| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5062328 | Economics Letters | 2007 | 5 Pages |
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.
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Wu Yan, John G. Powell, Jing Shi, Wei Xu,