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This is a Quantitative Study study.

September 23, 2025Open Access

Identification of phase correlations in Financial Stock Market Turbulence

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The analysis establishes that information asymmetry contributes significantly to market turbulence, complicating predictions.
Using spectrum analysis, the research reveals that traditional approaches struggle to accurately assess cyclical price fluctuations.
The study utilizes advanced computational techniques to decompose price patterns, enhancing understanding of market behaviors.
Findings may indicate that better frameworks could optimize arbitrage methods reflecting true market conditions.

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This analysis identifies price fluctuations in the stock market, suggesting insights into information asymmetry.

Sharma et al. (2025) studied this question.

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