Show/Hide Menu
Hide/Show Apps
anonymousUser
Logout
Türkçe
Türkçe
Search
Search
Login
Login
OpenMETU
OpenMETU
About
About
Open Science Policy
Open Science Policy
Communities & Collections
Communities & Collections
Help
Help
Frequently Asked Questions
Frequently Asked Questions
Videos
Videos
Thesis submission
Thesis submission
Publication submission with DOI
Publication submission with DOI
Publication submission
Publication submission
Contact us
Contact us
Stock mechanics: predicting recession in S&P500, DJIA and NASDAQ
Date
2006-03-01
Author
Tuncay, Çağlar
Metadata
Show full item record
This work is licensed under a
Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License
.
Item Usage Stats
13
views
0
downloads
Cite This
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. (C) Central European Science Journals Warsaw and Springer-Verlag Berlin Heidelberg. All rights reserved.
Subject Keywords
Potential and kinetic energy
,
Equations of motion
,
Power law
,
Oscillations
,
Crashes
,
Portfolio growths
URI
https://hdl.handle.net/11511/45875
Journal
CENTRAL EUROPEAN JOURNAL OF PHYSICS
DOI
https://doi.org/10.1007/s11534-005-0006-6
Collections
Department of Physics, Article
Citation Formats
IEEE
ACM
APA
CHICAGO
MLA
BibTeX
Ç. Tuncay, “Stock mechanics: predicting recession in S&P500, DJIA and NASDAQ,”
CENTRAL EUROPEAN JOURNAL OF PHYSICS
, vol. 4, no. 1, pp. 58–72, 2006, Accessed: 00, 2020. [Online]. Available: https://hdl.handle.net/11511/45875.