A METHODOLOGY FOR TREND ANALYSIS OF STOCK EXCHANGE ACTIVITIES, BASED ON INDICATOR SIGNALS AND FREQUENCY VOLATILITY

Authors

Keywords
stock exchange trend analysis, market trend phases, investment activities, stock exchange indicators, signal functions, frequency volatility, coefficient of dynamics

Summary
Different technical and statistical methods and indicators which are usually applied separately are used in market trend analysis. Some of the fundamental principles in technical analysis, as well as a great part of the quantitative indicators are not popular enough. There are unsettled issues regarding the change in the information indicators during the market trend and one can find unexploited potential in the analytical methods, which sets up a necessity for a more thorough and comprehensive study of the primary exchange indicators. Therefore, we propose a comprehensive methodology of market trend analysis, which integrates the signal functions of exchange indicators, statistical variation and frequency volatility by specifying their change throughout the market phases.

JEL: G12; G14; G17
Pages: 19
Price: 2 Points

More titles

  • COMMITMENT AS A CONSTRAINT TO THE PURSUIT OF SELF-INTEREST

    By applying the behavioural economics approach and the findings of the empirical survey we conducted, this paper analyses constraints on the pursuit of self-interest. The objective is to transfer scientific insights about the impact which general rules of morality have on human activities; to establish what moral standards govern the community we ...

  • THE SUSTAINABILITY OF MANAGEMENT STRUCTURES IN BULGARIAN AGRICULTURE LEVEL, FACTORS AND PROSPECTS

    This paper assesses the sustainability of the farms in our country by applying the holistic approach. We first introduce the methods employed in our research and provide a general description of the farms included in it. Then we assess the integral, managerial, economic, social and environmental sustainability of farms in general as well as that ...

  • INSTRUMENTS FOR ENCOURAGING PUBLIC-PRIVATE PARTNERSHIPS IN TRANSPORT INFRASTRUCTURE PROJECTS

    The study presented aims to reveal the potential for expanding and intensifying public-private partnerships (PPPs) in the implementation of transport infrastructure projects. It focuses on the existing instruments for promoting PPPs in transport industry. The article presents an analysis of the European experience and the results from the ...