Abstract

Emotions and feelings affect economic systems. This is well known as e.g. stock markets tend to react to sudden political and emotional events. However, the link between emotions, consciousness, and economic systems at a deeper level than the aggregate resulting action of people at large is yet to be explored and understood. In this paper, a first building block is presented as it is shown that a variable derived from the random numbers obtained by the Global Consciousness Project is statistically related to various well-known stock market index returns. The relationship is shown to be non-linear and that variations in the variable, to some extent, predate the underlying trade. The results presented are found to be robust and qualitatively unaffected by the removal of outliers. Apart from the pure economic value of these findings, the results have truly baffling implications. This is the case as they confirm some previous unorthodox research suggesting that consciousness stretches out beyond the locally confined space of our heads and that consciousness can affect hardwaregenerated random numbers at a distance. Thus, these results put doubt on the existing paradigm with regards to consciousness and highlight the need for further research.