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

QR Code

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...

Full description

Bibliographic Details
Main Authors:	Prasad, Krishna, Prabhu, Bhuvana, Pereira, Lionel, Prabhu, Nandan, S, Pavithra
Format:	Article
Language:	English
Published:	Penerbit Universiti Kebangsaan Malaysia 2022
Online Access:	http://journalarticle.ukm.my/21289/ http://journalarticle.ukm.my/21289/1/Effectiveness%20of%20Geometric%20Brownian%20Motion%20Method%20in%20Predicting%20Stock%20Prices%20Evidence%20from%20India.pdf

Similar Items

Effectiveness of geometric brownian motion method in predicting stock prices: evidence from India
by: Krishna Prasad,, et al.
Published: (2022)

Testing the biased geometric Brownian motion
by: Danswasvong, Thepdanai
Published: (2009)

Modelling Malaysian gold prices using geometric brownian motion model
by: Hamdan, Zawin Najah, et al.
Published: (2020)

Simulating rubber prices under geometric fractional Brownian motion with different Hurst estimators
by: Balasubramaniam, Srivennila Sri, et al.
Published: (2023)

Geometric fractional Brownian motion model for commodity market simulation
by: Ibrahim, Siti Nur Iqmal, et al.
Published: (2021)

Estimating dynamic geometric fractional brownian motion and its application to long-memory option pricing
by: Misiran, M., et al.
Published: (2012)

Fuzzy time series and geometric brownian motion in forecasting stock prices in Bursa Malaysia / Nur Ezzati Dayana Mohd Ramli
by: Mohd Ramli, Nur Ezzati Dayana
Published: (2020)

Geometric Brownian motion and calculation of option premium in black scholes model
by: Mat, Izzati, et al.
Published: (2011)

Combining Geometric Brownian Motion model and multiple linear regression model for predicting Kijang Emas selling price / Basyirah Che Mat
by: Che Mat, Basyirah
Published: (2016)

Pricing currency options by generalizations of the mixed fractional brownian motion
by: Shokrollahi, Foad
Published: (2016)

Autocorrelated process control: Geometric Brownian Motion approach versus Box-Jenkins approach
by: Salleh, R. M., et al.
Published: (2018)

Pricing currency option in a mixed fractional Brownian motion with jumps environment
by: Shokrollahi, Foad, et al.
Published: (2014)

The valuation of currency options by fractional Brownian motion
by: Shokrollahi, Foad, et al.
Published: (2016)

Integrating cluster analysis, geometric brownian motion and analytic hierarchy process in capital allocation / Siti Nazifah Zainol Abidin
by: Zainol Abidin, Siti Nazifah
Published: (2014)

Actuarial approach in a mixed fractional Brownian motion with jumps environment for pricing currency option
by: Shokrollahi, Foad, et al.
Published: (2015)

Call warrants pricing formula under mixed-fractional Brownian motion with Merton jump-diffusion
by: S. N. I., Ibrahim, et al.
Published: (2022)

Optimal Filtering of Linear System Driven by Fractional Brownian Motion
by: Misiran, Masnita, et al.
Published: (2010)

Performance of Brownian-Motion-Generated universal portfolios during covid-19 pandemic
by: Khor, Wei Sheng
Published: (2022)

Technical Analysis and Stock Price Prediction? Evidence from Malaysian Stock Market
by: Lee, Kelvin Yong Ming, et al.
Published: (2016)

Crude oil price, exchange rate and emerging stock market: evidence from India
by: Sahu, Tarak Nath, et al.
Published: (2014)

New Analyses Methods to Improve the Understanding of Shale Hydration and Dispersion in Drilling Fluids
by: Elango, Prabhu
Published: (2018)

Non-linear unit root properties of stock prices : evidence from India, Pakistan and Sri Lanka.
by: Tan, Siow Hooi, et al.
Published: (2010)

BEHAVIOUR OF STOCK PRICES SINCE LIBERALIZATION: THE CASE OF FII IN INDIA
by: Mehta, Sonal
Published: (2008)

BEHAVIOUR OF STOCK PRICES SINCE LIBERALIZATION: THE CASE OF FII IN INDIA
by: Mehta, Sonal
Published: (2008)

Earnings Announcements and Stock Price Behaviour: An Event Study on the Efficiency of India’s Stock Market
by: Sharma, Pranav
Published: (2013)

The impact of geometric and motion features on sign language translators
by: Bilal, Sara Mohammed Osman Saleh, et al.
Published: (2015)

Prediction of stock price using neural network
by: Jalunis, Fatmawati, et al.
Published: (2011)

A Mobile Application For Stock Price Prediction
by: Choy, Yi Tou
Published: (2021)

The use of whatsapp social media group for nutrition counselling among parents with children of congenital heart defects
by: Prabhu, Shruti, et al.
Published: (2023)

CAN PRICE LIMITS REDUCE STOCK PRICE VOLATILITY? EMPIRICAL EVIDENCE FROM AMMAN STOCK EXCHANGE
by: Haddad, Dima
Published: (2007)

Prices in Motion: Schumpeter’s Contribution to Price Theory
by: Bloch, Harry
Published: (2014)

Predicting Stock Prices Using Data Mining Technique
by: Thuy, Nguyen Thi Thu, et al.
Published: (2023)

Evaluation of time series models for stock price prediction
by: Lim, Jing Hao
Published: (2023)

Dividend policy and stock price volatility: Chinese evidence
by: Li, Hengyang
Published: (2020)

Stock price crash risk: evidence from China
by: Wang, Meng
Published: (2021)

Stock prices and demand for money in China: new evidence.
by: Baharumshah, Ahmad Zubaidi, et al.
Published: (2009)

Determinants of stock price fluctuations: Evidence from Singapore
by: Choi, Jun Hui, et al.
Published: (2014)

Can price limit effectively reduce stock price volatility? An empirical evidence from Vietnam Stock Exchange
by: Nguyen, Thi Thuy Linh
Published: (2013)

Prices in Motion: Towards a Schumpeterian Price Theory
by: Bloch, Harry
Published: (2016)

Association of X-Efficiency to Share Prices of Banks in India – An Empirical Evidence.
by: AGARWAL, MAYANK
Published: (2016)