently beat this benchmark-and pump up their portfolio values. Outperform the Dow goes beyond simply discussing these strategies to provide solid, statistical evidence of their consistent superiority in up, down, and sideways markets. Learn here how you can profit from Dow-beating strategies that include: * Last Year's Winners n Smooth Risers * Tuesday Opportunity * Triple-Witching Days n Fool's Forecast * Semi-Monthly Analysis * January Momentum * Covered Call Writing * October/June Straddles * Exotic Options The objective of investing is to supply companies with capital and for the investor to gain profits. History shows that over time, certain techniques and strategies have consistently allowed savvy investors to gain exceptional profits. Discover the secrets of successful investors, climb down off the "buy-and-hold" bandwagon, and learn how to really make your money work for you with Outperform the Dow. Please visit our Web site at www.wileyfinance.com

Volatility Flocking in the Dow Jones Industrial Average (DJIA) Index

Author : Hyeong-Ohk Bae
Publisher :
ISBN 13 :
Total Pages : 25 pages
Book Rating : 4.:/5 (13 download)

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Book Synopsis Volatility Flocking in the Dow Jones Industrial Average (DJIA) Index by : Hyeong-Ohk Bae

Download or read book Volatility Flocking in the Dow Jones Industrial Average (DJIA) Index written by Hyeong-Ohk Bae and published by . This book was released on 2019 with total page 25 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this study, we analyze the flocking pattern of stock volatilities according to the Cucker-Smale mechanism. We investigate the movement of a flock based on volatilities' time-varying coupling strength, and stochastic noise in coupling. The Volatility Flocking Index (VFI) summarizes the information about the time-varying communication structure that some volatilities retain short pairwise distances while others outlying from the flock. A volatility outlies when it is from the root sector of a recessionary shock. Our numerical results show that the Cucker-Smale mechanism with a regime-switching idea is capable of replicating the fast convergence of multivolatilities into the macro average in a recovery period in which most volatilities join a cohesive circle.

Diffusion in the Dow-Jones Industrial Average

Author : David A. Wilson
Publisher :
ISBN 13 :
Total Pages : 66 pages
Book Rating : 4.:/5 (843 download)

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Book Synopsis Diffusion in the Dow-Jones Industrial Average by : David A. Wilson

Download or read book Diffusion in the Dow-Jones Industrial Average written by David A. Wilson and published by . This book was released on 1965 with total page 66 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Information Costs and Liquidity Effects from Changes in the Dow Jones Industrial Average List

Author : Messod D. Beneish
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (129 download)

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Book Synopsis Information Costs and Liquidity Effects from Changes in the Dow Jones Industrial Average List by : Messod D. Beneish

Download or read book Information Costs and Liquidity Effects from Changes in the Dow Jones Industrial Average List written by Messod D. Beneish and published by . This book was released on 2014 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: We examine the stock market effect of changes in the composition of the Dow Jones Industrial Average (DJIA). Unlike Samp;P 500 listing studies, we find that the price and the trading volume of newly listed DJIA firms are unaffected. We attribute this result to a lack of index fund rebalancing, since index trading is limited for most of our sample period and index funds mimic the Samp;P 500, not the DJIA. Firms removed from the index, however, experience significant price declines. We consider information signaling, price pressure, imperfect substitutes, and information cost/liquidity explanations for these asymmetric findings. The evidence is consistent with the information cost/liquidity explanation, which holds that investors demand a premium for higher trading costs and for holding securities that have relatively less available information.

The Effects from Changes in the Dow Jones Industrial Average List

Author : Hongyun Shen
Publisher :
ISBN 13 :
Total Pages : 82 pages
Book Rating : 4.:/5 (445 download)

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Book Synopsis The Effects from Changes in the Dow Jones Industrial Average List by : Hongyun Shen

Download or read book The Effects from Changes in the Dow Jones Industrial Average List written by Hongyun Shen and published by . This book was released on 2000 with total page 82 pages. Available in PDF, EPUB and Kindle. Book excerpt:

An Option on the Dow Jones Industrial Average

Author : Don B. Edgar
Publisher :
ISBN 13 :
Total Pages : 114 pages
Book Rating : 4.:/5 (843 download)

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Book Synopsis An Option on the Dow Jones Industrial Average by : Don B. Edgar

Download or read book An Option on the Dow Jones Industrial Average written by Don B. Edgar and published by . This book was released on 1977 with total page 114 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Alternative Beta Strategies and Hedge Fund Replication

Author : Lars Jaeger
Publisher : John Wiley & Sons
ISBN 13 : 0470721243
Total Pages : 272 pages
Book Rating : 4.4/5 (77 download)

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Book Synopsis Alternative Beta Strategies and Hedge Fund Replication by : Lars Jaeger

Download or read book Alternative Beta Strategies and Hedge Fund Replication written by Lars Jaeger and published by John Wiley & Sons. This book was released on 2008-10-13 with total page 272 pages. Available in PDF, EPUB and Kindle. Book excerpt: There s a buzzword that has quickly captured the imagination of product providers and investors alike: "hedge fund replication". In the broadest sense, replicating hedge fund strategies means replicating their return sources and corresponding risk exposures. However, there still lacks a coherent picture on what hedge fund replication means in practice, what its premises are, how to distinguish di erent approaches, and where this can lead us to. Serving as a handbook for replicating the returns of hedge funds at considerably lower cost, Alternative Beta Strategies and Hedge Fund Replication provides a unique focus on replication, explaining along the way the return sources of hedge funds, and their systematic risks, that make replication possible. It explains the background to the new discussion on hedge fund replication and how to derive the returns of many hedge fund strategies at much lower cost, it differentiates the various underlying approaches and explains how hedge fund replication can improve your own investment process into hedge funds. Written by the well known Hedge Fund expert and author Lars Jaeger, the book is divided into three sections: Hedge Fund Background, Return Sources, and Replication Techniques. Section one provides a short course in what hedge funds actually are and how they operate, arming the reader with the background knowledge required for the rest of the book. Section two illuminates the sources from which hedge funds derive their returns and shows that the majority of hedge fund returns derive from systematic risk exposure rather than manager "Alpha". Section three presents various approaches to replicating hedge fund returns by presenting the first and second generation of hedge fund replication products, points out the pitfalls and strengths of the various approaches and illustrates the mathematical concepts that underlie them. With hedge fund replication going mainstream, this book provides clear guidance on the topic to maximise returns.

A Reference Manual on the Dow Jones Industrial Average

Author : Phyllis Kahn
Publisher :
ISBN 13 :
Total Pages : 113 pages
Book Rating : 4.:/5 (259 download)

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Book Synopsis A Reference Manual on the Dow Jones Industrial Average by : Phyllis Kahn

Download or read book A Reference Manual on the Dow Jones Industrial Average written by Phyllis Kahn and published by . This book was released on 1982 with total page 113 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Technical Analysis

Author : Charles D. Kirkpatrick II
Publisher : FT Press
ISBN 13 : 0132599627
Total Pages : 700 pages
Book Rating : 4.1/5 (325 download)

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Book Synopsis Technical Analysis by : Charles D. Kirkpatrick II

Download or read book Technical Analysis written by Charles D. Kirkpatrick II and published by FT Press. This book was released on 2010-11-08 with total page 700 pages. Available in PDF, EPUB and Kindle. Book excerpt: Already the field's most comprehensive, reliable, and objective guidebook, Technical Analysis: The Complete Resource for Financial Market Technicians, Second Edition has been thoroughly updated to reflect the field's latest advances. Selected by the Market Technicians Association as the official companion to its prestigious Chartered Market Technician (CMT) program, this book systematically explains the theory of technical analysis, presenting academic evidence both for and against it. Using hundreds of fully updated illustrations, the authors explain the analysis of both markets and individual issues, and present complete investment systems and portfolio management plans. They present authoritative, up-to-date coverage of tested sentiment, momentum indicators, seasonal affects, flow of funds, testing systems, risk mitigation strategies, and many other topics. This edition thoroughly covers the latest advances in pattern recognition, market analysis, and systems management. The authors introduce new confidence tests; cover increasingly popular methods such as Kagi, Renko, Kase, Ichimoku, Clouds, and DeMark indicators; present innovations in exit stops, portfolio selection, and testing; and discuss the implications of behavioral bias for technical analysis. They also reassess old formulas and methods, such as intermarket relationships, identifying pitfalls that emerged during the recent market decline. For traders, researchers, and serious investors alike, this is the definitive book on technical analysis.

On Predicting Short Term Trends in the Dow Jones Industrial Average

Author : Dale William Cunningham
Publisher :
ISBN 13 :
Total Pages : 60 pages
Book Rating : 4.:/5 (769 download)

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Book Synopsis On Predicting Short Term Trends in the Dow Jones Industrial Average by : Dale William Cunningham

Download or read book On Predicting Short Term Trends in the Dow Jones Industrial Average written by Dale William Cunningham and published by . This book was released on 1972 with total page 60 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Technical Analysis

Author : Charles D. Kirkpatrick II
Publisher : FT Press
ISBN 13 : 0134137167
Total Pages : 1074 pages
Book Rating : 4.1/5 (341 download)

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Book Synopsis Technical Analysis by : Charles D. Kirkpatrick II

Download or read book Technical Analysis written by Charles D. Kirkpatrick II and published by FT Press. This book was released on 2015-10-13 with total page 1074 pages. Available in PDF, EPUB and Kindle. Book excerpt: Master technical analysis, step-by-step! Already the field's most comprehensive, reliable, and objective introduction, this guidebook has been thoroughly updated to reflect the field's latest advances. Selected by the Market Technicians Association as the official companion to its prestigious Chartered Market Technician (CMT) program, Technical Analysis, Third Edition systematically explains the theory of technical analysis, presenting academic evidence both for and against it. Using hundreds of fully updated illustrations and examples, the authors explain the analysis of both markets and individual issues, and present complete investment systems and portfolio management plans. They present authoritative, up-to-date coverage of tested sentiment, momentum indicators, seasonal effects, flow of funds, testing systems, risk mitigation strategies, and many other topics. Offering 30% new coverage, Technical Analysis, Third Edition thoroughly addresses recent advances in pattern recognition, market analysis, systems management, and confidence testing; Kagi, Renko, Kase, Ichimoku, Clouds, and DeMark indicators; innovations in exit stops, portfolio selection, and testing; implications of behavioral bias, and the recent performance of old formulas and methods. For traders, researchers, and serious investors alike, this is the definitive guide to profiting from technical analysis.

Hedge Fund Replication

Author : G. Gregoriou
Publisher : Springer
ISBN 13 : 0230358314
Total Pages : 218 pages
Book Rating : 4.2/5 (33 download)

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Book Synopsis Hedge Fund Replication by : G. Gregoriou

Download or read book Hedge Fund Replication written by G. Gregoriou and published by Springer. This book was released on 2011-11-07 with total page 218 pages. Available in PDF, EPUB and Kindle. Book excerpt: While there may be a consensus in the industry that hedge funds clones will bring better liquidity and lower fees, it is still debatable whether replication products should serve as a complement in the hedge fund allocation decision or as a replacement. This book offers the reader valuable insights into the thinking behind hedge fund replication.

Lecture Notes In Market Microstructure And Trading

Author : Peter Joakim Westerholm
Publisher : World Scientific
ISBN 13 : 9813234113
Total Pages : 267 pages
Book Rating : 4.8/5 (132 download)

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Book Synopsis Lecture Notes In Market Microstructure And Trading by : Peter Joakim Westerholm

Download or read book Lecture Notes In Market Microstructure And Trading written by Peter Joakim Westerholm and published by World Scientific. This book was released on 2018-11-29 with total page 267 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book, written by Joakim Westerholm, Professor of Finance and former trading professional, is intended to be used as basis for developing courses in Securities markets, Trading, and Market microstructure and connects theoretic rigor with practical real world applications.Market technology evolves, the roles of market participants change, and whole market segments disappear to be replaced by new ways to exchange securities. Yet, the same underlying economic principles continue to drive trading in securities markets. Thus, the scope of the book is global, providing a framework that is relevant both for current market designs and for future markets we will see develop. It is designed to stay relevant in a rapidly evolving field.The book contains a selection of lecture notes through which students will gain an in-depth understanding of the mechanism that drives trading in securities markets. The book also contains another set of lecture notes with more advanced, research-based material, suitable for Honours or Master level research students, or for PhD candidates. The material is self-explanatory and can also be used for self-study, preferably in conjunction with assigned readings.