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| APR 1987
Weekly price cycles: evidence of auto-correlation by Frank Tarkany
Weekly price cycles: evidence of auto-correlation by Frank Tarkany This article is a continuation of my article last month which examined Dow Jones Industrial Average weekly closing price data for price auto-correlation and cross-correlation with total weekly NYSE volume. This work found cycles which compare favorably with previous cycle studies. In your trading, you may reasonably use these cycles with more confidence than is typical. Also, there may exist a 22-week fundamental price cycle, with harmonics, in the DJIA weekly close data.
by Frank Tarkany
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