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

• 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/21289/1/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

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...