Identifying Bull and Bear Markets in Japan
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DOI: 10.1007/s10690-011-9143-7
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Cited by:
- Sheng-Ping Yang & Thanh Nguyen, 2019. "Skewness Preference and Asset Pricing: Evidence from the Japanese Stock Market," JRFM, MDPI, vol. 12(3), pages 1-10, September.
- Mai Shibata, 2014. "The Influence of Japan’s Unsecured Overnight Call Rate on Bull and Bear Markets and Market Turns," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 21(4), pages 331-349, November.
- Damien Kunjal & Faeezah Peerbhai & Paul-Francois Muzindutsi, 2021. "The performance of South African exchange traded funds under changing market conditions," Journal of Asset Management, Palgrave Macmillan, vol. 22(5), pages 350-359, September.
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Keywords
Bull and bear markets; Volatility; TOPIX; Markov switching model; Duration;All these keywords.
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