Identifying Bull and Bear Markets in Stock ReturnsJohn M. Maheu, Thomas H. McCurdy2000-01-01articleJournal of Business and Economic Statistics229 citationsclosedNo readable copy stored yet — this record is metadata only.Financial Markets and Investment StrategiesFinancial Risk and Volatility ModelingStock Market Forecasting MethodsAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 229 citations exist upstream.References1982Bubbles, Rational Expectations and Financial Markets1994A Markov Model of Switching-Regime ARCH1997Markov Switching in GARCH Processes and Mean-Reverting Stock-Market Volatility1994Duration-Dependent Transitions in a Markov Model of U.S. GNP GrowthCited by2010Asset market linkages: Evidence from financial, commodity and real estate assets2011A model of carbon price interactions with macroeconomic and energy dynamics2009The effects of crude oil shocks on stock market shifts behaviour: A regime switching approach2009Do higher oil prices push the stock market into bear territory?2007On measuring synchronization of bulls and bears: The case of East Asia2003Stock market cycles, financial liberalization and volatility2010Lack of consumer confidence and stock returns2012Revisiting the empirical linkages between stock returns and trading volume