Estimating the level of cash invested in financial markets

Jørgen Vitting Andersen

Physica A: Statistical Mechanics and its Applications, 2004, vol. 344, issue 1, 168-173

Abstract: Long-term trends of financial markets are considered as a growth phenomenon, with a steady influx of money needed to ensure a sustainable growth. A study is made of the impact of money supply, dividends and interest rates, on the growth of a market. A method to estimate the level of investment of cash into stocks is introduced, thereby eventually also identifying periods when stock markets are likely to have topped.

Keywords: Financial markets; Growth phenomena; Hedge funds (search for similar items in EconPapers)
Date: 2004
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0378437104009288
Full text for ScienceDirect subscribers only. Journal offers the option of making the article available online on Science direct for a fee of $3,000

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:344:y:2004:i:1:p:168-173

DOI: 10.1016/j.physa.2004.06.109

Access Statistics for this article

Physica A: Statistical Mechanics and its Applications is currently edited by K. A. Dawson, J. O. Indekeu, H.E. Stanley and C. Tsallis

More articles in Physica A: Statistical Mechanics and its Applications from Elsevier
Bibliographic data for series maintained by Catherine Liu ().