Work

The Divergence Cyclicality

Year: 2010

Type: preprint

Abstract: Divergence is an understudied subject loosely defined as an unpredictable random error. The classification of divergences as small or large is also at the heart of efficient or inefficient market theory debate. This paper explains how divergence is cyclical and can be quantified and used as a predictive model.

Source: SSRN Electronic Journal

Authors: Mukul Pal, Ioan Alin Nistor

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2216528636

Cites:

Cited by: 2

Related to: 10