147,039 research outputs found
Extracting bull and bear markets from stock returns
No full textTraditional methods used to partition the market index into bull and bear regimes often sort returns ex post based on a deterministic rule. We model the entire return distribution; two states govern the bull regime and two govern the bear regime, allowing for rich and heterogeneous intra-regime dynamics. Our model can capture bear market rallies and bull market corrections. A Bayesian estimation approach accounts for parameter and regime uncertainty and provides probability statements regarding future regimes and returns. Applied to 123 years of data our model provides superior identification of trends in stock prices.Markov switching, bear market rallies, bull market corrections, Gibbs sampling
Bull, L J, 430011
No full textThis record was harvested from a previous catalogue system and will be withdrawn in 2025. Information in this record may be superseded or incomplete. Visit this record in UMA's new catalogue at: https://archives.library.unimelb.edu.au/nodes/view/374596Surname: BULL
Given Name(s) or Initials: L J
Military Service Number or Last Known Location: 430011
Missing, Wounded and Prisoner of War Enquiry Card Index Number: 57251185971
Item: [2016.0049.06904] "Bull, L J, 430011
Bull, A L, 400219
No full textThis record was harvested from a previous catalogue system and will be withdrawn in 2025. Information in this record may be superseded or incomplete. Visit this record in UMA's new catalogue at: https://archives.library.unimelb.edu.au/nodes/view/374593Surname: BULL
Given Name(s) or Initials: A L
Military Service Number or Last Known Location: 400219
Missing, Wounded and Prisoner of War Enquiry Card Index Number: 4956185968
Item: [2016.0049.06901] "Bull, A L, 400219
Duration Dependence in Stock Prices: An Analysis of Bull and Bear Markets
No full textThis paper investigates the presence of bull and bear market states in stock price dynamics. A new definition of bull and bear market states based on sequences of stopping times tracing local peaks and troughs in stock prices is proposed. Duration dependence in stock prices is investigated through posterior mode estimates of the hazard function in bull and bear markets. We find that the longer a bull market has lasted, the lower is the probability that it will come to a termination. In contrast, the longer a bear market has lasted, the higher is its termination probability. Interest rates are also found to have an important effect on cumulated changes in stock prices: increasing interest rates are associated with an increase in bull market hazard rates and a decrease in bear market hazard rates.
Letter from John A. Driebelbis to A. B. Greenwood with letter from Banks & Bull, 1861
No full textEncloses two letters from Banks & Bull relative to certain checks given to them by late Agent H. L. Ford and copy of his reply
The Glebe Rowing Club polka [music] /
No full textFor piano.; "Dedicated to the members of the Glebe Rowing Club".; Cover title.; Also available online http://nla.gov.au/nla.mus-vn3309860
Bull, L J (Leo Joseph), NX40594
No full textThis record was harvested from a previous catalogue system and will be withdrawn in 2025. Information in this record may be superseded or incomplete. Visit this record in UMA's new catalogue at: https://archives.library.unimelb.edu.au/nodes/view/374603Surname: BULL
Given Name(s) or Initials: L J (LEO JOSEPH)
Military Service Number or Last Known Location: NX40594
Missing, Wounded and Prisoner of War Enquiry Card Index Number: 33393185978
Item: [2016.0049.06911] "Bull, L J (Leo Joseph), NX40594
Child-related characteristics predicting subsequent health-related quality of life in 8- to 14-year-old children with and without cerebellar tumors: a prospective longitudinal study
No full textBackgroundWe identified child-related determinants of health-related quality of life (HRQoL) in children aged 8–14 years who were treated for 2 common types of pediatric brain tumors. MethodsQuestionnaire measures of HRQoL and psychometric assessments were completed by 110 children on 3 occasions over 24 months. Of these 110, 72 were within 3 years of diagnosis of a cerebellar tumor (37 standard-risk medulloblastoma, 35 low-grade cerebellar astrocytoma), and 38 were in a nontumor group. HRQoL, executive function, health status, and behavioral difficulties were also assessed by parents and teachers as appropriate. Regression modeling was used to relate HRQoL z scores to age, sex, socioeconomic status, and 5 domains of functioning: Cognition, Emotion, Social, Motor and Sensory, and Behavior. ResultsHRQoL z scores were significantly lower after astrocytoma than those in the nontumor group and significantly lower again in the medulloblastoma group, both by self-report and by parent-report. In regression modeling, significant child-related predictors of poorer HRQoL z scores by self-report were poorer cognitive and emotional function (both z scores) and greater age (years) at enrollment (B = 0.038, 0.098, 0.136, respectively). By parent-report, poorer cognitive, emotional and motor or sensory function (z score) were predictive of lower subsequent HRQoL of the child (B = 0.043, 0.112, 0.019, respectively), while age at enrollment was not. ConclusionsEarly screening of cognitive and emotional function in this age group, which are potentially amenable to change, could identify those at risk of poor HRQoL and provide a rational basis for interventions to improve HRQoL
Does Beta React to Market Conditions? Estimates of Bull and Bear Betas using a Nonlinear Market Model with an Endogenous Threshold Parameter
No full textWe apply a logistic smooth transition market model (LSTM) to a sample of returns on Australian industry portfolios to investigate whether bull and bear market betas differ. Unlike other studies, our LSTM model allows for smooth transition between bull and bear states and allows the data to determine the threshold value. The estimated value of the smoothness parameter was very large for all industries implying that transition is abrupt. Therefore we estimated the threshold as a parameter along with the two betas in a dual beta market (DBM) framework using a sequential conditional least squares (SCLS) method. Using Lagrange Multiplier type tests of linearity, and the SCLS method our results indicate that for all but two industries the bull and bear betas are significantly different.Logistic Smooth Transition Market Model (LSTM); Sequential Conditional Least Squares (SCLS); Linearity Tests; Bull/Bear Betas
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