Title of article
Chinese stock market cyclical regimes: 1991–2006
Author/Authors
Wu Yan، نويسنده , , John G. Powell، نويسنده , , Jing Shi، نويسنده , , Wei Xu، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2007
Pages
5
From page
235
To page
239
Abstract
Chinese bull and bear market regimes are objectively identified and their statistical properties outlined. Chinese market cycles are extremely pronounced but have moderated as the market matures. Ex-ante trading rule tests indicate the usefulness of regime identification for Chinese investors
Keywords
Stock market cycles , Bull and bear market regimes , Turning points
Journal title
Economics Letters
Serial Year
2007
Journal title
Economics Letters
Record number
436353
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