Stock market activity and hormonal cycles

Bershadskii, Alexander (2018): Stock market activity and hormonal cycles.

Abstract

It is shown that the 8 weeks cycle and self-organized criticality at stock markets may have a biological origin related to a 4 weeks hormonal cycle. Threshold triggering mechanism of decision making is responsible for the period doubling (8 weeks instead of 4 weeks) and for the self-organized criticality. The hormonal cycle and the self-organized criticality can serve as stabilizing factors for the stock market fluctuations dynamic.

• Item Type: MPRA Paper
• Language: English
• Keywords: stock market, S&P 500, cycles, hormonal, self-organized criticality
• Subjects: C - Mathematical and Quantitative Methods > C1 - Econometric and Statistical Methods and Methodology: General; G - Financial Economics > G1 - General Financial Markets; G - Financial Economics > G1 - General Financial Markets > G12 - Asset Pricing ; Trading Volume ; Bond Interest Rates

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