Predicting the Bear Stock Market: Macroeconomic Variables as Leading Indicators

By Shiu‐Sheng Chen. 2009

259 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/a957fe815afc0f4ceeb13bacbe3e1f4a0e8f779d

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Elie Bouri
2. Rangan Gupta
3. David Roubaud
4. Mahamitra Das
5. Andrew Urquhart
6. Brian M. Lucey
7. Qiang Ji
8. Muhammad Shahbaz

In Finance

1. Rangan Gupta
2. David Roubaud
3. Elie Bouri
4. Mahamitra Das
5. Andrew Urquhart
6. Brian M. Lucey
7. Qiang Ji
8. L. Yarovaya

Citations in the corpus

• Investor Sentiment and the Stock Market’s Reaction to Monetary Policy (2010, unknown): “Similar Markov-switching models are used in Chen (2009) and Henry (2009).”
• Spillovers between Bitcoin and other assets during bear and bull markets (2018, background): “As Chen (2009) suggested, the threshold value was set to zero for both returns to define the bull and bear market conditions.”