Financial Market Analysis Can Go Mad (in the Search for Irrational Behaviour During the South Sea Bubble)

2006 ◽  
Author(s):  
Gary S. Shea
Keyword(s):  
Financial Market ◽  
Market Analysis ◽  
The South ◽  
South Sea ◽  
Irrational Behaviour ◽  
Financial Market Analysis

scholarly journals Behavior of financial markets efficiency during the financial market crisis: 2007 – 2009

2014 ◽  
Vol 11 (2) ◽  
pp. 473-487 ◽  
Author(s):  
Ronald Henry Mynhardt ◽  
Alexey Plastun ◽  
Inna Makarenko
Keyword(s):  
Financial Markets ◽  
Market Efficiency ◽  
Financial Market ◽  
Hurst Exponent ◽  
Developed Countries ◽  
Market Analysis ◽  
Financial Market Crisis ◽  
Financial Market Analysis

This paper examines the behavior of financial markets efficiency during the recent financial market crisis. Using the Hurst exponent as a criterion of market efficiency we show that level of market efficiency is different for pre-crisis and crisis periods. We also classify financial markets of different countries by the level of their efficiency and reaffirm that financial markets of developed countries are more efficient than the developing ones. Based on Ukrainian financial market analysis we show the reasons of inefficiency of financial markets and provide some recommendations on their solution and thus improving the efficiency.

Robert Engle and Clive Granger: New Spheres of Economic Research (Nobel Prize in Economics 2003)

2004 ◽  
pp. 37-48
Author(s):  
G. Kantorovich ◽  
M. Touruntseva
Keyword(s):  
Time Series ◽  
Financial Market ◽  
Nobel Prize ◽  
Financial Time Series ◽  
Market Analysis ◽  
Time Series Model ◽  
Economic Research ◽  
Estimation Methods ◽  
Financial Time ◽  
Financial Market Analysis

This paper is dedicated to the achievements of Robert Engle and Clive Granger which allowed to overcome a serious crisis in macroeconomics and financial market analysis. The main concepts of cointegration theory and different estimation methods of cointegration equations are considered in the first part of the paper. The areas of application of cointegration theory and possible extensions are briefly described as well. The financial time series model with conditional heteroskedastisity is analyzed in the second part of the paper. The main prerequisites of the method suggested by R. Engle are formulated and its extensions and areas of application are defined.

scholarly journals Financial Market Analysis of Bombay Stock Exchange using an Agent Based Model

2010 ◽  
Vol 8 (13) ◽  
pp. 37-42 ◽  
Author(s):  
PN Kumar ◽  
Rahul.G Seshadri ◽  
A Hariharan. ◽  
VP Mohandas
Keyword(s):  
Financial Market ◽  
Stock Exchange ◽  
Market Analysis ◽  
Agent Based Model ◽  
Agent Based ◽  
Financial Market Analysis

scholarly journals Candlestick Technical Analysis on Select Indian Stocks: Pattern detection and Efficiency Statistics

2019 ◽  
Vol 9 (2) ◽  
pp. 3140-3143
Keyword(s):  
Financial Markets ◽  
Financial Market ◽  
Communication Technology ◽  
Technical Analysis ◽  
Market Analysis ◽  
Fixed Income ◽  
Fixed Income Securities ◽  
Order Preference ◽  
Information And Communication ◽  
Financial Market Analysis

Financial markets generate vast data every trading day. There are markets for equity shares, commodities, fixed income securities and currencies etc. Further, we do have organised markets for financial ddderivatives. The exponential growth of financial markets isthe order of the modern-day. Developments in information and communication technology (ICT) helped the growth of financial markets and its operations to greater heights. One of the financial market analysis is Candlestick Technical analysis also is known as Japanese candlestick charting. It is the oldest form of financial market analysis originated in japan. This study measured the occurrence and tested the efficiency of various bullish reversal candlestick patterns on 17 stocks of India’s leading stock market benchmark index NIFTY 50 for the period of 16 years from 2000 to 2015.Data mining with backtesting methodology is used to find the top 10 candlestick patterns with respect to the frequency of occurrence during the study period. The efficiency profitability is analysed using Technique for Order Preference by Similarity to Ideal Solution (TOPSIS) method , a multi-criteria decision making (MCDM) method on the backtested results for the 5-day holding period.The results of the study show that hammer (HMR), long engulfing pattern (LEB) and Rising window (RSW) are the top three ranked candlestick patterns.

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