| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 10481352 | Physica A: Statistical Mechanics and its Applications | 2012 | 10 Pages |
Abstract
⺠Regularities in the Dow Jones Industrial Average index are studied by means of a scaling analysis. ⺠Cycles in the range from 4 to 12 year/cycle are found. ⺠A partisan effect in the long-term correlations is found. ⺠Democrats push the DJIA away from efficiency, while Republicans do the opposite.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematical Physics
Authors
J. Alvarez-Ramirez, E. Rodriguez, G. Espinosa-Paredes,