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A simple framework for analysing bull and bear markets
10 references·16 citing·38 second hop
A simple framework for analysing bull and bear markets (2002)A simple framework for analysing bull and…Dissecting the cycle: a methodological investigation (2002)Dissecting the cycle: a metho…By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)By Force of Habit: A Consumpt…The Econometrics of Financial Markets (1997)The Econometrics of Financial…The econometrics of financial markets (1996)The econometrics of financial…Inventories and the Three Phases of the Business Cycle (1994)Inventories and the Three Pha…Duration-Dependent Transitions in a Markov Model of U.S. GNP Growth (1994)Duration-Dependent Transition…Smart Money, Noise Trading and Stock Price Behaviour (1993)Smart Money, Noise Trading an…Alternative models for conditional stock volatility (1990)Alternative models for condit…A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)A New Approach to the Economi…The Summation of Random Causes as the Source of Cyclic Processes (1937)The Summation of Random Cause…Investor sentiment and stock returns: Global evidence (2021)Investor sentiment and stock …Performance of European socially responsible funds during market crises: Evidence from France (2015)Performance of European socia…Clustering financial time series: New insights from an extended hidden Markov model (2014)Clustering financial time ser…A principal component approach to measuring investor sentiment in China (2014)A principal component approac…Stock market reaction to fed funds rate surprises: State dependence and the financial crisis (2013)Stock market reaction to fed …Regime Changes and Financial Markets (2012)Regime Changes and Financial …Financial Cycles: What? How? When? (2011)Financial Cycles: What? How? …Financial Cycles (2011)Financial CyclesMonetary policy and stock returns: Financing constraints and asymmetries in bull and bear markets (2010)Monetary policy and stock ret…Assessing financial market integration in Asia – Equity markets (2010)Assessing financial market in…A principal-component approach to measuring investor sentiment (2010)A principal-component approac…On measuring synchronization of bulls and bears: The case of East Asia (2007)On measuring synchronization …Does Monetary Policy Have Asymmetric Effects on Stock Returns? (2007)Does Monetary Policy Have Asy…Candlestick technical trading strategies: Can they create value for investors? 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this work references cited by second hop

References

  • 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 cited
  • 1999By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior5,088 cited
  • 1997The Econometrics of Financial Markets5,007 cited
  • 2002Dissecting the cycle: a methodological investigation1,504 cited
  • 1990Alternative models for conditional stock volatility1,272 cited
  • 1996The econometrics of financial markets886 cited
  • 1937The Summation of Random Causes as the Source of Cyclic Processes868 cited
  • 1993Smart Money, Noise Trading and Stock Price Behaviour589 cited
  • 1994Inventories and the Three Phases of the Business Cycle290 cited
  • 1994Duration-Dependent Transitions in a Markov Model of U.S. GNP Growth288 cited

Cited by

  • 2012Regime Changes and Financial Markets451 cited
  • 2007Does Monetary Policy Have Asymmetric Effects on Stock Returns?232 cited
  • 2010Assessing financial market integration in Asia – Equity markets230 cited
  • 2011Financial Cycles: What? How? When?220 cited
  • 2007On measuring synchronization of bulls and bears: The case of East Asia177 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 2021Investor sentiment and stock returns: Global evidence176 cited
  • 2003Stock market cycles, financial liberalization and volatility175 cited
  • 2005Candlestick technical trading strategies: Can they create value for investors?141 cited
  • 2011Financial Cycles140 cited
  • 2013Stock market reaction to fed funds rate surprises: State dependence and the financial crisis123 cited
  • 2015Performance of European socially responsible funds during market crises: Evidence from France121 cited
  • 2010A principal-component approach to measuring investor sentiment104 cited
  • 2014Clustering financial time series: New insights from an extended hidden Markov model103 cited
  • 2004Two centuries of bull and bear market cycles102 cited
  • 2010Monetary policy and stock returns: Financing constraints and asymmetries in bull and bear markets101 cited
  • 2014A principal component approach to measuring investor sentiment in China93 cited