Dublin Core The Dublin Core metadata element set is common to all Omeka records, including items, files, and collections. For more information see, http://dublincore.org/documents/dces/. Title A name given to the resource Articles Article Faculty Publications -Articles Dublin Core The Dublin Core metadata element set is common to all Omeka records, including items, files, and collections. For more information see, http://dublincore.org/documents/dces/. Title A name given to the resource Predictability and herding of bourse volatility: An econophysics analogue Subject The topic of the resource Econophysics; Herding; High Frequency Trading; Hurst exponent Description An account of the resource Financial Reynolds number works as a proxy for volatility in stock markets. This piece of work helps to identify the predictability and herd behavior embedded in the financial Reynolds number (time series) series for both CNX Nifty Regular and CNX Nifty High Frequency Trading domains. Hurst exponent and fractal dimension have been used to carry out this work. Results confirm conclusive evidence of predictability and herd behavior for both the indices. However, it has been observed that CNX Nifty High Frequency Trading domain (represented by its corresponding financial Reynolds number) is more predictable and has traces of significant herd behavior. The pattern of the predictability has been found to follow a quadratic equation. Bikramaditya Ghosh, Krishna M.C., Shrikanth Rao, Emira Kozarevi?, Rahul Kumar Pandey, 2018. Creator An entity primarily responsible for making the resource Ghosh B.; Krishna M.C.; Rao S.; Kozarevi? E.; Pandey R.K. Source A related resource from which the described resource is derived Investment Management and Financial Innovations, Vol-15, No. 2, pp. 317-326. Publisher An entity responsible for making the resource available LLC CPC Business Perspectives Date A point or period of time associated with an event in the lifecycle of the resource 2018-01-01 Identifier An unambiguous reference to the resource within a given context <a href="https://doi.org/10.21511/imfi.15(2).2018.28" target="_blank" rel="noreferrer noopener">https://doi.org/10.21511/imfi.15(2).2018.28</a> <br /><br /><a href="https://www.scopus.com/inward/record.uri?eid=2-s2.0-85051940311&amp;doi=10.21511%2Fimfi.15%282%29.2018.28&amp;partnerID=40&amp;md5=6ca49146fae345c604195696a9ab2d23" target="_blank" rel="noreferrer noopener">https://www.scopus.com/inward/record.uri?eid=2-s2.0-85051940311&amp;doi=10.21511%2fimfi.15%282%29.2018.28&amp;partnerID=40&amp;md5=6ca49146fae345c604195696a9ab2d23</a> Rights Information about rights held in and over the resource All Open Access; Gold Open Access; Green Open Access Relation A related resource ISSN: 18104967 Format The file format, physical medium, or dimensions of the resource Online Language A language of the resource English Type The nature or genre of the resource Article Coverage The spatial or temporal topic of the resource, the spatial applicability of the resource, or the jurisdiction under which the resource is relevant Ghosh B., Institute of Management, Christ University, Bangalore, India; Krishna M.C., Institute of Management, Christ University, Bangalore, India; Rao S., Institute of Management, Christ University, Bangalore, India; Kozarevi? E., Faculty of Economics, University of Tuzla, Bosnia and Herzegovina; Pandey R.K., Institute of Management, Christ University, Bangalore, India