The Toronto Cycles

Posted: 7 Oct 2011

Date Written: October 7, 2011

Abstract

This paper applies performance cycles to the top 100 stocks of Toronto Stock Exchange. The idea of time cyclicality and performance cycles has been explained as a method of market cyclicality in the following academic papers and published literature: 1: The Divergence Cycles0 2: The BRIC Model from a Japanese Perspective - Pre and Post Financial Crisis Review and Forecasts1 3: Time Fractals2 4: Temporal Changes in Shiller's Exuberance Data3 5: Time Duration Decay in Romanian Capital Markets4 6: MTA Knowledge base – Performance Cycles5 7: Mean Reversion Cycles6

Keywords: mean reversion, time fractals, divergence cycles, performance ranking

JEL Classification: E32

Suggested Citation

Pal, Mukul, The Toronto Cycles (October 7, 2011). Available at SSRN: https://ssrn.com/abstract=1940370 or http://dx.doi.org/10.2139/ssrn.1940370

Mukul Pal (Contact Author)

AlphaBlock ( email )

Toronto, Ontario M8Z 2H6
Canada

HOME PAGE: http://www.alphablock.org

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