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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| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Penerbit Universiti Kebangsaan Malaysia
2022
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| Online Access: | http://journalarticle.ukm.my/21475/7/AjA_9.pdf http://journalarticle.ukm.my/21475/ https://ejournals.ukm.my/ajac/issue/view/1555 |
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