The Brownian Motions in the Indian Stock Market
International Journal of Science and Research (IJSR)

International Journal of Science and Research (IJSR)
Call for Papers | Fully Refereed | Open Access | Double Blind Peer Reviewed

ISSN: 2319-7064


Downloads: 1 | Views: 311 | Weekly Hits: ⮙1 | Monthly Hits: ⮙1

Research Paper | Economics & Finance | India | Volume 12 Issue 1, January 2023 | Popularity: 4.6 / 10


     

The Brownian Motions in the Indian Stock Market

Sayan Tarafdar


Abstract: A study is conducted to find the behavior of the Indian Stock Market based on the NSE data in weak form market efficiency. Three periods are selected from Yahoo Finance where two short periods are subsets of one long period. Serial correlations are calculated separately and tested for their statistical relevance to know the relations among successive price changes. This study focuses on whether trading as per various charts is useful or not.


Keywords: Finance, Random Walk, Stock Market


Edition: Volume 12 Issue 1, January 2023


Pages: 455 - 457


DOI: https://www.doi.org/10.21275/SR23114163959



Make Sure to Disable the Pop-Up Blocker of Web Browser


Text copied to Clipboard!
Sayan Tarafdar, "The Brownian Motions in the Indian Stock Market", International Journal of Science and Research (IJSR), Volume 12 Issue 1, January 2023, pp. 455-457, https://www.ijsr.net/getabstract.php?paperid=SR23114163959, DOI: https://www.doi.org/10.21275/SR23114163959

Top