This research paper investigates the stock market movements and linkages between the Asian emerging markets (China, India, Indonesia, Korea, Malaysia, Philippines, Taiwan and Thailand) and two developed markets (i.e. USA and Japan). This study employs the statistical application of descriptive...

Prediction of financial markets, especially prediction of highly volatile stochastic stock market indices, plays a crucial role in identifying profitable investment avenues by the financial investors at large. The investing community encompasses retail investors, financial institutions,...

This research paper investigates the stock market movements and linkages between the Asian emerging markets (China, India, Indonesia, Korea, Malaysia, Philippines, Taiwan and Thailand) and two developed markets (i.e. USA and Japan). This study employs the statistical application of descriptive...

Calendar Anomalies in the stock market are those patterns that cannot be explained by traditional asset pricing models. Examples of such patterns include the January Effect, the Day-of-the-Week Effect, and the Week of the Month Effects. These anomalies allow investors to develop trading...

Fractal Analysis assesses the fractal characteristics of data. It consists of several methods to assign a fractal dimension and other fractal characteristics in a data set which may be a theoretical data set or a pattern of signals extracted from phenomena including natural geometric objects,...

Stock Market refers to a market place where investors buy and sell stock. The National Stock Exchange is the largest stock exchange in India in terms of daily turnover and trading volume in both equity and derivative trading. An efficient market is one in which the market price of a security is...