Since 2014
Proceedings of International Conference on Business Management
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| ##plugins.schemas.marc.fields.title.name## |
The Search For A Dog-Free Portfolio: Why Unions Matter To Investors |
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| ##plugins.schemas.marc.fields.creator.name## |
Boyer, Carol M. Ciccone, Stephen J. Swicegood, Philip |
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| ##plugins.schemas.marc.fields.description.name## |
This paper uses portfolio filtering and weighting research to create a dog-free portfolio. The variables used to create the dog-free portfolio include level of unionization and book-to-market. The filtered and weighted portfolio is averaging 47 basis points alpha per month from 1991-2007 over the benchmark S&P500, outperforming in 60.8% of the months. Using annual data, the portfolio averages 603 basis points alpha from 1991-2007 over the benchmark S&P500, outperforming 82.4% of the time. |
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| ##plugins.schemas.marc.fields.publisher.name## |
The Clute Institute |
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| ##plugins.schemas.marc.fields.date.name## |
2010-12-28 |
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| ##plugins.schemas.marc.fields.type.name## |
info:eu-repo/semantics/article info:eu-repo/semantics/publishedVersion Peer-reviewed Article |
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| ##plugins.schemas.marc.fields.format.name## |
application/pdf |
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| ##plugins.schemas.marc.fields.identifier.name## |
http://clutejournals.com/index.php/JBER/article/view/735 10.19030/jber.v8i6.735 |
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| ##plugins.schemas.marc.fields.source.name## |
Journal of Business & Economics Research (JBER); Vol 8 No 6 (2010) 2157-8893 1542-4448 10.19030/jber.v8i6 |
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| ##plugins.schemas.marc.fields.language.name## |
eng |
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| ##plugins.schemas.marc.fields.relation.name## |
http://clutejournals.com/index.php/JBER/article/view/735/720 |
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