Rate the Article: The Brownian Motions in the Indian Stock Market, IJSR, Call for Papers, Online Journal
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: 361 | Weekly Hits: ⮙1 | Monthly Hits: ⮙1

Research Paper | Economics & Finance | India | Volume 12 Issue 1, January 2023 | Rating: 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



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