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A simple framework for analysing bull and bear markets
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Outgoing claims: the papers this work cites, builds on, or argues with.
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Real Business Cycles and the Test of the Adelmans
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The econometrics of financial markets
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Inventories and the Three Phases of the Business Cycle
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Duration-Dependent Transitions in a Markov Model of U.S. GNP Growth
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Identifying Bull and Bear Markets in Stock Returns
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Explaining the Poor Performance of Consumption‐based Asset Pricing Models
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A Preference Regime Model of Bull and Bear Markets
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Asset Pricing with Distorted Beliefs: Are Equity Returns Too Good to Be True?
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Business Cycle Durations and Postwar Stabilization of the U.S. Economy
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Monetary policy and stock returns: Financing constraints and asymmetries in bull and bear markets
inferred← citeshttps://doi.org/10.1016/j.jempfin.2011.01.004openalex-snapshot
Stock market momentum, business conditions, and GARCH option pricing models
inferred← citeshttps://doi.org/10.1016/j.jempfin.2014.11.005openalex-snapshot
Do stock returns rebound after bear markets? An empirical analysis from five OECD countries
inferred← citeshttps://doi.org/10.1016/j.jempfin.2015.09.001openalex-snapshot
Predicting exchange rate cycles utilizing risk factors
inferred← citeshttps://doi.org/10.1016/j.jempfin.2021.07.010openalex-snapshot
Investor sentiment and stock returns: Global evidence
inferred← citeshttps://doi.org/10.1016/j.jempfin.2022.12.014openalex-snapshot
Can we forecast better in periods of low uncertainty? The role of technical indicators
inferred← citeshttps://doi.org/10.1016/j.jenvman.2024.122227openalex-snapshot
Environmentally clean and dirty energy equities during extraordinary global conditions
inferred← citeshttps://doi.org/10.1016/j.jfs.2026.101547openalex-snapshot
When opinions collide：Investor sentiment divergence and stock liquidity
inferred← citeshttps://doi.org/10.1016/j.jhe.2013.06.001openalex-snapshot
How long do housing cycles last? A duration analysis for 19 OECD countries
inferred← citeshttps://doi.org/10.1016/j.jimonfin.2003.09.011openalex-snapshot
Stock market cycles, financial liberalization and volatility
inferred← citeshttps://doi.org/10.1016/j.jimonfin.2012.12.002openalex-snapshot
On the persistence and volatility in European, American and Asian stocks bull and bear markets
inferred← citeshttps://doi.org/10.1016/j.jmoneco.2015.09.010openalex-snapshot
Long-run bulls and bears
inferred← citeshttps://doi.org/10.1016/j.jmse.2022.10.004openalex-snapshot
Changes in firm profitability, heterogeneous investor beliefs, and stock returns
inferred← citeshttps://doi.org/10.1016/j.najef.2013.07.001openalex-snapshot
Anchoring effect on foreign institutional investors’ momentum trading behavior: Evidence from the Taiwan stock market
inferred← citeshttps://doi.org/10.1016/j.najef.2018.12.007openalex-snapshot
Testing the performance of technical analysis and sentiment-TAR trading rules in the Malaysian stock market
inferred← citeshttps://doi.org/10.1016/j.najef.2020.101187openalex-snapshot
Compensation for illiquidity in China: Evidence from an alternative measure
inferred← citeshttps://doi.org/10.1016/j.najef.2020.101263openalex-snapshot
The momentum and reversal effects of investor sentiment on stock prices
inferred← citeshttps://doi.org/10.1016/j.najef.2021.101525openalex-snapshot
Economic policy uncertainty and stock market returns: New evidence
inferred← citeshttps://doi.org/10.1016/j.najef.2021.101629openalex-snapshot
Contagion testing in frontier markets under alternative stressful S&P 500 market scenarios
inferred← citeshttps://doi.org/10.1016/j.najef.2022.101792openalex-snapshot
Hard to arbitrage, hard for analysts to forecast
inferred← citeshttps://doi.org/10.1016/j.najef.2025.102464openalex-snapshot
Do oil price changes contain useful predictive information about the U.S. bear stock market?
inferred← citeshttps://doi.org/10.1016/j.omega.2024.103272openalex-snapshot
Intelligent decision making and risk management in stock index futures markets under the influence of global geopolitical volatility
inferred← citeshttps://doi.org/10.1016/j.pacfin.2013.12.003openalex-snapshot
Spillover effect of US monetary policy to ASEAN stock markets: Evidence from Indonesia, Singapore, and Thailand
inferred← citeshttps://doi.org/10.1016/j.pacfin.2020.101352openalex-snapshot
Does herding behavior exist in the Mongolian stock market?
inferred← citeshttps://doi.org/10.1016/j.pacfin.2021.101568openalex-snapshot
Limited attention, managerial multitasking, and hedge fund performance in China
inferred← citeshttps://doi.org/10.1016/j.pacfin.2023.101980openalex-snapshot
Financial stress and returns predictability: Fresh evidence from China
inferred← citeshttps://doi.org/10.1016/j.pacfin.2024.102251openalex-snapshot
Market memory, advance reaction, and retail investor herding
inferred← citeshttps://doi.org/10.1016/j.pacfin.2024.102520openalex-snapshot
Social media sentiment contagion and stock price jumps and crashes
inferred← citeshttps://doi.org/10.1016/j.pacfin.2025.102906openalex-snapshot
Ownership acceleration and the volume volatility-return link: Evidence from China
inferred← citeshttps://doi.org/10.1016/j.pacfin.2025.103002openalex-snapshot
Information diffusion through weighted positive causal networks: Evidence from pair-based trading strategy in China
inferred← citeshttps://doi.org/10.1016/j.physa.2018.07.029openalex-snapshot
Market efficiency of Baltic stock markets: A fractional integration approach
inferred← citeshttps://doi.org/10.1016/j.physa.2018.08.030openalex-snapshot
Asymmetric market efficiency using the index-based asymmetric-MFDFA
inferred← citeshttps://doi.org/10.1016/j.physa.2018.09.028openalex-snapshot
Measuring stock market resiliency with Discrete Fourier Transform for high frequency data
inferred← citeshttps://doi.org/10.1016/j.physa.2018.09.080openalex-snapshot
Empirical distributions of stock returns: Mixed normal or kernel density?
inferred← citeshttps://doi.org/10.1016/j.physa.2019.121732openalex-snapshot
How persistent and dynamic inter-dependent are pricing of Bitcoin to other cryptocurrencies before and after 2017/18 crash?
inferred← citeshttps://doi.org/10.1016/j.physa.2019.122056openalex-snapshot
The correlation structure in the international stock markets during global financial crisis
inferred← citeshttps://doi.org/10.1016/j.physa.2019.122413openalex-snapshot
Estimation of intraday stock market resiliency: Short-Time Fourier Transform approach
inferred← citeshttps://doi.org/10.1016/j.physa.2019.122515openalex-snapshot
Portfolio strategy of International crude oil markets: A study based on multiwavelet denoising-integration MF-DCCA method
inferred← citeshttps://doi.org/10.1016/j.physa.2026.131594openalex-snapshot
Forecasting financial cascades: A heterogeneous agent-based approach with Tsallis entropy
inferred← citeshttps://doi.org/10.1016/j.procs.2013.05.034openalex-snapshot
The Market Status Tendency, the Corporation Specified Information, and the Market Announcement Effect of M&A
inferred← citeshttps://doi.org/10.1016/j.qref.2005.04.001openalex-snapshot
Introducing non-linear dynamics to the two-regime market model: Evidence
inferred← citeshttps://doi.org/10.1016/j.qref.2017.08.002openalex-snapshot
Faster learning in troubled times: How market conditions affect the disposition effect
inferred← citeshttps://doi.org/10.1016/j.qref.2017.08.003openalex-snapshot
Does oil product pricing reform increase returns and uncertainty in the Chinese stock market?
inferred← citeshttps://doi.org/10.1016/j.resourpol.2014.10.002openalex-snapshot
Bull and bear markets in commodity prices and commodity stocks: Is there a relation?
inferred← citeshttps://doi.org/10.1016/j.resourpol.2021.102162openalex-snapshot
Clustering commodity markets in space and time: Clarifying returns, volatility, and trading regimes through unsupervised machine learning
inferred← citeshttps://doi.org/10.1016/j.resourpol.2023.103339openalex-snapshot
Transmission of risks between energy and agricultural commodities: Frequency time-varying VAR, asymmetry and portfolio management
inferred← citeshttps://doi.org/10.1016/j.ribaf.2009.10.001openalex-snapshot
Mean reversion in stock market prices: New evidence based on bull and bear markets
inferred← citeshttps://doi.org/10.1016/j.ribaf.2021.101603openalex-snapshot
Identifying bull and bear market regimes with a robust rule-based method
inferred← citeshttps://doi.org/10.1016/j.ribaf.2023.101942openalex-snapshot
Institutional investor information network, analyst forecasting and stock price crash risk
inferred← citeshttps://doi.org/10.1016/j.ribaf.2025.103021openalex-snapshot
Stock illiquidity and economic policy uncertainty in Chinese security market
inferred← citeshttps://doi.org/10.1016/j.rser.2015.02.025openalex-snapshot
Are China’s new energy stock prices driven by new energy policies?
inferred← citeshttps://doi.org/10.1016/j.techfore.2020.120195openalex-snapshot
Asymmetric correlation and hedging effectiveness of gold & cryptocurrencies: From pre-industrial to the 4th industrial revolution✰
inferred← citeshttps://doi.org/10.1016/s2212-5671(13)00213-xopenalex-snapshot
Monetary Policy and Stock Market Volatility in the ASEAN5: Asymmetries Over Bull and Bear Markets
inferred← citeshttps://doi.org/10.1016/s2212-5671(14)00735-7openalex-snapshot
Direct Identification of Crisis Periods on the CEE Stock Markets: The Influence of the 2007 U.S. Subprime Crisis
inferred← citeshttps://doi.org/10.1017/9781108974899openalex-snapshot
How Novelty and Narratives Drive the Stock Market
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