๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Two centuries of bull and bear market cycles

โœ Scribed by Liliana Gonzalez; John G. Powell; Jing Shi; Antony Wilson


Book ID
113664101
Publisher
Elsevier Science
Year
2005
Tongue
English
Weight
369 KB
Volume
14
Category
Article
ISSN
1059-0560

No coin nor oath required. For personal study only.


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โœ Adrian R. Pagan; Kirill A. Sossounov ๐Ÿ“‚ Article ๐Ÿ“… 2003 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 375 KB

## Abstract Bull and bear markets are a common way of describing cycles in equity prices. To fully describe such cycles one would need to know the data generating process (DGP) for equity prices. We begin with a definition of bull and bear markets and use an algorithm based on it to sort a given ti