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Defining and Dating Bull and Bear Markets: Two Centuries of Evidence
16 references·1 citing·42 second hop
Defining and Dating Bull and Bear Markets: Two Centuries of Evidence (2006)Defining and Dating Bull and Bear Markets…The Econometrics of Financial Markets (2012)The Econometrics of Financial…Dissecting the cycle: a methodological investigation (2002)Dissecting the cycle: a metho…The Equity Premium and Structural Breaks (2000)The Equity Premium and Struct…Identifying Bull and Bear Markets in Stock Returns (2000)Identifying Bull and Bear Mar…Asset Pricing at the Millennium (2000)Asset Pricing at the Millenni…New Facts in Finance (1999)New Facts in FinanceData‐Snooping, Technical Trading Rule Performance, and the Bootstrap (1999)Data‐Snooping, Technical Trad…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…By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior (1995)By Force of Habit: A Consumpt…Indexes of U.S. Stock Prices from 1802 to 1987 (1990)Indexes of U.S. Stock Prices …A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)A New Approach to the Economi…Dividend yields and expected stock returns (1988)Dividend yields and expected …"Hot Issue" Markets (1975)"Hot Issue" MarketsFilter Rules and Stock-Market Trading (1966)Filter Rules and Stock-Market…Price Movements in Speculative Markets : Trends or Random Walks (1961)Price Movements in Speculativ…A top-down approach to identifying bull and bear market states (2017)A top-down approach to identi…The Behavior of Stock-Market Prices (1965)An Anatomy of Trading Strategies (1998)Using genetic algorithms to find technical trading rules (1999)The illusory nature of momentum profits (2003)Measuring Business Cycles (1947)King Charles I (1981)Growth Dynamics: The Myth of Economic Recovery (2008)When Credit Bites Back (2013)How Regions React to Recessions: Resilience and the Role of Economic Structure (2016)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Trends and random walks in macroeconmic time series (1982)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)ARCH modeling in finance (1992)Introductory Econometrics for Finance (2008)The General Theory of Employment, Interest and Money. (1936)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Noise Trader Risk in Financial Markets (1990)Efficient Capital Markets: II (1991)Simple Technical Trading Rules and the Stochastic Properties of Stock Returns (1992)Trading Volume and Serial Correlation in Stock Returns (1993)Comparing Predictive Accuracy (1994)Asymptotics for out of sample tests of Granger causality (2006)False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas (2010)Forecasting the Equity Risk Premium: The Role of Technical Indicators (2014)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Prospect Theory: An Analysis of Decision under Risk (1979)Common risk factors in the returns on stocks and bonds (1993)Housing Collateral, Consumption Insurance, and Risk Premia: An Empirical Perspective (2005)Hedging, Familiarity and Portfolio Choice (2006)Robust Solutions of Optimization Problems Affected by Uncertain Probabilities (2012)The Economic Costs of Conflict: A Case Study of the Basque Country (2003)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Market Liquidity and Funding Liquidity (2008)Asymmetric Volatility and Risk in Equity Markets (2000)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)Investor Sentiment Aligned: A Powerful Predictor of Stock Returns (2014)Investor Psychology and Security Market Under‐ and Overreactions (1998)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Relative Income, Happiness, and Utility: An Explanation for the Easterlin Paradox and Other Puzzles (2008)Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)
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References

  • 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 cited
  • 2012The Econometrics of Financial Markets5,875 cited
  • 1999By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior5,088 cited
  • 1997The Econometrics of Financial Markets5,007 cited
  • 1988Dividend yields and expected stock returns3,574 cited
  • 1995By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior1,527 cited
  • 2002Dissecting the cycle: a methodological investigation1,504 cited
  • 1999Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap1,024 cited
  • 1966Filter Rules and Stock-Market Trading832 cited
  • 2000Asset Pricing at the Millennium734 cited
  • 1975"Hot Issue" Markets645 cited
  • 1961Price Movements in Speculative Markets : Trends or Random Walks645 cited
  • 2000The Equity Premium and Structural Breaks380 cited
  • 1990Indexes of U.S. Stock Prices from 1802 to 1987356 cited
  • 1999New Facts in Finance321 cited
  • 2000Identifying Bull and Bear Markets in Stock Returns

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  • 2017A top-down approach to identifying bull and bear market states21 cited