A Catastrophe Theory Model modified for the explanation of the evolution/revolution of behavior in the securities market can be classified in the realm of behavioral finance. An early model of the Cusp Catastrophe Model modified to explain speculative crashes appeared in Zeeman (1976, 1977)....

Purpose -The purpose of this paper is to first, test for nonlinearity in Local Indian Exchange Traded Funds (ETFs) listed at NSE, India – NIFTYBEES, JUNIORBEES, BANKBEES, PSUBANKBEES, and INFRABEES – using a battery of nonlinearity tests; second, to ascertain, using both metric and...

Purpose – The purpose of this paper is to first, test for nonlinearity in Local Indian Exchange Traded Funds (ETFs) listed at NSE, India – NIFTYBEES, JUNIORBEES, BANKBEES, PSUBANKBEES, and INFRABEES – using a battery of nonlinearity tests; second, to ascertain, using both metric and...