Chinese stock market cyclical regimes: 1991-2006

Wu Yan; John G. Powell; Jing Shi; Wei Xu

doi:10.1016/j.econlet.2007.03.014

Chinese stock market cyclical regimes: 1991-2006

Wu Yan, John G. Powell, Jing Shi^*, Wei Xu

^*Corresponding author for this work

Department of Applied Finance

Research output: Contribution to journal › Article › peer-review

29 Citations (Scopus)

Abstract

Chinese bull and bear market regimes are objectively identified and their statistical properties outlined. Chinese market cycles are extremely pronounced but have moderated as the market matures. Ex-ante trading rule tests indicate the usefulness of regime identification for Chinese investors.

Original language	English
Pages (from-to)	235-239
Number of pages	5
Journal	Economics Letters
Volume	97
Issue number	3
DOIs	https://doi.org/10.1016/j.econlet.2007.03.014
Publication status	Published - Dec 2007

Keywords

stock market cycles
bull and bear market regimes
turning points

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10.1016/j.econlet.2007.03.014

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title = "Chinese stock market cyclical regimes: 1991-2006",

abstract = "Chinese bull and bear market regimes are objectively identified and their statistical properties outlined. Chinese market cycles are extremely pronounced but have moderated as the market matures. Ex-ante trading rule tests indicate the usefulness of regime identification for Chinese investors.",

keywords = "stock market cycles, bull and bear market regimes, turning points",

author = "Wu Yan and Powell, \{John G.\} and Jing Shi and Wei Xu",

year = "2007",

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AU - Yan, Wu

AU - Powell, John G.

AU - Shi, Jing

AU - Xu, Wei

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AB - Chinese bull and bear market regimes are objectively identified and their statistical properties outlined. Chinese market cycles are extremely pronounced but have moderated as the market matures. Ex-ante trading rule tests indicate the usefulness of regime identification for Chinese investors.

KW - stock market cycles

KW - bull and bear market regimes

KW - turning points

UR - https://www.scopus.com/pages/publications/34548664364

U2 - 10.1016/j.econlet.2007.03.014

DO - 10.1016/j.econlet.2007.03.014

M3 - Article

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VL - 97

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JO - Economics Letters

JF - Economics Letters

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Chinese stock market cyclical regimes: 1991-2006

Abstract

Keywords

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