Journal article
Components of Bull and Bear Markets: Bull Corrections and Bear Rallies
Abstract
Existing methods of partitioning the market index into bull and bear
regimes do not identify market corrections or bear market rallies. In
Authors
Maheu JM; McCurdy TH; Song Y
Journal
Journal of Business & Economic Statistics, Vol. 30, No. 3, pp. 391–403
Publication Date
February 2012