scholarly journals Predictability of Bull and Bear Markets: A New Look at Forecasting Stock Market Regimes (and Returns) in the Us

2021 ◽  
Author(s):  
Felix Haase ◽  
Matthias Neuenkirch
Keyword(s):  
Stock Market ◽  
Bear Markets ◽  
The Us ◽  
Market Regimes ◽  
Bull And Bear Markets ◽  
New Look

Intraday Stock Market Behavior After Shocks: The Importance of Bull and Bear Markets in Spain

2014 ◽  
Vol 15 (2) ◽  
pp. 144-159 ◽  
Author(s):  
Jose Luis Miralles-Marcelo ◽  
Jose Luis Miralles-Quiros ◽  
Maria del Mar Miralles-Quiros
Keyword(s):  
Stock Market ◽  
Market Behavior ◽  
Bear Markets ◽  
Bull And Bear Markets

Classifying Chinese bull and bear markets: indices and individual stocks

2016 ◽  
Vol 33 (4) ◽  
pp. 509-531 ◽  
Author(s):  
Wei Chi ◽  
Robert Brooks ◽  
Emawtee Bissoondoyal-Bheenick ◽  
Xueli Tang
Keyword(s):  
Stock Market ◽  
Stock Prices ◽  
Stock Markets ◽  
Chinese Stock Market ◽  
Markov Switching Model ◽  
Content Type ◽  
Bear Market ◽  
Bear Markets ◽  
Cyclical Behaviour ◽  
Bull And Bear Markets

Purpose This paper aims to investigate Chinese bull and bear markets. The Chinese stock market has experienced a long period of bear cycle from early 2000 until 2006, and then it fluctuated greatly until 2010. However, the cyclical behaviour of stock markets during this period is less well established. This paper aims to answer the question why the Chinese stock market experienced a long duration of bear market and what factors would have impacted this cyclical behaviour. Design/methodology/approach By comparing the intervals of bull and bear markets between stocks and indices based on a Markov switching model, this paper examines whether different industries or A- and B-share markets could lead to different stock market cyclical behaviour and whether firm size can determine the relationship between the firm stock cycles on the market cycles. Findings This paper finds a high degree of overlapping of bear cycles between stocks and indices and a high level of overlapping between the bear market and a fraction of stock with increasing stock prices. This leads to the conclusion that the stock performance and trading behaviour are widely diversified. Furthermore, the paper finds that the same industry may have different overlapping intervals of bull or bear cycles in the Shanghai and Shenzhen stock markets. Firms with different sizes could have different overlapping intervals with bull or bear cycles. Originality/value This paper fills the literature gap by establishing the cyclical behaviour of stock markets.

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