Effectiveness of Geometric Brownian Motion method in predicting stock prices : evidence from India
Year of publication: |
2022
|
---|---|
Authors: | Prasad, Krishna ; Prabhu, Bhuvana ; Pereira, Lionel ; Prabhu, Nandan ; Pavithra S |
Published in: |
Asian journal of accounting & governance. - Bangi : UKM Press, ISSN 2180-3838, ZDB-ID 2860911-6. - Vol. 18.2022, p. 121-134
|
Subject: | Monte Carlo simulation | stock prediction tools | efficient market hypothesis | bounded rationality | geometricbrownian motion | Börsenkurs | Share price | Indien | India | Prognoseverfahren | Forecasting model | Monte-Carlo-Simulation | Effizienzmarkthypothese | Efficient market hypothesis | Stochastischer Prozess | Stochastic process | Theorie | Theory | Begrenzte Rationalität | Bounded rationality |
-
Earnings metrics, information processing, and price efficiency in laboratory markets
Elliott, W. Brooke, (2015)
-
Bae, Sung-chul, (2011)
-
Heterogeneity, bounded rationality and market dysfunctionality
He, Xue-zhong, (2008)
- More ...
-
Prabhu, Nandan, (2021)
-
Corporate Social Responsibility and Cost of Capital : The Moderating Role of Policy Intervention
Prabhu, Nandan, (2022)
-
Prasad, Krishna, (2020)
- More ...