A quantum Model for the stock Market
سال انتشار: 1401
نوع سند: مقاله ژورنالی
زبان: انگلیسی
مشاهده: 302
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شناسه ملی سند علمی:
JR_AMFA-7-1_010
تاریخ نمایه سازی: 30 آبان 1400
چکیده مقاله:
Price return and P/E are two interesting factors for a lot of investors; The Bohmian quantum mechanics used referring to the time correlation of return and P/E of the stock market under consideration. In this study, we extend the quantum potential concept to determine the behaviour of P/E and also price return in two different industry of Tehran stock market during a time interval of April. ۲۰۰۸ to march ۲۰۱۹. The obtained results show that the quantum potential behaves in the same manner for P/E and price return, also confines the variations of the P/E and price return into a specific domain. Furthermore, a joint quantum potential as a function of return and P/E is derived by the probability distribution function (PDF) constructed by the real data of a given market. It serves as a suitable instrument to investigate the relationship between these variables. The resultant PDF and the corresponding joint quantum potential illustrate that where we have light points in joint quantum potential chart, the probability of those amount of P/E and price return are more than other points. In addition, because of the rectangular shape of the joint quantum potential chart we can say that these two variables behave as two independent variables in the Market.
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نویسندگان
Neda Allahyaribeik
Department of Accounting, Faculty of Management and Economics, Science and Research Branch, Islamic Azad University, Tehran, Iran
Hashem Nikoomaram
Department of Accounting, Faculty of Management and Economics, Science and Research Branch, Islamic Azad University, Tehran, Iran
Sara Allahyaribeik
Department of Marine Sciences, Faculty of Natural Resources and Environment, Science and Research Branch, Islamic Azad University, Tehran, Iran
Fraydoon Rahnamay Roodposhti
Department of Accounting, Faculty of Management and Economics, Science and Research Branch, Islamic Azad University, Tehran, Iran