Peculiar statistical properties of Chinese stock indices in bull and bear market phases

Physica A: Statistical Mechanics and its Applications

Volumn 388, Issue 6, 2009, Pages 891-899

  Zhou, W C ^a   Xu, H C ^a   Cai, Z Y ^a   Wei, J R ^a   Zhu, X Y ^a   Wang, W ^a   Zhao, L ^a   Huang, J P ^a  

^a FUDAN UNIVERSITY   (China)

Author keywords

Bull and bear markets; Chinese stock market; Price's log return

Indexed keywords

DISTRIBUTION FUNCTIONS; FINANCIAL MARKETS;

AUTOCORRELATION FUNCTIONS; BULL AND BEAR MARKETS; CHINESE STOCK MARKET; CUMULATIVE DISTRIBUTION FUNCTION; LONG-TERM CORRELATIONS; NEGATIVE CORRELATION; PRICE'S LOG-RETURN; STATISTICAL PROPERTIES;

COMMERCE;

EID: 58149333135     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2008.11.028     Document Type: Article

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