文章基本信息

标题：Fractal Market Hypothesis in Indian Stock Market
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作者：Krishna Kumar Singh ; Dr. Priti Dimri ; Madhu Rawat 等
期刊名称：International Journal of Advanced Research In Computer Science and Software Engineering
印刷版ISSN：2277-6451
电子版ISSN：2277-128X
出版年度：2013
卷号：3
期号：11
出版社：S.S. Mishra
摘要：In current market scenario, capital market largely relies upon Efficient Ma rket Hypothesis (EMH) but other existing hypothesis like Heterogeneous Market Hypothesis (HMH), Arbitrage pricing Theory (APT), Capital Asset Pricing Model (CAPM), Fractal Market Hypothesis (FMH), etc. are equally good and if numerical values and formulae are developed then prediction of the market will become much easier. Financial markets of the third and fourth world countries are relatively untouched with these methods because of various reasons. In this paper, considering the prices of State Bank of India (SBI) from Indian capital market is being analyzed using Fractal Market Hypothesis which is non-linear, complex, modern and alternative to the other financial methods
关键词：Fractal Market Hypothesis (FMH); Heterogeneous Market Hypothesis (HMH); Arbitrage pricing Theory ;(APT); Efficient Market Hypothesis (EMH); Capital Asset Pricing Model (CAPM); Forecasting