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Impetus for future growth in the globalization of stockinvestments: an evidence from joint time series and chaos analyses Hoque, M. Computational Intelligence for Financial Engineering, 1996., Proceedings of the IEEE/IAFE 1996 Conference on Volume , Issue , 24-26 Mar 1996 Page(s):49 - 57 Digital Object Identifier 10.1109/CIFER.1996.501822 Summary:The central focus of this paper is to conduct an elaborate search for chaos in the national stock market index prices. We looked at 810 days of index prices by employing all the techniques discussed in the finance literature. The structures sorted out in this paper were calendar and non-calendar factors. We provide conclusive evidence for the presence of chaos in national stock index prices data. Most importantly, this provides a rational impetus for future growth in international portfolio investments in a highly integrated world. Furthermore, future exploration of the underlying structure confirmed by the presence of chaos may lead to the clarification of unexplained changes in national stock index prices » View citation and abstract



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