Chinese Stock Market Cyclical Regimes: 1991-2006
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.
|Collections||ANU Research Publications|
|01_Yan_Chinese_Stock_Market_Cyclical_2007.pdf||110.09 kB||Adobe PDF||Request a copy|
Items in Open Research are protected by copyright, with all rights reserved, unless otherwise indicated.