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Chinese stock market cyclical regimes: 1991–2006
7 references·5 citing·52 second hop
Chinese stock market cyclical regimes: 1991–2006 (2007)Chinese stock market cyclical regimes: 19…Two centuries of bull and bear market cycles (2004)Two centuries of bull and bea…Spurious Regressions in Financial Economics? (2003)Spurious Regressions in Finan…Fads or bubbles? (2002)Fads or bubbles?A simple framework for analysing bull and bear markets (2002)A simple framework for analys…Detrending and business cycle facts: A user’s guide (1998)Detrending and business cycle…Detrending and business cycle facts (1998)Detrending and business cycle…A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)A New Approach to the Economi…Economic policy uncertainty and stock market returns: New evidence (2021)Economic policy uncertainty a…Do the disposition and house money effects coexist? A reconciliation of two behavioral biases using individual investor-level data (2014)Do the disposition and house …Hybridizing nonlinear independent component analysis and support vector regression with particle swarm optimization for stock index forecasting (2012)Hybridizing nonlinear indepen…Booms and busts in China's stock market: estimates based on fundamentals (2011)Booms and busts in China's st…Asymmetric Momentum Effects Under Uncertainty (2010)Asymmetric Momentum Effects U…The Econometrics of Financial Markets (1997)By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)Does Monetary Policy Have Asymmetric Effects on Stock Returns? 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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
  • 1998Detrending and business cycle facts922 cited
  • 2002A simple framework for analysing bull and bear markets593 cited
  • 2003Spurious Regressions in Financial Economics?574 cited
  • 1998Detrending and business cycle facts: A user’s guide158 cited
  • 2004Two centuries of bull and bear market cycles102 cited
  • 2002Fads or bubbles?39 cited

Cited by

  • 2021Economic policy uncertainty and stock market returns: New evidence77 cited
  • 2014Do the disposition and house money effects coexist? A reconciliation of two behavioral biases using individual investor-level data32 cited
  • 2012Hybridizing nonlinear independent component analysis and support vector regression with particle swarm optimization for stock index forecasting31 cited
  • 2010Asymmetric Momentum Effects Under Uncertainty30 cited
  • 2011Booms and busts in China's stock market: estimates based on fundamentals26 cited

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