Structural change test in duration of bull and bear markets

Detalhes bibliográficos
Autor(a) principal: Nicolau, João
Data de Publicação: 2016
Tipo de documento: Artigo
Idioma: eng
Título da fonte: Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
Texto Completo: http://hdl.handle.net/10400.5/27518
Resumo: We propose a recursive test to analyze structural changes in duration of bull and bear markets. Using the Dow Jones Industrial Average index, we detected a single structural break in the bull market duration in April, 1942.
id RCAP_6671a06d20f39ac7e968654d9898cf1c
oai_identifier_str oai:www.repository.utl.pt:10400.5/27518
network_acronym_str RCAP
network_name_str Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
repository_id_str 7160
spelling Structural change test in duration of bull and bear marketsBull and Bear Market CyclesStructural ChangeDuration of Bull and Bear MarketWe propose a recursive test to analyze structural changes in duration of bull and bear markets. Using the Dow Jones Industrial Average index, we detected a single structural break in the bull market duration in April, 1942.Elsevier B.V.Repositório da Universidade de LisboaNicolau, João2023-03-28T11:01:29Z20162016-01-01T00:00:00Zinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articleapplication/pdfhttp://hdl.handle.net/10400.5/27518engNicolau, João .(2016). “Structural change test in duration of bull and bear markets”. Economics Letters, Volume 146, pp. 64-67 . (Search PDF in 2023)0165-176510.1016/j.econlet.2016.07.022info:eu-repo/semantics/openAccessreponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãoinstacron:RCAAP2023-04-02T01:34:53Zoai:www.repository.utl.pt:10400.5/27518Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-19T17:48:22.176534Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãofalse
dc.title.none.fl_str_mv Structural change test in duration of bull and bear markets
title Structural change test in duration of bull and bear markets
spellingShingle Structural change test in duration of bull and bear markets
Nicolau, João
Bull and Bear Market Cycles
Structural Change
Duration of Bull and Bear Market
title_short Structural change test in duration of bull and bear markets
title_full Structural change test in duration of bull and bear markets
title_fullStr Structural change test in duration of bull and bear markets
title_full_unstemmed Structural change test in duration of bull and bear markets
title_sort Structural change test in duration of bull and bear markets
author Nicolau, João
author_facet Nicolau, João
author_role author
dc.contributor.none.fl_str_mv Repositório da Universidade de Lisboa
dc.contributor.author.fl_str_mv Nicolau, João
dc.subject.por.fl_str_mv Bull and Bear Market Cycles
Structural Change
Duration of Bull and Bear Market
topic Bull and Bear Market Cycles
Structural Change
Duration of Bull and Bear Market
description We propose a recursive test to analyze structural changes in duration of bull and bear markets. Using the Dow Jones Industrial Average index, we detected a single structural break in the bull market duration in April, 1942.
publishDate 2016
dc.date.none.fl_str_mv 2016
2016-01-01T00:00:00Z
2023-03-28T11:01:29Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
format article
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://hdl.handle.net/10400.5/27518
url http://hdl.handle.net/10400.5/27518
dc.language.iso.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv Nicolau, João .(2016). “Structural change test in duration of bull and bear markets”. Economics Letters, Volume 146, pp. 64-67 . (Search PDF in 2023)
0165-1765
10.1016/j.econlet.2016.07.022
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.publisher.none.fl_str_mv Elsevier B.V.
publisher.none.fl_str_mv Elsevier B.V.
dc.source.none.fl_str_mv reponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
instacron:RCAAP
instname_str Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
instacron_str RCAAP
institution RCAAP
reponame_str Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
collection Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
repository.name.fl_str_mv Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
repository.mail.fl_str_mv
_version_ 1799131566781235200

Registros relacionados