Chi, Wei; Brooks, Robert; Bissoondoyal-Bheenick, Emawtee; … - In: Studies in Economics and Finance 33 (2016) 4, pp. 509-531
Purpose This paper aims to investigate Chinese bull and bear markets. The Chinese stock market has experienced a long period of bear cycle from early 2000 until 2006, and then it fluctuated greatly until 2010. However, the cyclical behaviour of stock markets during this period is less well...