Predicting the bear stock market: Macroeconomic variables as leading indicatorsShiu‐Sheng Chen2008-07-23articleJournal of Banking & Finance283 citationsgreenNo readable copy stored yet — this record is metadata only.Financial Markets and Investment StrategiesMonetary Policy and Economic ImpactMarket Dynamics and VolatilityAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 283 citations exist upstream.References1994Comparing Predictive Accuracy2006Approximately normal tests for equal predictive accuracy in nested models1986Predicting returns in the stock and bond markets1998Predicting U.S. Recessions: Financial Variables as Leading Indicators2004Predicting returns with financial ratios1997On Stock Market Returns and Monetary Policy2003Measuring The Reaction of Monetary Policy to the Stock Market2006Do industries lead stock markets?Cited by2012Does the choice of estimator matter when forecasting returns?2009Contagion as a domino effect in global stock markets2015Episodes of Exuberance in Housing Markets: In Search of the Smoking Gun2010Macroeconomic news, announcements, and stock market jump intensity dynamics2009Macroeconomic risks and characteristic-based factor models2013Clean energy industries and rare earth materials: Economic and financial issues2009Stock returns and inflation revisited: An evaluation of the inflation illusion hypothesis2008Regime switching in the relationship between equity returns and short-term interest rates in the UK