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Effectiveness of geometric brownian motion method in predicting stock prices: evidence from India

This research examines whether stock prices in the Indian stock markets follow a Geometric Brownian Motion (GBM). This study is keen on knowing if one can predict the simulated stock prices accurately against the actual stock prices. One-year, three-year, and five-year data of the historical stock p...

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書誌詳細
主要な著者:	Prasad, Krishna, Prabhu, Bhuvana, Pereira, Lionel, Prabhu, Nandan, S, Pavithra
フォーマット:	論文
言語:	English
出版事項:	Penerbit Universiti Kebangsaan Malaysia 2022
オンライン･アクセス:	http://journalarticle.ukm.my/21289/1/Effectiveness%20of%20Geometric%20Brownian%20Motion%20Method%20in%20Predicting%20Stock%20Prices%20Evidence%20from%20India.pdf http://journalarticle.ukm.my/21289/ https://ejournal.ukm.my/gmjss/index
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