Stock mechanics: Predicting recession in S&P500, DJIA and NASDAQ

• Autorzy: Çağlar Tuncay
• Języki publikacji: EN

Abstrakty

EN

Proposed in this paper is an original method assuming potential and kinetic energies for prices and for the conservation of their sum that has been developed for forecasting exchanges. Connections with a power law are shown. Semiempirical applications on the S&P500, DJIA, and NASDAQ predict a forthcoming recession in them. An emerging market, the Istanbul Stock Exchange index ISE-100 is found harboring a potential to continue to rise.

Słowa kluczowe

EN

Potential and kinetic energy; equations of motion; power law; oscillations; crashes; portfolio growths; 89.65.Gh

• Czasopismo: Open Physics
• Rocznik: 2006
• Tom: 4
• Numer: 1
• Strony: 58-72

Daty

wydano

2006-03-01

online

2006-03-01

Twórcy

autor

Çağlar Tuncay

• Department of Physics, Middle East Technical University, 06531, Ankara, Turkey,

Bibliografia

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• [34] For detailed information about NYSE shares and indices, URL: http://biz.yahoo.com/i/.
• [35] For detailed information about ISE, URL: http://www.imkb.gov.tr/sirket/sirketler_y_2003.thm.

Identyfikatory

DOI

10.1007/s11534-005-0006-6