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
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
Journal title :
Economics Letters
