Stock mechanics: predicting recession in S&P500, DJIA, and NASDAQ

A. Johansen; A. Johansen; A. Johansen; A. Johansen; B.D. Malamud; D. Sornette; D. Sornette; D. Sornette; D. Sornette; D. Sornette; G. Zipf; H. Saleur; J. Laherrèere; J.-P. Bouchaud; J.-P. Bouchaud; J.-P. Bouchaud; J.-P. Bouchaud; J.A. Feigenbaum; K. Ide; P. Gopikrishnan; P. Gopikrishnan; R. Cont; S. Drożdż; S. Drożdż; V. Pareto; W.-X. Zhou; W.-X. Zhou; W.I. Newman; X. Gabaix; X. Gabaix; Y. Huang

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Stock mechanics: predicting recession in S&P500, DJIA, and NASDAQ

Authors: A. Johansen
A. Johansen
A. Johansen
A. Johansen
B.D. Malamud
D. Sornette
D. Sornette
D. Sornette
D. Sornette
D. Sornette
G. Zipf
H. Saleur
J. Laherrèere
J.-P. Bouchaud
J.-P. Bouchaud
J.-P. Bouchaud
J.-P. Bouchaud
J.A. Feigenbaum
K. Ide
P. Gopikrishnan
P. Gopikrishnan
R. Cont
S. Drożdż
S. Drożdż
V. Pareto
W.-X. Zhou
W.-X. Zhou
W.I. Newman
X. Gabaix
X. Gabaix
Y. Huang
Publication date: 10 June 2005
Publisher: 'Springer Science and Business Media LLC'
Doi

Abstract

An original method, assuming potential and kinetic energy for prices and conservation of their sum is developed for forecasting exchanges. Connections with power law are shown. Semiempirical applications on S&P500, DJIA, and NASDAQ predict a coming recession in them. An emerging market, Istanbul Stock Exchange index ISE-100 is found involving a potential to continue to rise.Comment: 14 pages, 4 figure

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