SSRNTrading, Microstructure & Execution
Stock Market Cycles
A new methodology identifies bear and bull markets by bandwidth calibration, finding median durations of 74 and 294 days, and fits regime-switching models on cumulative rather than daily returns.
Featured in No. 136 on 23 Oct 2026 · 2 days after release
- Released
- 21 Oct 2026
- First featured
- No. 136 · 23 Oct 2026
- Published in
- Not yet, as far as Semantic Scholar knows
- Fanfare
- 3 of 5
- Identifier
- SSRN 7649303
- Authors
- Lieven Baele and Geert Bekaert
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).