IDEAS home Printed from https://ideas.repec.org/a/wsi/ijmpcx/v17y2006i11ns0129183106009138.html
   My bibliography  Save this article

Stock Mechanics: A General Theory And Method Of Energy Conservation With Applications On Djia

Author

Listed:
  • ÇAĞLAR TUNCAY

    (Department of Physics, Middle East Technical University, 06531 Ankara, Turkey)

Abstract

A new method, based on the original theory of conservation of sum of kinetic and potential energy defined for prices is proposed and applied on the Dow Jones Industrials Average (DJIA). The general trends averaged over months or years gave a roughly conserved total energy, with three different potential energies, i.e., positive definite quadratic, negative definite quadratic and linear potential energy for exponential rises (and falls), sinusoidal oscillations and parabolic trajectories, respectively. Corresponding expressions for force (impact) are also given.

Suggested Citation

  • Çağlar Tuncay, 2006. "Stock Mechanics: A General Theory And Method Of Energy Conservation With Applications On Djia," International Journal of Modern Physics C (IJMPC), World Scientific Publishing Co. Pte. Ltd., vol. 17(11), pages 1679-1690.
    • Handle: RePEc:wsi:ijmpcx:v:17:y:2006:i:11:n:s0129183106009138
    DOI: 10.1142/S0129183106009138
    as

    Download full text from publisher

    File URL: http://www.worldscientific.com/doi/abs/10.1142/S0129183106009138
    Download Restriction: Access to full text is restricted to subscribers
    File URL: https://libkey.io/10.1142/S0129183106009138?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Tél, Tamás & Vollmer, Jürgen & Mátyás, László, 2003. "Comments on the paper ‘Particles, maps and irreversible thermodynamics’ by E.G.D. Cohen, L. Rondoni, Physica A 306 (2002) 117," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 323(C), pages 323-326.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Rouhang Chen & Bing Qiu & Chaoying Zhang & Lingjiang Kong & Muren Liu, 2007. "A Study On The Evacuation Of People In A Hall Using The Cellular Automaton Model," International Journal of Modern Physics C (IJMPC), World Scientific Publishing Co. Pte. Ltd., vol. 18(03), pages 359-367.
    2. Bing Qiu & Huili Tan & Chaoying Zhang & Lingjiang Kong & Muren Liu, 2005. "Cellular Automaton Simulation Of The Escaping Pedestrian Flow In Corridor," International Journal of Modern Physics C (IJMPC), World Scientific Publishing Co. Pte. Ltd., vol. 16(02), pages 225-235.
    3. Zhong-Jun Ding & Xiao-Yan Sun & Run-Ran Liu & Qiao-Ming Wang & Bing-Hong Wang, 2010. "Traffic Flow At A Signal Controlled T-Shaped Intersection," International Journal of Modern Physics C (IJMPC), World Scientific Publishing Co. Pte. Ltd., vol. 21(03), pages 443-455.
    4. Xin-Jian Xu & Liu-Ming Zhang & Li-Jie Zhang, 2010. "Mutual Selection In Network Evolution: The Role Of The Intrinsic Fitness," International Journal of Modern Physics C (IJMPC), World Scientific Publishing Co. Pte. Ltd., vol. 21(01), pages 129-135.
    5. Johannes Bonnekoh, 2003. "Monte Carlo Simulations Of The Ising And The Sznajd Model On Growing Barabási–Albert Networks," International Journal of Modern Physics C (IJMPC), World Scientific Publishing Co. Pte. Ltd., vol. 14(09), pages 1231-1235.
    6. K. Jetto & H. Ez-Zahraouy & A. Benyoussef, 2008. "The Investigation Of The Traffic Flow Behavior In Tollbooths Using Cellular Automaton Model," International Journal of Modern Physics C (IJMPC), World Scientific Publishing Co. Pte. Ltd., vol. 19(06), pages 903-915.
    7. J. R. R. Duarte & M. L. Lyra, 2010. "Optimal Directed Current Of A Brownian Motor Under A Non-Gaussian Noise Generated By A Multiplicative Process," International Journal of Modern Physics C (IJMPC), World Scientific Publishing Co. Pte. Ltd., vol. 21(06), pages 757-767.
    8. Wenguo Weng & Yuji Hasemi & Weicheng Fan, 2006. "Motor Schema-Based Cellular Automaton Model For Pedestrian Dynamics," International Journal of Modern Physics C (IJMPC), World Scientific Publishing Co. Pte. Ltd., vol. 17(06), pages 853-859.
    9. Wen-Xing Zhu & Lei Jia, 2008. "Stability And Kink–Antikink Soliton Solution For Total Generalized Optimal Velocity Model," International Journal of Modern Physics C (IJMPC), World Scientific Publishing Co. Pte. Ltd., vol. 19(09), pages 1321-1335.
    10. S. M. Vaez Allaei & Muhammad Sahimi, 2005. "Computing Transport Properties Of Heterogeneous Media By An Optimization Method," International Journal of Modern Physics C (IJMPC), World Scientific Publishing Co. Pte. Ltd., vol. 16(01), pages 1-16.
    11. Lizhong Yang & Shaobo Liu & Jian Li & Kongjin Zhu & Tingyong Fang, 2009. "Information-Based Evacuation Experiment And Its Cellular Automaton Simulation," International Journal of Modern Physics C (IJMPC), World Scientific Publishing Co. Pte. Ltd., vol. 20(10), pages 1583-1596.
    12. Wenguo Weng & Hongyong Yuan & Weicheng Fan & Yuji Hasemi, 2007. "Experimental Validation Of Motor Schema-Based Cellular Automaton Model For Pedestrian Dynamics," International Journal of Modern Physics C (IJMPC), World Scientific Publishing Co. Pte. Ltd., vol. 18(06), pages 927-936.
    13. Mingfeng He & Bei Li & Haixuan Xu & Lidong Luo, 2005. "A Three-Opinion Sznajd Model With Limited Persuasion And Its Applications," International Journal of Modern Physics C (IJMPC), World Scientific Publishing Co. Pte. Ltd., vol. 16(10), pages 1499-1506.
    14. K. Trojan & M. Ausloos & R. Cloots, 2004. "Exponential And Power Law Distribution Of Mass Clusters In A (Magnetic-Like) Deposition Model Of Elongated Grains In 2d Piles," International Journal of Modern Physics C (IJMPC), World Scientific Publishing Co. Pte. Ltd., vol. 15(08), pages 1121-1141.
    15. Mingfeng He & Haixuan Xu & Qi Sun, 2004. "Opinion Evolution On A Scale-Free Network With Leaders," International Journal of Modern Physics C (IJMPC), World Scientific Publishing Co. Pte. Ltd., vol. 15(07), pages 947-953.
    16. Ling-Xiao Yang & Xiao-Mei Zhao & Jian-Feng Zheng, 2011. "Bi-Directional Pedestrians With A Partition Line," International Journal of Modern Physics C (IJMPC), World Scientific Publishing Co. Pte. Ltd., vol. 22(08), pages 871-881.
    17. Wei-Xing Zhou & Didier Sornette, 2003. "Nonparametric Analyses Of Log-Periodic Precursors To Financial Crashes," International Journal of Modern Physics C (IJMPC), World Scientific Publishing Co. Pte. Ltd., vol. 14(08), pages 1107-1125.
    18. Christian Schulze, 2003. "Advertising In The Sznajd Marketing Model," International Journal of Modern Physics C (IJMPC), World Scientific Publishing Co. Pte. Ltd., vol. 14(01), pages 95-98.
    19. Luciano Da Fontoura Costa & Gonzalo Travieso, 2005. "Strength Distribution In Derivative Networks," International Journal of Modern Physics C (IJMPC), World Scientific Publishing Co. Pte. Ltd., vol. 16(07), pages 1097-1105.
    20. R. A. Kosiński & Ł. Adamowski, 2004. "Influence Of The Initial Source Of Epidemic And Preventive Vaccination On The Spreading Phenomena In A Two-Dimensional Lattice," International Journal of Modern Physics C (IJMPC), World Scientific Publishing Co. Pte. Ltd., vol. 15(06), pages 755-765.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:wsi:ijmpcx:v:17:y:2006:i:11:n:s0129183106009138. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Tai Tone Lim (email available below). General contact details of provider: http://www.worldscinet.com/ijmpc/ijmpc.shtml .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.