Retrospective Identification of Bull and Bear Markets: A New, But Simple Algorithm

Author:

Hoepfner Marcel

Publisher

Elsevier BV

Reference13 articles.

1. The shaded areas represent the bear markets which are identified by the IBB algorithm. The non shaded areas represent the identified bull markets. References Bry;G;Figure 6. Identified bull and bear markets for monthly closing prices,1971

2. On measuring synchronization of bulls and bears: The case of east asia;B Candelon;Journal of Banking & Finance,2008

3. Coincident and leading indicators of the stock market;M Chauvet;Journal of Empirical Finance,2000

4. Gold and financial assets: Are there any safe havens in bear markets;V Coudert;Economics Bulletin,2011

5. Defining and dating bull and bear markets: Two centuries of evidence;L Gonzalez;Multinational Finance Journal,2006

Cited by 2 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Trend‐cycle Estimation Using Fuzzy Transform and Its Application for Identifying Bull and Bear Phases in Markets;Intelligent Systems in Accounting, Finance and Management;2020-06-11

2. Gold Price: Trend-Cycle Analysis Using Fuzzy Techniques;Information Processing and Management of Uncertainty in Knowledge-Based Systems;2020

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