Stock volatility predictability in bull and bear markets

Quantitative Finance ◽

10.1080/14697688.2020.1725101 ◽

2020 ◽

Vol 20 (7) ◽

pp. 1149-1167

Author(s):

Xingyi Li ◽

Valeriy Zakamulin

Keyword(s):

Stock Volatility ◽

Bear Markets ◽

Bull And Bear Markets

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Stock Volatility Predictability in Bull and Bear Markets

SSRN Electronic Journal ◽

10.2139/ssrn.3370828 ◽

2019 ◽

Author(s):

Xingyi Li ◽

Valeriy Zakamulin

Keyword(s):

Stock Volatility ◽

Bear Markets ◽

Bull And Bear Markets

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Do Institutional Traders Predict Bull and Bear Markets?

SSRN Electronic Journal ◽

10.2139/ssrn.1930197 ◽

2011 ◽

Author(s):

Bahattin Buyuksahin ◽

Celso Brunetti ◽

Jeffrey H. Harris

Keyword(s):

Bear Markets ◽

Bull And Bear Markets

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Not All Bull and Bear Markets Are Alike: Insights From a Five-State Hidden Semi-Markov Model

SSRN Electronic Journal ◽

10.2139/ssrn.3678004 ◽

2020 ◽

Author(s):

Valeriy Zakamulin

Keyword(s):

Markov Model ◽

Bear Markets ◽

Bull And Bear Markets

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Liquidity Provision of Limit Order Trading in the Futures Market Under Bull and Bear Markets

Journal of Business Finance &amp Accounting ◽

10.1111/j.1468-5957.2009.02140.x ◽

2009 ◽

Vol 36 (7-8) ◽

pp. 1007-1038 ◽

Author(s):

Min-Hsien Chiang ◽

Tsai-Yin Lin ◽

Chih-Hsien Jerry Yu

Keyword(s):

Futures Market ◽

Limit Order ◽

Liquidity Provision ◽

Bear Markets ◽

Limit Order Trading ◽

Bull And Bear Markets

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Bull and bear markets in commodity prices and commodity stocks: Is there a relation?

Resources Policy ◽

10.1016/j.resourpol.2014.10.002 ◽

2015 ◽

Vol 43 ◽

pp. 61-81 ◽

Author(s):

Christos Ntantamis ◽

Jun Zhou

Keyword(s):

Commodity Prices ◽

Bear Markets ◽

Bull And Bear Markets

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Non-linear Causal Linkages of EPU and Gold with Major Cryptocurrencies during Bull and Bear Markets

The North American Journal of Economics and Finance ◽

10.1016/j.najef.2020.101343 ◽

2020 ◽

pp. 101343

Author(s):

Stephanos Papadamou ◽

Nikolaos A. Kyriazis ◽

Panayiotis G. Tzeremes

Keyword(s):

Bear Markets ◽

Bull And Bear Markets

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Weekend gold returns in bull and bear markets

Accounting and Finance ◽

10.1111/j.1467-629x.2012.00497.x ◽

2012 ◽

Vol 53 (3) ◽

pp. 609-622 ◽

Author(s):

Laurence E. Blose ◽

Vijay Gondhalekar

Keyword(s):

Bear Markets ◽

Bull And Bear Markets

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Tests of stability for variances and means of overnight/intraday returns during bull and bear markets

Journal of Banking & Finance ◽

10.1016/0378-4266(90)90012-q ◽

1990 ◽

Vol 14 (6) ◽

pp. 1243-1253 ◽

Author(s):

Larry J. Lockwood ◽

Thomas H. McInish

Keyword(s):

Bear Markets ◽

Bull And Bear Markets

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Oil shocks and equity returns during bull and bear markets: The case of oil importing and exporting nations

Resources Policy ◽

10.1016/j.resourpol.2021.102461 ◽

2022 ◽

Vol 75 ◽

pp. 102461

Author(s):

Salem Adel Ziadat ◽

David G. McMillan ◽

Patrick Herbst

Keyword(s):

Equity Returns ◽

Bear Markets ◽

Bull And Bear Markets

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Retrospective Identification of Bull and Bear Markets: A New, But Simple Algorithm

SSRN Electronic Journal ◽

10.2139/ssrn.3105209 ◽

2018 ◽

Author(s):

Marcel Hoepfner

Keyword(s):

Simple Algorithm ◽

Bear Markets ◽

Bull And Bear Markets

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