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Resonance phenomena in financial markets

Vol. 17, Iss. 41, NOVEMBER 2011

Available online: 3 November 2011

Subject Heading: Financial market

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Semenov V.P. Doctor of Economic Sciences, professor, Russian Economic University (REU) named afterPlekhanov
emf@rea.ru

Solov'ev U.P. Doctor of Economics, professor, Russian Economic University (REU) named afterPlekhanov
emf@rea.ru

The model of financial market, based on the mechanistic analogy is given in the concepts of econophysics. The possibility of connecting model parameters with identifications and methods used in technical analysis in its application to mark the real state of stock market are discussed in this article. It is vividly showed in the article that financial market can be dealt as an information resonator, separating some information harmonic out of the whole stream of information’s. In this connection it is necessary to underline that the coincidence in the internal frequency of this harmonics with the internal market oscillation leads to the cost raised on some assets which actually very often can be treated as the false signals applied by the stock market to the real economy.

Keywords: effective market, assets cost process, stock indexes, wave theory, harmonic oscillator, periodic information, resonance, internal oscillation, information harmonic, derivative

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ISSN 2311-8709 (Online)
ISSN 2071-4688 (Print)

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