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A Comparative Study of Financial Crises: Fractal Dissection of Investor Rationality (Record no. 130235)
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| 000 -LEADER | |
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| fixed length control field | 02007nam a2200181 4500 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 241114b |||||||| |||| 00| 0 eng d |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Sonali Agarwal |
| 245 ## - TITLE STATEMENT | |
| Title | A Comparative Study of Financial Crises: Fractal Dissection of Investor Rationality |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | p193-209 |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. biblio.abstract | Any non-linear dynamic system can be checked for structural properties only at the time of extremes/crises. Hence, in this research article we tried to investigate stock markets for visible patterns or structures in the vicinity of crashes. We used fractal dimension analysis for studying the volatility of prices and presence of noise and patterns in the time series data of NIFTY, SENSEX and gold. We found change in market predictability of the various time series in the surrounding of crash points. There was measurable change in persistence levels around rupture points. It can be concluded that excessive order in stock markets can choke the markets which then witness crashes to relieve this symmetry and resume randomness for normal functioning. We supported the results with behavioural biases and patterns of investors. The repetitive trading psychology, different intensity of emotions of investors towards their gains and losses, and onset of irrationality and fear leads to worsening of any financial crisis. The crashes can have devastating effects on the economy and the investors. We there have tried to find visible patterns that can serve as warning signals of an approaching crisis. This can be of special assistance to the investors, traders and speculators who enjoy playing in the stock market. |
| 654 ## - SUBJECT ADDED ENTRY--FACETED TOPICAL TERMS | |
| Subject | <a href="Financial Crisis">Financial Crisis</a> |
| -- | <a href="Fractgal Dimension Analysis ">Fractgal Dimension Analysis </a> |
| -- | <a href="Presistence">Presistence</a> |
| -- | <a href="Randomness">Randomness</a> |
| -- | <a href="Hurst exponent ">Hurst exponent </a> |
| -- | <a href="Predictability Index">Predictability Index</a> |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Anshul Vats |
| 773 0# - HOST ITEM ENTRY | |
| Host Biblionumber | 80316 |
| Host Itemnumber | 110091 |
| Place, publisher, and date of publication | New Delhi Sage Publications |
| Title | Vision: The Journal of Business Perspectives |
| International Standard Serial Number | 0972-2629 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | Journal Article |
| 773 0# - HOST ITEM ENTRY | |
| -- | JP350 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| -- | ddc |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Location (home branch) | Sublocation or collection (holding branch) | Date acquired | Koha issues (times borrowed) | Piece designation (barcode) | Koha date last seen | Price effective from | Koha item type |
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| Dewey Decimal Classification | SNDT Juhu | SNDT Juhu | 14/11/2024 | JP350.4 | 14/11/2024 | 14/11/2024 | Journal Article |